# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0000940400-26-021352
**Filing Date:** 2026-5
**Character Count:** 2086948
**Document Hash:** b0ede9392e696446cf793ea1d06bb9b8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021352.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000940400-26-021352

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05186
- **FILM NUMBER:** 261024684

**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 March 31, 2026 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Long-Term Investments — 91.1%** | **Long-Term Investments — 91.1%** | **Long-Term Investments — 91.1%** |
| **Affiliated Mutual Funds — 37.7%** | **Affiliated Mutual Funds — 37.7%** | **Affiliated Mutual Funds — 37.7%** |
| **Domestic Equity — 5.6%** | **Domestic Equity — 5.6%** | **Domestic Equity — 5.6%** |
| &nbsp;&nbsp;&nbsp;AST Large-Cap Growth Portfolio\* | &nbsp;&nbsp;&nbsp;&nbsp;712956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$71238596 |
| &nbsp;&nbsp;&nbsp;AST Large-Cap Value Portfolio\* | &nbsp;&nbsp;&nbsp;&nbsp;448450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27790417 |
| &nbsp;&nbsp;&nbsp;AST Small-Cap Equity Portfolio\* | &nbsp;&nbsp;&nbsp;&nbsp;199259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17140223 |
| &nbsp;&nbsp;&nbsp;PGIM Jennison Natural Resources Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409097 |
| &nbsp;&nbsp;&nbsp;PSF PGIM Jennison Blend Portfolio\* | &nbsp;&nbsp;&nbsp;&nbsp;235717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32922538 |
| &nbsp;&nbsp;&nbsp;PSF PGIM Jennison Value Portfolio\* | &nbsp;&nbsp;&nbsp;&nbsp;114831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8263235 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157764106 |
| **Fixed Income — 30.7%** | **Fixed Income — 30.7%** | **Fixed Income — 30.7%** |
| &nbsp;&nbsp;&nbsp;AST PGIM Fixed Income Central Portfolio\* | 72598812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869007780 |
| &nbsp;&nbsp;&nbsp;PSF PGIM High Yield Bond Portfolio\* | &nbsp;&nbsp;&nbsp;&nbsp;592926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4636678 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873644458 |
| **International Equity — 1.4%** | **International Equity — 1.4%** | **International Equity — 1.4%** |
| &nbsp;&nbsp;&nbsp;PGIM Global Real Estate Fund | &nbsp;&nbsp;&nbsp;&nbsp;560628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11868489 |
| &nbsp;&nbsp;&nbsp;PGIM Jennison Emerging Markets Equity Opportunities Fund | &nbsp;&nbsp;&nbsp;&nbsp;508567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10598538 |
| &nbsp;&nbsp;&nbsp;PGIM Jennison International Opportunities Fund | &nbsp;&nbsp;&nbsp;&nbsp;533602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16909854 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39376881 |
| **Total Affiliated Mutual Funds<br>(cost $922,146,175)(wa)<br>** | **Total Affiliated Mutual Funds<br>(cost $922,146,175)(wa)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;1070785445 |
| **Common Stocks — 14.4%** | **Common Stocks — 14.4%** | **Common Stocks — 14.4%** |
| **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;3450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652302 |
| &nbsp;&nbsp;&nbsp;ATI, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843668 |
| &nbsp;&nbsp;&nbsp;BAE Systems PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363550 |
| &nbsp;&nbsp;&nbsp;Boeing Co. (The)\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318448 |
| &nbsp;&nbsp;&nbsp;Elbit Systems Ltd. (Israel) | &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;168622 |
| &nbsp;&nbsp;&nbsp;FTAI Aviation Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367500 |
| &nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1173469 |
| &nbsp;&nbsp;&nbsp;General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936441 |
| &nbsp;&nbsp;&nbsp;Howmet Aerospace, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274213 |
| &nbsp;&nbsp;&nbsp;Leonardo SpA (Italy) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271602 |
| &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;120878 |
| &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;74788 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618792 |
| &nbsp;&nbsp;&nbsp;Rheinmetall AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214222 |
| &nbsp;&nbsp;&nbsp;Rolls-Royce Holdings PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936886 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1548987 |
| &nbsp;&nbsp;&nbsp;Saab AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330063 |
| &nbsp;&nbsp;&nbsp;Safran SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749682 |
| &nbsp;&nbsp;&nbsp;Singapore Technologies Engineering Ltd. (Singapore) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400598 |
| &nbsp;&nbsp;&nbsp;Thales SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258056 |
| &nbsp;&nbsp;&nbsp;Woodward, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608464 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12231231 |
| **Air Freight & Logistics — 0.1%** | **Air Freight & Logistics — 0.1%** | **Air Freight & Logistics — 0.1%** |
| &nbsp;&nbsp;&nbsp;Deutsche Post AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687351 |
| &nbsp;&nbsp;&nbsp;DSV A/S (Denmark) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70279 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Air Freight & Logistics (cont'd.)** | **Air Freight & Logistics (cont'd.)** | **Air Freight & Logistics (cont'd.)** |
| &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$783596 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1541226 |
| **Automobile Components — 0.0%** | **Automobile Components — 0.0%** | **Automobile Components — 0.0%** |
| &nbsp;&nbsp;&nbsp;Aisin Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54944 |
| &nbsp;&nbsp;&nbsp;Aptiv PLC\* | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576352 |
| &nbsp;&nbsp;&nbsp;Aumovio SE (Germany)\* | &nbsp;&nbsp;&nbsp;&nbsp;3929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153864 |
| &nbsp;&nbsp;&nbsp;Bridgestone Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133365 |
| &nbsp;&nbsp;&nbsp;Cie Generale des Etablissements Michelin SCA (France) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25831 |
| &nbsp;&nbsp;&nbsp;Sumitomo Electric Industries Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267054 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1211410 |
| **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;240240 |
| &nbsp;&nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;&nbsp;15900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183486 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;12700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946150 |
| &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;58400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472665 |
| &nbsp;&nbsp;&nbsp;Isuzu Motors Ltd. (Japan) | &nbsp;&nbsp;&nbsp;16600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239053 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;9858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605901 |
| &nbsp;&nbsp;&nbsp;Stellantis NV | &nbsp;&nbsp;&nbsp;&nbsp;8881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64188 |
| &nbsp;&nbsp;&nbsp;Subaru Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130502 |
| &nbsp;&nbsp;&nbsp;Suzuki Motor Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52412 |
| &nbsp;&nbsp;&nbsp;Tesla, Inc.\* | &nbsp;&nbsp;&nbsp;10243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3807835 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Corp. (Japan) | &nbsp;&nbsp;&nbsp;54900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1141226 |
| &nbsp;&nbsp;&nbsp;Yamaha Motor Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36844 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7920502 |
| **Banks — 1.1%** | **Banks — 1.1%** | **Banks — 1.1%** |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV (Netherlands), CVA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25678 |
| &nbsp;&nbsp;&nbsp;AIB Group PLC (Ireland) | &nbsp;&nbsp;&nbsp;73446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784044 |
| &nbsp;&nbsp;&nbsp;ANZ Group Holdings Ltd. (Australia) | &nbsp;&nbsp;&nbsp;21874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550027 |
| &nbsp;&nbsp;&nbsp;Banca Monte dei Paschi di Siena SpA (Italy) | &nbsp;&nbsp;&nbsp;15788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137759 |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA (Spain) | &nbsp;&nbsp;&nbsp;31242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674814 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA (Spain) | &nbsp;&nbsp;&nbsp;84123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943079 |
| &nbsp;&nbsp;&nbsp;Bank Hapoalim BM (Israel) | &nbsp;&nbsp;&nbsp;18054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423998 |
| &nbsp;&nbsp;&nbsp;Bank Leumi Le-Israel BM (Israel) | &nbsp;&nbsp;&nbsp;&nbsp;6160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137755 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;21091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1028186 |
| &nbsp;&nbsp;&nbsp;Barclays PLC (United Kingdom) | 233158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1220229 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA (France) | &nbsp;&nbsp;&nbsp;12940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1232711 |
| &nbsp;&nbsp;&nbsp;BOC Hong Kong Holdings Ltd. (China) | &nbsp;&nbsp;&nbsp;50500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278609 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA (Spain) | &nbsp;&nbsp;&nbsp;78645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942769 |
| &nbsp;&nbsp;&nbsp;Chiba Bank Ltd. (The) (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80256 |
| &nbsp;&nbsp;&nbsp;Citigroup, Inc. | &nbsp;&nbsp;&nbsp;16901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1916742 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473763 |
| &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;8275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969059 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA (France) | &nbsp;&nbsp;&nbsp;22679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423289 |
| &nbsp;&nbsp;&nbsp;Danske Bank A/S (Denmark) | &nbsp;&nbsp;&nbsp;10243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504802 |
| &nbsp;&nbsp;&nbsp;DBS Group Holdings Ltd. (Singapore) | &nbsp;&nbsp;&nbsp;&nbsp;3630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161536 |
| &nbsp;&nbsp;&nbsp;DNB Bank ASA (Norway) | &nbsp;&nbsp;&nbsp;&nbsp;2093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65487 |
| &nbsp;&nbsp;&nbsp;Erste Group Bank AG (Austria) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36188 |

---

A1

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC (United Kingdom) | 151485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2487777 |
| &nbsp;&nbsp;&nbsp;ING Groep NV (Netherlands) | &nbsp;&nbsp;&nbsp;39299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020072 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA (Italy) | &nbsp;&nbsp;&nbsp;68503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414298 |
| &nbsp;&nbsp;&nbsp;Japan Post Bank Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195723 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2882768 |
| &nbsp;&nbsp;&nbsp;KBC Group NV (Belgium) | &nbsp;&nbsp;&nbsp;&nbsp;1496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183098 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group PLC (United Kingdom) | 423549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524961 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group, Inc. (Japan) | 100900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1708634 |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group, Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388644 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. (Australia) | &nbsp;&nbsp;&nbsp;12037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348178 |
| &nbsp;&nbsp;&nbsp;NatWest Group PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;94421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699466 |
| &nbsp;&nbsp;&nbsp;Nordea Bank Abp (Finland) | &nbsp;&nbsp;&nbsp;34528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594543 |
| &nbsp;&nbsp;&nbsp;Oversea-Chinese Banking Corp. Ltd. (Singapore) | &nbsp;&nbsp;&nbsp;30900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529248 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228899 |
| &nbsp;&nbsp;&nbsp;Resona Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;27200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310291 |
| &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;Societe Generale SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;5138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375161 |
| &nbsp;&nbsp;&nbsp;Standard Chartered PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;17730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369491 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group, Inc. (Japan) | &nbsp;&nbsp;&nbsp;30900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1016002 |
| &nbsp;&nbsp;&nbsp;Swedbank AB (Sweden) (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;5432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185142 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505670 |
| &nbsp;&nbsp;&nbsp;U.S. Bancorp | &nbsp;&nbsp;&nbsp;22393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164660 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA (Italy) | &nbsp;&nbsp;&nbsp;10307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739463 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;28806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2293246 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;9147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252780 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32428995 |
| **Beverages — 0.2%** | **Beverages — 0.2%** | **Beverages — 0.2%** |
| &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;492052 |
| &nbsp;&nbsp;&nbsp;Asahi Group Holdings Ltd. (Japan) | &nbsp;&nbsp;&nbsp;46400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463287 |
| &nbsp;&nbsp;&nbsp;Carlsberg A/S (Denmark) (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;2792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348577 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. (The) | &nbsp;&nbsp;&nbsp;10270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781033 |
| &nbsp;&nbsp;&nbsp;Coca-Cola HBC AG (Italy)\* | &nbsp;&nbsp;&nbsp;&nbsp;4166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234667 |
| &nbsp;&nbsp;&nbsp;Diageo PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;4917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91442 |
| &nbsp;&nbsp;&nbsp;Heineken Holding NV (Netherlands) | &nbsp;&nbsp;&nbsp;&nbsp;6024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428706 |
| &nbsp;&nbsp;&nbsp;Keurig Dr. Pepper, Inc. | &nbsp;&nbsp;&nbsp;11900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313327 |
| &nbsp;&nbsp;&nbsp;Kirin Holdings Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;27800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442192 |
| &nbsp;&nbsp;&nbsp;Monster Beverage Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210134 |
| &nbsp;&nbsp;&nbsp;PepsiCo, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995875 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4801292 |
| **Biotechnology — 0.3%** | **Biotechnology — 0.3%** | **Biotechnology — 0.3%** |
| &nbsp;&nbsp;&nbsp;AbbVie, Inc. | &nbsp;&nbsp;&nbsp;12248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2663818 |
| &nbsp;&nbsp;&nbsp;Amgen, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774070 |
| &nbsp;&nbsp;&nbsp;Argenx SE (Netherlands)\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285941 |
| &nbsp;&nbsp;&nbsp;Biogen, 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;73332 |
| &nbsp;&nbsp;&nbsp;CSL Ltd. (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;4814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472826 |
| &nbsp;&nbsp;&nbsp;Exelixis, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223028 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Biotechnology (cont'd.)** | **Biotechnology (cont'd.)** | **Biotechnology (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Genmab A/S (Denmark)\* | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$131968 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences, Inc. | &nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571417 |
| &nbsp;&nbsp;&nbsp;Grifols SA (Spain) | &nbsp;&nbsp;&nbsp;3264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34148 |
| &nbsp;&nbsp;&nbsp;Incyte Corp.\* | &nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442364 |
| &nbsp;&nbsp;&nbsp;Neurocrine Biosciences, Inc.\* | &nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447916 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals, Inc. | &nbsp;&nbsp;&nbsp;1231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951120 |
| &nbsp;&nbsp;&nbsp;Swedish Orphan Biovitrum AB (Sweden)\* | &nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31223 |
| &nbsp;&nbsp;&nbsp;United Therapeutics Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118596 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236666 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7458433 |
| **Broadline Retail — 0.4%** | **Broadline Retail — 0.4%** | **Broadline Retail — 0.4%** |
| &nbsp;&nbsp;&nbsp;Amazon.com, Inc.\* | 41658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8676112 |
| &nbsp;&nbsp;&nbsp;eBay, Inc. | &nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254856 |
| &nbsp;&nbsp;&nbsp;Macy's, Inc. | 26700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483003 |
| &nbsp;&nbsp;&nbsp;Next PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147830 |
| &nbsp;&nbsp;&nbsp;Pan Pacific International Holdings Corp. (Japan) | 12700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77473 |
| &nbsp;&nbsp;&nbsp;Prosus NV (China)\* | &nbsp;&nbsp;&nbsp;6856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317402 |
| &nbsp;&nbsp;&nbsp;Ryohin Keikaku Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25608 |
| &nbsp;&nbsp;&nbsp;Sea Ltd. (Singapore), ADR\* | &nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124215 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10106499 |
| **Building Products — 0.1%** | **Building Products — 0.1%** | **Building Products — 0.1%** |
| &nbsp;&nbsp;&nbsp;A.O. Smith Corp. | &nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72534 |
| &nbsp;&nbsp;&nbsp;AGC, Inc. (Japan) | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177138 |
| &nbsp;&nbsp;&nbsp;Assa Abloy AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;3191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115348 |
| &nbsp;&nbsp;&nbsp;Belimo Holding AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48729 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;&nbsp;5589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314717 |
| &nbsp;&nbsp;&nbsp;Cie de Saint-Gobain SA (France) | &nbsp;&nbsp;&nbsp;3828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316937 |
| &nbsp;&nbsp;&nbsp;Daikin Industries Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71968 |
| &nbsp;&nbsp;&nbsp;Geberit AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24301 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International PLC | &nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759510 |
| &nbsp;&nbsp;&nbsp;Trane Technologies PLC | &nbsp;&nbsp;&nbsp;1149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478834 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2380016 |
| **Capital Markets — 0.5%** | **Capital Markets — 0.5%** | **Capital Markets — 0.5%** |
| &nbsp;&nbsp;&nbsp;3i Group PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;4256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138707 |
| &nbsp;&nbsp;&nbsp;Affiliated Managers Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249030 |
| &nbsp;&nbsp;&nbsp;Amundi SA (France), 144A | &nbsp;&nbsp;&nbsp;3668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315220 |
| &nbsp;&nbsp;&nbsp;Ares Management Corp. (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60769 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. (The) | 12312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460573 |
| &nbsp;&nbsp;&nbsp;Blackrock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342369 |
| &nbsp;&nbsp;&nbsp;Blackstone, Inc. | &nbsp;&nbsp;&nbsp;3751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431327 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. (The) | 14345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1348143 |
| &nbsp;&nbsp;&nbsp;CME Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247208 |
| &nbsp;&nbsp;&nbsp;Daiwa Securities Group, Inc. (Japan) | 13600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128865 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG (Germany) | 15261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454169 |
| &nbsp;&nbsp;&nbsp;Deutsche Boerse AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161706 |
| &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;109408 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726705 |
| &nbsp;&nbsp;&nbsp;Houlihan Lokey, Inc. | &nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186706 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141552 |
| &nbsp;&nbsp;&nbsp;Julius Baer Group Ltd. (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51488 |

---

A2

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Capital Markets (cont'd.)** | **Capital Markets (cont'd.)** | **Capital Markets (cont'd.)** |
| &nbsp;&nbsp;&nbsp;London Stock Exchange Group PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;3617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$427123 |
| &nbsp;&nbsp;&nbsp;Macquarie Group Ltd. (Australia) | &nbsp;&nbsp;&nbsp;1441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204704 |
| &nbsp;&nbsp;&nbsp;Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174500 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 14612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2404697 |
| &nbsp;&nbsp;&nbsp;Morningstar, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135240 |
| &nbsp;&nbsp;&nbsp;MSCI, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485109 |
| &nbsp;&nbsp;&nbsp;Nasdaq, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67912 |
| &nbsp;&nbsp;&nbsp;Nomura Holdings, Inc. (Japan) | 29400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231497 |
| &nbsp;&nbsp;&nbsp;Northern Trust Corp. | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558280 |
| &nbsp;&nbsp;&nbsp;Partners Group Holding AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199401 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial, Inc. | &nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217185 |
| &nbsp;&nbsp;&nbsp;S&P Global, Inc. | &nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765612 |
| &nbsp;&nbsp;&nbsp;SBI Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90730 |
| &nbsp;&nbsp;&nbsp;Singapore Exchange Ltd. (Singapore) | 23400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356970 |
| &nbsp;&nbsp;&nbsp;T. Rowe Price Group, Inc.(a) | &nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522812 |
| &nbsp;&nbsp;&nbsp;UBS Group AG (Switzerland) | 23447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914278 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14309995 |
| **Chemicals — 0.2%** | **Chemicals — 0.2%** | **Chemicals — 0.2%** |
| &nbsp;&nbsp;&nbsp;Air Liquide SA (France) | &nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289378 |
| &nbsp;&nbsp;&nbsp;Air Products & Chemicals, Inc. | &nbsp;&nbsp;&nbsp;1129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327963 |
| &nbsp;&nbsp;&nbsp;Asahi Kasei Corp. (Japan) | &nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35224 |
| &nbsp;&nbsp;&nbsp;Ashland, Inc. | &nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77854 |
| &nbsp;&nbsp;&nbsp;Corteva, Inc. | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167420 |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours, Inc. | &nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114500 |
| &nbsp;&nbsp;&nbsp;Element Solutions, Inc. | &nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174114 |
| &nbsp;&nbsp;&nbsp;LANXESS AG (Germany) | &nbsp;&nbsp;&nbsp;4485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99159 |
| &nbsp;&nbsp;&nbsp;Linde PLC | &nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1388128 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Chemical Group Corp. (Japan) | 64900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379414 |
| &nbsp;&nbsp;&nbsp;Nippon Paint Holdings Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54554 |
| &nbsp;&nbsp;&nbsp;Nitto Denko Corp. (Japan) | &nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78016 |
| &nbsp;&nbsp;&nbsp;Orica Ltd. (Australia) | 10218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143609 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. (The) | &nbsp;&nbsp;&nbsp;2652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850099 |
| &nbsp;&nbsp;&nbsp;Shin-Etsu Chemical Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101797 |
| &nbsp;&nbsp;&nbsp;Yara International ASA (Brazil) | &nbsp;&nbsp;&nbsp;9904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578933 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4860162 |
| **Commercial Services & Supplies — 0.1%** | **Commercial Services & Supplies — 0.1%** | **Commercial Services & Supplies — 0.1%** |
| &nbsp;&nbsp;&nbsp;Brambles Ltd. (Australia) | 12308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193165 |
| &nbsp;&nbsp;&nbsp;Dai Nippon Printing Co. Ltd. (Japan) | 16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291520 |
| &nbsp;&nbsp;&nbsp;RB Global, Inc. (Canada) | &nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287550 |
| &nbsp;&nbsp;&nbsp;Republic Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120680 |
| &nbsp;&nbsp;&nbsp;Securitas AB (Sweden) (Class B Stock) | 10845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181631 |
| &nbsp;&nbsp;&nbsp;Tetra Tech, Inc. | &nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225900 |
| &nbsp;&nbsp;&nbsp;TOPPAN Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94949 |
| &nbsp;&nbsp;&nbsp;Veralto Corp. | &nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185682 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1581077 |
| **Communications Equipment — 0.1%** | **Communications Equipment — 0.1%** | **Communications Equipment — 0.1%** |
| &nbsp;&nbsp;&nbsp;Arista Networks, Inc.\* | &nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761236 |
| &nbsp;&nbsp;&nbsp;Ciena Corp.\* | &nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815283 |
| &nbsp;&nbsp;&nbsp;Cisco Systems, Inc. | &nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581925 |
| &nbsp;&nbsp;&nbsp;Lumentum Holdings, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351380 |
| &nbsp;&nbsp;&nbsp;Nokia OYJ (Finland) | 10831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86886 |

---

---

| | | |
|:---|:---|:---|
| **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;Telefonaktiebolaget LM Ericsson (Sweden) (Class B Stock)(a) | 40400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$460570 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3057280 |
| **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;2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250984 |
| &nbsp;&nbsp;&nbsp;AECOM | &nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305352 |
| &nbsp;&nbsp;&nbsp;API Group Corp.\* | &nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72937 |
| &nbsp;&nbsp;&nbsp;Comfort Systems USA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399907 |
| &nbsp;&nbsp;&nbsp;Eiffage SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141865 |
| &nbsp;&nbsp;&nbsp;HOCHTIEF AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309313 |
| &nbsp;&nbsp;&nbsp;MasTec, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160870 |
| &nbsp;&nbsp;&nbsp;Obayashi Corp. (Japan) | &nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191342 |
| &nbsp;&nbsp;&nbsp;Taisei Corp. (Japan) | &nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186483 |
| &nbsp;&nbsp;&nbsp;Vinci SA (France) | &nbsp;&nbsp;&nbsp;2822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423580 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2442633 |
| **Construction Materials — 0.0%** | **Construction Materials — 0.0%** | **Construction Materials — 0.0%** |
| &nbsp;&nbsp;&nbsp;CRH PLC (XLON) | &nbsp;&nbsp;&nbsp;3467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362719 |
| &nbsp;&nbsp;&nbsp;CRH PLC (NYSE) | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105120 |
| &nbsp;&nbsp;&nbsp;Holcim AG\* | &nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281051 |
| &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326760 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075650 |
| **Consumer Finance — 0.1%** | **Consumer Finance — 0.1%** | **Consumer Finance — 0.1%** |
| &nbsp;&nbsp;&nbsp;Ally Financial, Inc. | 12600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494298 |
| &nbsp;&nbsp;&nbsp;American Express Co.(a) | &nbsp;&nbsp;&nbsp;3344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1011493 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;4737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864171 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial(a) | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680200 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050162 |
| **Consumer Staples Distribution & Retail — 0.3%** | **Consumer Staples Distribution & Retail — 0.3%** | **Consumer Staples Distribution & Retail — 0.3%** |
| &nbsp;&nbsp;&nbsp;Carrefour SA (France) | 11056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204711 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2092503 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp. | &nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486793 |
| &nbsp;&nbsp;&nbsp;Dollar Tree, Inc.\* | &nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197118 |
| &nbsp;&nbsp;&nbsp;Jeronimo Martins SGPS SA (Portugal) | &nbsp;&nbsp;&nbsp;5720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136773 |
| &nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize NV (Netherlands) | 11089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516406 |
| &nbsp;&nbsp;&nbsp;MatsukiyoCocokara & Co. (Japan) | &nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155980 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627704 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303000 |
| &nbsp;&nbsp;&nbsp;Tesco PLC (United Kingdom) | 81069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509521 |
| &nbsp;&nbsp;&nbsp;Walmart, Inc. | 18930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2352620 |
| &nbsp;&nbsp;&nbsp;Woolworths Group Ltd. (Australia) | 12301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310628 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7893757 |
| **Containers & Packaging — 0.0%** | **Containers & Packaging — 0.0%** | **Containers & Packaging — 0.0%** |
| &nbsp;&nbsp;&nbsp;Ball Corp. | &nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70932 |
| &nbsp;&nbsp;&nbsp;Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111203 |
| &nbsp;&nbsp;&nbsp;Smurfit Westrock PLC | &nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71730 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253865 |
| **Distributors — 0.0%** | **Distributors — 0.0%** | **Distributors — 0.0%** |
| &nbsp;&nbsp;&nbsp;LKQ Corp. | &nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237897 |

---

A3

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Diversified Consumer Services — 0.0%** | **Diversified Consumer Services — 0.0%** | **Diversified Consumer Services — 0.0%** |
| &nbsp;&nbsp;&nbsp;ADT, Inc. | &nbsp;&nbsp;&nbsp;84000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$551881 |
| &nbsp;&nbsp;&nbsp;Pearson PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;8272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109057 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660938 |
| **Diversified REITs — 0.0%** | **Diversified REITs — 0.0%** | **Diversified REITs — 0.0%** |
| &nbsp;&nbsp;&nbsp;Covivio SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;2501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149468 |
| &nbsp;&nbsp;&nbsp;GPT Group (The) (Australia) | &nbsp;&nbsp;&nbsp;64166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202959 |
| &nbsp;&nbsp;&nbsp;Mirvac Group (Australia) | 106129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131129 |
| &nbsp;&nbsp;&nbsp;Stockland (Australia) | &nbsp;&nbsp;&nbsp;85058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255330 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738886 |
| **Diversified Telecommunication Services — 0.2%** | **Diversified Telecommunication Services — 0.2%** | **Diversified Telecommunication Services — 0.2%** |
| &nbsp;&nbsp;&nbsp;AT&T, Inc.(a) | &nbsp;&nbsp;&nbsp;20400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591396 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. (Class A Stock) | &nbsp;&nbsp;&nbsp;26407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758145 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom AG (Germany) | &nbsp;&nbsp;&nbsp;33908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1265557 |
| &nbsp;&nbsp;&nbsp;Elisa OYJ (Finland) | &nbsp;&nbsp;&nbsp;&nbsp;3308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161134 |
| &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;59383 |
| &nbsp;&nbsp;&nbsp;Koninklijke KPN NV (Netherlands) | &nbsp;&nbsp;&nbsp;20248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112855 |
| &nbsp;&nbsp;&nbsp;Singapore Telecommunications Ltd. (Singapore) | &nbsp;&nbsp;&nbsp;16800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64687 |
| &nbsp;&nbsp;&nbsp;Telia Co. AB (Sweden) | &nbsp;&nbsp;&nbsp;40658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208302 |
| &nbsp;&nbsp;&nbsp;Telstra Group Ltd. (Australia) | 148979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549972 |
| &nbsp;&nbsp;&nbsp;Verizon Communications, Inc. | &nbsp;&nbsp;&nbsp;27298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1370360 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5141791 |
| **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;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35500 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co., Inc.(a) | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087964 |
| &nbsp;&nbsp;&nbsp;Chubu Electric Power Co., Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80786 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167550 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp.(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78564 |
| &nbsp;&nbsp;&nbsp;Elia Group SA/NV (Belgium) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78796 |
| &nbsp;&nbsp;&nbsp;Endesa SA (Spain) | &nbsp;&nbsp;&nbsp;&nbsp;4796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200008 |
| &nbsp;&nbsp;&nbsp;Enel SpA (Italy) | 111030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1213872 |
| &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340339 |
| &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397062 |
| &nbsp;&nbsp;&nbsp;Iberdrola SA (Spain) | &nbsp;&nbsp;&nbsp;24838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568645 |
| &nbsp;&nbsp;&nbsp;Kansai Electric Power Co., Inc. (The) (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151297 |
| &nbsp;&nbsp;&nbsp;NextEra Energy, Inc. | &nbsp;&nbsp;&nbsp;15537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1443077 |
| &nbsp;&nbsp;&nbsp;NRG Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219210 |
| &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;78754 |
| &nbsp;&nbsp;&nbsp;PG&E Corp. | &nbsp;&nbsp;&nbsp;41400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727398 |
| &nbsp;&nbsp;&nbsp;Southern Co. (The) | &nbsp;&nbsp;&nbsp;13681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1320490 |
| &nbsp;&nbsp;&nbsp;Terna - Rete Elettrica Nazionale (Italy) | &nbsp;&nbsp;&nbsp;14659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167661 |
| &nbsp;&nbsp;&nbsp;Xcel Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249680 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8606653 |
| **Electrical Equipment — 0.3%** | **Electrical Equipment — 0.3%** | **Electrical Equipment — 0.3%** |
| &nbsp;&nbsp;&nbsp;ABB Ltd. (Switzerland) | &nbsp;&nbsp;&nbsp;17545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1426548 |
| &nbsp;&nbsp;&nbsp;AMETEK, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600208 |
| &nbsp;&nbsp;&nbsp;Eaton Corp. PLC | &nbsp;&nbsp;&nbsp;&nbsp;2638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943534 |
| &nbsp;&nbsp;&nbsp;Fujikura Ltd. (Japan) | &nbsp;&nbsp;&nbsp;12600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346526 |
| &nbsp;&nbsp;&nbsp;GE Vernova, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1309350 |
| &nbsp;&nbsp;&nbsp;Legrand SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;1868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290202 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Electric Corp. (Japan) | &nbsp;&nbsp;&nbsp;19200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627976 |

---

---

| | | |
|:---|:---|:---|
| **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;NIDEC Corp. (Japan) | &nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$27936 |
| &nbsp;&nbsp;&nbsp;nVent Electric PLC | &nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686024 |
| &nbsp;&nbsp;&nbsp;Prysmian SpA (Italy) | &nbsp;&nbsp;&nbsp;&nbsp;537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63415 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322992 |
| &nbsp;&nbsp;&nbsp;Schneider Electric SE | &nbsp;&nbsp;&nbsp;2713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738971 |
| &nbsp;&nbsp;&nbsp;Siemens Energy AG (Germany) | &nbsp;&nbsp;&nbsp;4770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822585 |
| &nbsp;&nbsp;&nbsp;Vertiv Holdings Co. (Class A Stock) | &nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275638 |
| &nbsp;&nbsp;&nbsp;Vestas Wind Systems A/S (Denmark) | &nbsp;&nbsp;&nbsp;5565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167901 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8649806 |
| **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;5706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720953 |
| &nbsp;&nbsp;&nbsp;Avnet, Inc. | &nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147888 |
| &nbsp;&nbsp;&nbsp;CDW Corp. | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84714 |
| &nbsp;&nbsp;&nbsp;Cognex Corp. | &nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73485 |
| &nbsp;&nbsp;&nbsp;Coherent Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190568 |
| &nbsp;&nbsp;&nbsp;Corning, Inc. | &nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275339 |
| &nbsp;&nbsp;&nbsp;Halma PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;5311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271025 |
| &nbsp;&nbsp;&nbsp;Ibiden Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35028 |
| &nbsp;&nbsp;&nbsp;Keyence Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142363 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies, Inc.\* | &nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790636 |
| &nbsp;&nbsp;&nbsp;Kyocera Corp. (Japan) | 22500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345005 |
| &nbsp;&nbsp;&nbsp;Littelfuse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101805 |
| &nbsp;&nbsp;&nbsp;Murata Manufacturing Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134623 |
| &nbsp;&nbsp;&nbsp;TDK Corp. (Japan) | &nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127305 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3440737 |
| **Energy Equipment & Services — 0.1%** | **Energy Equipment & Services — 0.1%** | **Energy Equipment & Services — 0.1%** |
| &nbsp;&nbsp;&nbsp;Baker Hughes Co. | &nbsp;&nbsp;&nbsp;9171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559890 |
| &nbsp;&nbsp;&nbsp;Tenaris SA | &nbsp;&nbsp;&nbsp;9315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272299 |
| &nbsp;&nbsp;&nbsp;Weatherford International PLC | &nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633686 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1465875 |
| **Entertainment — 0.2%** | **Entertainment — 0.2%** | **Entertainment — 0.2%** |
| &nbsp;&nbsp;&nbsp;Netflix, Inc.\* | 17300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1663395 |
| &nbsp;&nbsp;&nbsp;Nintendo Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108462 |
| &nbsp;&nbsp;&nbsp;Roku, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66234 |
| &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;290946 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59250 |
| &nbsp;&nbsp;&nbsp;Walt Disney Co. (The) | 21402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2062725 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4251012 |
| **Financial Services — 0.3%** | **Financial Services — 0.3%** | **Financial Services — 0.3%** |
| &nbsp;&nbsp;&nbsp;Banca Mediolanum SpA (Italy) | &nbsp;&nbsp;&nbsp;5093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103190 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway, Inc. (Class B Stock)\* | &nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2923120 |
| &nbsp;&nbsp;&nbsp;Edenred SE (France) | &nbsp;&nbsp;&nbsp;2123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42288 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services, Inc. | 17100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802161 |
| &nbsp;&nbsp;&nbsp;Fiserv, Inc.\* | &nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106020 |
| &nbsp;&nbsp;&nbsp;Global Payments, Inc. | &nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121140 |
| &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;36060 |
| &nbsp;&nbsp;&nbsp;Industrivarden AB (Sweden) (Class C Stock) | &nbsp;&nbsp;&nbsp;7890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391097 |
| &nbsp;&nbsp;&nbsp;Investor AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;8430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319284 |
| &nbsp;&nbsp;&nbsp;Mastercard, Inc. (Class A Stock) | &nbsp;&nbsp;&nbsp;6540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3267776 |

---

A4

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Financial Services (cont'd.)** | **Financial Services (cont'd.)** | **Financial Services (cont'd.)** |
| &nbsp;&nbsp;&nbsp;ORIX Corp. (Japan) | &nbsp;&nbsp;&nbsp;12200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$361991 |
| &nbsp;&nbsp;&nbsp;Visa, Inc. (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360080 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9834207 |
| **Food Products — 0.1%** | **Food Products — 0.1%** | **Food Products — 0.1%** |
| &nbsp;&nbsp;&nbsp;Conagra Brands, Inc. | &nbsp;&nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163488 |
| &nbsp;&nbsp;&nbsp;Darling Ingredients, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265955 |
| &nbsp;&nbsp;&nbsp;General Mills, Inc. | &nbsp;&nbsp;&nbsp;18500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688570 |
| &nbsp;&nbsp;&nbsp;Ingredion, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191522 |
| &nbsp;&nbsp;&nbsp;J.M. Smucker Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183236 |
| &nbsp;&nbsp;&nbsp;Lamb Weston Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76068 |
| &nbsp;&nbsp;&nbsp;Lotus Bakeries NV (Belgium) | &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;&nbsp;&nbsp;33872 |
| &nbsp;&nbsp;&nbsp;Magnum Ice Cream Co. NV (The) (Netherlands)\* | &nbsp;&nbsp;&nbsp;&nbsp;2241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32978 |
| &nbsp;&nbsp;&nbsp;Mondelez International, Inc. (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;7016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404402 |
| &nbsp;&nbsp;&nbsp;Nestle SA | &nbsp;&nbsp;&nbsp;14210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1393874 |
| &nbsp;&nbsp;&nbsp;Orkla ASA (Norway) | &nbsp;&nbsp;&nbsp;12860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161839 |
| &nbsp;&nbsp;&nbsp;WH Group Ltd. (Hong Kong), 144A | 332500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437050 |
| &nbsp;&nbsp;&nbsp;Yamazaki Baking Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181060 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4213914 |
| **Gas Utilities — 0.0%** | **Gas Utilities — 0.0%** | **Gas Utilities — 0.0%** |
| &nbsp;&nbsp;&nbsp;Naturgy Energy Group SA (Spain) | &nbsp;&nbsp;&nbsp;14544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436617 |
| &nbsp;&nbsp;&nbsp;Osaka Gas Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218724 |
| &nbsp;&nbsp;&nbsp;Snam SpA (Italy) | &nbsp;&nbsp;&nbsp;54832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415376 |
| &nbsp;&nbsp;&nbsp;Tokyo Gas Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47096 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1117813 |
| **Ground Transportation — 0.1%** | **Ground Transportation — 0.1%** | **Ground Transportation — 0.1%** |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Kansas City Ltd. (Canada) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58995 |
| &nbsp;&nbsp;&nbsp;Central Japan Railway Co. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59803 |
| &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;15700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644485 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6601 |
| &nbsp;&nbsp;&nbsp;Uber Technologies, Inc.\* | &nbsp;&nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999827 |
| &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381884 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2151595 |
| **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;8678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890970 |
| &nbsp;&nbsp;&nbsp;Alcon AG | &nbsp;&nbsp;&nbsp;&nbsp;1363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103030 |
| &nbsp;&nbsp;&nbsp;Becton, Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82074 |
| &nbsp;&nbsp;&nbsp;Boston Scientific Corp.\* | &nbsp;&nbsp;&nbsp;12782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802071 |
| &nbsp;&nbsp;&nbsp;Coloplast A/S (Denmark) (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36784 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;6169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494014 |
| &nbsp;&nbsp;&nbsp;EssilorLuxottica SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85287 |
| &nbsp;&nbsp;&nbsp;Fisher & Paykel Healthcare Corp. Ltd. (New Zealand) | &nbsp;&nbsp;&nbsp;14738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319571 |
| &nbsp;&nbsp;&nbsp;Globus Medical, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155088 |
| &nbsp;&nbsp;&nbsp;Hoya Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953482 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280945 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507089 |
| &nbsp;&nbsp;&nbsp;Medtronic PLC | &nbsp;&nbsp;&nbsp;17118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1483275 |
| &nbsp;&nbsp;&nbsp;Olympus Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28582 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Health Care Equipment & Supplies (cont'd.)** | **Health Care Equipment & Supplies (cont'd.)** | **Health Care Equipment & Supplies (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Smith & Nephew PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;6251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$99041 |
| &nbsp;&nbsp;&nbsp;Solventum Corp.\* | &nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71830 |
| &nbsp;&nbsp;&nbsp;Sonova Holding AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98046 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469884 |
| &nbsp;&nbsp;&nbsp;Sysmex Corp. (Japan) | 10600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92441 |
| &nbsp;&nbsp;&nbsp;Terumo Corp. (Japan) | 11200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150469 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7203973 |
| **Health Care Providers & Services — 0.2%** | **Health Care Providers & Services — 0.2%** | **Health Care Providers & Services — 0.2%** |
| &nbsp;&nbsp;&nbsp;Cardinal Health, Inc. | &nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697323 |
| &nbsp;&nbsp;&nbsp;Cencora, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49320 |
| &nbsp;&nbsp;&nbsp;Centene Corp.\* | &nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202988 |
| &nbsp;&nbsp;&nbsp;Cigna Group (The) | &nbsp;&nbsp;&nbsp;2334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622595 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | 12587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903998 |
| &nbsp;&nbsp;&nbsp;Fresenius Medical Care AG (Germany) | &nbsp;&nbsp;&nbsp;5452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247071 |
| &nbsp;&nbsp;&nbsp;Fresenius SE & Co. KGaA (Germany) | &nbsp;&nbsp;&nbsp;4118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213707 |
| &nbsp;&nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605752 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106809 |
| &nbsp;&nbsp;&nbsp;Sonic Healthcare Ltd. (Australia) | &nbsp;&nbsp;&nbsp;3012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42797 |
| &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp.\* | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188710 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1258243 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5139313 |
| **Health Care REITs — 0.0%** | **Health Care REITs — 0.0%** | **Health Care REITs — 0.0%** |
| &nbsp;&nbsp;&nbsp;Ventas, Inc. | &nbsp;&nbsp;&nbsp;6697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547681 |
| **Health Care Technology — 0.0%** | **Health Care Technology — 0.0%** | **Health Care Technology — 0.0%** |
| &nbsp;&nbsp;&nbsp;M3, Inc. (Japan) | &nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24634 |
| &nbsp;&nbsp;&nbsp;Veeva Systems, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87830 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112464 |
| **Hotel & Resort REITs — 0.0%** | **Hotel & Resort REITs — 0.0%** | **Hotel & Resort REITs — 0.0%** |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts, Inc. | 26900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515404 |
| **Hotels, Restaurants & Leisure — 0.2%** | **Hotels, Restaurants & Leisure — 0.2%** | **Hotels, Restaurants & Leisure — 0.2%** |
| &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;118879 |
| &nbsp;&nbsp;&nbsp;Aramark | 12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486480 |
| &nbsp;&nbsp;&nbsp;Aristocrat Leisure Ltd. (Australia) | &nbsp;&nbsp;&nbsp;7059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224372 |
| &nbsp;&nbsp;&nbsp;Booking Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1397826 |
| &nbsp;&nbsp;&nbsp;Chipotle Mexican Grill, Inc.\* | 22796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729700 |
| &nbsp;&nbsp;&nbsp;Compass Group PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158533 |
| &nbsp;&nbsp;&nbsp;DoorDash, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;&nbsp;854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128228 |
| &nbsp;&nbsp;&nbsp;Evolution AB (Sweden), 144A | &nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75418 |
| &nbsp;&nbsp;&nbsp;Expedia Group, Inc. | &nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484869 |
| &nbsp;&nbsp;&nbsp;Galaxy Entertainment Group Ltd. (Macau) | 23000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103957 |
| &nbsp;&nbsp;&nbsp;InterContinental Hotels Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27562 |
| &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;86268 |
| &nbsp;&nbsp;&nbsp;Marriott International, Inc. (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121016 |
| &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;4687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1456673 |
| &nbsp;&nbsp;&nbsp;Sodexo SA (France) | &nbsp;&nbsp;&nbsp;1595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81875 |
| &nbsp;&nbsp;&nbsp;Viking Holdings Ltd.\* | &nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462924 |
| &nbsp;&nbsp;&nbsp;Yum! Brands, Inc. | &nbsp;&nbsp;&nbsp;2102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326819 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6471399 |

---

A5

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Household Durables — 0.1%** | **Household Durables — 0.1%** | **Household Durables — 0.1%** |
| &nbsp;&nbsp;&nbsp;Cairn Homes PLC (Ireland) | 67048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$164875 |
| &nbsp;&nbsp;&nbsp;Lennar Corp. (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69472 |
| &nbsp;&nbsp;&nbsp;Panasonic Holdings Corp. (Japan) | 18800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315302 |
| &nbsp;&nbsp;&nbsp;Sony Group Corp. (Japan) | 40500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844131 |
| &nbsp;&nbsp;&nbsp;Toll Brothers, Inc. | &nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354822 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1748602 |
| **Household Products — 0.1%** | **Household Products — 0.1%** | **Household Products — 0.1%** |
| &nbsp;&nbsp;&nbsp;Church & Dwight Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74656 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co.(a) | &nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741501 |
| &nbsp;&nbsp;&nbsp;Essity AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;1999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51520 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;45612 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. (The)(a) | &nbsp;&nbsp;&nbsp;6989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009491 |
| &nbsp;&nbsp;&nbsp;Reckitt Benckiser Group PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;3119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209723 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2132503 |
| **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;381067 |
| **Industrial Conglomerates — 0.1%** | **Industrial Conglomerates — 0.1%** | **Industrial Conglomerates — 0.1%** |
| &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;2310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335481 |
| &nbsp;&nbsp;&nbsp;CK Hutchison Holdings Ltd. (United Kingdom) | 33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253309 |
| &nbsp;&nbsp;&nbsp;Hikari Tsushin, Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25441 |
| &nbsp;&nbsp;&nbsp;Hitachi Ltd. (Japan) | 24200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709919 |
| &nbsp;&nbsp;&nbsp;Honeywell International, Inc. | &nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587678 |
| &nbsp;&nbsp;&nbsp;Jardine Matheson Holdings Ltd. (Indonesia) | &nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122202 |
| &nbsp;&nbsp;&nbsp;Keppel Ltd. (Singapore) | 12200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112389 |
| &nbsp;&nbsp;&nbsp;Siemens AG (Germany) | &nbsp;&nbsp;&nbsp;4965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1209643 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3356062 |
| **Industrial REITs — 0.1%** | **Industrial REITs — 0.1%** | **Industrial REITs — 0.1%** |
| &nbsp;&nbsp;&nbsp;Prologis, Inc. | 11169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1476318 |
| &nbsp;&nbsp;&nbsp;Segro PLC (United Kingdom) | 18373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157504 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1633822 |
| **Insurance — 0.5%** | **Insurance — 0.5%** | **Insurance — 0.5%** |
| &nbsp;&nbsp;&nbsp;Admiral Group PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;2296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96032 |
| &nbsp;&nbsp;&nbsp;Aegon Ltd. | 51610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377436 |
| &nbsp;&nbsp;&nbsp;Ageas SA/NV (Belgium) | &nbsp;&nbsp;&nbsp;2634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193897 |
| &nbsp;&nbsp;&nbsp;AIA Group Ltd. (Hong Kong) | 63400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704458 |
| &nbsp;&nbsp;&nbsp;Allianz SE (Germany) | &nbsp;&nbsp;&nbsp;1805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762285 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. (The)(a) | &nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704956 |
| &nbsp;&nbsp;&nbsp;American International Group, Inc. | &nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481600 |
| &nbsp;&nbsp;&nbsp;Aon PLC (Class A Stock) | &nbsp;&nbsp;&nbsp;1049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338596 |
| &nbsp;&nbsp;&nbsp;Arthur J. Gallagher & Co. | &nbsp;&nbsp;&nbsp;3191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691107 |
| &nbsp;&nbsp;&nbsp;ASR Nederland NV (Netherlands) | &nbsp;&nbsp;&nbsp;4869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335215 |
| &nbsp;&nbsp;&nbsp;Assurant, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65343 |
| &nbsp;&nbsp;&nbsp;AXA SA (France) | 29914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1374595 |
| &nbsp;&nbsp;&nbsp;Chubb Ltd. | &nbsp;&nbsp;&nbsp;3054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995390 |
| &nbsp;&nbsp;&nbsp;Daiichi Life Group, Inc. (Japan) | 14600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134641 |
| &nbsp;&nbsp;&nbsp;Kemper Corp. | &nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134464 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos., Inc. | &nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953975 |
| &nbsp;&nbsp;&nbsp;MetLife, Inc. | 12900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912288 |
| &nbsp;&nbsp;&nbsp;MS&AD Insurance Group Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193107 |

---

---

| | | |
|:---|:---|:---|
| **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;Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Germany) | &nbsp;&nbsp;&nbsp;1092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$689643 |
| &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;534723 |
| &nbsp;&nbsp;&nbsp;Phoenix Financial Ltd. (Israel) | &nbsp;&nbsp;&nbsp;2246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119923 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. (The) | &nbsp;&nbsp;&nbsp;2763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547737 |
| &nbsp;&nbsp;&nbsp;Prudential PLC (Hong Kong) | 26289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365499 |
| &nbsp;&nbsp;&nbsp;QBE Insurance Group Ltd. (Australia) | 46282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682972 |
| &nbsp;&nbsp;&nbsp;Sompo Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27250 |
| &nbsp;&nbsp;&nbsp;Standard Life PLC (United Kingdom) | 14232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128892 |
| &nbsp;&nbsp;&nbsp;Swiss Re AG | &nbsp;&nbsp;&nbsp;1084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182087 |
| &nbsp;&nbsp;&nbsp;Talanx AG (Germany) | &nbsp;&nbsp;&nbsp;1647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204372 |
| &nbsp;&nbsp;&nbsp;Tokio Marine Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380222 |
| &nbsp;&nbsp;&nbsp;Travelers Cos., Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117839 |
| &nbsp;&nbsp;&nbsp;Unipol Assicurazioni SpA (Italy) | &nbsp;&nbsp;&nbsp;9921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230467 |
| &nbsp;&nbsp;&nbsp;Zurich Insurance Group AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231130 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13892141 |
| **Interactive Media & Services — 0.7%** | **Interactive Media & Services — 0.7%** | **Interactive Media & Services — 0.7%** |
| &nbsp;&nbsp;&nbsp;Alphabet, Inc. (Class A Stock) | 28329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8146287 |
| &nbsp;&nbsp;&nbsp;Alphabet, Inc. (Class C Stock) | 20178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5788261 |
| &nbsp;&nbsp;&nbsp;Diamond Sports Group LLC\*(x) | 17132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3221 |
| &nbsp;&nbsp;&nbsp;LY Corp. (Japan) | 76400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184211 |
| &nbsp;&nbsp;&nbsp;Meta Platforms, Inc. (Class A Stock) | 11135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6370668 |
| &nbsp;&nbsp;&nbsp;Scout24 SE (Germany), 144A | &nbsp;&nbsp;&nbsp;1442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111262 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20603910 |
| **IT Services — 0.1%** | **IT Services — 0.1%** | **IT Services — 0.1%** |
| &nbsp;&nbsp;&nbsp;Accenture PLC (Class A Stock) | &nbsp;&nbsp;&nbsp;4723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936524 |
| &nbsp;&nbsp;&nbsp;Capgemini SE (France) | &nbsp;&nbsp;&nbsp;2568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303020 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions Corp. (Class A Stock) | 13600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834360 |
| &nbsp;&nbsp;&nbsp;Fujitsu Ltd. (Japan) | &nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198371 |
| &nbsp;&nbsp;&nbsp;GoDaddy, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214942 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;1885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456905 |
| &nbsp;&nbsp;&nbsp;MongoDB, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171339 |
| &nbsp;&nbsp;&nbsp;NEC Corp. (Japan) | 11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273714 |
| &nbsp;&nbsp;&nbsp;Nomura Research Institute Ltd. (Japan) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54735 |
| &nbsp;&nbsp;&nbsp;Obic Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145629 |
| &nbsp;&nbsp;&nbsp;Otsuka Corp. (Japan) | 15400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294829 |
| &nbsp;&nbsp;&nbsp;TIS, Inc. (Japan) | &nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166775 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4051143 |
| **Leisure Products — 0.0%** | **Leisure Products — 0.0%** | **Leisure Products — 0.0%** |
| &nbsp;&nbsp;&nbsp;Bandai Namco Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115951 |
| &nbsp;&nbsp;&nbsp;Hasbro, Inc. | &nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234000 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349951 |
| **Life Sciences Tools & Services — 0.1%** | **Life Sciences Tools & Services — 0.1%** | **Life Sciences Tools & Services — 0.1%** |
| &nbsp;&nbsp;&nbsp;Agilent Technologies, Inc. | &nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125378 |
| &nbsp;&nbsp;&nbsp;Danaher Corp. | &nbsp;&nbsp;&nbsp;7313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1386545 |
| &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;70196 |
| &nbsp;&nbsp;&nbsp;Lonza Group AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87888 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442377 |

---

A6

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Life Sciences Tools & Services (cont'd.)** | **Life Sciences Tools & Services (cont'd.)** | **Life Sciences Tools & Services (cont'd.)** |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$150384 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2262768 |
| **Machinery — 0.4%** | **Machinery — 0.4%** | **Machinery — 0.4%** |
| &nbsp;&nbsp;&nbsp;Alstom SA (France)\* | 13241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378669 |
| &nbsp;&nbsp;&nbsp;Atlas Copco AB (Sweden) (Class A Stock) | &nbsp;&nbsp;&nbsp;3282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57917 |
| &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;&nbsp;&nbsp;&nbsp;149929 |
| &nbsp;&nbsp;&nbsp;Caterpillar, Inc. | &nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1629458 |
| &nbsp;&nbsp;&nbsp;Crane Co. | &nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649800 |
| &nbsp;&nbsp;&nbsp;Cummins, Inc. | &nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807030 |
| &nbsp;&nbsp;&nbsp;Daifuku Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60025 |
| &nbsp;&nbsp;&nbsp;Daimler Truck Holding AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44912 |
| &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;1594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897900 |
| &nbsp;&nbsp;&nbsp;Dover Corp. | &nbsp;&nbsp;&nbsp;1396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290996 |
| &nbsp;&nbsp;&nbsp;Ebara Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25477 |
| &nbsp;&nbsp;&nbsp;Epiroc AB (Sweden) (Class A Stock) | &nbsp;&nbsp;&nbsp;1261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31042 |
| &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;50255 |
| &nbsp;&nbsp;&nbsp;FANUC Corp. (Japan) | &nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146399 |
| &nbsp;&nbsp;&nbsp;Flowserve Corp. | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66159 |
| &nbsp;&nbsp;&nbsp;IHI Corp. (Japan) | &nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39203 |
| &nbsp;&nbsp;&nbsp;Knorr-Bremse AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27420 |
| &nbsp;&nbsp;&nbsp;Kubota Corp. (Japan) | 15400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246788 |
| &nbsp;&nbsp;&nbsp;Lincoln Electric Holdings, Inc. | &nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448344 |
| &nbsp;&nbsp;&nbsp;Makita Corp. (Japan) | &nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92026 |
| &nbsp;&nbsp;&nbsp;Metso OYJ (Finland) | 18662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323418 |
| &nbsp;&nbsp;&nbsp;MINEBEA MITSUMI, Inc. (Japan) | 11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187638 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Heavy Industries Ltd. (Japan) | 20100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552281 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805716 |
| &nbsp;&nbsp;&nbsp;Rational AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24211 |
| &nbsp;&nbsp;&nbsp;Sandvik AB (Sweden) | 18438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708791 |
| &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;45353 |
| &nbsp;&nbsp;&nbsp;SMC Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235979 |
| &nbsp;&nbsp;&nbsp;Toro Co. (The) | &nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214912 |
| &nbsp;&nbsp;&nbsp;VAT Group AG (Switzerland), 144A | &nbsp;&nbsp;&nbsp;&nbsp;247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154089 |
| &nbsp;&nbsp;&nbsp;Volvo AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30775 |
| &nbsp;&nbsp;&nbsp;Wartsila OYJ Abp (Finland) | &nbsp;&nbsp;&nbsp;8473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315602 |
| &nbsp;&nbsp;&nbsp;Xylem, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71700 |
| &nbsp;&nbsp;&nbsp;Yangzijiang Shipbuilding Holdings Ltd. (China) | 70500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209413 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10019627 |
| **Marine Transportation — 0.0%** | **Marine Transportation — 0.0%** | **Marine Transportation — 0.0%** |
| &nbsp;&nbsp;&nbsp;AP Moller - Maersk A/S (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41625 |
| &nbsp;&nbsp;&nbsp;AP Moller - Maersk A/S (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;79932 |
| &nbsp;&nbsp;&nbsp;Nippon Yusen KK (Japan) | &nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139592 |
| &nbsp;&nbsp;&nbsp;SITC International Holdings Co. Ltd. (China) | 62000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271469 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532618 |
| **Media — 0.0%** | **Media — 0.0%** | **Media — 0.0%** |
| &nbsp;&nbsp;&nbsp;Fox Corp. (Class A Stock) | &nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128480 |
| &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;200137 |
| &nbsp;&nbsp;&nbsp;Sirius XM Holdings, Inc. | 12200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281576 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Media (cont'd.)** | **Media (cont'd.)** | **Media (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Versant Media Group, Inc.\* | &nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$314670 |
| &nbsp;&nbsp;&nbsp;WPP PLC (United Kingdom) | 27962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87450 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1012313 |
| **Metals & Mining — 0.2%** | **Metals & Mining — 0.2%** | **Metals & Mining — 0.2%** |
| &nbsp;&nbsp;&nbsp;Anglo American PLC (South Africa) | &nbsp;&nbsp;&nbsp;2417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103775 |
| &nbsp;&nbsp;&nbsp;Antofagasta PLC (Chile) | &nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27355 |
| &nbsp;&nbsp;&nbsp;ArcelorMittal SA (Luxembourg) | &nbsp;&nbsp;&nbsp;3115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161549 |
| &nbsp;&nbsp;&nbsp;BHP Group Ltd. (Australia) | 37226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1346931 |
| &nbsp;&nbsp;&nbsp;Boliden AB (Sweden)\* | &nbsp;&nbsp;&nbsp;2293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120203 |
| &nbsp;&nbsp;&nbsp;Endeavour Mining PLC (Ivory Coast) | &nbsp;&nbsp;&nbsp;1188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71577 |
| &nbsp;&nbsp;&nbsp;Evolution Mining Ltd. (Australia) | 31776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286134 |
| &nbsp;&nbsp;&nbsp;Fortescue Ltd. (Australia) | 22443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320702 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan, Inc. | 13900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817042 |
| &nbsp;&nbsp;&nbsp;Glencore PLC (Australia)\* | 86329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653845 |
| &nbsp;&nbsp;&nbsp;JFE Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97170 |
| &nbsp;&nbsp;&nbsp;JX Advanced Metals Corp. (Japan) | 11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250451 |
| &nbsp;&nbsp;&nbsp;Lynas Rare Earths Ltd. (Australia)\* | &nbsp;&nbsp;&nbsp;6650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90290 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. | &nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649500 |
| &nbsp;&nbsp;&nbsp;Nippon Steel Corp. (Japan) | 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55313 |
| &nbsp;&nbsp;&nbsp;Northern Star Resources Ltd. (Australia) | &nbsp;&nbsp;&nbsp;7369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107122 |
| &nbsp;&nbsp;&nbsp;Nucor Corp. | &nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524210 |
| &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;259493 |
| &nbsp;&nbsp;&nbsp;Rio Tinto PLC (Australia) | &nbsp;&nbsp;&nbsp;8364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775959 |
| &nbsp;&nbsp;&nbsp;South32 Ltd. (Australia) | 15081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45665 |
| &nbsp;&nbsp;&nbsp;Sumitomo Metal Mining Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52383 |
| &nbsp;&nbsp;&nbsp;Valterra Platinum Ltd. (South Africa) | &nbsp;&nbsp;&nbsp;&nbsp;277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22760 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6839429 |
| **Multi-Utilities — 0.1%** | **Multi-Utilities — 0.1%** | **Multi-Utilities — 0.1%** |
| &nbsp;&nbsp;&nbsp;CMS Energy Corp. | &nbsp;&nbsp;&nbsp;2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159194 |
| &nbsp;&nbsp;&nbsp;Dominion Energy, Inc. | &nbsp;&nbsp;&nbsp;4235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261808 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467904 |
| &nbsp;&nbsp;&nbsp;E.ON SE (Germany) | 33408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731684 |
| &nbsp;&nbsp;&nbsp;Engie SA (France) | 20867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672490 |
| &nbsp;&nbsp;&nbsp;National Grid PLC (United Kingdom) | 17065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288059 |
| &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689907 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3271046 |
| **Office REITs — 0.0%** | **Office REITs — 0.0%** | **Office REITs — 0.0%** |
| &nbsp;&nbsp;&nbsp;Gecina SA (France) | &nbsp;&nbsp;&nbsp;1378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108726 |
| **Oil, Gas & Consumable Fuels — 0.6%** | **Oil, Gas & Consumable Fuels — 0.6%** | **Oil, Gas & Consumable Fuels — 0.6%** |
| &nbsp;&nbsp;&nbsp;Aker BP ASA (Norway) | &nbsp;&nbsp;&nbsp;4420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163403 |
| &nbsp;&nbsp;&nbsp;Antero Midstream Corp. | 23700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540360 |
| &nbsp;&nbsp;&nbsp;BP PLC | 45800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358468 |
| &nbsp;&nbsp;&nbsp;Cenovus Energy, Inc. (Canada) | 18680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495770 |
| &nbsp;&nbsp;&nbsp;Chevron Corp. | &nbsp;&nbsp;&nbsp;9967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2062172 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips | 16192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2137344 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412624 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79116 |
| &nbsp;&nbsp;&nbsp;ENEOS Holdings, Inc. (Japan) | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450507 |
| &nbsp;&nbsp;&nbsp;Eni SpA (Italy) | 17838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507202 |
| &nbsp;&nbsp;&nbsp;EOG Resources, Inc. | &nbsp;&nbsp;&nbsp;3316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479394 |
| &nbsp;&nbsp;&nbsp;Equinor ASA (Norway) | &nbsp;&nbsp;&nbsp;1059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45118 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 19100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3240506 |

---

A7

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Oil, Gas & Consumable Fuels (cont'd.)** | **Oil, Gas & Consumable Fuels (cont'd.)** | **Oil, Gas & Consumable Fuels (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Galp Energia SGPS SA (Portugal) | 11603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$278212 |
| &nbsp;&nbsp;&nbsp;Idemitsu Kosan Co. Ltd. (Japan) | 24600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241511 |
| &nbsp;&nbsp;&nbsp;Inpex Corp. (Japan) | &nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189309 |
| &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;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244180 |
| &nbsp;&nbsp;&nbsp;Neste OYJ (Finland) | &nbsp;&nbsp;&nbsp;2016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65515 |
| &nbsp;&nbsp;&nbsp;Ovintiv, Inc. | &nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100912 |
| &nbsp;&nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655848 |
| &nbsp;&nbsp;&nbsp;Repsol SA (Spain) | &nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73186 |
| &nbsp;&nbsp;&nbsp;Shell PLC | 52746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2442933 |
| &nbsp;&nbsp;&nbsp;TotalEnergies SE (France) | &nbsp;&nbsp;&nbsp;9635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884244 |
| &nbsp;&nbsp;&nbsp;Williams Cos., Inc. (The) | &nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574962 |
| &nbsp;&nbsp;&nbsp;Woodside Energy Group Ltd. (Australia) | 10564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250763 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16973559 |
| **Passenger Airlines — 0.0%** | **Passenger Airlines — 0.0%** | **Passenger Airlines — 0.0%** |
| &nbsp;&nbsp;&nbsp;Delta Air Lines, Inc. | &nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166200 |
| &nbsp;&nbsp;&nbsp;Deutsche Lufthansa AG (Germany) | 13736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116973 |
| &nbsp;&nbsp;&nbsp;International Consolidated Airlines Group SA (United Kingdom) | 38938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184812 |
| &nbsp;&nbsp;&nbsp;Japan Airlines Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81632 |
| &nbsp;&nbsp;&nbsp;Qantas Airways Ltd. (Australia) | 45909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269681 |
| &nbsp;&nbsp;&nbsp;Ryanair Holdings PLC (Italy) | &nbsp;&nbsp;&nbsp;1773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49913 |
| &nbsp;&nbsp;&nbsp;United Airlines Holdings, Inc.\* | &nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405108 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274319 |
| **Personal Care Products — 0.0%** | **Personal Care Products — 0.0%** | **Personal Care Products — 0.0%** |
| &nbsp;&nbsp;&nbsp;Kao Corp. (Japan) | &nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121145 |
| &nbsp;&nbsp;&nbsp;L'Oreal SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233951 |
| &nbsp;&nbsp;&nbsp;Shiseido Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190001 |
| &nbsp;&nbsp;&nbsp;Unilever PLC (United Kingdom) (XLON) | &nbsp;&nbsp;&nbsp;9282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509576 |
| &nbsp;&nbsp;&nbsp;Unilever PLC (United Kingdom) (XAMS) | &nbsp;&nbsp;&nbsp;5573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314649 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1369322 |
| **Pharmaceuticals — 0.7%** | **Pharmaceuticals — 0.7%** | **Pharmaceuticals — 0.7%** |
| &nbsp;&nbsp;&nbsp;Astellas Pharma, Inc. (Japan) | 25700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418957 |
| &nbsp;&nbsp;&nbsp;AstraZeneca PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;8994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1758687 |
| &nbsp;&nbsp;&nbsp;Bayer AG (Germany) | &nbsp;&nbsp;&nbsp;8056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372817 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;6431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390040 |
| &nbsp;&nbsp;&nbsp;Chugai Pharmaceutical Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176475 |
| &nbsp;&nbsp;&nbsp;Daiichi Sankyo Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112711 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;4011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3689197 |
| &nbsp;&nbsp;&nbsp;Galderma Group AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189655 |
| &nbsp;&nbsp;&nbsp;GSK PLC | 22590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622252 |
| &nbsp;&nbsp;&nbsp;Haleon PLC | 25161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124522 |
| &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;23413 |
| &nbsp;&nbsp;&nbsp;Ipsen SA (France) | &nbsp;&nbsp;&nbsp;1953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364984 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | 12909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3155476 |
| &nbsp;&nbsp;&nbsp;Kyowa Kirin Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58918 |
| &nbsp;&nbsp;&nbsp;Merck & Co., Inc. | 10843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1304304 |
| &nbsp;&nbsp;&nbsp;Novartis AG | 10646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1634102 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Pharmaceuticals (cont'd.)** | **Pharmaceuticals (cont'd.)** | **Pharmaceuticals (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Novo Nordisk A/S (Denmark) (Class B Stock) | &nbsp;&nbsp;&nbsp;18319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$670375 |
| &nbsp;&nbsp;&nbsp;Orion OYJ (Finland) (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;2482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200611 |
| &nbsp;&nbsp;&nbsp;Otsuka Holdings Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28388 |
| &nbsp;&nbsp;&nbsp;Pfizer, Inc. | &nbsp;&nbsp;&nbsp;30100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845208 |
| &nbsp;&nbsp;&nbsp;Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;4128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1647447 |
| &nbsp;&nbsp;&nbsp;Sandoz Group AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;3227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252838 |
| &nbsp;&nbsp;&nbsp;Sanofi SA | &nbsp;&nbsp;&nbsp;12524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1209441 |
| &nbsp;&nbsp;&nbsp;Shionogi & Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179180 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408790 |
| &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Industries Ltd. (Israel), ADR\* | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105420 |
| &nbsp;&nbsp;&nbsp;UCB SA (Belgium) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165412 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20109620 |
| **Professional Services — 0.1%** | **Professional Services — 0.1%** | **Professional Services — 0.1%** |
| &nbsp;&nbsp;&nbsp;Booz Allen Hamilton Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163863 |
| &nbsp;&nbsp;&nbsp;Clarivate PLC\*(a) | 216000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546480 |
| &nbsp;&nbsp;&nbsp;Computershare Ltd. (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;8855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174642 |
| &nbsp;&nbsp;&nbsp;Concentrix Corp.(a) | &nbsp;&nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311904 |
| &nbsp;&nbsp;&nbsp;Genpact Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70775 |
| &nbsp;&nbsp;&nbsp;Jacobs Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76368 |
| &nbsp;&nbsp;&nbsp;ManpowerGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150246 |
| &nbsp;&nbsp;&nbsp;Recruit Holdings Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339846 |
| &nbsp;&nbsp;&nbsp;RELX PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;3620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118600 |
| &nbsp;&nbsp;&nbsp;Teleperformance SE (France) | &nbsp;&nbsp;&nbsp;&nbsp;2167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127339 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2080063 |
| **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;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149006 |
| &nbsp;&nbsp;&nbsp;CK Asset Holdings Ltd. (Hong Kong) | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45774 |
| &nbsp;&nbsp;&nbsp;Daito Trust Construction Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119514 |
| &nbsp;&nbsp;&nbsp;Daiwa House Industry Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304318 |
| &nbsp;&nbsp;&nbsp;Jones Lang LaSalle, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639072 |
| &nbsp;&nbsp;&nbsp;LEG Immobilien SE (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;3539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231174 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Estate Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24981 |
| &nbsp;&nbsp;&nbsp;Mitsui Fudosan Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93812 |
| &nbsp;&nbsp;&nbsp;Sun Hung Kai Properties Ltd. (Hong Kong) | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49953 |
| &nbsp;&nbsp;&nbsp;Swiss Prime Site AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55028 |
| &nbsp;&nbsp;&nbsp;Vonovia SE (Germany) | &nbsp;&nbsp;&nbsp;13031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325937 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2038569 |
| **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;389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63543 |
| &nbsp;&nbsp;&nbsp;Equity Residential | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189280 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252823 |
| **Retail REITs — 0.0%** | **Retail REITs — 0.0%** | **Retail REITs — 0.0%** |
| &nbsp;&nbsp;&nbsp;Klepierre SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;2701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101401 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232484 |
| &nbsp;&nbsp;&nbsp;Scentre Group (Australia) | &nbsp;&nbsp;&nbsp;89893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207413 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield (France) | &nbsp;&nbsp;&nbsp;&nbsp;1265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139562 |

---

A8

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Retail REITs (cont'd.)** | **Retail REITs (cont'd.)** | **Retail REITs (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Vicinity Ltd. (Australia) | 118794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$193799 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874659 |
| **Semiconductors & Semiconductor Equipment — 1.5%** | **Semiconductors & Semiconductor Equipment — 1.5%** | **Semiconductors & Semiconductor Equipment — 1.5%** |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935778 |
| &nbsp;&nbsp;&nbsp;Advantest Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828040 |
| &nbsp;&nbsp;&nbsp;Analog Devices, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1339688 |
| &nbsp;&nbsp;&nbsp;Applied Materials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025370 |
| &nbsp;&nbsp;&nbsp;ASM International NV (Netherlands) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227386 |
| &nbsp;&nbsp;&nbsp;ASML Holding NV (Netherlands) (XAMS) | &nbsp;&nbsp;&nbsp;&nbsp;2252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2994612 |
| &nbsp;&nbsp;&nbsp;ASML Holding NV (Netherlands) (XNGS) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252279 |
| &nbsp;&nbsp;&nbsp;BE Semiconductor Industries NV (Netherlands) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87391 |
| &nbsp;&nbsp;&nbsp;Broadcom, Inc. | &nbsp;&nbsp;&nbsp;22265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6891240 |
| &nbsp;&nbsp;&nbsp;Disco Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163033 |
| &nbsp;&nbsp;&nbsp;Infineon Technologies AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;4776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216669 |
| &nbsp;&nbsp;&nbsp;Intel Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326562 |
| &nbsp;&nbsp;&nbsp;Kioxia Holdings Corp. (Japan)\* | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274260 |
| &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323930 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1754790 |
| &nbsp;&nbsp;&nbsp;Lasertec Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44515 |
| &nbsp;&nbsp;&nbsp;Marvell Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356580 |
| &nbsp;&nbsp;&nbsp;Microchip Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516880 |
| &nbsp;&nbsp;&nbsp;Micron Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250690 |
| &nbsp;&nbsp;&nbsp;Nova Ltd. (Israel)\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89205 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 105916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18471750 |
| &nbsp;&nbsp;&nbsp;NXP Semiconductors NV (Netherlands)(a) | &nbsp;&nbsp;&nbsp;&nbsp;3501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689207 |
| &nbsp;&nbsp;&nbsp;QUALCOMM, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437852 |
| &nbsp;&nbsp;&nbsp;Renesas Electronics Corp. (Japan) | &nbsp;&nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198731 |
| &nbsp;&nbsp;&nbsp;STMicroelectronics NV (Singapore) | &nbsp;&nbsp;&nbsp;&nbsp;7031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239255 |
| &nbsp;&nbsp;&nbsp;Teradyne, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681858 |
| &nbsp;&nbsp;&nbsp;Texas Instruments, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516801 |
| &nbsp;&nbsp;&nbsp;Tokyo Electron Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546592 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42680944 |
| **Software — 0.8%** | **Software — 0.8%** | **Software — 0.8%** |
| &nbsp;&nbsp;&nbsp;Adobe, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972320 |
| &nbsp;&nbsp;&nbsp;AppLovin Corp. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199000 |
| &nbsp;&nbsp;&nbsp;Autodesk, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957600 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems, 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;83361 |
| &nbsp;&nbsp;&nbsp;Check Point Software Technologies Ltd. (Israel)\* | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242845 |
| &nbsp;&nbsp;&nbsp;Dynatrace, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96148 |
| &nbsp;&nbsp;&nbsp;Fortinet, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408600 |
| &nbsp;&nbsp;&nbsp;Gen Digital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167587 |
| &nbsp;&nbsp;&nbsp;Intuit, Inc.(a) | &nbsp;&nbsp;&nbsp;&nbsp;2944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1272927 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;34281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12689798 |
| &nbsp;&nbsp;&nbsp;Nice Ltd. (Israel)\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40189 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1118183 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21777 |
| &nbsp;&nbsp;&nbsp;Palantir Technologies, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643632 |
| &nbsp;&nbsp;&nbsp;Roper Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212316 |
| &nbsp;&nbsp;&nbsp;Salesforce, Inc.(a) | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634678 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Software (cont'd.)** | **Software (cont'd.)** | **Software (cont'd.)** |
| &nbsp;&nbsp;&nbsp;SAP SE (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;4531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$772457 |
| &nbsp;&nbsp;&nbsp;ServiceNow, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;5522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577325 |
| &nbsp;&nbsp;&nbsp;Trend Micro, Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103343 |
| &nbsp;&nbsp;&nbsp;Zoom Communications, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699393 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21913479 |
| **Specialized REITs — 0.1%** | **Specialized REITs — 0.1%** | **Specialized REITs — 0.1%** |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827349 |
| &nbsp;&nbsp;&nbsp;Equinix, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98024 |
| &nbsp;&nbsp;&nbsp;Iron Mountain, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71498 |
| &nbsp;&nbsp;&nbsp;Public Storage | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189616 |
| &nbsp;&nbsp;&nbsp;VICI Properties, Inc. | &nbsp;&nbsp;&nbsp;27100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740372 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73290 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000149 |
| **Specialty Retail — 0.2%** | **Specialty Retail — 0.2%** | **Specialty Retail — 0.2%** |
| &nbsp;&nbsp;&nbsp;AutoNation, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449098 |
| &nbsp;&nbsp;&nbsp;AutoZone, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310756 |
| &nbsp;&nbsp;&nbsp;Avolta AG (Switzerland)\* | &nbsp;&nbsp;&nbsp;&nbsp;1443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86517 |
| &nbsp;&nbsp;&nbsp;Best Buy Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70620 |
| &nbsp;&nbsp;&nbsp;Fast Retailing Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395107 |
| &nbsp;&nbsp;&nbsp;Five Below, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228480 |
| &nbsp;&nbsp;&nbsp;Home Depot, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;2975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978448 |
| &nbsp;&nbsp;&nbsp;Industria de Diseno Textil SA (Spain) | &nbsp;&nbsp;&nbsp;&nbsp;6797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395645 |
| &nbsp;&nbsp;&nbsp;JD Sports Fashion PLC (United Kingdom) | 101838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96589 |
| &nbsp;&nbsp;&nbsp;Kingfisher PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;77241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293696 |
| &nbsp;&nbsp;&nbsp;Lowe's Cos., Inc.(a) | &nbsp;&nbsp;&nbsp;&nbsp;7040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1663411 |
| &nbsp;&nbsp;&nbsp;Ross Stores, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866520 |
| &nbsp;&nbsp;&nbsp;TJX Cos., Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;5529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882981 |
| &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;209084 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6926952 |
| **Technology Hardware, Storage & Peripherals — 0.7%** | **Technology Hardware, Storage & Peripherals — 0.7%** | **Technology Hardware, Storage & Peripherals — 0.7%** |
| &nbsp;&nbsp;&nbsp;Apple, Inc. | &nbsp;&nbsp;&nbsp;65154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16535434 |
| &nbsp;&nbsp;&nbsp;Canon, Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133187 |
| &nbsp;&nbsp;&nbsp;FUJIFILM Holdings Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100995 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;10579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251886 |
| &nbsp;&nbsp;&nbsp;Logitech International SA (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;1734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161027 |
| &nbsp;&nbsp;&nbsp;Sandisk Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508272 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175900 |
| &nbsp;&nbsp;&nbsp;Western Digital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1101706 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18968407 |
| **Textiles, Apparel & Luxury Goods — 0.1%** | **Textiles, Apparel & Luxury Goods — 0.1%** | **Textiles, Apparel & Luxury Goods — 0.1%** |
| &nbsp;&nbsp;&nbsp;Amer Sports, Inc. (Finland)\* | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88884 |
| &nbsp;&nbsp;&nbsp;Asics Corp. (Japan) | &nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537702 |
| &nbsp;&nbsp;&nbsp;Cie Financiere Richemont SA (Switzerland) (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;3889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686666 |
| &nbsp;&nbsp;&nbsp;Deckers Outdoor Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130117 |
| &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton SE (France) | &nbsp;&nbsp;&nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593115 |
| &nbsp;&nbsp;&nbsp;NIKE, Inc. (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30107 |
| &nbsp;&nbsp;&nbsp;Pandora A/S (Denmark) | &nbsp;&nbsp;&nbsp;&nbsp;1065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76120 |
| &nbsp;&nbsp;&nbsp;Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206394 |

---

A9

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Textiles, Apparel & Luxury Goods (cont'd.)** | **Textiles, Apparel & Luxury Goods (cont'd.)** | **Textiles, Apparel & Luxury Goods (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Tapestry, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$253998 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2603103 |
| **Tobacco — 0.1%** | **Tobacco — 0.1%** | **Tobacco — 0.1%** |
| &nbsp;&nbsp;&nbsp;British American Tobacco PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;12947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751687 |
| &nbsp;&nbsp;&nbsp;Imperial Brands PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;16462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667498 |
| &nbsp;&nbsp;&nbsp;Japan Tobacco, Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107419 |
| &nbsp;&nbsp;&nbsp;Philip Morris International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375133 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2901737 |
| **Trading Companies & Distributors — 0.1%** | **Trading Companies & Distributors — 0.1%** | **Trading Companies & Distributors — 0.1%** |
| &nbsp;&nbsp;&nbsp;AerCap Holdings NV (Ireland) | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315514 |
| &nbsp;&nbsp;&nbsp;Bunzl PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;1261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37963 |
| &nbsp;&nbsp;&nbsp;Ferguson Enterprises, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196757 |
| &nbsp;&nbsp;&nbsp;ITOCHU Corp. (Japan) | &nbsp;&nbsp;&nbsp;40700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517724 |
| &nbsp;&nbsp;&nbsp;Marubeni Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281681 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Corp. (Japan) | &nbsp;&nbsp;&nbsp;30400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1042901 |
| &nbsp;&nbsp;&nbsp;Mitsui & Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;13400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517946 |
| &nbsp;&nbsp;&nbsp;Sumitomo Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198321 |
| &nbsp;&nbsp;&nbsp;Sunbelt Rentals Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105192 |
| &nbsp;&nbsp;&nbsp;Toyota Tsusho Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89141 |
| &nbsp;&nbsp;&nbsp;United Rentals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273938 |
| &nbsp;&nbsp;&nbsp;W.W. Grainger, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327243 |
| &nbsp;&nbsp;&nbsp;WESCO International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246258 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150579 |
| **Transportation Infrastructure — 0.0%** | **Transportation Infrastructure — 0.0%** | **Transportation Infrastructure — 0.0%** |
| &nbsp;&nbsp;&nbsp;Aena SME SA (Spain), 144A | &nbsp;&nbsp;&nbsp;&nbsp;4698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138992 |
| **Wireless Telecommunication Services — 0.1%** | **Wireless Telecommunication Services — 0.1%** | **Wireless Telecommunication Services — 0.1%** |
| &nbsp;&nbsp;&nbsp;Airtel Africa PLC (Nigeria), 144A | &nbsp;&nbsp;&nbsp;52326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241293 |
| &nbsp;&nbsp;&nbsp;KDDI Corp. (Japan) | &nbsp;&nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188997 |
| &nbsp;&nbsp;&nbsp;SoftBank Group Corp. (Japan) | &nbsp;&nbsp;&nbsp;19200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467515 |
| &nbsp;&nbsp;&nbsp;Tele2 AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;8255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170858 |
| &nbsp;&nbsp;&nbsp;Vodafone Group PLC (United Kingdom) | 493071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743724 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1812387 |
| **Total Common Stocks<br>(cost $348,397,217)<br>** | **Total Common Stocks<br>(cost $348,397,217)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410370934 |
| **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;333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30653 |
| &nbsp;&nbsp;&nbsp;Porsche Automobil Holding SE (Germany) (PRFC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34567 |
| &nbsp;&nbsp;&nbsp;Volkswagen AG (Germany) (PRFC) | &nbsp;&nbsp;&nbsp;&nbsp;1178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120501 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185721 |
| **Banks — 0.0%** | **Banks — 0.0%** | **Banks — 0.0%** |
| &nbsp;&nbsp;&nbsp;Citigroup, Inc., Series II, 6.250%, Maturing 02/15/31(oo) | &nbsp;&nbsp;&nbsp;11440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281996 |
| **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;4121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318344 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Preferred Stocks (continued)** | **Preferred Stocks (continued)** | **Preferred Stocks (continued)** |
| **Insurance — 0.0%** | **Insurance — 0.0%** | **Insurance — 0.0%** |
| &nbsp;&nbsp;&nbsp;MetLife, Inc., Series E, 5.625%, Maturing 04/30/26(oo) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$73401 |
| **Total Preferred Stocks<br>(cost $892,999)<br>** | **Total Preferred Stocks<br>(cost $892,999)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859462 |
| **Unaffiliated Exchange-Traded Funds — 13.0%** | **Unaffiliated Exchange-Traded Funds — 13.0%** | **Unaffiliated Exchange-Traded Funds — 13.0%** |
| &nbsp;&nbsp;&nbsp;Dimensional Core Fixed Income ETF | &nbsp;&nbsp;&nbsp;517595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21852861 |
| &nbsp;&nbsp;&nbsp;Dimensional International Core Equity Market ETF | &nbsp;&nbsp;&nbsp;335369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13065976 |
| &nbsp;&nbsp;&nbsp;Dimensional US Equity Market ETF | 2372444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168230004 |
| &nbsp;&nbsp;&nbsp;iShares Core MSCI EAFE ETF | &nbsp;&nbsp;&nbsp;&nbsp;41957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3798367 |
| &nbsp;&nbsp;&nbsp;iShares Core S&P 500 ETF | &nbsp;&nbsp;&nbsp;&nbsp;89239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58291807 |
| &nbsp;&nbsp;&nbsp;iShares JP Morgan USD Emerging Markets Bond ETF | &nbsp;&nbsp;&nbsp;&nbsp;29761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2795451 |
| &nbsp;&nbsp;&nbsp;iShares MSCI EAFE ETF | &nbsp;&nbsp;&nbsp;&nbsp;52346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5084367 |
| &nbsp;&nbsp;&nbsp;iShares Russell 1000 Growth ETF | &nbsp;&nbsp;&nbsp;&nbsp;67337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28712497 |
| &nbsp;&nbsp;&nbsp;iShares Russell 1000 Value ETF | &nbsp;&nbsp;&nbsp;227817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48677658 |
| &nbsp;&nbsp;&nbsp;SPDR Gold MiniShares Trust\* | &nbsp;&nbsp;&nbsp;&nbsp;56378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5225677 |
| &nbsp;&nbsp;&nbsp;Vanguard Dividend Appreciation ETF | &nbsp;&nbsp;&nbsp;&nbsp;63979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13759324 |
| **Total Unaffiliated Exchange-Traded Funds<br>(cost $358,813,567)<br>** | **Total Unaffiliated Exchange-Traded Funds<br>(cost $358,813,567)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369493989 |

---

---

| | |
|:---|:---|
| **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 — 7.5%** | **Asset-Backed Securities — 7.5%** | **Asset-Backed Securities — 7.5%** | **Asset-Backed Securities — 7.5%** |
| **Automobiles — 0.1%** | **Automobiles — 0.1%** | **Automobiles — 0.1%** | **Automobiles — 0.1%** |
| American Credit Acceptance Receivables Trust, | American Credit Acceptance Receivables Trust, | American Credit Acceptance Receivables Trust, | American Credit Acceptance Receivables Trust, |
| &nbsp;&nbsp;&nbsp;Series 2026-01, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C, 144A |
| &nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/12/33 | &nbsp;&nbsp;269 | 268139 |
| &nbsp;&nbsp;&nbsp;Series 2026-01, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01, Class D, 144A |
| &nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/12/33 | &nbsp;&nbsp;248 | 246157 |
| Avis Budget Rental Car Funding AESOP LLC, | Avis Budget Rental Car Funding AESOP LLC, | Avis Budget Rental Car Funding AESOP LLC, | Avis Budget Rental Car Funding AESOP LLC, |
| &nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;5.230% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;300 | 304967 |
| Bridgecrest Lending Auto Securitization Trust, | Bridgecrest Lending Auto Securitization Trust, | Bridgecrest Lending Auto Securitization Trust, | Bridgecrest Lending Auto Securitization Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-04, Class C | &nbsp;&nbsp;&nbsp;Series 2025-04, Class C | &nbsp;&nbsp;&nbsp;Series 2025-04, Class C | &nbsp;&nbsp;&nbsp;Series 2025-04, Class C |
| &nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/31 | &nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;49884 |
| &nbsp;&nbsp;&nbsp;Series 2025-04, Class D | &nbsp;&nbsp;&nbsp;Series 2025-04, Class D | &nbsp;&nbsp;&nbsp;Series 2025-04, Class D | &nbsp;&nbsp;&nbsp;Series 2025-04, Class D |
| &nbsp;&nbsp;&nbsp;5.410% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/31 | &nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;50085 |
| &nbsp;&nbsp;&nbsp;Series 2026-01, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C |
| &nbsp;&nbsp;&nbsp;4.440% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/17/31 | &nbsp;&nbsp;114 | 113045 |
| &nbsp;&nbsp;&nbsp;Series 2026-01, Class D | &nbsp;&nbsp;&nbsp;Series 2026-01, Class D | &nbsp;&nbsp;&nbsp;Series 2026-01, Class D | &nbsp;&nbsp;&nbsp;Series 2026-01, Class D |
| &nbsp;&nbsp;&nbsp;4.990% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/17/31 | &nbsp;&nbsp;143 | 141378 |
| 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;67 | &nbsp;&nbsp;&nbsp;66936 |

---

A10

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| **Automobiles (cont'd.)** | **Automobiles (cont'd.)** | **Automobiles (cont'd.)** | **Automobiles (cont'd.)** |
| 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;&nbsp;&nbsp;238 | &nbsp;&nbsp;$236664 |
| &nbsp;&nbsp;&nbsp;Series 2026-01A, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class C |
| &nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106630 |
| &nbsp;&nbsp;&nbsp;Series 2026-01A, Class D | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class D | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class D | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class D |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211875 |
| 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;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205901 |
| Ford Credit Floorplan Master Owner Trust, | Ford Credit Floorplan Master Owner Trust, | Ford Credit Floorplan Master Owner Trust, | Ford Credit Floorplan Master Owner Trust, |
| &nbsp;&nbsp;&nbsp;Series 2023-01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;4.920% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400491 |
| GLS Auto Receivables Issuer Trust, | GLS Auto Receivables Issuer Trust, | GLS Auto Receivables Issuer Trust, | GLS Auto Receivables Issuer Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-04A, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2025-04A, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2025-04A, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2025-04A, Class C, 144A |
| &nbsp;&nbsp;&nbsp;4.740% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130310 |
| Santander Drive Auto Receivables Trust, | Santander Drive Auto Receivables Trust, | Santander Drive Auto Receivables Trust, | Santander Drive Auto Receivables Trust, |
| &nbsp;&nbsp;&nbsp;Series 2023-06, Class B | &nbsp;&nbsp;&nbsp;Series 2023-06, Class B | &nbsp;&nbsp;&nbsp;Series 2023-06, Class B | &nbsp;&nbsp;&nbsp;Series 2023-06, Class B |
| &nbsp;&nbsp;&nbsp;5.980% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100980 |
| &nbsp;&nbsp;&nbsp;Series 2025-03, Class C | &nbsp;&nbsp;&nbsp;Series 2025-03, Class C | &nbsp;&nbsp;&nbsp;Series 2025-03, Class C | &nbsp;&nbsp;&nbsp;Series 2025-03, Class C |
| &nbsp;&nbsp;&nbsp;4.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82117 |
| &nbsp;&nbsp;&nbsp;Series 2026-01, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C |
| &nbsp;&nbsp;&nbsp;4.260% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194439 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2909998 |
| **Collateralized Loan Obligations — 7.2%** | **Collateralized Loan Obligations — 7.2%** | **Collateralized Loan Obligations — 7.2%** | **Collateralized Loan Obligations — 7.2%** |
| Anchorage Capital CLO Ltd. (Cayman Islands), | Anchorage Capital CLO Ltd. (Cayman Islands), | Anchorage Capital CLO Ltd. (Cayman Islands), | Anchorage Capital CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2019-11A, Class AR2, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | &nbsp;&nbsp;&nbsp;Series 2019-11A, Class AR2, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | &nbsp;&nbsp;&nbsp;Series 2019-11A, Class AR2, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | &nbsp;&nbsp;&nbsp;Series 2019-11A, Class AR2, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) |
| &nbsp;&nbsp;&nbsp;5.199%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/22/37 | &nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5999008 |
| Ares European CLO DAC (Ireland), | Ares European CLO DAC (Ireland), | Ares European CLO DAC (Ireland), | Ares European CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 11A, Class A1R, 144A, 3 Month EURIBOR + 0.770% (Cap N/A, Floor 0.770%) | &nbsp;&nbsp;&nbsp;Series 11A, Class A1R, 144A, 3 Month EURIBOR + 0.770% (Cap N/A, Floor 0.770%) | &nbsp;&nbsp;&nbsp;Series 11A, Class A1R, 144A, 3 Month EURIBOR + 0.770% (Cap N/A, Floor 0.770%) | &nbsp;&nbsp;&nbsp;Series 11A, Class A1R, 144A, 3 Month EURIBOR + 0.770% (Cap N/A, Floor 0.770%) |
| &nbsp;&nbsp;&nbsp;2.786%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/32 | &nbsp;&nbsp;&nbsp;2260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2613397 |
| &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;3.286%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/38 | &nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10113688 |
| 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;5.668%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/37 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10015001 |
| Avoca CLO DAC (Ireland), | Avoca CLO DAC (Ireland), | Avoca CLO DAC (Ireland), | Avoca CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 32A, Class A1, 144A, 3 Month EURIBOR + 1.170% (Cap N/A, Floor 1.170%) | &nbsp;&nbsp;&nbsp;Series 32A, Class A1, 144A, 3 Month EURIBOR + 1.170% (Cap N/A, Floor 1.170%) | &nbsp;&nbsp;&nbsp;Series 32A, Class A1, 144A, 3 Month EURIBOR + 1.170% (Cap N/A, Floor 1.170%) | &nbsp;&nbsp;&nbsp;Series 32A, Class A1, 144A, 3 Month EURIBOR + 1.170% (Cap N/A, Floor 1.170%) |
| &nbsp;&nbsp;&nbsp;3.186%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287561 |
| Bain Capital Credit CLO Ltd. (United Kingdom), | Bain Capital Credit CLO Ltd. (United Kingdom), | Bain Capital Credit CLO Ltd. (United Kingdom), | Bain Capital Credit CLO Ltd. (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Series 2022-05A, Class ARR, 144A, 3 Month SOFR + 1.140% (Cap N/A, Floor 1.140%) | &nbsp;&nbsp;&nbsp;Series 2022-05A, Class ARR, 144A, 3 Month SOFR + 1.140% (Cap N/A, Floor 1.140%) | &nbsp;&nbsp;&nbsp;Series 2022-05A, Class ARR, 144A, 3 Month SOFR + 1.140% (Cap N/A, Floor 1.140%) | &nbsp;&nbsp;&nbsp;Series 2022-05A, Class ARR, 144A, 3 Month SOFR + 1.140% (Cap N/A, Floor 1.140%) |
| &nbsp;&nbsp;&nbsp;4.808%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/24/37 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10221421 |
| Balboa Bay Loan Funding Ltd. (Cayman Islands), | Balboa Bay Loan Funding Ltd. (Cayman Islands), | Balboa Bay Loan Funding Ltd. (Cayman Islands), | Balboa Bay Loan Funding Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2022-01A, Class AR, 144A, 3 Month SOFR + 1.190% (Cap N/A, Floor 1.190%) | &nbsp;&nbsp;&nbsp;Series 2022-01A, Class AR, 144A, 3 Month SOFR + 1.190% (Cap N/A, Floor 1.190%) | &nbsp;&nbsp;&nbsp;Series 2022-01A, Class AR, 144A, 3 Month SOFR + 1.190% (Cap N/A, Floor 1.190%) | &nbsp;&nbsp;&nbsp;Series 2022-01A, Class AR, 144A, 3 Month SOFR + 1.190% (Cap N/A, Floor 1.190%) |
| &nbsp;&nbsp;&nbsp;4.858%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/37 | &nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3496768 |
| Contego CLO DAC (Ireland), | Contego CLO DAC (Ireland), | Contego CLO DAC (Ireland), | Contego CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 05A, Class AR, 144A, 3 Month EURIBOR + 1.200% (Cap N/A, Floor 1.200%) | &nbsp;&nbsp;&nbsp;Series 05A, Class AR, 144A, 3 Month EURIBOR + 1.200% (Cap N/A, Floor 1.200%) | &nbsp;&nbsp;&nbsp;Series 05A, Class AR, 144A, 3 Month EURIBOR + 1.200% (Cap N/A, Floor 1.200%) | &nbsp;&nbsp;&nbsp;Series 05A, Class AR, 144A, 3 Month EURIBOR + 1.200% (Cap N/A, Floor 1.200%) |
| &nbsp;&nbsp;&nbsp;3.216%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/37 | &nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9337578 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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.)** |
| CQS US CLO Ltd. (United Kingdom), | CQS US CLO Ltd. (United Kingdom), | CQS US CLO Ltd. (United Kingdom), | CQS US CLO Ltd. (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Series 2023-03A, Class A1, 144A, 3 Month SOFR + 1.890% (Cap N/A, Floor 1.890%) | &nbsp;&nbsp;&nbsp;Series 2023-03A, Class A1, 144A, 3 Month SOFR + 1.890% (Cap N/A, Floor 1.890%) | &nbsp;&nbsp;&nbsp;Series 2023-03A, Class A1, 144A, 3 Month SOFR + 1.890% (Cap N/A, Floor 1.890%) | &nbsp;&nbsp;&nbsp;Series 2023-03A, Class A1, 144A, 3 Month SOFR + 1.890% (Cap N/A, Floor 1.890%) |
| &nbsp;&nbsp;&nbsp;5.558%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/37 | &nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7252825 |
| Elmwood CLO Ltd. (Cayman Islands), | Elmwood CLO Ltd. (Cayman Islands), | Elmwood CLO Ltd. (Cayman Islands), | Elmwood CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A1, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A1, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A1, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A1, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) |
| &nbsp;&nbsp;&nbsp;5.198%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/17/37 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13004648 |
| Greywolf CLO Ltd. (Cayman Islands), | Greywolf CLO Ltd. (Cayman Islands), | Greywolf CLO Ltd. (Cayman Islands), | Greywolf CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2013-01A, Class A1SR, 144A, 3 Month SOFR + 1.400% (Cap N/A, Floor 1.140%) | &nbsp;&nbsp;&nbsp;Series 2013-01A, Class A1SR, 144A, 3 Month SOFR + 1.400% (Cap N/A, Floor 1.140%) | &nbsp;&nbsp;&nbsp;Series 2013-01A, Class A1SR, 144A, 3 Month SOFR + 1.400% (Cap N/A, Floor 1.140%) | &nbsp;&nbsp;&nbsp;Series 2013-01A, Class A1SR, 144A, 3 Month SOFR + 1.400% (Cap N/A, Floor 1.140%) |
| &nbsp;&nbsp;&nbsp;5.072%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/34 | &nbsp;&nbsp;&nbsp;2479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2479071 |
| &nbsp;&nbsp;&nbsp;Series 2018-02A, Class A1, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.442%) | &nbsp;&nbsp;&nbsp;Series 2018-02A, Class A1, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.442%) | &nbsp;&nbsp;&nbsp;Series 2018-02A, Class A1, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.442%) | &nbsp;&nbsp;&nbsp;Series 2018-02A, Class A1, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.442%) |
| &nbsp;&nbsp;&nbsp;5.109%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3897 |
| 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;3.624%(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;8687824 |
| ICG Euro CLO DAC (Ireland), | ICG Euro CLO DAC (Ireland), | ICG Euro CLO DAC (Ireland), | ICG Euro CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 2023-01A, Class AR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class AR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class AR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class AR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) |
| &nbsp;&nbsp;&nbsp;3.276%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/19/38 | &nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4323574 |
| Invesco Euro CLO DAC (Ireland), | Invesco Euro CLO DAC (Ireland), | Invesco Euro CLO DAC (Ireland), | Invesco Euro CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 01A, Class A1R, 144A, 3 Month EURIBOR + 0.650% (Cap N/A, Floor 0.650%) | &nbsp;&nbsp;&nbsp;Series 01A, Class A1R, 144A, 3 Month EURIBOR + 0.650% (Cap N/A, Floor 0.650%) | &nbsp;&nbsp;&nbsp;Series 01A, Class A1R, 144A, 3 Month EURIBOR + 0.650% (Cap N/A, Floor 0.650%) | &nbsp;&nbsp;&nbsp;Series 01A, Class A1R, 144A, 3 Month EURIBOR + 0.650% (Cap N/A, Floor 0.650%) |
| &nbsp;&nbsp;&nbsp;2.666%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/31 | &nbsp;&nbsp;&nbsp;1241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1432587 |
| Kennedy Lewis CLO Ltd. (Cayman Islands), | Kennedy Lewis CLO Ltd. (Cayman Islands), | Kennedy Lewis CLO Ltd. (Cayman Islands), | Kennedy Lewis CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 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;5.418%(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;6748630 |
| 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;5.372%(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;7008405 |
| 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;3.574%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/37 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13902982 |
| Mountain View CLO Ltd. (Cayman Islands), | Mountain View CLO Ltd. (Cayman Islands), | Mountain View CLO Ltd. (Cayman Islands), | Mountain View CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2013-01A, Class ARR, 144A, 3 Month SOFR + 1.262% (Cap N/A, Floor 1.000%) | &nbsp;&nbsp;&nbsp;Series 2013-01A, Class ARR, 144A, 3 Month SOFR + 1.262% (Cap N/A, Floor 1.000%) | &nbsp;&nbsp;&nbsp;Series 2013-01A, Class ARR, 144A, 3 Month SOFR + 1.262% (Cap N/A, Floor 1.000%) | &nbsp;&nbsp;&nbsp;Series 2013-01A, Class ARR, 144A, 3 Month SOFR + 1.262% (Cap N/A, Floor 1.000%) |
| &nbsp;&nbsp;&nbsp;4.911%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191263 |
| Nassau Euro CLO DAC (Ireland), | Nassau Euro CLO DAC (Ireland), | Nassau Euro CLO DAC (Ireland), | Nassau Euro CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 04A, Class A1R, 144A, 3 Month EURIBOR + 1.220% (Cap N/A, Floor 1.220%) | &nbsp;&nbsp;&nbsp;Series 04A, Class A1R, 144A, 3 Month EURIBOR + 1.220% (Cap N/A, Floor 1.220%) | &nbsp;&nbsp;&nbsp;Series 04A, Class A1R, 144A, 3 Month EURIBOR + 1.220% (Cap N/A, Floor 1.220%) | &nbsp;&nbsp;&nbsp;Series 04A, Class A1R, 144A, 3 Month EURIBOR + 1.220% (Cap N/A, Floor 1.220%) |
| &nbsp;&nbsp;&nbsp;3.246%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/38 | &nbsp;&nbsp;&nbsp;6650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7650653 |
| NGC Ltd. (United Kingdom), | NGC Ltd. (United Kingdom), | NGC Ltd. (United Kingdom), | NGC Ltd. (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Series 2024-01A, Class B, 144A, 3 Month SOFR + 2.100% (Cap N/A, Floor 2.100%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class B, 144A, 3 Month SOFR + 2.100% (Cap N/A, Floor 2.100%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class B, 144A, 3 Month SOFR + 2.100% (Cap N/A, Floor 2.100%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class B, 144A, 3 Month SOFR + 2.100% (Cap N/A, Floor 2.100%) |
| &nbsp;&nbsp;&nbsp;5.768%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/37 | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5010019 |
| Palmer Square European CLO DAC (Ireland), | Palmer Square European CLO DAC (Ireland), | Palmer Square European CLO DAC (Ireland), | Palmer Square European CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 2022-02A, Class ARR, 144A, 3 Month EURIBOR + 1.390% (Cap N/A, Floor 1.390%) | &nbsp;&nbsp;&nbsp;Series 2022-02A, Class ARR, 144A, 3 Month EURIBOR + 1.390% (Cap N/A, Floor 1.390%) | &nbsp;&nbsp;&nbsp;Series 2022-02A, Class ARR, 144A, 3 Month EURIBOR + 1.390% (Cap N/A, Floor 1.390%) | &nbsp;&nbsp;&nbsp;Series 2022-02A, Class ARR, 144A, 3 Month EURIBOR + 1.390% (Cap N/A, Floor 1.390%) |
| &nbsp;&nbsp;&nbsp;3.406%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/38 | &nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8083241 |

---

A11

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A, 3 Month EURIBOR + 1.350% (Cap N/A, Floor 1.350%) | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A, 3 Month EURIBOR + 1.350% (Cap N/A, Floor 1.350%) | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A, 3 Month EURIBOR + 1.350% (Cap N/A, Floor 1.350%) | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A, 3 Month EURIBOR + 1.350% (Cap N/A, Floor 1.350%) |
| &nbsp;&nbsp;&nbsp;3.366%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;$288922 |
| &nbsp;&nbsp;&nbsp;Series 2026-01A, Class A, 144A, 3 Month EURIBOR + 1.230% (Cap N/A, Floor 1.230%) | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class A, 144A, 3 Month EURIBOR + 1.230% (Cap N/A, Floor 1.230%) | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class A, 144A, 3 Month EURIBOR + 1.230% (Cap N/A, Floor 1.230%) | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class A, 144A, 3 Month EURIBOR + 1.230% (Cap N/A, Floor 1.230%) |
| &nbsp;&nbsp;&nbsp;3.399%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287898 |
| Parallel Ltd. (Cayman Islands), | Parallel Ltd. (Cayman Islands), | Parallel Ltd. (Cayman Islands), | Parallel Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2020-01A, Class A2R, 144A, 3 Month SOFR + 2.112% (Cap N/A, Floor 1.850%) | &nbsp;&nbsp;&nbsp;Series 2020-01A, Class A2R, 144A, 3 Month SOFR + 2.112% (Cap N/A, Floor 1.850%) | &nbsp;&nbsp;&nbsp;Series 2020-01A, Class A2R, 144A, 3 Month SOFR + 2.112% (Cap N/A, Floor 1.850%) | &nbsp;&nbsp;&nbsp;Series 2020-01A, Class A2R, 144A, 3 Month SOFR + 2.112% (Cap N/A, Floor 1.850%) |
| &nbsp;&nbsp;&nbsp;5.779%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803278 |
| 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;5.218%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/17/37 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12505840 |
| RRE Loan Management DAC (Ireland), | RRE Loan Management DAC (Ireland), | RRE Loan Management DAC (Ireland), | RRE Loan Management DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 24A, Class A1, 144A, 3 Month EURIBOR + 1.160% (Cap N/A, Floor 1.160%) | &nbsp;&nbsp;&nbsp;Series 24A, Class A1, 144A, 3 Month EURIBOR + 1.160% (Cap N/A, Floor 1.160%) | &nbsp;&nbsp;&nbsp;Series 24A, Class A1, 144A, 3 Month EURIBOR + 1.160% (Cap N/A, Floor 1.160%) | &nbsp;&nbsp;&nbsp;Series 24A, Class A1, 144A, 3 Month EURIBOR + 1.160% (Cap N/A, Floor 1.160%) |
| &nbsp;&nbsp;&nbsp;3.176%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287379 |
| Symphony CLO Ltd. (Cayman Islands), | Symphony CLO Ltd. (Cayman Islands), | Symphony CLO Ltd. (Cayman Islands), | Symphony CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2018-19A, Class A, 144A, 3 Month SOFR + 1.222% (Cap N/A, Floor 0.960%) | &nbsp;&nbsp;&nbsp;Series 2018-19A, Class A, 144A, 3 Month SOFR + 1.222% (Cap N/A, Floor 0.960%) | &nbsp;&nbsp;&nbsp;Series 2018-19A, Class A, 144A, 3 Month SOFR + 1.222% (Cap N/A, Floor 0.960%) | &nbsp;&nbsp;&nbsp;Series 2018-19A, Class A, 144A, 3 Month SOFR + 1.222% (Cap N/A, Floor 0.960%) |
| &nbsp;&nbsp;&nbsp;4.893%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61452 |
| Tikehau CLO DAC (Ireland), | Tikehau CLO DAC (Ireland), | Tikehau CLO DAC (Ireland), | Tikehau CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 13A, Class A, 144A, 3 Month EURIBOR + 1.190% (Cap N/A, Floor 1.190%) | &nbsp;&nbsp;&nbsp;Series 13A, Class A, 144A, 3 Month EURIBOR + 1.190% (Cap N/A, Floor 1.190%) | &nbsp;&nbsp;&nbsp;Series 13A, Class A, 144A, 3 Month EURIBOR + 1.190% (Cap N/A, Floor 1.190%) | &nbsp;&nbsp;&nbsp;Series 13A, Class A, 144A, 3 Month EURIBOR + 1.190% (Cap N/A, Floor 1.190%) |
| &nbsp;&nbsp;&nbsp;3.206%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/38 | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5749745 |
| 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;5.538%(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;&nbsp;2900834 |
| 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;3.880%(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;&nbsp;5237863 |
| &nbsp;&nbsp;&nbsp;Series 09A, Class A, 144A, 3 Month EURIBOR + 1.650% (Cap N/A, Floor 1.650%) | &nbsp;&nbsp;&nbsp;Series 09A, Class A, 144A, 3 Month EURIBOR + 1.650% (Cap N/A, Floor 1.650%) | &nbsp;&nbsp;&nbsp;Series 09A, Class A, 144A, 3 Month EURIBOR + 1.650% (Cap N/A, Floor 1.650%) | &nbsp;&nbsp;&nbsp;Series 09A, Class A, 144A, 3 Month EURIBOR + 1.650% (Cap N/A, Floor 1.650%) |
| &nbsp;&nbsp;&nbsp;3.666%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/37 | &nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9245444 |
| Trimaran CAVU Ltd., | Trimaran CAVU Ltd., | Trimaran CAVU Ltd., | Trimaran CAVU Ltd., |
| &nbsp;&nbsp;&nbsp;Series 2019-01A, Class A1R, 144A, 3 Month SOFR + 1.190% (Cap N/A, Floor 1.190%) | &nbsp;&nbsp;&nbsp;Series 2019-01A, Class A1R, 144A, 3 Month SOFR + 1.190% (Cap N/A, Floor 1.190%) | &nbsp;&nbsp;&nbsp;Series 2019-01A, Class A1R, 144A, 3 Month SOFR + 1.190% (Cap N/A, Floor 1.190%) | &nbsp;&nbsp;&nbsp;Series 2019-01A, Class A1R, 144A, 3 Month SOFR + 1.190% (Cap N/A, Floor 1.190%) |
| &nbsp;&nbsp;&nbsp;4.858%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/37 | &nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6989435 |
| &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;5.030%(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;&nbsp;6753319 |
| Trinitas Euro CLO DAC (Ireland), | Trinitas Euro CLO DAC (Ireland), | Trinitas Euro CLO DAC (Ireland), | Trinitas Euro CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 06A, Class AR, 144A, 3 Month EURIBOR + 1.300% (Cap N/A, Floor 1.300%) | &nbsp;&nbsp;&nbsp;Series 06A, Class AR, 144A, 3 Month EURIBOR + 1.300% (Cap N/A, Floor 1.300%) | &nbsp;&nbsp;&nbsp;Series 06A, Class AR, 144A, 3 Month EURIBOR + 1.300% (Cap N/A, Floor 1.300%) | &nbsp;&nbsp;&nbsp;Series 06A, Class AR, 144A, 3 Month EURIBOR + 1.300% (Cap N/A, Floor 1.300%) |
| &nbsp;&nbsp;&nbsp;3.316%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/39 | &nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7501788 |
| Voya Euro CLO DAC (Ireland), | Voya Euro CLO DAC (Ireland), | Voya Euro CLO DAC (Ireland), | Voya Euro CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 03A, Class AR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 03A, Class AR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 03A, Class AR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 03A, Class AR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) |
| &nbsp;&nbsp;&nbsp;3.188%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/16/38 | &nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7806349 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204283587 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| **Consumer Loans — 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;147 | &nbsp;&nbsp;$147277 |
| Foundation Finance Trust, | Foundation Finance Trust, | Foundation Finance Trust, | Foundation Finance Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-03A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.560% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/52 | &nbsp;&nbsp;281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278945 |
| GreenSky Home Improvement Issuer Trust, | GreenSky Home Improvement Issuer Trust, | GreenSky Home Improvement Issuer Trust, | GreenSky Home Improvement Issuer Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-03A, Class A3, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03A, Class A3, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03A, Class A3, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03A, Class A3, 144A |
| &nbsp;&nbsp;&nbsp;4.520% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/27/60 | &nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92043 |
| 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;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244787 |
| &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;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329234 |
| OneMain Financial Issuance Trust, | OneMain Financial Issuance Trust, | OneMain Financial Issuance Trust, | OneMain Financial Issuance Trust, |
| &nbsp;&nbsp;&nbsp;Series 2020-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2020-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2020-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2020-02A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/14/35 | &nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176910 |
| &nbsp;&nbsp;&nbsp;Series 2023-01A, Class 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;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816228 |
| &nbsp;&nbsp;&nbsp;Series 2023-01A, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class D, 144A |
| &nbsp;&nbsp;&nbsp;7.490% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/14/38 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209738 |
| &nbsp;&nbsp;&nbsp;Series 2023-02A, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02A, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02A, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02A, Class C, 144A |
| &nbsp;&nbsp;&nbsp;6.740% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/36 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102683 |
| &nbsp;&nbsp;&nbsp;Series 2023-02A, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02A, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02A, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02A, Class D, 144A |
| &nbsp;&nbsp;&nbsp;7.520% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/36 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206263 |
| Oportun Issuance Trust, | Oportun Issuance Trust, | Oportun Issuance Trust, | Oportun Issuance Trust, |
| &nbsp;&nbsp;&nbsp;Series 2026-A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.320% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/09/34 | &nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274571 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2878679 |
| **Credit Cards — 0.0%** | **Credit Cards — 0.0%** | **Credit Cards — 0.0%** | **Credit Cards — 0.0%** |
| NewDay Funding (United Kingdom), | NewDay Funding (United Kingdom), | NewDay Funding (United Kingdom), | NewDay Funding (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A, 144A, SONIA + 1.180% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A, 144A, SONIA + 1.180% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A, 144A, SONIA + 1.180% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A, 144A, SONIA + 1.180% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;4.914%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/32 | &nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663792 |
| **Home Equity Loans — 0.1%** | **Home Equity Loans — 0.1%** | **Home Equity Loans — 0.1%** | **Home Equity Loans — 0.1%** |
| ACE Securities Corp. Home Equity Loan Trust, | ACE Securities Corp. Home Equity Loan Trust, | ACE Securities Corp. Home Equity Loan Trust, | ACE Securities Corp. Home Equity Loan Trust, |
| &nbsp;&nbsp;&nbsp;Series 2004-IN01, Class A1, 1 Month SOFR + 0.754% (Cap N/A, Floor 0.640%) | &nbsp;&nbsp;&nbsp;Series 2004-IN01, Class A1, 1 Month SOFR + 0.754% (Cap N/A, Floor 0.640%) | &nbsp;&nbsp;&nbsp;Series 2004-IN01, Class A1, 1 Month SOFR + 0.754% (Cap N/A, Floor 0.640%) | &nbsp;&nbsp;&nbsp;Series 2004-IN01, Class A1, 1 Month SOFR + 0.754% (Cap N/A, Floor 0.640%) |
| &nbsp;&nbsp;&nbsp;4.433%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/34 | &nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18427 |
| Bear Stearns Asset-Backed Securities Trust, | Bear Stearns Asset-Backed Securities Trust, | Bear Stearns Asset-Backed Securities Trust, | Bear Stearns Asset-Backed Securities Trust, |
| &nbsp;&nbsp;&nbsp;Series 2003-02, Class A3, 1 Month SOFR + 1.614% (Cap 11.000%, Floor 1.500%) | &nbsp;&nbsp;&nbsp;Series 2003-02, Class A3, 1 Month SOFR + 1.614% (Cap 11.000%, Floor 1.500%) | &nbsp;&nbsp;&nbsp;Series 2003-02, Class A3, 1 Month SOFR + 1.614% (Cap 11.000%, Floor 1.500%) | &nbsp;&nbsp;&nbsp;Series 2003-02, Class A3, 1 Month SOFR + 1.614% (Cap 11.000%, Floor 1.500%) |
| &nbsp;&nbsp;&nbsp;5.293%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/25/43 | &nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9835 |
| GS Mortgage-Backed Securities Trust, | GS Mortgage-Backed Securities Trust, | GS Mortgage-Backed Securities Trust, | GS Mortgage-Backed Securities Trust, |
| &nbsp;&nbsp;&nbsp;Series 2026-CES01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-CES01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-CES01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-CES01, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;4.899%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/56 | &nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94706 |
| Option One Mortgage Accept Corp., Asset-Backed Certificates, | Option One Mortgage Accept Corp., Asset-Backed Certificates, | Option One Mortgage Accept Corp., Asset-Backed Certificates, | Option One Mortgage Accept Corp., Asset-Backed Certificates, |
| &nbsp;&nbsp;&nbsp;Series 2003-05, Class A2, 1 Month SOFR + 0.754% (Cap N/A, Floor 0.640%) | &nbsp;&nbsp;&nbsp;Series 2003-05, Class A2, 1 Month SOFR + 0.754% (Cap N/A, Floor 0.640%) | &nbsp;&nbsp;&nbsp;Series 2003-05, Class A2, 1 Month SOFR + 0.754% (Cap N/A, Floor 0.640%) | &nbsp;&nbsp;&nbsp;Series 2003-05, Class A2, 1 Month SOFR + 0.754% (Cap N/A, Floor 0.640%) |
| &nbsp;&nbsp;&nbsp;4.433%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/25/33 | &nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14079 |
| 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;317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317182 |
| &nbsp;&nbsp;&nbsp;Series 2025-CES11, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CES11, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CES11, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CES11, Class A1A, 144A |
| &nbsp;&nbsp;&nbsp;4.966%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/55 | &nbsp;&nbsp;237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235476 |

---

A12

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| **Home Equity Loans (cont'd.)** | **Home Equity Loans (cont'd.)** | **Home Equity Loans (cont'd.)** | **Home Equity Loans (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Series 2025-CES12, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CES12, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CES12, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CES12, Class A1A, 144A |
| &nbsp;&nbsp;&nbsp;5.027%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/55 | &nbsp;&nbsp;190 | &nbsp;&nbsp;$188724 |
| &nbsp;&nbsp;&nbsp;Series 2026-CES02, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-CES02, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-CES02, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-CES02, Class A1A, 144A |
| &nbsp;&nbsp;&nbsp;4.762%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/25/56 | &nbsp;&nbsp;777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768690 |
| 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;51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51552 |
| &nbsp;&nbsp;&nbsp;Series 2024-CES05, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES05, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES05, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES05, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;5.167%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/64 | &nbsp;&nbsp;163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162454 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1861125 |
| **Other — 0.0%** | **Other — 0.0%** | **Other — 0.0%** | **Other — 0.0%** |
| Hilton Grand Vacations Trust, | Hilton Grand Vacations Trust, | Hilton Grand Vacations Trust, | Hilton Grand Vacations Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-03EXT, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03EXT, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03EXT, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03EXT, Class B, 144A |
| &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/25/44 | &nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89322 |
| NMABS Issuer I LLC, | NMABS Issuer I LLC, | NMABS Issuer I LLC, | NMABS Issuer I LLC, |
| &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;5.140% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/22/55 | &nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146761 |
| 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;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264734 |
| &nbsp;&nbsp;&nbsp;Series 2025-SFR06, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-SFR06, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-SFR06, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-SFR06, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/17/42 | &nbsp;&nbsp;162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156508 |
| 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;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65242 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722567 |
| **Residential Mortgage-Backed Securities — 0.0%** | **Residential Mortgage-Backed Securities — 0.0%** | **Residential Mortgage-Backed Securities — 0.0%** | **Residential Mortgage-Backed Securities — 0.0%** |
| Ameriquest Mortgage Securities, Inc., Asset-Backed Pass-through Certificates, | Ameriquest Mortgage Securities, Inc., Asset-Backed Pass-through Certificates, | Ameriquest Mortgage Securities, Inc., Asset-Backed Pass-through Certificates, | Ameriquest Mortgage Securities, Inc., Asset-Backed Pass-through Certificates, |
| &nbsp;&nbsp;&nbsp;Series 2004-R01, Class A2, 1 Month SOFR + 0.714% (Cap N/A, Floor 0.600%) | &nbsp;&nbsp;&nbsp;Series 2004-R01, Class A2, 1 Month SOFR + 0.714% (Cap N/A, Floor 0.600%) | &nbsp;&nbsp;&nbsp;Series 2004-R01, Class A2, 1 Month SOFR + 0.714% (Cap N/A, Floor 0.600%) | &nbsp;&nbsp;&nbsp;Series 2004-R01, Class A2, 1 Month SOFR + 0.714% (Cap N/A, Floor 0.600%) |
| &nbsp;&nbsp;&nbsp;4.393%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4713 |
| Argent Securities, Inc., Asset-Backed Pass-Through Certificates, | Argent Securities, Inc., Asset-Backed Pass-Through Certificates, | Argent Securities, Inc., Asset-Backed Pass-Through Certificates, | Argent Securities, Inc., Asset-Backed Pass-Through Certificates, |
| &nbsp;&nbsp;&nbsp;Series 2004-W10, Class A2, 1 Month SOFR + 0.894% (Cap N/A, Floor 0.780%) | &nbsp;&nbsp;&nbsp;Series 2004-W10, Class A2, 1 Month SOFR + 0.894% (Cap N/A, Floor 0.780%) | &nbsp;&nbsp;&nbsp;Series 2004-W10, Class A2, 1 Month SOFR + 0.894% (Cap N/A, Floor 0.780%) | &nbsp;&nbsp;&nbsp;Series 2004-W10, Class A2, 1 Month SOFR + 0.894% (Cap N/A, Floor 0.780%) |
| &nbsp;&nbsp;&nbsp;3.872%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/25/34 | &nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10919 |
| Countrywide Asset-Backed Certificates Trust, | Countrywide Asset-Backed Certificates Trust, | Countrywide Asset-Backed Certificates Trust, | Countrywide Asset-Backed Certificates Trust, |
| &nbsp;&nbsp;&nbsp;Series 2004-BC04, Class M1, 1 Month SOFR + 1.164% (Cap N/A, Floor 1.050%) | &nbsp;&nbsp;&nbsp;Series 2004-BC04, Class M1, 1 Month SOFR + 1.164% (Cap N/A, Floor 1.050%) | &nbsp;&nbsp;&nbsp;Series 2004-BC04, Class M1, 1 Month SOFR + 1.164% (Cap N/A, Floor 1.050%) | &nbsp;&nbsp;&nbsp;Series 2004-BC04, Class M1, 1 Month SOFR + 1.164% (Cap N/A, Floor 1.050%) |
| &nbsp;&nbsp;&nbsp;4.843%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/34 | &nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 |
| Merrill Lynch Mortgage Investors Trust, | Merrill Lynch Mortgage Investors Trust, | Merrill Lynch Mortgage Investors Trust, | Merrill Lynch Mortgage Investors Trust, |
| &nbsp;&nbsp;&nbsp;Series 2004-WMC03, Class M2, 1 Month SOFR + 1.959% (Cap N/A, Floor 1.845%) | &nbsp;&nbsp;&nbsp;Series 2004-WMC03, Class M2, 1 Month SOFR + 1.959% (Cap N/A, Floor 1.845%) | &nbsp;&nbsp;&nbsp;Series 2004-WMC03, Class M2, 1 Month SOFR + 1.959% (Cap N/A, Floor 1.845%) | &nbsp;&nbsp;&nbsp;Series 2004-WMC03, Class M2, 1 Month SOFR + 1.959% (Cap N/A, Floor 1.845%) |
| &nbsp;&nbsp;&nbsp;4.698%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/35 | &nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9440 |
| Structured Asset Investment Loan Trust, | Structured Asset Investment Loan Trust, | Structured Asset Investment Loan Trust, | Structured Asset Investment Loan Trust, |
| &nbsp;&nbsp;&nbsp;Series 2004-BNC01, Class A4, 1 Month SOFR + 1.054% (Cap N/A, Floor 0.940%) | &nbsp;&nbsp;&nbsp;Series 2004-BNC01, Class A4, 1 Month SOFR + 1.054% (Cap N/A, Floor 0.940%) | &nbsp;&nbsp;&nbsp;Series 2004-BNC01, Class A4, 1 Month SOFR + 1.054% (Cap N/A, Floor 0.940%) | &nbsp;&nbsp;&nbsp;Series 2004-BNC01, Class A4, 1 Month SOFR + 1.054% (Cap N/A, Floor 0.940%) |
| &nbsp;&nbsp;&nbsp;4.733%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/34 | &nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37556 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62747 |
| **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;36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35652 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| **Student Loans (cont'd.)** | **Student Loans (cont'd.)** | **Student Loans (cont'd.)** | **Student Loans (cont'd.)** |
| 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;72 | &nbsp;&nbsp;$69416 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105068 |
| **Total Asset-Backed Securities<br>(cost $216,000,402)<br>** | **Total Asset-Backed Securities<br>(cost $216,000,402)<br>** | **Total Asset-Backed Securities<br>(cost $216,000,402)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213487563 |
| **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;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99905 |
| 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;866072 |
| &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;829475 |
| &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;1301847 |
| &nbsp;&nbsp;&nbsp;Series 2025-05YR15, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-05YR15, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-05YR15, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-05YR15, Class A3 |
| &nbsp;&nbsp;&nbsp;5.452% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/58 | &nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1485958 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310685 |
| &nbsp;&nbsp;&nbsp;Series 2024-05C29, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C29, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C29, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C29, Class A3 |
| &nbsp;&nbsp;&nbsp;5.208% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407107 |
| &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;&nbsp;&nbsp;816222 |
| &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;&nbsp;1596802 |
| 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;&nbsp;&nbsp;492402 |
| &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;&nbsp;&nbsp;661643 |
| &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;&nbsp;&nbsp;461919 |
| BFLD Trust, | BFLD Trust, | BFLD Trust, | BFLD Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-EWEST, Class A, 144A, 1 Month SOFR + 1.550% (Cap N/A, Floor 1.550%) | &nbsp;&nbsp;&nbsp;Series 2025-EWEST, Class A, 144A, 1 Month SOFR + 1.550% (Cap N/A, Floor 1.550%) | &nbsp;&nbsp;&nbsp;Series 2025-EWEST, Class A, 144A, 1 Month SOFR + 1.550% (Cap N/A, Floor 1.550%) | &nbsp;&nbsp;&nbsp;Series 2025-EWEST, Class A, 144A, 1 Month SOFR + 1.550% (Cap N/A, Floor 1.550%) |
| &nbsp;&nbsp;&nbsp;5.223%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398724 |
| 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;&nbsp;&nbsp;387166 |
| &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;&nbsp;&nbsp;966799 |
| &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;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1601626 |
| BX Commercial Mortgage Trust (Canada), | BX Commercial Mortgage Trust (Canada), | BX Commercial Mortgage Trust (Canada), | BX Commercial Mortgage Trust (Canada), |
| &nbsp;&nbsp;&nbsp;Series 2024-PURE, Class A, 144A, CORRA + 1.900% (Cap N/A, Floor 1.900%) | &nbsp;&nbsp;&nbsp;Series 2024-PURE, Class A, 144A, CORRA + 1.900% (Cap N/A, Floor 1.900%) | &nbsp;&nbsp;&nbsp;Series 2024-PURE, Class A, 144A, CORRA + 1.900% (Cap N/A, Floor 1.900%) | &nbsp;&nbsp;&nbsp;Series 2024-PURE, Class A, 144A, CORRA + 1.900% (Cap N/A, Floor 1.900%) |
| &nbsp;&nbsp;&nbsp;4.178%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/41 CAD | &nbsp;&nbsp;&nbsp;&nbsp;331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239501 |
| &nbsp;&nbsp;&nbsp;Series 2026-VLT09, Class A, 144A, 1 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) | &nbsp;&nbsp;&nbsp;Series 2026-VLT09, Class A, 144A, 1 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) | &nbsp;&nbsp;&nbsp;Series 2026-VLT09, Class A, 144A, 1 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) | &nbsp;&nbsp;&nbsp;Series 2026-VLT09, Class A, 144A, 1 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) |
| &nbsp;&nbsp;&nbsp;5.373%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447822 |

---

A13

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Commercial Mortgage-Backed Securities<br> (continued)** | **Commercial Mortgage-Backed Securities<br> (continued)** | **Commercial Mortgage-Backed Securities<br> (continued)** | **Commercial Mortgage-Backed Securities<br> (continued)** |
| BX 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;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$424860 |
| BXMT Ltd. (Cayman Islands), | BXMT Ltd. (Cayman Islands), | BXMT Ltd. (Cayman Islands), | BXMT Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2025-FL05, Class A, 144A, 1 Month SOFR + 1.639% (Cap N/A, Floor 1.639%) | &nbsp;&nbsp;&nbsp;Series 2025-FL05, Class A, 144A, 1 Month SOFR + 1.639% (Cap N/A, Floor 1.639%) | &nbsp;&nbsp;&nbsp;Series 2025-FL05, Class A, 144A, 1 Month SOFR + 1.639% (Cap N/A, Floor 1.639%) | &nbsp;&nbsp;&nbsp;Series 2025-FL05, Class A, 144A, 1 Month SOFR + 1.639% (Cap N/A, Floor 1.639%) |
| &nbsp;&nbsp;&nbsp;5.318%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/18/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199827 |
| 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;&nbsp;&nbsp;334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328124 |
| CENT, | CENT, | CENT, | CENT, |
| &nbsp;&nbsp;&nbsp;Series 2025-CITY, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CITY, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CITY, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CITY, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.920%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/10/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453227 |
| 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;&nbsp;&nbsp;204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203620 |
| &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;&nbsp;&nbsp;326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323211 |
| 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;&nbsp;&nbsp;&nbsp;303524 |
| &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;351499 |
| 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;542749 |
| 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;114455 |
| 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;281891 |
| &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;262403 |
| &nbsp;&nbsp;&nbsp;Series 2019-C17, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-C17, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-C17, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-C17, Class A4 |
| &nbsp;&nbsp;&nbsp;2.763% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137341 |
| CSTL Commercial Mortgage Trust, | CSTL Commercial Mortgage Trust, | CSTL Commercial Mortgage Trust, | CSTL Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2024-GATE, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-GATE, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-GATE, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-GATE, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.764%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/10/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648275 |
| &nbsp;&nbsp;&nbsp;Series 2025-GATE02, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-GATE02, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-GATE02, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-GATE02, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.560%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/10/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275154 |
| 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;236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235625 |
| FHLMC Multifamily Structured Pass-Through Certificates, | FHLMC Multifamily Structured Pass-Through Certificates, | FHLMC Multifamily Structured Pass-Through Certificates, | FHLMC Multifamily Structured Pass-Through Certificates, |
| &nbsp;&nbsp;&nbsp;Series K131, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K131, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K131, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K131, Class X1, IO |
| &nbsp;&nbsp;&nbsp;0.725%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/25/31 | &nbsp;&nbsp;14987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494309 |
| &nbsp;&nbsp;&nbsp;Series K736, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K736, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K736, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K736, Class X1, IO |
| &nbsp;&nbsp;&nbsp;1.257%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
| &nbsp;&nbsp;&nbsp;Series K741, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K741, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K741, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K741, Class X1, IO |
| &nbsp;&nbsp;&nbsp;0.538%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1601 |
| 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;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56682 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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)** |
| 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;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$180168 |
| PRM7 Trust, | PRM7 Trust, | PRM7 Trust, | PRM7 Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-PRM07, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-PRM07, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-PRM07, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-PRM07, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.363%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/10/42 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249019 |
| SLG Office Trust, | SLG Office Trust, | SLG Office Trust, | SLG Office Trust, |
| &nbsp;&nbsp;&nbsp;Series 2026-OMA, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-OMA, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-OMA, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-OMA, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.965%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550109 |
| 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;&nbsp;&nbsp;&nbsp;429870 |
| &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;366953 |
| 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;299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295143 |
| &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;231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218768 |
| &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;930721 |
| &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;1804938 |
| **Total Commercial Mortgage-Backed Securities<br>(cost $24,423,727)<br>** | **Total Commercial Mortgage-Backed Securities<br>(cost $24,423,727)<br>** | **Total Commercial Mortgage-Backed Securities<br>(cost $24,423,727)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24035845 |
| **Corporate Bonds — 7.7%** | **Corporate Bonds — 7.7%** | **Corporate Bonds — 7.7%** | **Corporate Bonds — 7.7%** |
| **Aerospace & Defense — 0.0%** | **Aerospace & Defense — 0.0%** | **Aerospace & Defense — 0.0%** | **Aerospace & Defense — 0.0%** |
| Boeing Co. (The), | Boeing Co. (The), | Boeing Co. (The), | Boeing Co. (The), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779439 |
| 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;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;46669 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826108 |
| **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;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6674 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/29 | &nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328958 |
| 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;458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457475 |
| United Airlines Holdings, Inc., | United Airlines Holdings, Inc., | United Airlines Holdings, Inc., | United Airlines Holdings, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548451 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2341558 |
| **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;&nbsp;&nbsp;&nbsp;183965 |

---

A14

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Auto Manufacturers — 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;$341533 |
| &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;787436 |
| 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;564660 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9057 |
| Ford Motor Credit Co. LLC, | Ford Motor Credit Co. LLC, | Ford Motor Credit Co. LLC, | Ford Motor Credit Co. LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838503 |
| &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;199928 |
| &nbsp;&nbsp;&nbsp;4.970% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/06/29 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395042 |
| &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;199848 |
| &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;317313 |
| &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;592355 |
| &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;210483 |
| 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;377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385641 |
| 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;184103 |
| &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;195837 |
| 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;888146 |
| &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;115007 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6224892 |
| **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;51125 |
| 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;321536 |
| Qnity Electronics, Inc., | Qnity Electronics, Inc., | Qnity Electronics, Inc., | Qnity Electronics, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96382 |
| &nbsp;&nbsp;&nbsp;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;150187 |
| 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;2096822 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2716052 |
| **Banks — 1.6%** | **Banks — 1.6%** | **Banks — 1.6%** | **Banks — 1.6%** |
| Agence Francaise de Developpement EPIC (France), | Agence Francaise de Developpement EPIC (France), | Agence Francaise de Developpement EPIC (France), | Agence Francaise de Developpement EPIC (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329265 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420632 |
| &nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/05/32 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101378 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| 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;$790861 |
| 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;584811 |
| 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;233281 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;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;117261 |
| &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;120784 |
| 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;463337 |
| 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;109838 |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;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;108055 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/13/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115049 |
| &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;117982 |
| 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;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91187 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &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;485167 |
| &nbsp;&nbsp;&nbsp;5.045%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/06/37 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34531 |
| &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;346417 |
| &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;53687 |
| &nbsp;&nbsp;&nbsp;5.518%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/25/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235091 |
| &nbsp;&nbsp;&nbsp;5.744%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/12/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279775 |
| 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;226880 |
| 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;147255 |
| 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;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;137588 |
| BNP Paribas SA (France), | BNP Paribas SA (France), | BNP Paribas SA (France), | BNP Paribas SA (France), | BNP Paribas SA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.283%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/19/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456796 |
| &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;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;206623 |
| &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;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/29/28 | CNH | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735577 |
| &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;2.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/31/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455546 |
| BPCE SA (France), | 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;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;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946324 |
| &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;408185 |

---

A15

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN |
| &nbsp;&nbsp;&nbsp;5.417%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/13/37 | &nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$243028 |
| Caisse des Depots et Consignations (France), | Caisse des Depots et Consignations (France), | Caisse des Depots et Consignations (France), | Caisse des Depots et Consignations (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.063% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/09/30 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113651 |
| CaixaBank SA (Spain), | CaixaBank SA (Spain), | CaixaBank SA (Spain), | CaixaBank SA (Spain), |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.840%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/13/34 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217096 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN |
| &nbsp;&nbsp;&nbsp;5.673%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/30 | &nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420571 |
| &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/05/37 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225511 |
| 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;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397116 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/05/26 | &nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600908 |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/29 | &nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626213 |
| Citigroup, Inc., | Citigroup, Inc., | Citigroup, Inc., | Citigroup, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.561%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/32 | &nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420588 |
| &nbsp;&nbsp;&nbsp;3.493%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/22/34 | &nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665477 |
| &nbsp;&nbsp;&nbsp;3.980%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/20/30 | &nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132850 |
| &nbsp;&nbsp;&nbsp;4.412%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/31/31 | &nbsp;&nbsp;428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422744 |
| &nbsp;&nbsp;&nbsp;4.503%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/11/31 | &nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92876 |
| &nbsp;&nbsp;&nbsp;4.542%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/19/30 | &nbsp;&nbsp;588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585976 |
| &nbsp;&nbsp;&nbsp;5.174%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/13/30 | &nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91382 |
| &nbsp;&nbsp;&nbsp;5.449%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/11/35 | &nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10138 |
| &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;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81014 |
| 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;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910459 |
| Commerzbank AG (Germany), | Commerzbank AG (Germany), | Commerzbank AG (Germany), | Commerzbank AG (Germany), |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/16/32 | &nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578850 |
| &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;117319 |
| 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;271146 |
| Credit Agricole SA (France), | Credit Agricole SA (France), | Credit Agricole SA (France), | Credit Agricole SA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.316%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/03/29 | &nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259955 |
| &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;244220 |
| &nbsp;&nbsp;&nbsp;Sub. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sub. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sub. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sub. Notes, 144A, MTN |
| &nbsp;&nbsp;&nbsp;4.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/10/33 | &nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491488 |
| Danske Bank A/S (Denmark), | Danske Bank A/S (Denmark), | Danske Bank A/S (Denmark), | Danske Bank A/S (Denmark), |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A |
| &nbsp;&nbsp;&nbsp;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;410425 |
| &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;119758 |
| 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;329521 |
| &nbsp;&nbsp;&nbsp;4.725%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/06/32 | &nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147857 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| &nbsp;&nbsp;&nbsp;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;$149478 |
| &nbsp;&nbsp;&nbsp;4.999%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/11/30 |  | &nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526533 |
| &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;3.375%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/13/31 | EUR | &nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792856 |
| &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;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;277080 |
| &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/24/32 | EUR | &nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460306 |
| Emirates NBD Bank PJSC (United Arab Emirates), | Emirates NBD Bank PJSC (United Arab Emirates), | Emirates NBD Bank PJSC (United Arab Emirates), | Emirates NBD Bank PJSC (United Arab Emirates), | Emirates NBD Bank PJSC (United Arab Emirates), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/26/30 | AUD | &nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585493 |
| Fifth Third Bancorp, | Fifth Third Bancorp, | Fifth Third Bancorp, | Fifth Third Bancorp, | Fifth Third Bancorp, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.566%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/29/32 |  | &nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137389 |
| Fifth Third Bank NA, | 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;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;451599 |
| Fifth Third Financial Corp., | Fifth Third Financial Corp., | Fifth Third Financial Corp., | Fifth Third Financial Corp., | Fifth Third Financial Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.982%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/30 |  | &nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195191 |
| First Abu Dhabi Bank PJSC (United Arab Emirates), | First Abu Dhabi Bank PJSC (United Arab Emirates), | First Abu Dhabi Bank PJSC (United Arab Emirates), | First Abu Dhabi Bank PJSC (United Arab Emirates), | First Abu Dhabi Bank PJSC (United Arab Emirates), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.120% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/20/31 | EUR | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222212 |
| Goldman Sachs Bank USA, | Goldman Sachs Bank USA, | Goldman Sachs Bank USA, | Goldman Sachs Bank USA, | Goldman Sachs Bank USA, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.414%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/21/27 |  | &nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700823 |
| Goldman Sachs Group, Inc. (The), | Goldman Sachs Group, Inc. (The), | Goldman Sachs Group, Inc. (The), | Goldman Sachs Group, Inc. (The), | Goldman Sachs Group, Inc. (The), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series V | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series V | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series V | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series V | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series V |
| &nbsp;&nbsp;&nbsp;4.125%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/10/26(oo) |  | &nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378963 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.369%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/21/31 |  | &nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313731 |
| &nbsp;&nbsp;&nbsp;4.516%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/21/32(a) |  | &nbsp;&nbsp;366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360516 |
| &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;465358 |
| &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;136573 |
| &nbsp;&nbsp;&nbsp;5.065%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/21/37 |  | &nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117496 |
| &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;111798 |
| HSBC Holdings PLC (United Kingdom), | HSBC Holdings PLC (United Kingdom), | HSBC Holdings PLC (United Kingdom), | HSBC Holdings PLC (United Kingdom), | HSBC Holdings PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;4.600%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/17/30(oo) |  | &nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200750 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &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;307369 |
| &nbsp;&nbsp;&nbsp;3.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/22/28 | GBP | &nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027537 |
| &nbsp;&nbsp;&nbsp;4.619%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/06/31 |  | &nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418414 |
| &nbsp;&nbsp;&nbsp;5.130%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/19/28 |  | &nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402306 |
| &nbsp;&nbsp;&nbsp;5.546%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/04/30 |  | &nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215118 |
| &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.191%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/19/36 | EUR | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228544 |
| Intesa Sanpaolo SpA (Italy), | Intesa Sanpaolo SpA (Italy), | Intesa Sanpaolo SpA (Italy), | Intesa Sanpaolo SpA (Italy), | Intesa Sanpaolo SpA (Italy), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;5.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/28(oo) | EUR | &nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288211 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.850%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/16/32 | EUR | &nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346052 |
| &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/20/33 |  | &nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291891 |

---

A16

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| 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;$382448 |
| &nbsp;&nbsp;&nbsp;2.739%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122448 |
| &nbsp;&nbsp;&nbsp;4.603%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/22/30 | &nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225437 |
| &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;557682 |
| KBC Group NV (Belgium), | KBC Group NV (Belgium), | KBC Group NV (Belgium), | KBC Group NV (Belgium), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.932%(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;200926 |
| &nbsp;&nbsp;&nbsp;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;132912 |
| &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;269247 |
| 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;10605 |
| &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;520538 |
| M&T Bank Corp., | M&T Bank Corp., | M&T Bank Corp., | M&T Bank Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.082%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/13/32 | &nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40863 |
| &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;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47594 |
| 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;566889 |
| 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;4.238%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/09/30 | &nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118752 |
| &nbsp;&nbsp;&nbsp;4.493%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/16/32 | &nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172124 |
| &nbsp;&nbsp;&nbsp;4.654%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/18/30 | &nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844378 |
| &nbsp;&nbsp;&nbsp;5.073%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/37 | &nbsp;&nbsp;152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148874 |
| &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;76170 |
| &nbsp;&nbsp;&nbsp;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;145500 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN |
| &nbsp;&nbsp;&nbsp;3.749%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/07/36 | &nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665964 |
| &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;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197736 |
| &nbsp;&nbsp;&nbsp;5.250%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/21/34 | &nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55181 |
| &nbsp;&nbsp;&nbsp;5.424%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/21/34 | &nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65902 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN, Series I | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN, Series I | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN, Series I | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN, Series I |
| &nbsp;&nbsp;&nbsp;4.356%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/22/31 | &nbsp;&nbsp;224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219582 |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;5.314%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/18/41 | &nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67539 |
| &nbsp;&nbsp;&nbsp;5.948%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/19/38 | &nbsp;&nbsp;154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157841 |
| 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;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556287 |
| 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;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249144 |
| 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;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865440 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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.)** |
| 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;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$84724 |
| &nbsp;&nbsp;&nbsp;5.373%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/21/36 | &nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30235 |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;5.423%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/41 | &nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53974 |
| 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;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372610 |
| Royal Bank of Canada (Canada), | Royal Bank of Canada (Canada), | Royal Bank of Canada (Canada), | Royal Bank of Canada (Canada), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/24/86 | &nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389016 |
| Santander UK Group Holdings PLC (United Kingdom), | Santander UK Group Holdings PLC (United Kingdom), | Santander UK Group Holdings PLC (United Kingdom), | Santander UK Group Holdings PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.858%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/11/30 | &nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415279 |
| 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;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540690 |
| Societe Generale SA (France), | Societe Generale SA (France), | Societe Generale SA (France), | Societe Generale SA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A |
| &nbsp;&nbsp;&nbsp;2.889%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/09/32 | &nbsp;&nbsp;442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395970 |
| &nbsp;&nbsp;&nbsp;5.400%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/10/37 | &nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298926 |
| &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;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207360 |
| 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;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418071 |
| &nbsp;&nbsp;&nbsp;5.545%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/21/29 | &nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212856 |
| &nbsp;&nbsp;&nbsp;7.018%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/08/30 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212158 |
| Toronto-Dominion Bank (The) (Canada), | Toronto-Dominion Bank (The) (Canada), | Toronto-Dominion Bank (The) (Canada), | Toronto-Dominion Bank (The) (Canada), |
| &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds |
| &nbsp;&nbsp;&nbsp;3.666% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/08/31 | &nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591002 |
| Truist Financial Corp., | Truist Financial Corp., | Truist Financial Corp., | Truist Financial Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;4.964%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/23/36 | &nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174355 |
| &nbsp;&nbsp;&nbsp;5.711%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/24/35 | &nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36078 |
| &nbsp;&nbsp;&nbsp;5.867%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/08/34(a) | &nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57245 |
| 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;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398177 |
| &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;&nbsp;&nbsp;&nbsp;801598 |
| 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;928564 |
| &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;25814 |
| 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;212040 |
| &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;196268 |
| UniCredit SpA (Italy), | UniCredit SpA (Italy), | UniCredit SpA (Italy), | UniCredit SpA (Italy), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;6.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/03/31(oo) | &nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356740 |
| &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;118430 |

---

A17

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| Wells Fargo & Co., | Wells Fargo & Co., | Wells Fargo & Co., | Wells Fargo & Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.960%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/23/37 | &nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$77937 |
| &nbsp;&nbsp;&nbsp;5.150%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/23/31 | &nbsp;&nbsp;397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403740 |
| &nbsp;&nbsp;&nbsp;5.244%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/24/31 | &nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468805 |
| &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;61051 |
| &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;270651 |
| &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;36865 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44728119 |
| **Beverages — 0.0%** | **Beverages — 0.0%** | **Beverages — 0.0%** | **Beverages — 0.0%** |
| Maple Parent Holdings Corp., | Maple Parent Holdings Corp., | Maple Parent Holdings Corp., | Maple Parent Holdings Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.881% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/26/30 | &nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344426 |
| &nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/26/36 | &nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37712 |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/26/56 | &nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40599 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422737 |
| **Biotechnology — 0.0%** | **Biotechnology — 0.0%** | **Biotechnology — 0.0%** | **Biotechnology — 0.0%** |
| Amgen, Inc., | Amgen, Inc., | Amgen, Inc., | Amgen, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/19/36 | &nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72672 |
| &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;26911 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99583 |
| **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;239261 |
| Griffon Corp., | Griffon Corp., | Griffon Corp., | Griffon Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/28 | &nbsp;&nbsp;888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883325 |
| 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;407263 |
| 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;564113 |
| &nbsp;&nbsp;&nbsp;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;71103 |
| 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;868742 |
| 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;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590093 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3623900 |
| **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;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44622 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Chemicals (cont'd.)** | **Chemicals (cont'd.)** | **Chemicals (cont'd.)** | **Chemicals (cont'd.)** |
| 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;$860301 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904923 |
| **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;463937 |
| Allied Universal Holdco LLC/Allied Universal Finance Corp., | Allied Universal Holdco LLC/Allied Universal Finance Corp., | Allied Universal Holdco LLC/Allied Universal Finance Corp., | Allied Universal Holdco LLC/Allied Universal Finance Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585079 |
| 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;1348260 |
| 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;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401379 |
| 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;466668 |
| 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;282911 |
| 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;573596 |
| &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;377518 |
| 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;312014 |
| &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;312014 |
| 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;352549 |
| &nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96157 |
| 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;374565 |
| &nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/33(a) | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164276 |
| 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;&nbsp;&nbsp;&nbsp;177549 |
| 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;1261186 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7549658 |
| **Computers — 0.0%** | **Computers — 0.0%** | **Computers — 0.0%** | **Computers — 0.0%** |
| International Business Machines Corp., | International Business Machines Corp., | International Business Machines Corp., | International Business Machines Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/03/31 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337379 |

---

A18

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Computers (cont'd.)** | **Computers (cont'd.)** | **Computers (cont'd.)** | **Computers (cont'd.)** |
| 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;394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$421724 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759103 |
| **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;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269564 |
| &nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/32 | &nbsp;&nbsp;414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375376 |
| 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;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60148 |
| &nbsp;&nbsp;&nbsp;5.667%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/25/36 | &nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51704 |
| 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;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49425 |
| &nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/28 | &nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145481 |
| &nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80317 |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/30/30 | &nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283156 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328386 |
| &nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/04/28 | &nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262242 |
| Freedom Mortgage Holdings LLC, | Freedom Mortgage Holdings LLC, | Freedom Mortgage Holdings LLC, | Freedom Mortgage Holdings LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/31 | &nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280459 |
| 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;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80766 |
| 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;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177324 |
| 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;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313679 |
| Ontario Teachers' Finance Trust (Canada), | Ontario Teachers' Finance Trust (Canada), | Ontario Teachers' Finance Trust (Canada), | Ontario Teachers' Finance Trust (Canada), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.100% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/19/28 | &nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435810 |
| PennyMac Financial Services, Inc., | PennyMac Financial Services, Inc., | PennyMac Financial Services, Inc., | PennyMac Financial Services, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/29 | &nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621200 |
| 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;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550716 |
| 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;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494672 |
| 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;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319143 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5179568 |
| **Electric — 0.7%** | **Electric — 0.7%** | **Electric — 0.7%** | **Electric — 0.7%** |
| Acquirente Unico SpA (Italy), | Acquirente Unico SpA (Italy), | Acquirente Unico SpA (Italy), | Acquirente Unico SpA (Italy), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/11/33 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226490 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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.)** |
| 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;$220767 |
| &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;113237 |
| Caledonia Generating LLC, | Caledonia Generating LLC, | Caledonia Generating LLC, | Caledonia Generating LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170700 |
| 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;342039 |
| 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;201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201493 |
| &nbsp;&nbsp;&nbsp;5.672% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391875 |
| 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;344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354592 |
| Comision Federal de Electricidad (Mexico), | Comision Federal de Electricidad (Mexico), | Comision Federal de Electricidad (Mexico), | Comision Federal de Electricidad (Mexico), |
| &nbsp;&nbsp;&nbsp;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;747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694126 |
| 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;42226 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324211 |
| &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;39517 |
| 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;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143787 |
| Edison International, | Edison International, | Edison International, | Edison International, |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;8.125%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32536 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &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;72633 |
| Electricite de France SA (France), | Electricite de France SA (France), | Electricite de France SA (France), | Electricite de France SA (France), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;2.625%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/27(oo) | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224290 |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;5.625%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/17/32(oo) | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236558 |
| Energuate Trust 2 0 (Guatemala), | Energuate Trust 2 0 (Guatemala), | Energuate Trust 2 0 (Guatemala), | Energuate Trust 2 0 (Guatemala), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196120 |
| Engie SA (France), | Engie SA (France), | Engie SA (France), | Engie SA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/06/31 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115643 |
| Entergy Corp., | Entergy Corp., | Entergy Corp., | Entergy Corp., |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;5.875%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21710 |
| &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;216002 |
| Eskom Holdings (South Africa), | Eskom Holdings (South Africa), | Eskom Holdings (South Africa), | Eskom Holdings (South Africa), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, MTN | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, MTN | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, MTN | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/10/28 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1511719 |
| EUSHI Finance, Inc., | EUSHI Finance, Inc., | EUSHI Finance, Inc., | EUSHI Finance, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;6.250%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93322 |
| &nbsp;&nbsp;&nbsp;7.625%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69869 |

---

A19

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** |
| 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;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$43275 |
| &nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/44 | &nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71120 |
| Iberdrola International BV (Spain), | Iberdrola International BV (Spain), | Iberdrola International BV (Spain), | Iberdrola International BV (Spain), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, Series NC5 | &nbsp;&nbsp;&nbsp;Gtd. Notes, Series NC5 | &nbsp;&nbsp;&nbsp;Gtd. Notes, Series NC5 | &nbsp;&nbsp;&nbsp;Gtd. Notes, Series NC5 |
| &nbsp;&nbsp;&nbsp;1.874%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/26(oo) | &nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035376 |
| 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;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369960 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520469 |
| ITC Holdings Corp., | ITC Holdings Corp., | ITC Holdings Corp., | ITC Holdings Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/14/30 | &nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60765 |
| &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;233735 |
| &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;56506 |
| 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;98804 |
| Landsvirkjun (Iceland), | Landsvirkjun (Iceland), | Landsvirkjun (Iceland), | Landsvirkjun (Iceland), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, EMTN, 3 Month EURIBOR + 0.090% | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, EMTN, 3 Month EURIBOR + 0.090% | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, EMTN, 3 Month EURIBOR + 0.090% | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, EMTN, 3 Month EURIBOR + 0.090% |
| &nbsp;&nbsp;&nbsp;2.120%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/24/26 | &nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459728 |
| MVM Energetika Zrt (Hungary), | MVM Energetika Zrt (Hungary), | MVM Energetika Zrt (Hungary), | MVM Energetika Zrt (Hungary), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/18/27 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110192 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/13/31 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206375 |
| National Grid Electricity Distribution East Midlands PLC (United Kingdom), | National Grid Electricity Distribution East Midlands PLC (United Kingdom), | National Grid Electricity Distribution East Midlands PLC (United Kingdom), | National Grid Electricity Distribution East Midlands PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.530% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/20/28 | &nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347910 |
| 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;214942 |
| 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;142554 |
| &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;664946 |
| &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;50467 |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A |
| &nbsp;&nbsp;&nbsp;10.250%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/28(oo) | &nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296998 |
| NTPC Ltd. (India), | NTPC Ltd. (India), | NTPC Ltd. (India), | NTPC Ltd. (India), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/27 | &nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690174 |
| 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;41062 |
| &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;122890 |
| &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;191100 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/56 | &nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52290 |
| &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;57562 |
| 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;507921 |
| PG&E Corp., | PG&E Corp., | PG&E Corp., | PG&E Corp., |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.850%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/56 | &nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107354 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** |
| &nbsp;&nbsp;&nbsp;7.375%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$56315 |
| San Diego Gas & Electric Co., | San Diego Gas & Electric Co., | San Diego Gas & Electric Co., | San Diego Gas & Electric Co., |
| &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage |
| &nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54838 |
| Saudi Electricity Sukuk Programme Co. (Saudi Arabia), | Saudi Electricity Sukuk Programme Co. (Saudi Arabia), | Saudi Electricity Sukuk Programme Co. (Saudi Arabia), | Saudi Electricity Sukuk Programme Co. (Saudi Arabia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.310% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197234 |
| SCE Recovery Funding LLC, | SCE Recovery Funding LLC, | SCE Recovery Funding LLC, | SCE Recovery Funding LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.453% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206398 |
| Sempra, | Sempra, | Sempra, | Sempra, |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.375%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70176 |
| Sierra Pacific Power Co., | Sierra Pacific Power Co., | Sierra Pacific Power Co., | Sierra Pacific Power Co., |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.200%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141031 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;23835 |
| &nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70360 |
| 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;22682 |
| &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;60130 |
| 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;1079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065994 |
| 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;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325672 |
| &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;2117295 |
| &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;1399588 |
| 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;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;279391 |
| &nbsp;&nbsp;&nbsp;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;29799 |
| &nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22595 |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53590 |
| &nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/31/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68505 |
| &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;55425 |
| &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;92781 |
| VoltaGrid LLC, | VoltaGrid LLC, | VoltaGrid LLC, | VoltaGrid LLC, |
| &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479819 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20703390 |
| **Electrical Components & Equipment — 0.1%** | **Electrical Components & Equipment — 0.1%** | **Electrical Components & Equipment — 0.1%** | **Electrical Components & Equipment — 0.1%** |
| 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;1233169 |
| WESCO Distribution, Inc., | WESCO Distribution, Inc., | WESCO Distribution, Inc., | WESCO Distribution, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104337 |

---

A20

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Electrical Components & Equipment (cont'd.)** | **Electrical Components & Equipment (cont'd.)** | **Electrical Components & Equipment (cont'd.)** | **Electrical Components & Equipment (cont'd.)** |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$123205 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460711 |
| **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;463907 |
| **Engineering & Construction — 0.1%** | **Engineering & Construction — 0.1%** | **Engineering & Construction — 0.1%** | **Engineering & Construction — 0.1%** |
| Bioceanico Sovereign Certificate Ltd. (Paraguay), | Bioceanico Sovereign Certificate Ltd. (Paraguay), | Bioceanico Sovereign Certificate Ltd. (Paraguay), | Bioceanico Sovereign Certificate Ltd. (Paraguay), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.302%(s) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/05/34 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252111 |
| Ferrovial SE, | Ferrovial SE, | Ferrovial SE, | Ferrovial SE, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118729 |
| Heathrow Funding Ltd. (United Kingdom), | Heathrow Funding Ltd. (United Kingdom), | Heathrow Funding Ltd. (United Kingdom), | Heathrow Funding Ltd. (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/14/36 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96992 |
| &nbsp;&nbsp;&nbsp;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;117873 |
| 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;200963 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/31/47 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166180 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286812 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1239660 |
| **Entertainment — 0.1%** | **Entertainment — 0.1%** | **Entertainment — 0.1%** | **Entertainment — 0.1%** |
| Caesars Entertainment, Inc., | Caesars Entertainment, Inc., | Caesars Entertainment, Inc., | Caesars Entertainment, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1660019 |
| &nbsp;&nbsp;&nbsp;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;430543 |
| 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;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303329 |
| Penn Entertainment, Inc., | Penn Entertainment, Inc., | Penn Entertainment, Inc., | Penn Entertainment, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145733 |
| &nbsp;&nbsp;&nbsp;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;299459 |
| Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., | Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., | Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., | Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45432 |
| &nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346685 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3231200 |
| **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;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103505 |
| **Foods — 0.2%** | **Foods — 0.2%** | **Foods — 0.2%** | **Foods — 0.2%** |
| Albertson's Cos., Inc./Safeway, Inc./New Albertson's LP/Albertson's LLC, | Albertson's Cos., Inc./Safeway, Inc./New Albertson's LP/Albertson's LLC, | Albertson's Cos., Inc./Safeway, Inc./New Albertson's LP/Albertson's LLC, | Albertson's Cos., Inc./Safeway, Inc./New Albertson's LP/Albertson's LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69238 |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496915 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102765 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **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)** |
| **Foods (cont'd.)** | **Foods (cont'd.)** | **Foods (cont'd.)** | **Foods (cont'd.)** | **Foods (cont'd.)** |
| B&G Foods, Inc., | B&G Foods, Inc., | B&G Foods, Inc., | B&G Foods, Inc., | B&G Foods, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$747344 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246237 |
| Bellis Acquisition Co. PLC (United Kingdom), | Bellis Acquisition Co. PLC (United Kingdom), | Bellis Acquisition Co. PLC (United Kingdom), | Bellis Acquisition Co. PLC (United Kingdom), | Bellis Acquisition Co. PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/31(a) | EUR | &nbsp;&nbsp;&nbsp;&nbsp;833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907461 |
| &nbsp;&nbsp;&nbsp;8.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/14/30 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1040120 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490059 |
| JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209040 |
| &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;103323 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/52 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30196 |
| &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;49290 |
| Lamb Weston Holdings, Inc., | Lamb Weston Holdings, Inc., | Lamb Weston Holdings, Inc., | Lamb Weston Holdings, Inc., | Lamb Weston Holdings, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/31/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477876 |
| &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;391482 |
| Mars, Inc., | Mars, Inc., | Mars, Inc., | Mars, Inc., | Mars, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100909 |
| Mondelez International, Inc., | Mondelez International, Inc., | Mondelez International, Inc., | Mondelez International, Inc., | Mondelez International, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/03/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480234 |
| Post Holdings, Inc., | Post Holdings, Inc., | Post Holdings, Inc., | Post Holdings, Inc., | Post Holdings, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581768 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6524257 |
| **Gas — 0.0%** | **Gas — 0.0%** | **Gas — 0.0%** | **Gas — 0.0%** | **Gas — 0.0%** |
| AmeriGas Partners LP/AmeriGas Finance Corp., | AmeriGas Partners LP/AmeriGas Finance Corp., | AmeriGas Partners LP/AmeriGas Finance Corp., | AmeriGas Partners LP/AmeriGas Finance Corp., | AmeriGas Partners LP/AmeriGas Finance Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/20/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36147 |
| NiSource, Inc., | NiSource, Inc., | NiSource, Inc., | NiSource, Inc., | NiSource, Inc., |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.950%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/30/54 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61595 |
| Southern Co. Gas Capital Corp., | Southern Co. Gas Capital Corp., | Southern Co. Gas Capital Corp., | Southern Co. Gas Capital Corp., | Southern Co. Gas Capital Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36381 |
| Terega SA (France), | 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;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/17/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604318 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738441 |
| **Healthcare-Products — 0.1%** | **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, | 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;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/08/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554317 |
| Medline Borrower LP, | 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;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;1156535 |

---

A21

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Healthcare-Products (cont'd.)** | **Healthcare-Products (cont'd.)** | **Healthcare-Products (cont'd.)** | **Healthcare-Products (cont'd.)** |
| Solventum Corp., | Solventum Corp., | Solventum Corp., | Solventum Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$176475 |
| &nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107333 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1994660 |
| **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;91738 |
| &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;1264328 |
| 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;284868 |
| &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;36320 |
| &nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101198 |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4409 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55015 |
| 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;340060 |
| &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;411473 |
| &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;421406 |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459592 |
| &nbsp;&nbsp;&nbsp;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;11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148636 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3619043 |
| **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;2495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425411 |
| **Home Builders — 0.2%** | **Home Builders — 0.2%** | **Home Builders — 0.2%** | **Home Builders — 0.2%** |
| Beazer Homes USA, Inc., | Beazer Homes USA, Inc., | Beazer Homes USA, Inc., | Beazer Homes USA, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49774 |
| &nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/29(a) | &nbsp;&nbsp;1113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113273 |
| 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;2041367 |
| 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;593885 |
| 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;1650825 |
| 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;786319 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6235443 |
| **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;211852 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **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)** |
| **Housewares (cont'd.)** | **Housewares (cont'd.)** | **Housewares (cont'd.)** | **Housewares (cont'd.)** | **Housewares (cont'd.)** |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$109931 |
| Scotts Miracle-Gro Co. (The), | 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;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813950 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1135733 |
| **Insurance — 0.1%** | **Insurance — 0.1%** | **Insurance — 0.1%** | **Insurance — 0.1%** | **Insurance — 0.1%** |
| Asurion LLC/Asurion Co-Issuer, Inc., | Asurion LLC/Asurion Co-Issuer, Inc., | Asurion LLC/Asurion Co-Issuer, Inc., | Asurion LLC/Asurion Co-Issuer, Inc., | Asurion LLC/Asurion Co-Issuer, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/31/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347793 |
| &nbsp;&nbsp;&nbsp;8.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467532 |
| Athene Global Funding, | Athene Global Funding, | Athene Global Funding, | Athene Global Funding, | Athene Global Funding, |
| &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.033% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/17/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267053 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.543% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/22/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156417 |
| Berkshire Hathaway, Inc., | Berkshire Hathaway, Inc., | Berkshire Hathaway, Inc., | Berkshire Hathaway, Inc., | Berkshire Hathaway, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.422% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/29/35 | JPY | &nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597129 |
| Chubb INA Holdings LLC, | Chubb INA Holdings LLC, | Chubb INA Holdings LLC, | Chubb INA Holdings LLC, | Chubb INA Holdings LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/06/35 | CNH | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286826 |
| Fairfax Financial Holdings Ltd. (Canada), | Fairfax Financial Holdings Ltd. (Canada), | Fairfax Financial Holdings Ltd. (Canada), | Fairfax Financial Holdings Ltd. (Canada), | Fairfax Financial Holdings Ltd. (Canada), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/03/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417802 |
| Helvetia Europe SA (Switzerland), | Helvetia Europe SA (Switzerland), | Helvetia Europe SA (Switzerland), | Helvetia Europe SA (Switzerland), | Helvetia Europe SA (Switzerland), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.750%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/30/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428913 |
| MetLife, Inc., | MetLife, Inc., | MetLife, Inc., | MetLife, Inc., | MetLife, Inc., |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;5.850%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/56 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16685 |
| Sogecap SA (France), | Sogecap SA (France), | Sogecap SA (France), | Sogecap SA (France), | Sogecap SA (France), |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/16/44 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383823 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3369973 |
| **Internet — 0.1%** | **Internet — 0.1%** | **Internet — 0.1%** | **Internet — 0.1%** | **Internet — 0.1%** |
| Alphabet, Inc., | Alphabet, Inc., | Alphabet, Inc., | Alphabet, Inc., | Alphabet, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/13/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641355 |
| &nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/56 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54781 |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/13/58 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249628 |
| Amazon.com, Inc., | Amazon.com, Inc., | Amazon.com, Inc., | Amazon.com, Inc., | Amazon.com, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/13/56 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64841 |
| Beignet Investor LLC, | Beignet Investor LLC, | Beignet Investor LLC, | Beignet Investor LLC, | Beignet Investor LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.581% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/30/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804331 |
| Gen Digital, Inc., | Gen Digital, Inc., | Gen Digital, Inc., | Gen Digital, Inc., | Gen Digital, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210246 |
| Meta Platforms, Inc., | Meta Platforms, Inc., | Meta Platforms, Inc., | Meta Platforms, Inc., | Meta Platforms, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84349 |
| &nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/54 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49806 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/45 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137311 |

---

A22

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Internet (cont'd.)** | **Internet (cont'd.)** | **Internet (cont'd.)** | **Internet (cont'd.)** |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$70252 |
| 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;119446 |
| 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;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359335 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2845681 |
| **Investment Companies — 0.0%** | **Investment Companies — 0.0%** | **Investment Companies — 0.0%** | **Investment Companies — 0.0%** |
| Gaci First Investment Co. (Saudi Arabia), | Gaci First Investment Co. (Saudi Arabia), | Gaci First Investment Co. (Saudi Arabia), | Gaci First Investment Co. (Saudi Arabia), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441535 |
| MDGH GMTN RSC Ltd. (United Arab Emirates), | MDGH GMTN RSC Ltd. (United Arab Emirates), | MDGH GMTN RSC Ltd. (United Arab Emirates), | MDGH GMTN RSC Ltd. (United Arab Emirates), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, GMTN |
| &nbsp;&nbsp;&nbsp;0.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561113 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1002648 |
| **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;375001 |
| &nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244658 |
| Commercial Metals Co., | Commercial Metals Co., | Commercial Metals Co., | Commercial Metals Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99149 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147941 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866749 |
| **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;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64513 |
| Royal Caribbean Cruises Ltd., | Royal Caribbean Cruises Ltd., | Royal Caribbean Cruises Ltd., | Royal Caribbean Cruises Ltd., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25269 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89782 |
| **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;189127 |
| 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;318824 |
| 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;1033320 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1541271 |
| **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;&nbsp;&nbsp;&nbsp;494402 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Media — 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;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$231828 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &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;236952 |
| &nbsp;&nbsp;&nbsp;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;78240 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46665 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451477 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89171 |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96017 |
| 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;268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250413 |
| &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;228860 |
| &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;209903 |
| &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;109486 |
| 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;55520 |
| &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;84612 |
| 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;117445 |
| &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;119921 |
| &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;277600 |
| &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;1236639 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/30 | &nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549980 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375712 |
| DISH DBS Corp., | DISH DBS Corp., | DISH DBS Corp., | DISH DBS Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75962 |
| &nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121237 |
| &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;2602873 |
| 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;566621 |
| TDF Infrastructure SAS (France), | TDF Infrastructure SAS (France), | TDF Infrastructure SAS (France), | TDF Infrastructure SAS (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229545 |
| 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;716603 |
| 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;1048649 |
| &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;869903 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11077834 |
| **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;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239360 |

---

A23

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Mining (cont'd.)** | **Mining (cont'd.)** | **Mining (cont'd.)** | **Mining (cont'd.)** |
| 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;$555893 |
| 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;399152 |
| 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;106743 |
| 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;203873 |
| &nbsp;&nbsp;&nbsp;5.634% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/04/34 | &nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270508 |
| &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;113817 |
| &nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/06/30 | &nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164466 |
| 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;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211644 |
| 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;378299 |
| Vale Canada Ltd. (Canada), | Vale Canada Ltd. (Canada), | Vale Canada Ltd. (Canada), | Vale Canada Ltd. (Canada), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;7.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/32 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217000 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2860755 |
| **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;118626 |
| 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;563019 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681645 |
| **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;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/13/30 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117202 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/16/29 | &nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395933 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/24/29 | &nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306810 |
| 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;178848 |
| Inter-American Development Bank (Supranational Bank), | Inter-American Development Bank (Supranational Bank), | Inter-American Development Bank (Supranational Bank), | Inter-American Development Bank (Supranational Bank), |
| &nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/27 | &nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308672 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1307465 |
| **Oil & Gas — 0.3%** | **Oil & Gas — 0.3%** | **Oil & Gas — 0.3%** | **Oil & Gas — 0.3%** |
| Aker BP ASA (Norway), | Aker BP ASA (Norway), | Aker BP ASA (Norway), | Aker BP ASA (Norway), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/31 | &nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414957 |
| 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;35003 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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;$406395 |
| 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;684009 |
| &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;201755 |
| &nbsp;&nbsp;&nbsp;6.450%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/33(oo) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95450 |
| Coterra Energy, Inc., | Coterra Energy, Inc., | Coterra Energy, Inc., | Coterra Energy, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7629 |
| 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;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1166180 |
| Diamondback Energy, Inc., | Diamondback Energy, Inc., | Diamondback Energy, Inc., | Diamondback Energy, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30965 |
| 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;949994 |
| &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;287494 |
| &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;575060 |
| 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;137903 |
| &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;559299 |
| &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;135515 |
| &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;677091 |
| Petrobras Global Finance BV (Brazil), | Petrobras Global Finance BV (Brazil), | Petrobras Global Finance BV (Brazil), | Petrobras Global Finance BV (Brazil), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129911 |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/16/34 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398073 |
| 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;785231 |
| &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;81362 |
| SM Energy Co., | SM Energy Co., | SM Energy Co., | SM Energy Co., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77076 |
| &nbsp;&nbsp;&nbsp;8.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552994 |
| Tecpetrol SA (Argentina), | Tecpetrol SA (Argentina), | Tecpetrol SA (Argentina), | Tecpetrol SA (Argentina), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/03/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50501 |
| TotalEnergies SE (France), | TotalEnergies SE (France), | TotalEnergies SE (France), | TotalEnergies SE (France), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;4.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/19/34(oo) | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226568 |
| &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;&nbsp;&nbsp;&nbsp;667968 |
| 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;273239 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9607622 |

---

A24

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Packaging & Containers — 0.1%** | **Packaging & Containers — 0.1%** | **Packaging & Containers — 0.1%** | **Packaging & Containers — 0.1%** |
| 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;$883978 |
| &nbsp;&nbsp;&nbsp;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;331086 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215064 |
| **Pharmaceuticals — 0.1%** | **Pharmaceuticals — 0.1%** | **Pharmaceuticals — 0.1%** | **Pharmaceuticals — 0.1%** |
| 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;449299 |
| Bausch Health Cos., Inc. (Canada), | Bausch Health Cos., Inc. (Canada), | Bausch Health Cos., Inc. (Canada), | Bausch Health Cos., Inc. (Canada), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101357 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270400 |
| &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;1048450 |
| &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;248249 |
| &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;234750 |
| &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;217867 |
| &nbsp;&nbsp;&nbsp;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;137402 |
| 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;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344766 |
| Cencora, Inc., | Cencora, Inc., | Cencora, Inc., | Cencora, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13679 |
| &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/13/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48960 |
| Organon & Co./Organon Foreign Debt Co-Issuer BV, | Organon & Co./Organon Foreign Debt Co-Issuer BV, | Organon & Co./Organon Foreign Debt Co-Issuer BV, | Organon & Co./Organon Foreign Debt Co-Issuer BV, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285687 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400866 |
| **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;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071577 |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260998 |
| 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;278313 |
| 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;20937 |
| &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;68204 |
| &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;226647 |
| 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;44634 |
| 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;213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210176 |
| &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;806441 |
| &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;813444 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Pipelines (cont'd.)** | **Pipelines (cont'd.)** | **Pipelines (cont'd.)** | **Pipelines (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &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;$66128 |
| &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;40808 |
| 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;34586 |
| 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;790709 |
| 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;210420 |
| 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;261998 |
| 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;382461 |
| Targa Resources Corp., | Targa Resources Corp., | Targa Resources Corp., | Targa Resources Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403472 |
| Venture Global Calcasieu Pass LLC, | Venture Global Calcasieu Pass LLC, | Venture Global Calcasieu Pass LLC, | Venture Global Calcasieu Pass LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33276 |
| &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;32552 |
| 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;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756556 |
| 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;723914 |
| &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;33801 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7572052 |
| **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;739707 |
| 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;217993 |
| &nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104988 |
| Corp. Inmobiliaria Vesta SAB de CV (Mexico), | Corp. Inmobiliaria Vesta SAB de CV (Mexico), | Corp. Inmobiliaria Vesta SAB de CV (Mexico), | Corp. Inmobiliaria Vesta SAB de CV (Mexico), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193250 |
| 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;226662 |
| Howard Hughes Corp. (The), | Howard Hughes Corp. (The), | Howard Hughes Corp. (The), | Howard Hughes Corp. (The), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572333 |
| &nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571888 |
| 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;1130098 |

---

A25

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Real Estate (cont'd.)** | **Real Estate (cont'd.)** | **Real Estate (cont'd.)** | **Real Estate (cont'd.)** | **Real Estate (cont'd.)** |
| 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), | 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;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;$176833 |
| P3 Group Sarl (Luxembourg), | 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;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/26/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654070 |
| 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), | 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;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.160% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/28 | CNH | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441969 |
| &nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/14/27 | CNH | &nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023924 |
| Vonovia SE (Germany), | 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;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/14/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103460 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6157175 |
| **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%** | **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., | 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;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/35(a) |  | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298870 |
| CFE Fibra E (Mexico), | 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;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/23/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191442 |
| Digital Dutch Finco BV, | Digital Dutch Finco BV, | Digital Dutch Finco BV, | Digital Dutch Finco BV, | 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;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386054 |
| Diversified Healthcare Trust, | Diversified Healthcare Trust, | Diversified Healthcare Trust, | Diversified Healthcare Trust, | 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;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398659 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &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;560686 |
| 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;397197 |
| Hammerson Ireland Finance DAC (United Kingdom), | Hammerson Ireland Finance DAC (United Kingdom), | Hammerson Ireland Finance DAC (United Kingdom), | Hammerson Ireland Finance DAC (United Kingdom), | 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;450342 |
| Lineage Europe Finco BV (Netherlands), | Lineage Europe Finco BV (Netherlands), | Lineage Europe Finco BV (Netherlands), | Lineage Europe Finco BV (Netherlands), | Lineage Europe Finco BV (Netherlands), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/26/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783538 |
| MPT Operating Partnership LP/MPT Finance Corp., | MPT Operating Partnership LP/MPT Finance Corp., | MPT Operating Partnership LP/MPT Finance Corp., | MPT Operating Partnership LP/MPT Finance Corp., | MPT Operating Partnership LP/MPT Finance Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/01/29(a) |  | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218120 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18635 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50754 |
| Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer, | Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer, | Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer, | Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer, | Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336773 |
| Prologis LP, | Prologis LP, | Prologis LP, | Prologis LP, | Prologis LP, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/33 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214163 |
| Realty Income Corp., | Realty Income Corp., | Realty Income Corp., | Realty Income Corp., | Realty Income Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/20/31 | EUR | &nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1233724 |
| &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;719898 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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.)** |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$655884 |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/06/34 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243933 |
| 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;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;845344 |
| 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;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;876622 |
| Starwood Property Trust, Inc., | Starwood Property Trust, Inc., | Starwood Property Trust, Inc., | Starwood Property Trust, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646372 |
| Unibail-Rodamco-Westfield SE (France), | Unibail-Rodamco-Westfield SE (France), | Unibail-Rodamco-Westfield SE (France), | Unibail-Rodamco-Westfield SE (France), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.875%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/04/30(oo) | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230759 |
| VICI Properties LP, | VICI Properties LP, | VICI Properties LP, | VICI Properties LP, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384133 |
| VICI Properties LP/VICI Note Co., Inc., | VICI Properties LP/VICI Note Co., Inc., | VICI Properties LP/VICI Note Co., Inc., | VICI Properties LP/VICI Note Co., Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9584 |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29922 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124837 |
| &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;437304 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5029 |
| WP Carey, Inc., | WP Carey, Inc., | WP Carey, Inc., | WP Carey, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461646 |
| 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;110461 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11320685 |
| **Retail — 0.3%** | **Retail — 0.3%** | **Retail — 0.3%** | **Retail — 0.3%** |
| 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;231170 |
| &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;296321 |
| 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;989155 |
| &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;619204 |
| 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;1943844 |
| &nbsp;&nbsp;&nbsp;12.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/30/28 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1068750 |
| Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc., | Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc., | Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc., | Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47844 |
| Gap, Inc. (The), | Gap, Inc. (The), | Gap, Inc. (The), | Gap, Inc. (The), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397206 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340372 |
| 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;857562 |

---

A26

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Retail (cont'd.)** | **Retail (cont'd.)** | **Retail (cont'd.)** | **Retail (cont'd.)** |
| Sally Holdings LLC/Sally Capital, Inc., | Sally Holdings LLC/Sally Capital, Inc., | Sally Holdings LLC/Sally Capital, Inc., | Sally Holdings LLC/Sally Capital, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/32 | &nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$373813 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7165241 |
| **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;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261705 |
| &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;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114364 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376069 |
| **Semiconductors — 0.1%** | **Semiconductors — 0.1%** | **Semiconductors — 0.1%** | **Semiconductors — 0.1%** |
| Broadcom, Inc., | Broadcom, Inc., | Broadcom, Inc., | Broadcom, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/33(k) | &nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493559 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.469% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/34 | &nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84714 |
| &nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/35 | &nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31227 |
| Foundry JV Holdco LLC, | Foundry JV Holdco LLC, | Foundry JV Holdco LLC, | Foundry JV Holdco LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/35 | &nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240736 |
| 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;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82599 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/35(a) | &nbsp;&nbsp;278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282436 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215271 |
| **Software — 0.1%** | **Software — 0.1%** | **Software — 0.1%** | **Software — 0.1%** |
| CoreWeave, Inc., | CoreWeave, Inc., | CoreWeave, Inc., | CoreWeave, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/31(a) | &nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404208 |
| &nbsp;&nbsp;&nbsp;9.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/30 | &nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379307 |
| 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;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88098 |
| OAK-Eagle Acquireco, Inc., | OAK-Eagle Acquireco, Inc., | OAK-Eagle Acquireco, Inc., | OAK-Eagle Acquireco, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/33 | &nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124280 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/34 | &nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193467 |
| 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;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44378 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/46 | &nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10115 |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/27/54 | &nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15471 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/03/55 | &nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76298 |
| &nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/04/46 | &nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91496 |
| &nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/04/56 | &nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319560 |
| &nbsp;&nbsp;&nbsp;6.850% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/04/66 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91809 |
| 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;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88639 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1927126 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Telecommunications — 0.4%** | **Telecommunications — 0.4%** | **Telecommunications — 0.4%** | **Telecommunications — 0.4%** |
| 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;$467389 |
| &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123829 |
| &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;52033 |
| &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;131238 |
| Black Pearl Compute LLC, | Black Pearl Compute LLC, | Black Pearl Compute LLC, | Black Pearl Compute LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498971 |
| Connect Holding II LLC, | Connect Holding II LLC, | Connect Holding II LLC, | Connect Holding II LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;10.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/03/31 | &nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2365724 |
| 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;1053000 |
| Emirates Telecommunications Group Co. PJSC (United Arab Emirates), | Emirates Telecommunications Group Co. PJSC (United Arab Emirates), | Emirates Telecommunications Group Co. PJSC (United Arab Emirates), | Emirates Telecommunications Group Co. PJSC (United Arab Emirates), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282363 |
| Frontier Communications Holdings LLC, | Frontier Communications Holdings LLC, | Frontier Communications Holdings LLC, | Frontier Communications Holdings LLC, |
| &nbsp;&nbsp;&nbsp;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;1660144 |
| Level 3 Financing, Inc., | Level 3 Financing, Inc., | Level 3 Financing, Inc., | Level 3 Financing, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166907 |
| &nbsp;&nbsp;&nbsp;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;509133 |
| 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;200983 |
| 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;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;&nbsp;&nbsp;&nbsp;&nbsp;65447 |
| SV RNO Property Owner 1 LLC, | SV RNO Property Owner 1 LLC, | SV RNO Property Owner 1 LLC, | SV RNO Property Owner 1 LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/31 | &nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1397268 |
| 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;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;351759 |
| &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;261536 |
| &nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282836 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181867 |
| Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC, | Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC, | Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC, | Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203413 |
| 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;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025752 |
| 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;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;219962 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11501554 |
| **Transportation — 0.2%** | **Transportation — 0.2%** | **Transportation — 0.2%** | **Transportation — 0.2%** |
| 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;1.600%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/18/29(oo) | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314600 |

---

A27

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Transportation (cont'd.)** | **Transportation (cont'd.)** | **Transportation (cont'd.)** | **Transportation (cont'd.)** |
| Empresa de Transporte de Pasajeros Metro SA (Chile), | Empresa de Transporte de Pasajeros Metro SA (Chile), | Empresa de Transporte de Pasajeros Metro SA (Chile), | Empresa de Transporte de Pasajeros Metro SA (Chile), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;1.398% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/07/33 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$248362 |
| 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;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464566 |
| 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;1.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507603 |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116417 |
| Lima Metro Line 2 Finance Ltd. (Peru), | Lima Metro Line 2 Finance Ltd. (Peru), | Lima Metro Line 2 Finance Ltd. (Peru), | Lima Metro Line 2 Finance Ltd. (Peru), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/05/34 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285052 |
| 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;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628800 |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111139 |
| SNCF Reseau (France), | SNCF Reseau (France), | SNCF Reseau (France), | SNCF Reseau (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/29/37 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88706 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE |
| &nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220078 |
| Societe Nationale SNCF SACA (France), | Societe Nationale SNCF SACA (France), | Societe Nationale SNCF SACA (France), | Societe Nationale SNCF SACA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/02/29 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331216 |
| &nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110528 |
| Star Leasing Co. LLC, | Star Leasing Co. LLC, | Star Leasing Co. LLC, | Star Leasing Co. LLC, |
| &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/30 | &nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1032592 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4459659 |
| **Trucking & Leasing — 0.0%** | **Trucking & Leasing — 0.0%** | **Trucking & Leasing — 0.0%** | **Trucking & Leasing — 0.0%** |
| Penske Truck Leasing Co. LP/PTL Finance Corp., | Penske Truck Leasing Co. LP/PTL Finance Corp., | Penske Truck Leasing Co. LP/PTL Finance Corp., | Penske Truck Leasing Co. LP/PTL Finance Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415726 |
| **Total Corporate Bonds<br>(cost $222,003,648)<br>** | **Total Corporate Bonds<br>(cost $222,003,648)<br>** | **Total Corporate Bonds<br>(cost $222,003,648)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217907842 |
| **Floating Rate and Other Loans — 0.2%** | **Floating Rate and Other Loans — 0.2%** | **Floating Rate and Other Loans — 0.2%** | **Floating Rate and Other Loans — 0.2%** |
| **Auto Parts & Equipment — 0.1%** | **Auto Parts & Equipment — 0.1%** | **Auto Parts & Equipment — 0.1%** | **Auto Parts & Equipment — 0.1%** |
| Clarios Global LP, | Clarios Global LP, | Clarios Global LP, | Clarios Global LP, |
| &nbsp;&nbsp;&nbsp;Amendment No. 6 Dollar Term Loan, 1 Month SOFR + 2.750% | &nbsp;&nbsp;&nbsp;Amendment No. 6 Dollar Term Loan, 1 Month SOFR + 2.750% | &nbsp;&nbsp;&nbsp;Amendment No. 6 Dollar Term Loan, 1 Month SOFR + 2.750% | &nbsp;&nbsp;&nbsp;Amendment No. 6 Dollar Term Loan, 1 Month SOFR + 2.750% |
| &nbsp;&nbsp;&nbsp;6.423%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322243 |
| Tenneco, Inc., | Tenneco, Inc., | Tenneco, Inc., | Tenneco, Inc., |
| &nbsp;&nbsp;&nbsp;Term A Loan, 1 Month SOFR + 4.750% | &nbsp;&nbsp;&nbsp;Term A Loan, 1 Month SOFR + 4.750% | &nbsp;&nbsp;&nbsp;Term A Loan, 1 Month SOFR + 4.750% | &nbsp;&nbsp;&nbsp;Term A Loan, 1 Month SOFR + 4.750% |
| &nbsp;&nbsp;&nbsp;8.506%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445278 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767521 |
| **Insurance — 0.0%** | **Insurance — 0.0%** | **Insurance — 0.0%** | **Insurance — 0.0%** |
| Verisure Holding AB (PUBL) (Sweden), | Verisure Holding AB (PUBL) (Sweden), | Verisure Holding AB (PUBL) (Sweden), | Verisure Holding AB (PUBL) (Sweden), |
| &nbsp;&nbsp;&nbsp;Term Loan, 3 Month EURIBOR + 2.250% | &nbsp;&nbsp;&nbsp;Term Loan, 3 Month EURIBOR + 2.250% | &nbsp;&nbsp;&nbsp;Term Loan, 3 Month EURIBOR + 2.250% | &nbsp;&nbsp;&nbsp;Term Loan, 3 Month EURIBOR + 2.250% |
| &nbsp;&nbsp;&nbsp;4.281%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/03/32 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431745 |
| **Internet — 0.0%** | **Internet — 0.0%** | **Internet — 0.0%** | **Internet — 0.0%** |
| Diamond Sports Net LLC, | Diamond Sports Net LLC, | Diamond Sports Net LLC, | Diamond Sports Net LLC, |
| &nbsp;&nbsp;&nbsp;First Lien Exit Term Loan | &nbsp;&nbsp;&nbsp;First Lien Exit Term Loan | &nbsp;&nbsp;&nbsp;First Lien Exit Term Loan | &nbsp;&nbsp;&nbsp;First Lien Exit Term Loan |
| &nbsp;&nbsp;&nbsp;12.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/02/28 | &nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20976 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Floating Rate and Other Loans (continued)** | **Floating Rate and Other Loans (continued)** | **Floating Rate and Other Loans (continued)** | **Floating Rate and Other Loans (continued)** |
| **Retail — 0.1%** | **Retail — 0.1%** | **Retail — 0.1%** | **Retail — 0.1%** |
| Peer Holding III BV (Netherlands), | Peer Holding III BV (Netherlands), | Peer Holding III BV (Netherlands), | Peer Holding III BV (Netherlands), |
| &nbsp;&nbsp;&nbsp;Term B-6 Loan, 3 Month EURIBOR + 2.750% | &nbsp;&nbsp;&nbsp;Term B-6 Loan, 3 Month EURIBOR + 2.750% | &nbsp;&nbsp;&nbsp;Term B-6 Loan, 3 Month EURIBOR + 2.750% | &nbsp;&nbsp;&nbsp;Term B-6 Loan, 3 Month EURIBOR + 2.750% |
| &nbsp;&nbsp;&nbsp;4.769%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/31 | &nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3596066 |
| **Total Floating Rate and Other Loans<br>(cost $4,672,431)<br>** | **Total Floating Rate and Other Loans<br>(cost $4,672,431)<br>** | **Total Floating Rate and Other Loans<br>(cost $4,672,431)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4816308 |
| **Residential Mortgage-Backed Securities — 0.1%** | **Residential Mortgage-Backed Securities — 0.1%** | **Residential Mortgage-Backed Securities — 0.1%** | **Residential Mortgage-Backed Securities — 0.1%** |
| Connecticut Avenue Securities Trust, | Connecticut Avenue Securities Trust, | Connecticut Avenue Securities Trust, | Connecticut Avenue Securities Trust, |
| &nbsp;&nbsp;&nbsp;Series 2022-R01, Class 1B1, 144A, 30 Day Average SOFR + 3.150% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-R01, Class 1B1, 144A, 30 Day Average SOFR + 3.150% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-R01, Class 1B1, 144A, 30 Day Average SOFR + 3.150% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-R01, Class 1B1, 144A, 30 Day Average SOFR + 3.150% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;6.812%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221986 |
| &nbsp;&nbsp;&nbsp;Series 2022-R03, Class 1B1, 144A, 30 Day Average SOFR + 6.250% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-R03, Class 1B1, 144A, 30 Day Average SOFR + 6.250% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-R03, Class 1B1, 144A, 30 Day Average SOFR + 6.250% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-R03, Class 1B1, 144A, 30 Day Average SOFR + 6.250% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;9.912%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119874 |
| &nbsp;&nbsp;&nbsp;Series 2022-R04, Class 1B1, 144A, 30 Day Average SOFR + 5.250% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-R04, Class 1B1, 144A, 30 Day Average SOFR + 5.250% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-R04, Class 1B1, 144A, 30 Day Average SOFR + 5.250% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-R04, Class 1B1, 144A, 30 Day Average SOFR + 5.250% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;8.912%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62277 |
| &nbsp;&nbsp;&nbsp;Series 2025-R06, Class 1M1, 144A, 30 Day Average SOFR + 0.950% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2025-R06, Class 1M1, 144A, 30 Day Average SOFR + 0.950% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2025-R06, Class 1M1, 144A, 30 Day Average SOFR + 0.950% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2025-R06, Class 1M1, 144A, 30 Day Average SOFR + 0.950% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;4.612%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90614 |
| 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;5.662%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19734 |
| 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;5.462%(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;180448 |
| &nbsp;&nbsp;&nbsp;Series 2021-HQA03, Class M2, 144A, 30 Day Average SOFR + 2.100% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-HQA03, Class M2, 144A, 30 Day Average SOFR + 2.100% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-HQA03, Class M2, 144A, 30 Day Average SOFR + 2.100% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-HQA03, Class M2, 144A, 30 Day Average SOFR + 2.100% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;5.762%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431464 |
| &nbsp;&nbsp;&nbsp;Series 2021-HQA04, Class M2, 144A, 30 Day Average SOFR + 2.350% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-HQA04, Class M2, 144A, 30 Day Average SOFR + 2.350% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-HQA04, Class M2, 144A, 30 Day Average SOFR + 2.350% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-HQA04, Class M2, 144A, 30 Day Average SOFR + 2.350% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;6.012%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201376 |
| Freddie Mac REMIC, | Freddie Mac REMIC, | Freddie Mac REMIC, | Freddie Mac REMIC, |
| &nbsp;&nbsp;&nbsp;Series 4194, Class BI, IO | &nbsp;&nbsp;&nbsp;Series 4194, Class BI, IO | &nbsp;&nbsp;&nbsp;Series 4194, Class BI, IO | &nbsp;&nbsp;&nbsp;Series 4194, Class BI, IO |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8029 |
| &nbsp;&nbsp;&nbsp;Series 4910, Class MI, IO | &nbsp;&nbsp;&nbsp;Series 4910, Class MI, IO | &nbsp;&nbsp;&nbsp;Series 4910, Class MI, IO | &nbsp;&nbsp;&nbsp;Series 4910, Class MI, IO |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/25/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13478 |
| &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;317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54159 |
| 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;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91181 |
| MFA Trust, | MFA Trust, | MFA Trust, | MFA Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-NQM05, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-NQM05, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-NQM05, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-NQM05, Class A1A, 144A |
| &nbsp;&nbsp;&nbsp;5.186%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/70 | &nbsp;&nbsp;&nbsp;&nbsp;428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426874 |
| New Residential Mortgage Loan Trust, | New Residential Mortgage Loan Trust, | New Residential Mortgage Loan Trust, | New Residential Mortgage Loan Trust, |
| &nbsp;&nbsp;&nbsp;Series 2026-NQM01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM01, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;4.824%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/65 | &nbsp;&nbsp;&nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273951 |
| OBX Trust, | OBX Trust, | OBX Trust, | OBX Trust, |
| &nbsp;&nbsp;&nbsp;Series 2026-NQM02, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM02, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM02, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM02, Class A1A, 144A |
| &nbsp;&nbsp;&nbsp;4.818%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/65 | &nbsp;&nbsp;&nbsp;&nbsp;354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351708 |
| **Total Residential Mortgage-Backed Securities<br>(cost $2,527,638)<br>** | **Total Residential Mortgage-Backed Securities<br>(cost $2,527,638)<br>** | **Total Residential Mortgage-Backed Securities<br>(cost $2,527,638)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2547153 |

---

A28

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Sovereign Bonds — 3.1%** | **Sovereign Bonds — 3.1%** | **Sovereign Bonds — 3.1%** | **Sovereign Bonds — 3.1%** | **Sovereign Bonds — 3.1%** |
| Agence France Locale (France), | 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;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/20/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$442889 |
| Amazon Conservation DAC (Ecuador), | Amazon Conservation DAC (Ecuador), | Amazon Conservation DAC (Ecuador), | Amazon Conservation DAC (Ecuador), | Amazon Conservation DAC (Ecuador), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.034% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/16/42 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203688 |
| Andorra International Bond (Andorra), | Andorra International Bond (Andorra), | Andorra International Bond (Andorra), | Andorra International Bond (Andorra), | Andorra International Bond (Andorra), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/06/31 | EUR | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1034173 |
| Autonomous Community of Catalonia (Spain), | Autonomous Community of Catalonia (Spain), | Autonomous Community of Catalonia (Spain), | Autonomous Community of Catalonia (Spain), | Autonomous Community of Catalonia (Spain), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/28/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125778 |
| &nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/30/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266447 |
| Autonomous Community of Valencia Spain (Spain), | Autonomous Community of Valencia Spain (Spain), | Autonomous Community of Valencia Spain (Spain), | Autonomous Community of Valencia Spain (Spain), | Autonomous Community of Valencia Spain (Spain), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.040% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/10/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476899 |
| Bahrain Government International Bond (Bahrain), | Bahrain Government International Bond (Bahrain), | Bahrain Government International Bond (Bahrain), | Bahrain Government International Bond (Bahrain), | Bahrain Government International Bond (Bahrain), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/18/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193820 |
| Bpifrance SACA (France), | Bpifrance SACA (France), | Bpifrance SACA (France), | Bpifrance SACA (France), | Bpifrance SACA (France), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/22/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200743 |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342893 |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450511 |
| Brazil Minas SPE via State of Minas Gerais (Brazil), | Brazil Minas SPE via State of Minas Gerais (Brazil), | Brazil Minas SPE via State of Minas Gerais (Brazil), | Brazil Minas SPE via State of Minas Gerais (Brazil), | Brazil Minas SPE via State of Minas Gerais (Brazil), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.333% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/28 |  | &nbsp;&nbsp;&nbsp;1345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1346927 |
| Bulgaria Government International Bond (Bulgaria), | Bulgaria Government International Bond (Bulgaria), | Bulgaria Government International Bond (Bulgaria), | Bulgaria Government International Bond (Bulgaria), | Bulgaria Government International Bond (Bulgaria), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/27/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157918 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12Y |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/23/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732347 |
| Bundesobligation (Germany), | Bundesobligation (Germany), | Bundesobligation (Germany), | Bundesobligation (Germany), | Bundesobligation (Germany), |
| &nbsp;&nbsp;&nbsp;Bonds, Series 192 | &nbsp;&nbsp;&nbsp;Bonds, Series 192 | &nbsp;&nbsp;&nbsp;Bonds, Series 192 | &nbsp;&nbsp;&nbsp;Bonds, Series 192 | &nbsp;&nbsp;&nbsp;Bonds, Series 192 |
| &nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/10/30 | EUR | &nbsp;&nbsp;&nbsp;3770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4263198 |
| Bundesrepublik Deutschland Bundesanleihe (Germany), | Bundesrepublik Deutschland Bundesanleihe (Germany), | Bundesrepublik Deutschland Bundesanleihe (Germany), | Bundesrepublik Deutschland Bundesanleihe (Germany), | Bundesrepublik Deutschland Bundesanleihe (Germany), |
| &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds |
| &nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/35 | EUR | &nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1483048 |
| &nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251795 |
| Bundesschatzanweisungen (Germany), | Bundesschatzanweisungen (Germany), | Bundesschatzanweisungen (Germany), | Bundesschatzanweisungen (Germany), | Bundesschatzanweisungen (Germany), |
| &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/16/27 | EUR | &nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3774682 |
| &nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/28 | EUR | &nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1459130 |
| 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;&nbsp;&nbsp;&nbsp;219653 |
| Chile Government International Bond (Chile), | Chile Government International Bond (Chile), | Chile Government International Bond (Chile), | Chile Government International Bond (Chile), | Chile Government International Bond (Chile), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/27/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797400 |
| 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;2243360 |
| 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;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399196 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** |
| 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;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$307398 |
| 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;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/30/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96743 |
| 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;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/28/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199088 |
| 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;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/18/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147699 |
| 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;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973156 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119595 |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/19/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126792 |
| 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;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/17/31 | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1063902 |
| 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;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/21/40 | &nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1235722 |
| 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;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/14/34 | &nbsp;&nbsp;14600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691037 |
| &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 | &nbsp;&nbsp;&nbsp;6110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284702 |
| 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;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;571425 |
| 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;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;&nbsp;&nbsp;&nbsp;&nbsp;64614 |
| 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;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168269 |
| 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;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/04/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703852 |
| 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;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190800 |
| 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;6.097% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/01/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497305 |
| Ghana Government International Bond (Ghana), | Ghana Government International Bond (Ghana), | Ghana Government International Bond (Ghana), | Ghana Government International Bond (Ghana), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.000%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/03/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170000 |
| Hellenic Republic Government Bond (Greece), | Hellenic Republic Government Bond (Greece), | Hellenic Republic Government Bond (Greece), | Hellenic Republic Government Bond (Greece), |
| &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds |
| &nbsp;&nbsp;&nbsp;4.300%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/24/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375786 |
| &nbsp;&nbsp;&nbsp;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 | &nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1834874 |
| 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;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147889 |

---

A29

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** |
| 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;$311427 |
| 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;1277514 |
| Hungary Government International Bond (Hungary), | Hungary Government International Bond (Hungary), | Hungary Government International Bond (Hungary), | Hungary Government International Bond (Hungary), | Hungary Government International Bond (Hungary), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/26/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194500 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/16/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343613 |
| &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;698662 |
| 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;325223 |
| 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;398190 |
| 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;835895 |
| &nbsp;&nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/30/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201264 |
| &nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/31/35 | CNH | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142796 |
| 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;113665 |
| &nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/21/34 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140384 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 05Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 05Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 05Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 05Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 05Y |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/19/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406000 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/12/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202625 |
| Italy Buoni Poliennali Del Tesoro (Italy), | Italy Buoni Poliennali Del Tesoro (Italy), | Italy Buoni Poliennali Del Tesoro (Italy), | Italy Buoni Poliennali Del Tesoro (Italy), | Italy Buoni Poliennali Del Tesoro (Italy), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y |
| &nbsp;&nbsp;&nbsp;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;406941 |
| &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;2565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2924197 |
| &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;46488 |
| &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;555586 |
| &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;151438 |
| &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;2220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2464591 |
| Ivory Coast Government International Bond (Ivory Coast), | Ivory Coast Government International Bond (Ivory Coast), | Ivory Coast Government International Bond (Ivory Coast), | Ivory Coast Government International Bond (Ivory Coast), | Ivory Coast Government International Bond (Ivory Coast), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/25/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 |
| Japan Government Thirty Year Bond (Japan), | Japan Government Thirty Year Bond (Japan), | Japan Government Thirty Year Bond (Japan), | Japan Government Thirty Year Bond (Japan), | Japan Government Thirty Year Bond (Japan), |
| &nbsp;&nbsp;&nbsp;Bonds, Series 85 | &nbsp;&nbsp;&nbsp;Bonds, Series 85 | &nbsp;&nbsp;&nbsp;Bonds, Series 85 | &nbsp;&nbsp;&nbsp;Bonds, Series 85 | &nbsp;&nbsp;&nbsp;Bonds, Series 85 |
| &nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/20/54 | JPY | &nbsp;&nbsp;&nbsp;78750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376108 |
| &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;240950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1176306 |
| &nbsp;&nbsp;&nbsp;Bonds, Series 88 | &nbsp;&nbsp;&nbsp;Bonds, Series 88 | &nbsp;&nbsp;&nbsp;Bonds, Series 88 | &nbsp;&nbsp;&nbsp;Bonds, Series 88 | &nbsp;&nbsp;&nbsp;Bonds, Series 88 |
| &nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/20/55 | JPY | &nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144587 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **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)** |
| 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;$1725921 |
| &nbsp;&nbsp;&nbsp;Bonds, Series 194 | &nbsp;&nbsp;&nbsp;Bonds, Series 194 | &nbsp;&nbsp;&nbsp;Bonds, Series 194 | &nbsp;&nbsp;&nbsp;Bonds, Series 194 | &nbsp;&nbsp;&nbsp;Bonds, Series 194 |
| &nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/20/45 | JPY | &nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173843 |
| Kazakhstan Government International Bond (Kazakhstan), | Kazakhstan Government International Bond (Kazakhstan), | Kazakhstan Government International Bond (Kazakhstan), | Kazakhstan Government International Bond (Kazakhstan), | Kazakhstan Government International Bond (Kazakhstan), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/30/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160082 |
| Korea Housing Finance Corp. (South Korea), | Korea Housing Finance Corp. (South Korea), | Korea Housing Finance Corp. (South Korea), | Korea Housing Finance Corp. (South Korea), | Korea Housing Finance Corp. (South Korea), |
| &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds |
| &nbsp;&nbsp;&nbsp;3.124% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/18/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576989 |
| 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;294665 |
| 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;557988 |
| &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;320741 |
| Magyar Export-Import Bank Zrt (Hungary), | Magyar Export-Import Bank Zrt (Hungary), | Magyar Export-Import Bank Zrt (Hungary), | Magyar Export-Import Bank Zrt (Hungary), | Magyar Export-Import Bank Zrt (Hungary), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/16/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363559 |
| 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;1298547 |
| &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;2259073 |
| &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;1045562 |
| 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;931339 |
| &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;294811 |
| &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;179597 |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/19/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111568 |
| New South Wales Treasury Corp. (Australia), | New South Wales Treasury Corp. (Australia), | New South Wales Treasury Corp. (Australia), | New South Wales Treasury Corp. (Australia), | New South Wales Treasury Corp. (Australia), |
| &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/20/35 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517357 |
| Panama Government International Bond (Panama), | Panama Government International Bond (Panama), | Panama Government International Bond (Panama), | Panama Government International Bond (Panama), | Panama Government International Bond (Panama), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.662% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/23/38 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191873 |
| Paraguay Government International Bond (Paraguay), | Paraguay Government International Bond (Paraguay), | Paraguay Government International Bond (Paraguay), | Paraguay Government International Bond (Paraguay), | Paraguay Government International Bond (Paraguay), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.739% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/29/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175800 |
| Peruvian Government International Bond (Peru), | Peruvian Government International Bond (Peru), | Peruvian Government International Bond (Peru), | Peruvian Government International Bond (Peru), | Peruvian Government International Bond (Peru), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/11/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052112 |
| Philippine Government International Bond (Philippines), | Philippine Government International Bond (Philippines), | Philippine Government International Bond (Philippines), | Philippine Government International Bond (Philippines), | Philippine Government International Bond (Philippines), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;0.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/03/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1115101 |
| &nbsp;&nbsp;&nbsp;1.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/28/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284426 |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/04/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113273 |
| Platinum for Belize Blue Investment Co. LLC (Belize), | Platinum for Belize Blue Investment Co. LLC (Belize), | Platinum for Belize Blue Investment Co. LLC (Belize), | Platinum for Belize Blue Investment Co. LLC (Belize), | Platinum for Belize Blue Investment Co. LLC (Belize), |
| &nbsp;&nbsp;&nbsp;Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.470%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221850 |
| 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;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347525 |

---

A30

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** |
| Province of 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;$217971 |
| Province of Quebec (Canada), | Province of Quebec (Canada), | Province of Quebec (Canada), | Province of Quebec (Canada), | Province of Quebec (Canada), |
| &nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;4.592%(s) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/39 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77240 |
| Province of Saskatchewan (Canada), | Province of Saskatchewan (Canada), | Province of Saskatchewan (Canada), | Province of Saskatchewan (Canada), | Province of Saskatchewan (Canada), |
| &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/02/48 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290008 |
| Region of Ile de France (France), | Region of Ile de France (France), | Region of Ile de France (France), | Region of Ile de France (France), | Region of Ile de France (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227067 |
| Region of Lazio (Italy), | Region of Lazio (Italy), | Region of Lazio (Italy), | Region of Lazio (Italy), | Region of Lazio (Italy), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.088% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/31/43 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315671 |
| 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;90093 |
| 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;373695 |
| &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;1295093 |
| &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;1329781 |
| &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;361974 |
| &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;1534162 |
| &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;870621 |
| Republic of Poland Government Bond (Poland), | Republic of Poland Government Bond (Poland), | Republic of Poland Government Bond (Poland), | Republic of Poland Government Bond (Poland), | Republic of Poland Government Bond (Poland), |
| &nbsp;&nbsp;&nbsp;Bonds, Series 1035 | &nbsp;&nbsp;&nbsp;Bonds, Series 1035 | &nbsp;&nbsp;&nbsp;Bonds, Series 1035 | &nbsp;&nbsp;&nbsp;Bonds, Series 1035 | &nbsp;&nbsp;&nbsp;Bonds, Series 1035 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/25/35 | PLN | &nbsp;&nbsp;&nbsp;3739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943135 |
| Republic of South Africa Government Bond (South Africa), | Republic of South Africa Government Bond (South Africa), | Republic of South Africa Government Bond (South Africa), | Republic of South Africa Government Bond (South Africa), | Republic of South Africa Government Bond (South Africa), |
| &nbsp;&nbsp;&nbsp;Bonds, Series 2030 | &nbsp;&nbsp;&nbsp;Bonds, Series 2030 | &nbsp;&nbsp;&nbsp;Bonds, Series 2030 | &nbsp;&nbsp;&nbsp;Bonds, Series 2030 | &nbsp;&nbsp;&nbsp;Bonds, Series 2030 |
| &nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/31/30 | ZAR | &nbsp;&nbsp;11235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656631 |
| &nbsp;&nbsp;&nbsp;Bonds, Series 2040 | &nbsp;&nbsp;&nbsp;Bonds, Series 2040 | &nbsp;&nbsp;&nbsp;Bonds, Series 2040 | &nbsp;&nbsp;&nbsp;Bonds, Series 2040 | &nbsp;&nbsp;&nbsp;Bonds, Series 2040 |
| &nbsp;&nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/31/40 | ZAR | &nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327951 |
| 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;189875 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;27582 |
| &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;29310 |
| &nbsp;&nbsp;&nbsp;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;1119613 |
| &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;24425 |
| 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;520625 |
| 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;1440897 |
| 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;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792406 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **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)** |
| 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;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$232473 |
| 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;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399102 |
| 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;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1099525 |
| &nbsp;&nbsp;&nbsp;1.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/31/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721360 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/31/54 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007856 |
| Suriname Government International Bond (Suriname), | Suriname Government International Bond (Suriname), | Suriname Government International Bond (Suriname), | Suriname Government International Bond (Suriname), | Suriname Government International Bond (Suriname), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/06/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206800 |
| 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;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256778 |
| 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;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542551 |
| 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;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275412 |
| United Kingdom Gilt (United Kingdom), | United Kingdom Gilt (United Kingdom), | United Kingdom Gilt (United Kingdom), | United Kingdom Gilt (United Kingdom), | United Kingdom Gilt (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/07/31 | GBP | &nbsp;&nbsp;7115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9272951 |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/07/46 | GBP | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2245276 |
| **Total Sovereign Bonds<br>(cost $92,656,624)<br>** | **Total Sovereign Bonds<br>(cost $92,656,624)<br>** | **Total Sovereign Bonds<br>(cost $92,656,624)<br>** | **Total Sovereign Bonds<br>(cost $92,656,624)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88479655 |
| **U.S. Government Agency Obligations — 0.4%** | **U.S. Government Agency Obligations — 0.4%** | **U.S. Government Agency Obligations — 0.4%** | **U.S. Government Agency Obligations — 0.4%** | **U.S. Government Agency Obligations — 0.4%** |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691860 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753710 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741051 |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;03/15/31 |  | &nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1437327 |
| Federal National Mortgage Assoc. | Federal National Mortgage Assoc. | Federal National Mortgage Assoc. | Federal National Mortgage Assoc. | Federal National Mortgage Assoc. |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/50 |  | &nbsp;&nbsp;1066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914715 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/51 |  | &nbsp;&nbsp;&nbsp;&nbsp;176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150683 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/52 |  | &nbsp;&nbsp;2599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2301281 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/52 |  | &nbsp;&nbsp;1162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071501 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;04/01/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662013 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/52 |  | &nbsp;&nbsp;&nbsp;&nbsp;446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450555 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459440 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/52 |  | &nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133425 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/54 |  | &nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300838 |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650005 |
| Tennessee Valley Authority, Sr. Unsec'd. Notes | Tennessee Valley Authority, Sr. Unsec'd. Notes | Tennessee Valley Authority, Sr. Unsec'd. Notes | Tennessee Valley Authority, Sr. Unsec'd. Notes | Tennessee Valley Authority, Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;06/07/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269019 |
| U.S. International Development Finance Corp., U.S. Gov't. Gtd. Notes | U.S. International Development Finance Corp., U.S. Gov't. Gtd. Notes | U.S. International Development Finance Corp., U.S. Gov't. Gtd. Notes | U.S. International Development Finance Corp., U.S. Gov't. Gtd. Notes | U.S. International Development Finance Corp., U.S. Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257567 |
| **Total U.S. Government Agency Obligations<br>(cost $12,439,588)<br>** | **Total U.S. Government Agency Obligations<br>(cost $12,439,588)<br>** | **Total U.S. Government Agency Obligations<br>(cost $12,439,588)<br>** | **Total U.S. Government Agency Obligations<br>(cost $12,439,588)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12244990 |
| **U.S. Treasury Obligations — 6.1%** | **U.S. Treasury Obligations — 6.1%** | **U.S. Treasury Obligations — 6.1%** | **U.S. Treasury Obligations — 6.1%** | **U.S. Treasury Obligations — 6.1%** |
| U.S. Treasury Bonds | U.S. Treasury Bonds | U.S. Treasury Bonds | U.S. Treasury Bonds | U.S. Treasury Bonds |
| &nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121005 |

---

A31

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **U.S. Treasury Obligations(continued)** | **U.S. Treasury Obligations(continued)** | **U.S. Treasury Obligations(continued)** | **U.S. Treasury Obligations(continued)** |
| &nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;02/15/51 | &nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$594017 |
| &nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/49 | &nbsp;&nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680953 |
| &nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;02/15/42(h) | &nbsp;&nbsp;16905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12319519 |
| &nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/51 | &nbsp;&nbsp;&nbsp;2780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1738803 |
| &nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568500 |
| &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;6658219 |
| &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;1693448 |
| &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;1503563 |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/48(k) | &nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2037344 |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;02/15/44 | &nbsp;&nbsp;&nbsp;4805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4081247 |
| &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;537505 |
| &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;11836495 |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888891 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;02/15/44(h) | &nbsp;&nbsp;12690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12132830 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810902 |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/44 | &nbsp;&nbsp;&nbsp;4715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4572813 |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;&nbsp;5915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5722762 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;&nbsp;1428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1410596 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;02/15/45 | &nbsp;&nbsp;&nbsp;4705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4623398 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/55 | &nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993066 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320908 |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523359 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/45(h) | &nbsp;&nbsp;&nbsp;5265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5334103 |
| U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670069 |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;02/29/28 | &nbsp;&nbsp;&nbsp;8904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8834785 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/27 | &nbsp;&nbsp;&nbsp;4459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4435834 |
| &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;173222 |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/30 | &nbsp;&nbsp;&nbsp;6460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6376727 |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611620 |
| &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;2688949 |
| &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;8932421 |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/32(h) | &nbsp;&nbsp;&nbsp;7275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7123816 |
| &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;5743587 |
| &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;1213766 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;03/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309007 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;09/30/32 | &nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460806 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344969 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/34 | &nbsp;&nbsp;&nbsp;2565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2499673 |
| &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;114434 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/31/33 | &nbsp;&nbsp;&nbsp;7340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7284950 |
| &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;2973107 |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;03/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931359 |
| &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;1974741 |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/35 | &nbsp;&nbsp;&nbsp;3260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3248284 |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/34 | &nbsp;&nbsp;&nbsp;2945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2975830 |
| 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;5062800 |
| &nbsp;&nbsp;&nbsp;2.209%(s) | &nbsp;&nbsp;&nbsp;&nbsp;05/15/43 | &nbsp;&nbsp;&nbsp;4455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1872355 |
| &nbsp;&nbsp;&nbsp;2.769%(s) | &nbsp;&nbsp;&nbsp;&nbsp;08/15/44 | &nbsp;&nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404340 |
| &nbsp;&nbsp;&nbsp;2.826%(s) | &nbsp;&nbsp;&nbsp;&nbsp;05/15/44 | &nbsp;&nbsp;&nbsp;2135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846871 |
| &nbsp;&nbsp;&nbsp;3.298%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/40(k) | &nbsp;&nbsp;&nbsp;5590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2730999 |
| &nbsp;&nbsp;&nbsp;3.895%(s) | &nbsp;&nbsp;&nbsp;&nbsp;02/15/43(k) | &nbsp;&nbsp;&nbsp;5840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2491342 |
| &nbsp;&nbsp;&nbsp;4.500%(s) | &nbsp;&nbsp;&nbsp;&nbsp;05/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293383 |
| &nbsp;&nbsp;&nbsp;4.719%(s) | &nbsp;&nbsp;&nbsp;&nbsp;02/15/39(k) | &nbsp;&nbsp;&nbsp;1295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704192 |
| &nbsp;&nbsp;&nbsp;4.733%(s) | &nbsp;&nbsp;&nbsp;&nbsp;05/15/39(k) | &nbsp;&nbsp;&nbsp;1945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1042667 |
| &nbsp;&nbsp;&nbsp;4.878%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269029 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **U.S. Treasury Obligations(continued)** | **U.S. Treasury Obligations(continued)** | **U.S. Treasury Obligations(continued)** | **U.S. Treasury Obligations(continued)** |
| &nbsp;&nbsp;&nbsp;4.920%(s) | &nbsp;&nbsp;&nbsp;&nbsp;08/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$214066 |
| &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;76618 |
| &nbsp;&nbsp;&nbsp;4.968%(s) | &nbsp;&nbsp;&nbsp;&nbsp;05/15/42(h)(k) | &nbsp;&nbsp;7965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3557193 |
| &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;616087 |
| &nbsp;&nbsp;&nbsp;5.021%(s) | &nbsp;&nbsp;&nbsp;&nbsp;08/15/39(k) | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115969 |
| &nbsp;&nbsp;&nbsp;5.040%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/39(k) | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111608 |
| &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;109954 |
| &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;108272 |
| &nbsp;&nbsp;&nbsp;5.095%(s) | &nbsp;&nbsp;&nbsp;&nbsp;08/15/40(k) | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106643 |
| &nbsp;&nbsp;&nbsp;5.111%(s) | &nbsp;&nbsp;&nbsp;&nbsp;02/15/41(k) | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103377 |
| &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;101871 |
| &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;97431 |
| &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;94434 |
| &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;93059 |
| &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;387724 |
| &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;88959 |
| &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;86416 |
| &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;82864 |
| **Total U.S. Treasury Obligations<br>(cost $182,729,344)<br>** | **Total U.S. Treasury Obligations<br>(cost $182,729,344)<br>** | **Total U.S. Treasury Obligations<br>(cost $182,729,344)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174496725 |

---

---

| | |
|:---|:---|
| **Options Purchased\*~ — 0.0%** | **Options Purchased\*~ — 0.0%** |
| &nbsp;&nbsp;&nbsp;(cost $13,052) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36380 |
| **Total Long-Term Investments, BEFORE LONG-TERM OPTIONS WRITTEN—91.1%<br>(cost $2,387,716,412)<br>** | 2589562291 |
| **Options Written\*~ — (0.0)%** | **Options Written\*~ — (0.0)%** |
| &nbsp;&nbsp;&nbsp;(premiums received $0) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25003) |
| **TOTAL LONG-TERM INVESTMENTS, NET OF LONG-TERM OPTIONS WRITTEN—91.1%<br>(cost $2,387,716,412)<br>** | 2589537288 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** |  |
| **Short-Term Investments — 8.9%** | **Short-Term Investments — 8.9%** | **Short-Term Investments — 8.9%** |
| **Affiliated Mutual Funds — 8.3%** | **Affiliated Mutual Funds — 8.3%** | **Affiliated Mutual Funds — 8.3%** |
| &nbsp;&nbsp;&nbsp;PGIM Core Ultra Short Bond Fund(wa) | 221067079 | 221067079 |
| &nbsp;&nbsp;&nbsp;PGIM Institutional Money Market Fund (7-day effective yield 3.829%)<br>(cost $14,677,258; includes $14,607,003 of cash collateral for securities on loan)(b)(wa) | &nbsp;&nbsp;&nbsp;14689226 | &nbsp;&nbsp;&nbsp;14678943 |
| **Total Affiliated Mutual Funds<br>(cost $235,744,337)<br>** | **Total Affiliated Mutual Funds<br>(cost $235,744,337)<br>** | 235746022 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** |  |
| **U.S. Treasury Obligations(n) — 0.6%** | **U.S. Treasury Obligations(n) — 0.6%** | **U.S. Treasury Obligations(n) — 0.6%** | **U.S. Treasury Obligations(n) — 0.6%** |
| U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills |
| &nbsp;&nbsp;&nbsp;2.233% | &nbsp;&nbsp;&nbsp;&nbsp;06/23/26 | &nbsp;&nbsp;4775 | 4735680 |

---

A32

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **U.S. Treasury Obligations(n) (continued)** | **U.S. Treasury Obligations(n) (continued)** | **U.S. Treasury Obligations(n) (continued)** | **U.S. Treasury Obligations(n) (continued)** |
| &nbsp;&nbsp;&nbsp;3.608% | &nbsp;&nbsp;&nbsp;&nbsp;06/16/26(k) | &nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$12901114 |
| **Total U.S. Treasury Obligations<br>(cost $17,637,477)<br>** | **Total U.S. Treasury Obligations<br>(cost $17,637,477)<br>** | **Total U.S. Treasury Obligations<br>(cost $17,637,477)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17636794 |

---

---

| | |
|:---|:---|
| **Options Purchased\*~ — 0.0%** | **Options Purchased\*~ — 0.0%** |
| &nbsp;&nbsp;&nbsp;(cost $467,935) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490759 |
| **Total Short-Term Investments<br>(cost $253,849,749)<br>** | &nbsp;&nbsp;&nbsp;253873575 |
| **TOTAL INVESTMENTS, BEFORE SHORT-TERM OPTIONS WRITTEN—100.0%<br>(cost $2,641,566,161)<br>** | 2843410863 |

---

---

| | |
|:---|:---|
| **Options Written\*~ — (0.0)%** |  |
| &nbsp;&nbsp;&nbsp;(premiums received $526,920) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(745631) |
| **TOTAL INVESTMENTS, NET OF SHORT-TERM OPTIONS WRITTEN—100.0%<br>(cost $2,641,039,241)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;2842665232 |
| **Other assets in excess of liabilities(z) — 0.0%<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840560 |
| **Net Assets — 100.0%<br>** | &nbsp;&nbsp;&nbsp;$2843505792 |

---

---

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

---

USD US Dollar <br> ZAR South African Rand

---

| | |
|:---|:---|
| 144A | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, pursuant to the requirements of Rule 144A, may not be resold except to qualified institutional buyers. |
| A | Annual payment frequency for swaps |
| ADR | American Depositary Receipt |
| BARC | Barclays Bank PLC |
| BBR | New Zealand Bank Bill Rate |
| BBSW | Australian Bank Bill Swap Reference Rate |
| BNP | BNP Paribas S.A. |
| BNY | Bank of New York Mellon |
| BOA | Bank of America, N.A. |
| BROIS | Brazil Overnight Index Swap |
| BTP | Buoni del Tesoro Poliennali |
| BUBOR | Budapest Interbank Offered Rate |
| CDX | Credit Derivative Index |
| CIBOR | Copenhagen Interbank Offered Rate |
| CITI | Citibank, N.A. |
| CLO | Collateralized Loan Obligation |
| CLOIS | Sinacofi Chile Interbank Rate Average |
| CMBX | Commercial Mortgage-Backed Index |
| CMS | Constant Maturity Swap |
| COP | Certificates of Participation |
| CORRA | Canadian Overnight Repo Rate Average |
| CVA | Certificate Van Aandelen (Bearer) |
| DAC | Designated Activity Company |
| DB | Deutsche Bank AG |
| EAFE | Europe, Australasia, Far East |
| EMTN | Euro Medium Term Note |
| ETF | Exchange-Traded Fund |
| EURIBOR | Euro Interbank Offered Rate |
| EuroSTR | Euro Short-Term Rate |
| FHLMC | Federal Home Loan Mortgage Corporation |
| GMTN | Global Medium Term Note |
| GSI | Goldman Sachs International |
| HSBC | HSBC Bank PLC |
| IO | Interest Only (Principal amount represents notional) |
| JPM | JPMorgan Chase Bank N.A. |
| KLIBOR | Kuala Lumpur Interbank Offered Rate |
| KWCDC | Korean Won Certificate of Deposit |
| LP | Limited Partnership |
| M | Monthly payment frequency for swaps |
| ML | Merrill Lynch International |
| MPLE | Maple Bonds |
| MSCI | Morgan Stanley Capital International |
| MSI | Morgan Stanley & Co. International PLC |
| MTN | Medium Term Note |
| N/A | Not Applicable |
| NIBOR | Norwegian Interbank Offered Rate |
| NYSE | New York Stock Exchange |
| OAT | Obligations Assimilables du Tresor |
| OTC | Over-the-counter |
| 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 |

---

A33

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | |
|:---|:---|
| 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 |
| 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 $14,395,790; cash collateral of $14,607,003 (included in liabilities) was received with which the Portfolio purchased highly liquid short-term investments. In the event of significant appreciation in value of securities on loan on the last business day of the reporting period, the Portfolio may reflect a collateral value that is less than the market value of the loaned securities and such shortfall is remedied the following business day. |

---

(b) Represents security, or portion thereof, purchased with cash collateral received for securities on loan and includes dividend reinvestment.

(c) Variable rate instrument. The interest rate shown reflects the rate in effect at March 31, 2026.

(cc) Variable rate instrument. The rate shown is based on the latest available information as of March 31, 2026. Certain variable rate securities are not based on a published reference rate and spread but
are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description.

(ff) Variable rate security. Security may be issued at a fixed coupon rate, which converts to a variable rate at a specified date. Rate shown is the rate in effect as of period end.

(h) Represents security, or a portion thereof, segregated as collateral for OTC derivatives.

(k) Represents security, or a portion thereof, segregated as collateral for centrally cleared/exchange-traded derivatives.

(n) Rate shown reflects yield to maturity at purchased date.

(oo) Perpetual security. Maturity date represents next call date.

(r) Principal or notional amount is less than $500 par.

(s) Represents zero coupon bond or principal only security. Rate represents yield to maturity at purchase date.

(wa) Represents investments in Funds affiliated with the Manager.

(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;$3221 | &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;0.0 |
| &nbsp;&nbsp;&nbsp;**Total** |  | &nbsp;&nbsp;&nbsp;&nbsp;$44850 | &nbsp;&nbsp;&nbsp;&nbsp;$3221 | &nbsp;&nbsp;&nbsp;&nbsp;0.0% |

---

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

#### Options Purchased:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** |  |
| **Description** | **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;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| 2-Year 30 CMS Curve CAP &nbsp;&nbsp;Call | BOA | &nbsp;&nbsp;05/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.30% |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;5505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 2-Year 30 CMS Curve CAP &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;05/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.30% |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 2-Year 30 CMS Curve CAP &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;05/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.30% |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;11010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

A34

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** |  |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Contracts** |  | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |  |
| Currency Option EUR vs HUF | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;500.00 |  | &nbsp;&nbsp;— | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2 |
| Currency Option EUR vs USD | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;04/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.25 |  | &nbsp;&nbsp;— | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| Currency Option USD vs BRL | &nbsp;&nbsp;Call | DB | &nbsp;&nbsp;04/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.45 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Currency Option USD vs BRL | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Currency Option USD vs BRL | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| Currency Option USD vs CNH | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.85 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21234 |
| Currency Option USD vs COP | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;04/09/26 | &nbsp;&nbsp;4700.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Currency Option USD vs COP | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/28/26 | &nbsp;&nbsp;4500.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| Currency Option USD vs INR | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22730 |
| Currency Option USD vs INR | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94.25 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11959 |
| Currency Option USD vs INR | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;05/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;110.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| Currency Option USD vs KRW | &nbsp;&nbsp;Call | DB | &nbsp;&nbsp;04/09/26 | &nbsp;&nbsp;1700.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| Currency Option USD vs KRW | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;1750.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;2744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 |
| Currency Option USD vs MXN | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| Currency Option USD vs MXN | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| Currency Option USD vs PLN | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;06/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.76 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20281 |
| Currency Option USD vs TRY | &nbsp;&nbsp;Call | BOA | &nbsp;&nbsp;04/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 |
| Currency Option USD vs ZAR | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;04/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Currency Option USD vs ZAR | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
| Currency Option USD vs BRL | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.60 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Currency Option USD vs BRL | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.60 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Currency Option USD vs BRL | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.60 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Currency Option USD vs COP | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/15/26 | &nbsp;&nbsp;3300.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Currency Option USD vs COP | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;05/04/26 | &nbsp;&nbsp;3200.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;2311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| Currency Option USD vs CZK | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;05/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| Currency Option USD vs HUF | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;06/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;260.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| Currency Option USD vs INR | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Currency Option USD vs INR | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| Currency Option USD vs INR | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| Currency Option USD vs KRW | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;1455.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;2744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 |
| Currency Option USD vs MXN | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Currency Option USD vs MXN | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Currency Option USD vs MXN | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Currency Option USD vs THB | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Currency Option USD vs TRY | &nbsp;&nbsp;&nbsp;Put | BARC | &nbsp;&nbsp;04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12538 |
| Currency Option USD vs TRY | &nbsp;&nbsp;&nbsp;Put | BOA | &nbsp;&nbsp;10/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53.50 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57194 |
| Currency Option USD vs TRY | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;10/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53.50 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57194 |
| **Total OTC Traded (cost $330,427)** | **Total OTC Traded (cost $330,427)** | **Total OTC Traded (cost $330,427)** |  |  |  |  |  |  | &nbsp;&nbsp;$208911 |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** |  |
| **Description** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Receive** | &nbsp;&nbsp;**Pay** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| 1-Year Interest Rate Swap, 02/07/29 &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;02/03/28 | &nbsp;&nbsp;&nbsp;&nbsp;2.24% | &nbsp;&nbsp;2.24%(A) | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;8340 | &nbsp;&nbsp;$19172 |
| 1-Year Interest Rate Swap, 02/07/29 &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;02/03/28 | &nbsp;&nbsp;&nbsp;&nbsp;2.24% | &nbsp;&nbsp;2.24%(A) | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3506 |
| 5-Year Interest Rate Swap, 08/13/31 &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;08/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.29% | &nbsp;&nbsp;3.29%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% |  | &nbsp;&nbsp;&nbsp;&nbsp;2436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12342 |
| 5-Year Interest Rate Swap, 08/13/31 &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;08/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.29% | &nbsp;&nbsp;3.29%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2265 |

---

A35

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** |  |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Receive** | &nbsp;&nbsp;**Pay** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| 1-Year Interest Rate Swap, 09/23/27 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;2.80% | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;2.80%(A) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;$27847 |
| 1-Year Interest Rate Swap, 09/23/27 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;2.80% | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;2.80%(A) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5297 |
| 1-Year Interest Rate Swap, 09/23/27 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/21/26 | &nbsp;&nbsp;10.29% | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;10.29%(A) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| 1-Year Interest Rate Swap, 09/23/27 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/21/26 | &nbsp;&nbsp;10.29% | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;10.29%(A) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| 1-Year Interest Rate Swap, 03/23/28 | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;03/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;3.82% | &nbsp;&nbsp;1 Day SOFR(T)/ 3.680% | &nbsp;&nbsp;3.82%(T) |  | &nbsp;&nbsp;13580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37687 |
| 1-Year Interest Rate Swap, 03/23/28 | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;03/19/27 | &nbsp;&nbsp;11.07% | &nbsp;&nbsp;1 Day SOFR(T)/ 3.680% | &nbsp;&nbsp;11.07%(T) |  | &nbsp;&nbsp;13580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| 2-Year Interest Rate Swap, 09/30/28 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.61% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;3.61%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13672 |
| 2-Year Interest Rate Swap, 09/30/28 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;7.22% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;7.22%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.21% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;3.21%(A) |  | &nbsp;&nbsp;14920 | &nbsp;&nbsp;&nbsp;&nbsp;151938 |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.21% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;3.21%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26477 |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;8.19% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;8.19%(A) |  | &nbsp;&nbsp;14920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;8.19% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;8.19%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
| 5-Year Interest Rate Swap, 08/13/31 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;08/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.89% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;3.89%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;2436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14995 |
| 5-Year Interest Rate Swap, 08/13/31 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;08/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.89% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;3.89%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2751 |
| **Total OTC Swaptions (cost $150,560)** | **Total OTC Swaptions (cost $150,560)** | **Total OTC Swaptions (cost $150,560)** | **Total OTC Swaptions (cost $150,560)** | **Total OTC Swaptions (cost $150,560)** | **Total OTC Swaptions (cost $150,560)** | **Total OTC Swaptions (cost $150,560)** |  |  | $318228 |
| **Total Options Purchased (cost $480,987)** | **Total Options Purchased (cost $480,987)** | **Total Options Purchased (cost $480,987)** | **Total Options Purchased (cost $480,987)** | **Total Options Purchased (cost $480,987)** | **Total Options Purchased (cost $480,987)** | **Total Options Purchased (cost $480,987)** |  |  | $527139 |

---

#### Options Written:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** |  |
| **Description** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Contracts** |  | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |  |
| Currency Option EUR vs HUF &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;400.00 |  | &nbsp;&nbsp;— | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;$(5183) |
| Currency Option EUR vs USD &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;04/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.17 |  | &nbsp;&nbsp;— | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4409) |
| Currency Option USD vs BRL &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.45 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Currency Option USD vs BRL &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.29 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2908) |
| Currency Option USD vs COP &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;04/09/26 | &nbsp;&nbsp;3800.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(624) |

---

A36

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** |  |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Contracts** |  | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |  |
| Currency Option USD vs COP | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/28/26 | &nbsp;&nbsp;3800.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;$(4223) |
| Currency Option USD vs INR | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13663) |
| Currency Option USD vs INR | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4687) |
| Currency Option USD vs INR | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;05/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95.60 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4355) |
| Currency Option USD vs KRW | &nbsp;&nbsp;Call | DB | &nbsp;&nbsp;04/09/26 | &nbsp;&nbsp;1480.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35320) |
| Currency Option USD vs KRW | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;1470.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;2744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(80355) |
| Currency Option USD vs MXN | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.85 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12512) |
| Currency Option USD vs MXN | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.25 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6324) |
| Currency Option USD vs TRY | &nbsp;&nbsp;Call | BOA | &nbsp;&nbsp;04/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45.50 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8349) |
| Currency Option USD vs ZAR | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5963) |
| Currency Option USD vs BRL | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.12 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2921) |
| Currency Option USD vs BRL | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.15 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4727) |
| Currency Option USD vs BRL | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.25 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14193) |
| Currency Option USD vs COP | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/15/26 | &nbsp;&nbsp;3700.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10060) |
| Currency Option USD vs COP | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;05/04/26 | &nbsp;&nbsp;3670.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;2311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27556) |
| Currency Option USD vs CZK | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;05/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.40 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11324) |
| Currency Option USD vs HUF | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;06/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;320.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17563) |
| Currency Option USD vs INR | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91.25 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(250) |
| Currency Option USD vs INR | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92.50 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4308) |
| Currency Option USD vs INR | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93.50 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10201) |
| Currency Option USD vs MXN | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.70 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6443) |
| Currency Option USD vs MXN | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.70 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4996) |
| Currency Option USD vs MXN | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11391) |
| Currency Option USD vs THB | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32.15 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3595) |
| Currency Option USD vs TRY | &nbsp;&nbsp;&nbsp;Put | BOA | &nbsp;&nbsp;10/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5466) |
| Currency Option USD vs TRY | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;10/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5466) |
| **Total OTC Traded (premiums received $308,482)** | **Total OTC Traded (premiums received $308,482)** | **Total OTC Traded (premiums received $308,482)** |  |  |  |  |  |  | &nbsp;&nbsp;$(329335) |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Receive** | &nbsp;&nbsp;**Pay** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| 1-Year Interest Rate Swap, 02/07/29 | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;02/03/28 | &nbsp;&nbsp;&nbsp;&nbsp;1.74% | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;1.74%(A) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;8340 | &nbsp;&nbsp;&nbsp;&nbsp;$(9193) |
| 1-Year Interest Rate Swap, 02/07/29 | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;02/03/28 | &nbsp;&nbsp;&nbsp;&nbsp;1.74% | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;1.74%(A) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1681) |
| 5-Year Interest Rate Swap, 08/13/31 | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;08/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.09% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;3.09%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;2436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7558) |
| 5-Year Interest Rate Swap, 08/13/31 | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;08/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.09% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;3.09%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1387) |
| 1-Year Interest Rate Swap, 09/23/27 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.24% | &nbsp;&nbsp;3.24%(A) | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;18400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28001) |
| 1-Year Interest Rate Swap, 09/23/27 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.24% | &nbsp;&nbsp;3.24%(A) | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5326) |
| 1-Year Interest Rate Swap, 03/23/28 | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;03/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;4.27% | &nbsp;&nbsp;4.27%(T) | &nbsp;&nbsp;1 Day SOFR(T)/ 3.680% |  | &nbsp;&nbsp;27160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40696) |
| 2-Year Interest Rate Swap, 09/30/28 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.86% | &nbsp;&nbsp;3.86%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% |  | &nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8735) |

---

A37

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Receive** | &nbsp;&nbsp;**Pay** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| 2-Year Interest Rate Swap, 09/30/28 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;4.11% | &nbsp;&nbsp;4.11%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;$(5394) |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.49% | &nbsp;&nbsp;3.49%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;14920 | &nbsp;&nbsp;&nbsp;&nbsp;(102373) |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.49% | &nbsp;&nbsp;3.49%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17840) |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.69% | &nbsp;&nbsp;3.69%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;14920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(75245) |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.69% | &nbsp;&nbsp;3.69%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13112) |
| 5-Year Interest Rate Swap, 08/13/31 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;08/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.69% | &nbsp;&nbsp;3.69%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;2436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23376) |
| 5-Year Interest Rate Swap, 08/13/31 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;08/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.69% | &nbsp;&nbsp;3.69%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4289) |
| CDX.NA.HY.45.V2, 12/20/30 | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/15/26 | &nbsp;&nbsp;$105.00 | &nbsp;&nbsp;5.00%(Q) | &nbsp;&nbsp;CDX.NA.HY.45.V2(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(37333) |
| CDX.NA.IG.45.V1, 12/20/30 | &nbsp;&nbsp;&nbsp;Put | RBC | &nbsp;&nbsp;04/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;0.70% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG.45.V1(Q) | &nbsp;&nbsp;24940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11881) |
| CDX.NA.IG.45.V1, 12/20/30 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;0.75% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG.45.V1(Q) | &nbsp;&nbsp;18500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5881) |
| CDX.NA.IG.45.V1, 12/20/30 | &nbsp;&nbsp;&nbsp;Put | GSI | &nbsp;&nbsp;05/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;0.70% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG.45.V1(Q) | &nbsp;&nbsp;28710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41998) |
| **Total OTC Swaptions (premiums received $218,438)** | **Total OTC Swaptions (premiums received $218,438)** | **Total OTC Swaptions (premiums received $218,438)** | **Total OTC Swaptions (premiums received $218,438)** | **Total OTC Swaptions (premiums received $218,438)** | **Total OTC Swaptions (premiums received $218,438)** | **Total OTC Swaptions (premiums received $218,438)** |  | $(441299) |
| **Total Options Written (premiums received $526,920)** | **Total Options Written (premiums received $526,920)** | **Total Options Written (premiums received $526,920)** | **Total Options Written (premiums received $526,920)** | **Total Options Written (premiums received $526,920)** | **Total Options Written (premiums received $526,920)** | **Total Options Written (premiums received $526,920)** |  | $(770634) |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures contracts outstanding at March 31, 2026:** | **Futures contracts outstanding at March 31, 2026:** | **Futures contracts outstanding at March 31, 2026:** | **Futures contracts outstanding at March 31, 2026:** | **Futures contracts outstanding at March 31, 2026:** |
| **Number<br> of<br> Contracts** | &nbsp;&nbsp;**Type** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Current<br> Notional<br> Amount** | &nbsp;&nbsp;**Value /<br> Unrealized<br> Appreciation<br> (Depreciation)** |
| **Long Positions:** | **Long Positions:** | **Long Positions:** | **Long Positions:** | **Long Positions:** |
| 111 | &nbsp;&nbsp;2 Year U.S. Treasury Notes | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;$23026430 | &nbsp;&nbsp;&nbsp;$(177980) |
| 14 | &nbsp;&nbsp;5 Year Canadian Government Bonds | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1142161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6074) |
| 1204 | &nbsp;&nbsp;5 Year U.S. Treasury Notes | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;130248347 | &nbsp;&nbsp;&nbsp;&nbsp;(1782493) |
| 48 | &nbsp;&nbsp;10 Year Canadian Government Bonds | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4140953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25936) |
| 61 | &nbsp;&nbsp;10 Year Euro-Bund | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8840854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(213720) |
| 37 | &nbsp;&nbsp;10 Year U.K. Gilt | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4299357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(224019) |
| 675 | &nbsp;&nbsp;10 Year U.S. Treasury Notes | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74956644 | &nbsp;&nbsp;&nbsp;&nbsp;(1051528) |
| 468 | &nbsp;&nbsp;10 Year U.S. Ultra Treasury Notes | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53125315 | &nbsp;&nbsp;&nbsp;&nbsp;(1087537) |
| 156 | &nbsp;&nbsp;20 Year U.S. Treasury Bonds | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17764500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(566214) |
| 109 | &nbsp;&nbsp;30 Year U.S. Ultra Treasury Bonds | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12705313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(376515) |
| 110 | &nbsp;&nbsp;10 Year Australian Treasury Bonds | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8177919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49711) |
| 41 | &nbsp;&nbsp;Euro Schatz Index | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5011477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40190) |
| 23 | &nbsp;&nbsp;Euro-BTP Italian Government Bond | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3091251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(43206) |
| 27 | &nbsp;&nbsp;Euro-OAT | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3704072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(90503) |
| 25 | &nbsp;&nbsp;10 Year Korean Treasury Bonds | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1772598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20729) |
| 100 | &nbsp;&nbsp;Mini MSCI EAFE Index | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14505500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(218015) |
| 115 | &nbsp;&nbsp;Russell 2000 E-Mini Index | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14445150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45570) |

---

A38

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures contracts outstanding at March 31, 2026 (continued):** | **Futures contracts outstanding at March 31, 2026 (continued):** | **Futures contracts outstanding at March 31, 2026 (continued):** | **Futures contracts outstanding at March 31, 2026 (continued):** | **Futures contracts outstanding at March 31, 2026 (continued):** |
| **Number<br> of<br> Contracts** | &nbsp;&nbsp;**Type** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Current<br> Notional<br> Amount** | &nbsp;&nbsp;**Value /<br> Unrealized<br> Appreciation<br> (Depreciation)** |
| **Long Positions (cont'd):** | **Long Positions (cont'd):** | **Long Positions (cont'd):** | **Long Positions (cont'd):** | **Long Positions (cont'd):** |
| 188 | &nbsp;&nbsp;S&P 500 E-Mini Index | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;$61765050 | &nbsp;&nbsp;$(1360404) |
| 56 | &nbsp;&nbsp;Short Euro-BTP | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6851416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(51389) |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;(7431733) |
| **Short Positions:** | **Short Positions:** | **Short Positions:** | **Short Positions:** | **Short Positions:** |
| 192 | &nbsp;&nbsp;2 Year U.S. Treasury Notes | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39829500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228003 |
| 29 | &nbsp;&nbsp;5 Year Euro-Bobl | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3869173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81381 |
| 133 | &nbsp;&nbsp;5 Year U.S. Treasury Notes | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14387899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136868 |
| 20 | &nbsp;&nbsp;10 Year Euro-Bund | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2898641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41114 |
| 33 | &nbsp;&nbsp;10 Year U.S. Treasury Notes | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3664547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69636 |
| 7 | &nbsp;&nbsp;10 Year U.S. Ultra Treasury Notes | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14233 |
| 139 | &nbsp;&nbsp;20 Year U.S. Treasury Bonds | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15828625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178329 |
| 18 | &nbsp;&nbsp;30 Year Euro Buxl | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2293992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23718 |
| 74 | &nbsp;&nbsp;British Pound Currency | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6117025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47738 |
| 15 | &nbsp;&nbsp;Canadian Dollar Currency | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20814 |
| 333 | &nbsp;&nbsp;Euro Currency | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48224644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643738 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;1485572 |
|  |  |  |  | &nbsp;&nbsp;$(5946161) |

---

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchase Bond<br> Forwards** | **Counterparty** | **Settlement<br> Date** | **Notional<br> Amount<br> (000)#** | **Strike<br> Price** | **Value at<br> Settlement<br> Date** | **Current<br> Value** | **Unrealized<br> Appreciation** | **Unrealized<br> Depreciation** |
| **OTC Bond Forward Contract:** | **OTC Bond Forward Contract:** | **OTC Bond Forward Contract:** | **OTC Bond Forward Contract:** | **OTC Bond Forward Contract:** | **OTC Bond Forward Contract:** | **OTC Bond Forward Contract:** |  |  |
| U.S. Treasury Bond | U.S. Treasury Bond |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;2.000%, 02/15/50 | CITI | 06/12/26 | 25820 | $59.75 | $15428325 | $15050710 | $— | $(377615) |

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchase<br> Contracts** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** |
| Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 | &nbsp;&nbsp;&nbsp;&nbsp;$145189 | &nbsp;&nbsp;&nbsp;&nbsp;$149898 | &nbsp;&nbsp;&nbsp;&nbsp;$4709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1452) |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3770) |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1199) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2199724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2154149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45575) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2698) |
| Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, |
| &nbsp;&nbsp;&nbsp;Expiring 04/02/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6282651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6296792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 05/05/26 | &nbsp;&nbsp;DB | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2688645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2715215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 05/05/26 | &nbsp;&nbsp;DB | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 05/05/26 | &nbsp;&nbsp;RBC | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2693196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2715215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8724) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(235) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(226) |

---

A39

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchase<br> Contracts** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** |
| British Pound (cont'd.), | British Pound (cont'd.), | British Pound (cont'd.), | British Pound (cont'd.), | British Pound (cont'd.), | British Pound (cont'd.), | British Pound (cont'd.), | British Pound (cont'd.), |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$29447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$29004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(443) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(284) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(410) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(255) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(414) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1268) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(710) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(269) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(404) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21041 | &nbsp;&nbsp;&nbsp;&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 06/17/26 | &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;180827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66) |
| Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(123) |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(824) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97462 | &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 04/28/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3032469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2956532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(75937) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(833) |
| Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;768277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(584) |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147267 | &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;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(675) |
| Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;COP | &nbsp;&nbsp;2934325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;COP | &nbsp;&nbsp;5352768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1401762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1431011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28139) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10466) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18713) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29408) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(248) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1489057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1493979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3887509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3804844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(82665) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2878600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2860088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18512) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10014) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8077170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7845235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(231935) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5270804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5172398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(98406) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4838754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4859631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39359) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31731) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2712021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2693754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18267) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2021) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1483720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1470438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13282) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1975) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

A40

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchase<br> Contracts** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** |
| Euro (cont'd.), | Euro (cont'd.), | Euro (cont'd.), | Euro (cont'd.), | Euro (cont'd.), | Euro (cont'd.), | Euro (cont'd.), | Euro (cont'd.), |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp;&nbsp;&nbsp;$229884 | &nbsp;&nbsp;&nbsp;&nbsp;$229570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(314) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1666) |
| Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5413) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(462) |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &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;58836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(268) |
| Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3820) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(130) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(955) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4463) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(334) |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(867) |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;131454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13049) |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8127) |
| Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1472737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1444562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28175) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18028) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1417944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1387697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30247) |
| New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1218000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1207155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10845) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2363040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2339756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23284) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9272) |
| New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(311) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;CITI | &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;66045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(142) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3176638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3128906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47732) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(255) |
| Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8567) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1278000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1264437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13563) |
| Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1061521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48679) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;TD | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18859) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4462) |

---

A41

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchase<br> Contracts** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** |
| Singapore Dollar (cont'd.), | Singapore Dollar (cont'd.), | Singapore Dollar (cont'd.), | Singapore Dollar (cont'd.), | Singapore Dollar (cont'd.), | Singapore Dollar (cont'd.), | Singapore Dollar (cont'd.), | Singapore Dollar (cont'd.), |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$81062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$79896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1166) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4190) |
| South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2031749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2017102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14647) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;182460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3713) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;413741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(388) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2705) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(671) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &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;52674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(731) |
| Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(727) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1257288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17523) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(344) |
| Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521013 | &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;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1989) |
| Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, |
| &nbsp;&nbsp;&nbsp;Expiring 04/13/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1183465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/13/26 | &nbsp;&nbsp;UAG | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1568412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1585843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(412) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1394149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  | &nbsp;&nbsp;$97849271 | &nbsp;&nbsp;$96937626 | &nbsp;&nbsp;&nbsp;&nbsp;223572 | &nbsp;&nbsp;&nbsp;&nbsp;(1135217) |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Sale<br> Contracts** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** |
| Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$109166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$112578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(3412) |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1509) |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;AUD | &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;17741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(470) |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2437) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1214924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1254315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39391) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1451953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1422895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2055612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2010131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, |
| &nbsp;&nbsp;&nbsp;Expiring 04/02/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20055) |
| &nbsp;&nbsp;&nbsp;Expiring 04/02/26 | &nbsp;&nbsp;DB | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2733368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27825) |
| &nbsp;&nbsp;&nbsp;Expiring 04/02/26 | &nbsp;&nbsp;RBC | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2710202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2733369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23167) |
| British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BNY | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4597983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4523329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2320144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2305939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;SSB | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

A42

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Sale<br> Contracts** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** |
| British Pound (cont'd.), | British Pound (cont'd.), | British Pound (cont'd.), | British Pound (cont'd.), | British Pound (cont'd.), | British Pound (cont'd.), | British Pound (cont'd.), | British Pound (cont'd.), |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7979 | &nbsp;&nbsp;$10584191 | &nbsp;&nbsp;$10560602 | &nbsp;&nbsp;&nbsp;&nbsp;$23589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68912 | &nbsp;&nbsp;&nbsp;&nbsp;&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;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &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;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2655278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2640247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4969860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4887820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16499 | &nbsp;&nbsp;&nbsp;&nbsp;&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;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;919191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1026283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(547) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7456406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7440023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6586105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6571634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, |
| &nbsp;&nbsp;&nbsp;Expiring 04/06/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;COP | &nbsp;&nbsp;3201900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49235) |
| &nbsp;&nbsp;&nbsp;Expiring 04/06/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;COP | &nbsp;&nbsp;3082500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15784) |
| &nbsp;&nbsp;&nbsp;Expiring 04/06/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;COP | &nbsp;&nbsp;3020850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1171000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;DB | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;TD | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;126145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6073422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5942395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2700) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67766 | &nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;— |
| Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(525) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(158) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(221) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(80) |
| Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6194030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6142718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1608000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1602842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8136000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7933457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1439100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1444137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5037) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8419) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4661) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;DB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36151920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35724986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

A43

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Sale<br> Contracts** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** |
| Euro (cont'd.), | Euro (cont'd.), | Euro (cont'd.), | Euro (cont'd.), | Euro (cont'd.), | Euro (cont'd.), | Euro (cont'd.), | Euro (cont'd.), |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;DB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;$5328110 | &nbsp;&nbsp;&nbsp;&nbsp;$5265188 | &nbsp;&nbsp;&nbsp;&nbsp;$62922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;SSB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42052700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41679151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;SSB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6197773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6142719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;SSB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2936796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2944202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7406) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;SSB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;UAG | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42035230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41679150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1196888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1206189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9301) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1464363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1474939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10576) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39871233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40123122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(251889) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2074903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2090477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15574) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3226) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(54) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(440) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5874) |
| Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;421648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1236029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1265269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29240) |
| Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(37) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;548079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3453543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3463038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9495) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(314) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(133) |
| Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1458258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1452366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1732658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1724064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4398) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18) |
| Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1763996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1716971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4404) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1408956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6586876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6507716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;182691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

A44

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Sale<br> Contracts** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** |
| Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$513090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$503310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3046461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2993882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;202452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6454408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6177691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1227000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1185272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, |
| &nbsp;&nbsp;&nbsp;Expiring 04/13/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1583001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1590396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7395) |
| &nbsp;&nbsp;&nbsp;Expiring 04/13/26 | &nbsp;&nbsp;UAG | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1306565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10318) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  | &nbsp;&nbsp;$307865563 | &nbsp;&nbsp;$305695589 | &nbsp;&nbsp;&nbsp;&nbsp;2745782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(575808) |
|  |  |  |  |  |  | &nbsp;&nbsp;$2969354 | &nbsp;&nbsp;$(1711025) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cross currency exchange contracts outstanding at March 31, 2026:** | **Cross currency exchange contracts outstanding at March 31, 2026:** | **Cross currency exchange contracts outstanding at March 31, 2026:** | **Cross currency exchange contracts outstanding at March 31, 2026:** | **Cross currency exchange contracts outstanding at March 31, 2026:** | **Cross currency exchange contracts outstanding at March 31, 2026:** | **Cross currency exchange contracts outstanding at March 31, 2026:** | **Cross currency exchange contracts outstanding at March 31, 2026:** | **Cross currency exchange contracts outstanding at March 31, 2026:** |
| **Settlement** | &nbsp;&nbsp;**Type** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**In Exchange<br> For (000)** | &nbsp;&nbsp;**In Exchange<br> For (000)** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** | &nbsp;&nbsp;**Counterparty** |
| **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** |
| 04/22/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;CZK | &nbsp;&nbsp;31043 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$(9505) | &nbsp;&nbsp;BOA |
| 04/22/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;SSB |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;40577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(819) | &nbsp;&nbsp;CITI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;BARC |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(88) | &nbsp;&nbsp;CITI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4019) | &nbsp;&nbsp;CITI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2581) | &nbsp;&nbsp;BNP |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3913) | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;MSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703 | &nbsp;&nbsp;&nbsp;&nbsp;10059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;CITI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;81012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7005) | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;JPY | &nbsp;&nbsp;13773 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;BNP |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;JPY | &nbsp;&nbsp;27013 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;JPY | &nbsp;&nbsp;40374 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;JPY | &nbsp;&nbsp;40439 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;MSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;JPY | &nbsp;&nbsp;40515 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;JPY | &nbsp;&nbsp;40773 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;40287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4618) | &nbsp;&nbsp;CITI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;4761 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5086) | &nbsp;&nbsp;BARC |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;4802 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8173) | &nbsp;&nbsp;BNP |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;SEK | &nbsp;&nbsp;13659 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(14116) | &nbsp;&nbsp;BARC |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;TRY | &nbsp;&nbsp;20615 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;17942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;HSBC |
|  |  |  |  |  |  | &nbsp;&nbsp;$69300 | &nbsp;&nbsp;$(59923) |  |

---

A45

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

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

---

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

---

---

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

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **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):** |
| China Development Bank | 06/20/29 | 1.000%(Q) | 415 | &nbsp;&nbsp;$(7801) | &nbsp;&nbsp;$(2735) | &nbsp;&nbsp;$(5066) | JPM |
| Industrial & Commercial Bank of China Ltd. | 06/20/29 | 1.000%(Q) | 415 | &nbsp;&nbsp;&nbsp;&nbsp;(8125) | &nbsp;&nbsp;&nbsp;&nbsp;(2390) | &nbsp;&nbsp;&nbsp;&nbsp;(5735) | JPM |
| Israel Electric Corp. Ltd. | 03/20/32 | 1.000%(Q) | 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904 | &nbsp;&nbsp;&nbsp;&nbsp;14195 | &nbsp;&nbsp;&nbsp;(13291) | BARC |

---

A46

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **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)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)(cont'd.):** |
| Republic of France | 12/20/30 | 0.250%(Q) |  | 190 | &nbsp;&nbsp;&nbsp;&nbsp;$(855) | &nbsp;&nbsp;&nbsp;&nbsp;$(535) | &nbsp;&nbsp;&nbsp;&nbsp;$(320) | BARC |
| Republic of Italy | 12/20/27 | 1.000%(Q) | EUR | 1370 | &nbsp;&nbsp;&nbsp;(25713) | &nbsp;&nbsp;&nbsp;(16534) | &nbsp;&nbsp;&nbsp;&nbsp;(9179) | BARC |
| Republic of Italy | 12/20/30 | 1.000%(Q) |  | 285 | &nbsp;&nbsp;&nbsp;&nbsp;(7869) | &nbsp;&nbsp;&nbsp;(10161) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2292 | BARC |
| Republic of South Africa | 12/20/28 | 1.000%(Q) |  | 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6310 | &nbsp;&nbsp;&nbsp;&nbsp;47896 | &nbsp;&nbsp;&nbsp;(41586) | JPM |
| Republic of South Africa | 12/20/28 | 1.000%(Q) |  | 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4206 | &nbsp;&nbsp;&nbsp;&nbsp;31249 | &nbsp;&nbsp;&nbsp;(27043) | MSI |
|  |  |  |  |  | $(38943) | $60985 | $(99928) |  |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> March 31,<br> 2026(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** |
| Alphabet, Inc. | 06/20/30 | 1.000%(Q) |  | 255 | 0.415% | &nbsp;&nbsp;&nbsp;$5926 | &nbsp;&nbsp;&nbsp;$5923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3 | GSI |
| Bank of Nova Scotia | 12/20/26 | 1.000%(Q) |  | 128 | 0.184% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 | CITI |
| Barclays Bank PLC | 06/20/26 | 1.000%(Q) | EUR | 135 | 0.307% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 | GSI |
| Citigroup, Inc. | 12/20/26 | 1.000%(Q) |  | 870 | 0.320% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256 | GSI |
| Comision Federal de Electricidad | 06/20/28 | 1.000%(Q) |  | 45 | 1.641% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(593) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(146) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(447) | BARC |
| Deutsche Telekom AG | 06/20/26 | 1.000%(Q) | EUR | 75 | 0.124% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | JPM |
| European Investment Bank | 12/20/26 | —%(Q) |  | 433 | 0.040% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(124) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(156) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | BARC |
| Federative Republic of Brazil | 06/20/26 | 1.000%(Q) |  | 100 | 0.485% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | BARC |
| Federative Republic of Brazil | 06/20/27 | 1.000%(Q) |  | 100 | 0.610% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(50) | BARC |
| Kingdom of Norway | 12/20/26 | —%(Q) |  | 420 | 0.036% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(110) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(150) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | BARC |
| Kingdom of Saudi Arabia | 06/20/26 | 1.000%(Q) |  | 90 | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | CITI |
| Kingdom of Spain | 06/20/26 | 1.000%(Q) | EUR | 152 | 0.034% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | BARC |
| Kingdom of Spain | 06/20/26 | —%(Q) | EUR | 100 | 0.057% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10) | BARC |
| National Bank of Canada | 12/20/26 | 1.000%(Q) |  | 72 | 0.311% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | CITI |
| Nomura Holdings, Inc. | 06/20/26 | 1.000%(Q) |  | 331 | 0.249% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 | BARC |
| Oracle Corp. | 06/20/30 | 1.000%(Q) |  | 115 | 1.622% | &nbsp;&nbsp;&nbsp;&nbsp;(2672) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2212 | &nbsp;&nbsp;&nbsp;&nbsp;(4884) | GSI |
| People's Republic of China | 06/20/29 | 1.000%(Q) |  | 830 | 0.442% | &nbsp;&nbsp;&nbsp;&nbsp;14347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6648 | &nbsp;&nbsp;&nbsp;&nbsp;7699 | JPM |
| Petroleos Mexicanos | 06/20/26 | 1.000%(Q) |  | 70 | 1.886% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(115) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(94) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21) | BARC |
| Petroleos Mexicanos | 06/20/26 | 1.000%(T) |  | 55 | 1.886% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(90) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23) | BARC |
| Republic of Chile | 06/20/28 | 1.000%(Q) |  | 44 | 0.349% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | BARC |
| Republic of Estonia | 12/20/26 | 1.000%(Q) |  | 240 | 0.171% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328 | &nbsp;&nbsp;&nbsp;&nbsp;1183 | JPM |
| Republic of France | 12/20/30 | 0.250%(Q) |  | 190 | 0.310% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(479) | &nbsp;&nbsp;&nbsp;&nbsp;(1102) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623 | BARC |
| Republic of France | 06/20/34 | 0.250%(Q) |  | 465 | 0.529% | &nbsp;&nbsp;&nbsp;&nbsp;(9040) | &nbsp;&nbsp;&nbsp;&nbsp;(8426) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(614) | CITI |
| Republic of France | 12/20/34 | 0.250%(Q) |  | 1195 | 0.555% | &nbsp;&nbsp;&nbsp;(26630) | &nbsp;&nbsp;&nbsp;(24978) | &nbsp;&nbsp;&nbsp;&nbsp;(1652) | BOA |
| Republic of France | 12/20/34 | 0.250%(Q) |  | 470 | 0.555% | &nbsp;&nbsp;&nbsp;(10474) | &nbsp;&nbsp;&nbsp;(13361) | &nbsp;&nbsp;&nbsp;&nbsp;2887 | BOA |
| Republic of France | 12/20/34 | 0.250%(Q) |  | 40 | 0.555% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(892) | &nbsp;&nbsp;&nbsp;&nbsp;(1194) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 | BOA |
| Republic of France | 06/20/35 | 0.250%(Q) |  | 1450 | 0.578% | &nbsp;&nbsp;&nbsp;(36318) | &nbsp;&nbsp;&nbsp;(47144) | &nbsp;&nbsp;&nbsp;10826 | BARC |
| Republic of France | 06/20/35 | 0.250%(Q) |  | 510 | 0.578% | &nbsp;&nbsp;&nbsp;(12774) | &nbsp;&nbsp;&nbsp;(16822) | &nbsp;&nbsp;&nbsp;&nbsp;4048 | BARC |
| Republic of Italy | 06/20/26 | —%(Q) |  | 238 | 0.073% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(37) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) | BARC |
| Republic of Italy | 12/20/30 | 1.000%(Q) |  | 285 | 0.370% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | BARC |
| Republic of Italy | 12/20/34 | 1.000%(Q) |  | 185 | 0.645% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4852 | &nbsp;&nbsp;&nbsp;&nbsp;(1003) | &nbsp;&nbsp;&nbsp;&nbsp;5855 | CITI |
| Republic of Italy | 12/20/34 | 1.000%(Q) |  | 185 | 0.645% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4852 | &nbsp;&nbsp;&nbsp;&nbsp;(1003) | &nbsp;&nbsp;&nbsp;&nbsp;5855 | CITI |
| Republic of Ivory Coast | 06/20/27 | 1.000%(Q) |  | 230 | 1.781% | &nbsp;&nbsp;&nbsp;&nbsp;(2060) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(684) | &nbsp;&nbsp;&nbsp;&nbsp;(1376) | BARC |
| Republic of Panama | 06/20/26 | 1.000%(Q) |  | 138 | 0.516% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | CITI |
| Republic of Romania | 12/20/26 | 1.000%(Q) |  | 19 | 0.611% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8) | BOA |
| Republic of South Africa | 12/20/26 | 1.000%(Q) |  | 41 | 0.728% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(68) | BARC |

---

A47

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> March 31,<br> 2026(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** |
| Siemens AG | 06/20/26 | 1.000%(Q) | EUR | 106 | 0.104% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$15 | JPM |
| Siemens AG | 06/20/26 | 1.000%(Q) | EUR | 83 | 0.104% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | GSI |
| Skandinaviska Enskilda Banken AB | 12/20/26 | 1.000%(Q) |  | 207 | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 | MSI |
| Slovak Republic | 12/20/27 | 1.000%(Q) |  | 75 | 0.183% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | BARC |
| Socialist Republic of Vietnam | 12/20/27 | 1.000%(Q) |  | 100 | 0.452% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53) | BARC |
| Standard Chartered PLC | 12/20/26 | 1.000%(Q) |  | 80 | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | MSI |
| State of Qatar | 12/20/26 | 1.000%(Q) |  | 125 | 0.244% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57) | BARC |
| U.S. Treasury Notes | 06/20/26 | 0.250%(Q) | EUR | 310 | 0.174% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14) | BARC |
| Wells Fargo & Co. | 06/20/26 | 1.000%(Q) |  | 129 | 0.227% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | JPM |
| Wells Fargo & Co. | 06/20/26 | 1.000%(Q) |  | 115 | 0.227% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | JPM |
|  |  |  |  |  |  | $(48240) | $(79578) | $31338 |  |

---

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied Credit<br> Spread at<br> March 31,<br> 2026(4)** |  | **Value at<br> Trade Date** |  | **Value at<br> March 31,<br> 2026** |  | **Unrealized<br> Appreciation<br> (Depreciation)** |  |
| **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** |
| CDX.NA.HY.45.V2 | 12/20/30 | 5.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4277 |  | 3.649% |  | &nbsp;&nbsp;&nbsp;$254247 |  | &nbsp;&nbsp;&nbsp;$232351 |  | $(21896) |
| CDX.NA.HY.46.V1 | 06/20/31 | 5.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 |  | 3.857% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27516 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36688 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9172 |
| CDX.NA.IG.46.V1 | 06/20/31 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;32645 |  | 0.631% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530705 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574364 |  | &nbsp;&nbsp;&nbsp;&nbsp;43659 |
| CDX.NA.IG.46.V1 | 06/20/31 | 1.000%(Q) | 101150 |  | 0.631% |  | &nbsp;&nbsp;&nbsp;1644382 |  | &nbsp;&nbsp;&nbsp;1779659 |  | &nbsp;&nbsp;&nbsp;135277 |
|  |  |  |  |  |  |  | $2456850 |  | $2623062 |  | $166212 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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;$(7006) | $(12066) | $5060 | CITI |
| CMBX.NA.17.AAA | 12/15/56 | 0.500%(M) | 480 \* | &nbsp;&nbsp;&nbsp;&nbsp;(6732) | &nbsp;&nbsp;&nbsp;&nbsp;(5955) | &nbsp;&nbsp;&nbsp;&nbsp;(777) | CITI |
| CMBX.NA.18.AAA | 12/17/57 | 0.500%(M) | 600 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;(549) | GSI |
| CMBX.NA.19.AAA | 12/17/58 | 0.500%(M) | 560 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(868) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(63) | &nbsp;&nbsp;&nbsp;&nbsp;(805) | CITI |
| CMBX.NA.19.AAA | 12/17/58 | 0.500%(M) | 510 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(790) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(107) | &nbsp;&nbsp;&nbsp;&nbsp;(683) | GSI |
|  |  |  |  | $(15250) | $(17496) | $2246 |  |

---

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

A48

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | |
|:---|:---|
|  | referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
| (3) | Notional amount represents the maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| (4) | Implied credit spreads, represented in absolute terms, utilized in determining the fair value of credit default swap agreements where the Portfolio is the seller of protection as of the reporting date serve as an indicator of the current status of the payment/ performance risk and represent the likelihood of risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include up-front payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement. |
| \* | When an implied credit spread is not available, reference the fair value of credit default swap agreements on credit indices and asset-backed securities. Where the Portfolio is the seller of protection, it serves as an indicator of the current status of the payment/performance risk and represents the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the reporting date. Increasing fair value in absolute terms, when compared to the notional amount of the swap, represents a deterioration of the referenced entity's credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement. |

---

---

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

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;**Value at<br> March 31,<br> 2026** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** |
| AUD | 455 | &nbsp;&nbsp;12/03/28 | &nbsp;&nbsp;2.650%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.785% | &nbsp;&nbsp;&nbsp;$(11488) | &nbsp;&nbsp;&nbsp;&nbsp;$(18615) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(7127) |
| AUD | 360 | &nbsp;&nbsp;12/03/30 | &nbsp;&nbsp;2.750%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.785% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11497) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22774) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11277) |
| AUD | 910 | &nbsp;&nbsp;12/03/32 | &nbsp;&nbsp;2.850%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.785% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39845) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(76349) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36504) |
| AUD | 1080 | &nbsp;&nbsp;12/03/33 | &nbsp;&nbsp;2.800%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.785% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(69906) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(105887) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35981) |
| AUD | 340 | &nbsp;&nbsp;12/03/34 | &nbsp;&nbsp;2.850%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.785% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19737) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36435) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16698) |
| AUD | 940 | &nbsp;&nbsp;11/07/35 | &nbsp;&nbsp;4.330%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.785% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33551) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33551) |
| AUD | 255 | &nbsp;&nbsp;12/03/35 | &nbsp;&nbsp;2.850%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.785% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28293) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30211) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1918) |
| AUD | 190 | &nbsp;&nbsp;12/03/38 | &nbsp;&nbsp;2.900%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.785% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17992) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27752) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9760) |
| CAD | 740 | &nbsp;&nbsp;12/03/26 | &nbsp;&nbsp;3.850%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.270% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(828) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8649 |
| CAD | 995 | &nbsp;&nbsp;12/03/29 | &nbsp;&nbsp;3.500%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.270% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18062 |
| CAD | 865 | &nbsp;&nbsp;12/03/30 | &nbsp;&nbsp;3.500%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.270% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(857) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20328 |
| CAD | 535 | &nbsp;&nbsp;12/03/32 | &nbsp;&nbsp;3.450%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.270% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6319) |
| CAD | 855 | &nbsp;&nbsp;12/03/35 | &nbsp;&nbsp;3.500%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.270% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2226) |
| CAD | 4295 | &nbsp;&nbsp;05/20/36 | &nbsp;&nbsp;3.010%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.270% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57626) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57626) |
| CAD | 100 | &nbsp;&nbsp;12/03/53 | &nbsp;&nbsp;3.300%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.270% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1287) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2894) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1607) |
| CHF | 800 | &nbsp;&nbsp;08/10/31 | &nbsp;&nbsp;(0.220)%(A) | &nbsp;&nbsp;1 Day SARON(2)(A)/ (0.066)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30636) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30636) |
| CHF | 250 | &nbsp;&nbsp;03/31/33 | &nbsp;&nbsp;1.909%(A) | &nbsp;&nbsp;1 Day SARON(2)(A)/ (0.066)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32960 |
| CHF | 415 | &nbsp;&nbsp;03/20/34 | &nbsp;&nbsp;1.258%(A) | &nbsp;&nbsp;1 Day SARON(1)(A)/ (0.066)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30329) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33606) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3277) |
| CHF | 340 | &nbsp;&nbsp;12/13/34 | &nbsp;&nbsp;0.371%(A) | &nbsp;&nbsp;1 Day SARON(2)(A)/ (0.066)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3699) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3699) |
| CHF | 295 | &nbsp;&nbsp;05/08/35 | &nbsp;&nbsp;2.000%(A) | &nbsp;&nbsp;1 Day SARON(2)(A)/ (0.066)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 |
| CHF | 735 | &nbsp;&nbsp;07/04/35 | &nbsp;&nbsp;0.519%(A) | &nbsp;&nbsp;1 Day SARON(2)(A)/ (0.066)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4559 |
| CHF | 1100 | &nbsp;&nbsp;02/23/36 | &nbsp;&nbsp;0.480%(A) | &nbsp;&nbsp;3 Month SARON(2)(A)/ (0.040)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7379) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7379) |
| CLP | 264250 | &nbsp;&nbsp;08/12/26 | &nbsp;&nbsp;3.620%(S) | &nbsp;&nbsp;1 Day CLOIS(2)(S)/ 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1448) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1448) |
| CNH | 76685 | &nbsp;&nbsp;08/20/26 | &nbsp;&nbsp;2.440%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52270 |

---

A49

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;**Value at<br> March 31,<br> 2026** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** |
| CNH | 12180 | &nbsp;&nbsp;03/01/28 | &nbsp;&nbsp;2.955%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$50615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$50615 |
| CNH | 28550 | &nbsp;&nbsp;05/11/28 | &nbsp;&nbsp;2.600%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68397 |
| CNH | 6900 | &nbsp;&nbsp;06/01/28 | &nbsp;&nbsp;2.473%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21377 |
| CNH | 31900 | &nbsp;&nbsp;05/10/29 | &nbsp;&nbsp;2.650%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38461 |
| CNH | 13520 | &nbsp;&nbsp;05/15/29 | &nbsp;&nbsp;2.027%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29400 |
| CNH | 6040 | &nbsp;&nbsp;11/11/29 | &nbsp;&nbsp;1.500%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1779) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2632) |
| CNH | 26205 | &nbsp;&nbsp;05/11/30 | &nbsp;&nbsp;1.500%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13008) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11577) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1431 |
| CNH | 37700 | &nbsp;&nbsp;06/11/30 | &nbsp;&nbsp;1.447%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29274) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29274) |
| CNH | 5100 | &nbsp;&nbsp;11/20/30 | &nbsp;&nbsp;1.585%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(350) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(160) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 |
| CNH | 7505 | &nbsp;&nbsp;03/02/31 | &nbsp;&nbsp;1.575%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1188) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1188) |
| CNH | 7340 | &nbsp;&nbsp;05/11/31 | &nbsp;&nbsp;1.600%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(189) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(125) |
| CZK | 25000 | &nbsp;&nbsp;08/12/26 | &nbsp;&nbsp;2.062%(A) | &nbsp;&nbsp;6 Month PRIBOR(2)(S)/ 3.620% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3857 |
| CZK | 8810 | &nbsp;&nbsp;03/17/31 | &nbsp;&nbsp;4.370%(A) | &nbsp;&nbsp;6 Month PRIBOR(2)(S)/ 3.620% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| CZK | 2000 | &nbsp;&nbsp;03/30/36 | &nbsp;&nbsp;4.420%(A) | &nbsp;&nbsp;6 Month PRIBOR(2)(S)/ 3.620% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(828) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(828) |
| DKK | 3200 | &nbsp;&nbsp;04/08/32 | &nbsp;&nbsp;1.581%(A) | &nbsp;&nbsp;6 Month CIBOR(2)(S)/ 2.523% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13426) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39360) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25934) |
| EUR | 1840 | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;3.076%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23661) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23661) |
| EUR | 460 | &nbsp;&nbsp;10/11/29 | &nbsp;&nbsp;2.101%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8134 |
| EUR | 2265 | &nbsp;&nbsp;05/11/31 | &nbsp;&nbsp;2.650%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56105) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18993) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37112 |
| EUR | 795 | &nbsp;&nbsp;11/11/32 | &nbsp;&nbsp;2.600%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15338) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18053 |
| EUR | 1500 | &nbsp;&nbsp;03/20/33 | &nbsp;&nbsp;2.996%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.475% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6449 |
| EUR | 1827 | &nbsp;&nbsp;02/15/34 | &nbsp;&nbsp;2.231%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77373 |
| EUR | 1169 | &nbsp;&nbsp;02/15/34 | &nbsp;&nbsp;2.258%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46849 |
| EUR | 45 | &nbsp;&nbsp;03/20/34 | &nbsp;&nbsp;2.560%(A) | &nbsp;&nbsp;1 Day EuroSTR(2)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(718) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(852) |
| EUR | 1625 | &nbsp;&nbsp;05/11/34 | &nbsp;&nbsp;2.650%(A) | &nbsp;&nbsp;1 Day EuroSTR(2)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3749) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42349) |
| EUR | 1075 | &nbsp;&nbsp;03/20/38 | &nbsp;&nbsp;2.982%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.475% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17956 |
| EUR | 925 | &nbsp;&nbsp;11/24/41 | &nbsp;&nbsp;0.565%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.475% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222400 |
| EUR | 925 | &nbsp;&nbsp;11/24/41 | &nbsp;&nbsp;0.600%(A) | &nbsp;&nbsp;3 Month EURIBOR(2)(Q)/ 2.079% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(221103) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(221103) |
| EUR | 2243 | &nbsp;&nbsp;11/25/41 | &nbsp;&nbsp;0.629%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.475% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527117 |
| EUR | 2243 | &nbsp;&nbsp;11/25/41 | &nbsp;&nbsp;0.663%(A) | &nbsp;&nbsp;3 Month EURIBOR(2)(Q)/ 2.079% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(524263) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(524263) |
| EUR | 2165 | &nbsp;&nbsp;02/17/42 | &nbsp;&nbsp;0.536%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.475% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(845712) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(845712) |
| EUR | 1140 | &nbsp;&nbsp;03/22/42 | &nbsp;&nbsp;1.257%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.475% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206908 |
| EUR | 1140 | &nbsp;&nbsp;03/22/42 | &nbsp;&nbsp;1.310%(A) | &nbsp;&nbsp;3 Month EURIBOR(2)(Q)/ 2.079% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(204031) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(204031) |
| EUR | 960 | &nbsp;&nbsp;02/24/43 | &nbsp;&nbsp;2.910%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.475% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43503 |
| EUR | 960 | &nbsp;&nbsp;02/24/43 | &nbsp;&nbsp;2.960%(A) | &nbsp;&nbsp;3 Month EURIBOR(2)(Q)/ 2.079% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(422) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35142) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34720) |
| EUR | 200 | &nbsp;&nbsp;05/11/44 | &nbsp;&nbsp;1.150%(A) | &nbsp;&nbsp;1 Day EuroSTR(2)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45216) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64035) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18819) |
| EUR | 1050 | &nbsp;&nbsp;05/11/52 | &nbsp;&nbsp;1.200%(A) | &nbsp;&nbsp;1 Day EuroSTR(2)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(251439) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(410126) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(158687) |
| EUR | 1235 | &nbsp;&nbsp;11/28/54 | &nbsp;&nbsp;1.468%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.475% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(886) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91847 |
| GBP | 1780 | &nbsp;&nbsp;05/08/26 | &nbsp;&nbsp;1.000%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65128) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136104 |
| GBP | 5750 | &nbsp;&nbsp;05/08/26 | &nbsp;&nbsp;1.000%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(79656) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308931 |
| GBP | 1035 | &nbsp;&nbsp;05/08/27 | &nbsp;&nbsp;1.050%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39532) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(84688) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45156) |
| GBP | 2405 | &nbsp;&nbsp;05/08/28 | &nbsp;&nbsp;1.100%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(107164) |
| GBP | 400 | &nbsp;&nbsp;05/08/29 | &nbsp;&nbsp;1.100%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33800) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60918) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27118) |
| GBP | 815 | &nbsp;&nbsp;05/08/30 | &nbsp;&nbsp;3.950%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10651) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23646) |
| GBP | 735 | &nbsp;&nbsp;02/08/31 | &nbsp;&nbsp;3.900%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12729) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25531) |
| GBP | 2500 | &nbsp;&nbsp;05/08/31 | &nbsp;&nbsp;1.150%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(192636) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734987 |
| GBP | 595 | &nbsp;&nbsp;05/08/31 | &nbsp;&nbsp;1.150%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13710) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142789 |
| GBP | 2460 | &nbsp;&nbsp;05/08/33 | &nbsp;&nbsp;1.150%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(401121) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(700594) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(299473) |
| GBP | 895 | &nbsp;&nbsp;05/08/40 | &nbsp;&nbsp;3.950%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44789) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(83394) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38605) |
| GBP | 170 | &nbsp;&nbsp;05/08/41 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(88513) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(109425) |
| GBP | 650 | &nbsp;&nbsp;05/08/43 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60144 |
| GBP | 305 | &nbsp;&nbsp;05/08/44 | &nbsp;&nbsp;3.950%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29127 |
| GBP | 510 | &nbsp;&nbsp;05/08/45 | &nbsp;&nbsp;3.950%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36492 |
| GBP | 2095 | &nbsp;&nbsp;02/08/46 | &nbsp;&nbsp;3.950%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33067 |
| GBP | 965 | &nbsp;&nbsp;02/19/46 | &nbsp;&nbsp;4.423%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55652) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55627) |
| GBP | 650 | &nbsp;&nbsp;02/27/46 | &nbsp;&nbsp;5.000%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13009) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13647) |
| GBP | 3880 | &nbsp;&nbsp;05/08/46 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611102 | &nbsp;&nbsp;&nbsp;&nbsp;(2469380) | &nbsp;&nbsp;&nbsp;&nbsp;(3080482) |
| GBP | 305 | &nbsp;&nbsp;05/08/52 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179219 |

---

A50

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;**Value at<br> March 31,<br> 2026** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** |
| GBP | 165 | &nbsp;&nbsp;05/08/55 | &nbsp;&nbsp;3.900%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;$(11475) | &nbsp;&nbsp;&nbsp;&nbsp;$(31154) | &nbsp;&nbsp;&nbsp;&nbsp;$(19679) |
| GBP | 1070 | &nbsp;&nbsp;02/27/56 | &nbsp;&nbsp;4.700%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(690) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10665 |
| HUF | 100000 | &nbsp;&nbsp;08/10/31 | &nbsp;&nbsp;2.748%(A) | &nbsp;&nbsp;6 Month BUBOR(2)(S)/ 6.620% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55010) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55010) |
| ILS | 1415 | &nbsp;&nbsp;07/08/30 | &nbsp;&nbsp;3.950%(A) | &nbsp;&nbsp;1 Day SHIR(2)(A)/ 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(54) |
| JPY | 160000 | &nbsp;&nbsp;07/08/26 | &nbsp;&nbsp;(0.050)%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1137) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7068) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5931) |
| JPY | 150000 | &nbsp;&nbsp;07/08/27 | &nbsp;&nbsp;(0.050)%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3604 |
| JPY | 475000 | &nbsp;&nbsp;07/08/27 | &nbsp;&nbsp;0.500%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11104) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26557) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15453) |
| JPY | 189000 | &nbsp;&nbsp;04/11/28 | &nbsp;&nbsp;0.609%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17211 |
| JPY | 640000 | &nbsp;&nbsp;07/08/28 | &nbsp;&nbsp;(0.050)%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47314) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(149960) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(102646) |
| JPY | 131500 | &nbsp;&nbsp;07/31/28 | &nbsp;&nbsp;0.268%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23643) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23643) |
| JPY | 220000 | &nbsp;&nbsp;07/08/29 | &nbsp;&nbsp;0.650%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6798) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39754) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32956) |
| JPY | 85000 | &nbsp;&nbsp;07/08/30 | &nbsp;&nbsp;(0.050)%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11623 |
| JPY | 502500 | &nbsp;&nbsp;07/08/31 | &nbsp;&nbsp;0.000%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(294478) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(301014) |
| JPY | 80000 | &nbsp;&nbsp;07/08/31 | &nbsp;&nbsp;0.800%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21249 |
| JPY | 19935 | &nbsp;&nbsp;07/08/32 | &nbsp;&nbsp;0.050%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7626 |
| JPY | 215000 | &nbsp;&nbsp;07/08/32 | &nbsp;&nbsp;0.900%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17372) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73179) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55807) |
| JPY | 15000 | &nbsp;&nbsp;07/08/33 | &nbsp;&nbsp;0.100%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3553) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12085) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8532) |
| JPY | 55000 | &nbsp;&nbsp;07/08/34 | &nbsp;&nbsp;0.100%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24079) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(51854) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27775) |
| JPY | 100000 | &nbsp;&nbsp;07/08/34 | &nbsp;&nbsp;1.050%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44248) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(50218) |
| JPY | 273000 | &nbsp;&nbsp;07/08/35 | &nbsp;&nbsp;0.100%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(295927) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(301463) |
| JPY | 25000 | &nbsp;&nbsp;07/08/38 | &nbsp;&nbsp;0.200%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20090) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36415) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16325) |
| JPY | 60000 | &nbsp;&nbsp;07/08/40 | &nbsp;&nbsp;1.400%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11296) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46642) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35346) |
| JPY | 361000 | &nbsp;&nbsp;07/08/41 | &nbsp;&nbsp;0.250%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(671750) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(680601) |
| JPY | 15000 | &nbsp;&nbsp;07/08/43 | &nbsp;&nbsp;0.300%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16864) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31622) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14758) |
| JPY | 85000 | &nbsp;&nbsp;07/08/45 | &nbsp;&nbsp;1.600%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28733) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(90298) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61565) |
| JPY | 60000 | &nbsp;&nbsp;12/19/45 | &nbsp;&nbsp;2.481%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14999) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14999) |
| JPY | 430000 | &nbsp;&nbsp;02/24/46 | &nbsp;&nbsp;2.530%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(99494) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(99494) |
| JPY | 165000 | &nbsp;&nbsp;03/02/46 | &nbsp;&nbsp;2.569%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32230) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32230) |
| JPY | 55000 | &nbsp;&nbsp;04/08/46 | &nbsp;&nbsp;1.600%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(63777) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60794) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2983 |
| JPY | 75000 | &nbsp;&nbsp;07/08/46 | &nbsp;&nbsp;0.350%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(183828) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(192457) |
| JPY | 30000 | &nbsp;&nbsp;07/08/48 | &nbsp;&nbsp;0.450%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38884) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77298) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38414) |
| JPY | 30000 | &nbsp;&nbsp;07/08/49 | &nbsp;&nbsp;0.450%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42046) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(80557) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38511) |
| JPY | 90000 | &nbsp;&nbsp;07/08/49 | &nbsp;&nbsp;1.700%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(221) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113247 |
| JPY | 65000 | &nbsp;&nbsp;01/08/51 | &nbsp;&nbsp;1.700%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6246 |
| JPY | 330500 | &nbsp;&nbsp;07/08/51 | &nbsp;&nbsp;0.450%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(955041) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(990800) |
| JPY | 60000 | &nbsp;&nbsp;07/08/52 | &nbsp;&nbsp;0.450%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104891 |
| JPY | 25100 | &nbsp;&nbsp;07/31/53 | &nbsp;&nbsp;1.102%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56678 |
| JPY | 100000 | &nbsp;&nbsp;07/08/54 | &nbsp;&nbsp;1.750%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(148624) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(157211) |
| JPY | 35000 | &nbsp;&nbsp;07/08/55 | &nbsp;&nbsp;1.750%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32387) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53668) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21281) |
| JPY | 45000 | &nbsp;&nbsp;09/01/55 | &nbsp;&nbsp;2.485%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26802) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26802) |
| KRW | 120000 | &nbsp;&nbsp;04/19/28 | &nbsp;&nbsp;3.135%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.820% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(630) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(630) |
| KRW | 2410000 | &nbsp;&nbsp;08/13/31 | &nbsp;&nbsp;1.630%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.820% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(166987) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(166987) |
| KRW | 816265 | &nbsp;&nbsp;03/10/33 | &nbsp;&nbsp;3.150%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.820% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5867) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20589) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14722) |
| KRW | 125000 | &nbsp;&nbsp;11/24/33 | &nbsp;&nbsp;3.610%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.820% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(873) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(873) |
| KRW | 979000 | &nbsp;&nbsp;03/10/34 | &nbsp;&nbsp;3.150%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.820% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28057) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30731) |
| KRW | 1351000 | &nbsp;&nbsp;03/10/35 | &nbsp;&nbsp;3.200%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.820% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39172) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(83923) |
| KRW | 251000 | &nbsp;&nbsp;03/10/36 | &nbsp;&nbsp;3.200%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.820% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2171) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8068) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5897) |
| MXN | 5000 | &nbsp;&nbsp;08/02/28 | &nbsp;&nbsp;6.740%(M) | &nbsp;&nbsp;28 Day Mexican Interbank Rate(2)(M)/ 7.057% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7334) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7334) |
| MXN | 67555 | &nbsp;&nbsp;02/28/31 | &nbsp;&nbsp;7.348%(M) | &nbsp;&nbsp;28 Day Mexican Interbank Rate(2)(M)/ 7.057% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(122656) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(122656) |
| MXN | 14900 | &nbsp;&nbsp;02/25/33 | &nbsp;&nbsp;7.565%(M) | &nbsp;&nbsp;28 Day Mexican Interbank Rate(2)(M)/ 7.057% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33266) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33266) |
| MXN | 39710 | &nbsp;&nbsp;02/25/33 | &nbsp;&nbsp;7.566%(M) | &nbsp;&nbsp;28 Day Mexican Interbank Rate(2)(M)/ 7.057% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(88484) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(88484) |
| MXN | 2380 | &nbsp;&nbsp;05/09/34 | &nbsp;&nbsp;8.400%(M) | &nbsp;&nbsp;28 Day Mexican Interbank Rate(2)(M)/ 7.057% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1864) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1864) |
| MYR | 200 | &nbsp;&nbsp;04/15/35 | &nbsp;&nbsp;3.700%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.370% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1164) |
| MYR | 600 | &nbsp;&nbsp;02/20/36 | &nbsp;&nbsp;3.711%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.370% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(550) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(550) |
| NOK | 1975 | &nbsp;&nbsp;08/10/31 | &nbsp;&nbsp;1.460%(A) | &nbsp;&nbsp;6 Month NIBOR(2)(S)/ 4.660% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28991) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28991) |
| NZD | 695 | &nbsp;&nbsp;08/10/31 | &nbsp;&nbsp;1.876%(S) | &nbsp;&nbsp;3 Month BBR(2)(Q)/ 2.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42007) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42007) |
| NZD | 190 | &nbsp;&nbsp;05/08/35 | &nbsp;&nbsp;4.400%(S) | &nbsp;&nbsp;3 Month BBR(2)(Q)/ 2.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4153) |

---

A51

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;**Value at<br> March 31,<br> 2026** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** |
| NZD | 800 | &nbsp;&nbsp;07/31/35 | &nbsp;&nbsp;4.068%(S) | &nbsp;&nbsp;3 Month BBR(2)(Q)/ 2.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(7885) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(7885) |
| NZD | 5325 | &nbsp;&nbsp;02/23/36 | &nbsp;&nbsp;4.014%(S) | &nbsp;&nbsp;3 Month BBR(2)(Q)/ 2.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(79728) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(79728) |
| PLN | 1560 | &nbsp;&nbsp;08/10/31 | &nbsp;&nbsp;1.665%(A) | &nbsp;&nbsp;6 Month WIBOR(2)(S)/ 3.890% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(54822) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(54822) |
| SEK | 4000 | &nbsp;&nbsp;08/10/31 | &nbsp;&nbsp;0.530%(A) | &nbsp;&nbsp;3 Month STIBOR(2)(Q)/ 2.186% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48828) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48828) |
| SGD | 600 | &nbsp;&nbsp;07/29/31 | &nbsp;&nbsp;1.120%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 0.995% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1355) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21375) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20020) |
| SGD | 240 | &nbsp;&nbsp;09/10/35 | &nbsp;&nbsp;2.500%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 0.995% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5840) |
| SGD | 165 | &nbsp;&nbsp;09/15/35 | &nbsp;&nbsp;1.680%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 0.995% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6516) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6516) |
| SGD | 315 | &nbsp;&nbsp;09/17/35 | &nbsp;&nbsp;1.680%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 0.995% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12445) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12445) |
| SGD | 215 | &nbsp;&nbsp;09/25/35 | &nbsp;&nbsp;1.710%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 0.995% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8114) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8114) |
| THB | 60550 | &nbsp;&nbsp;08/18/26 | &nbsp;&nbsp;1.168%(Q) | &nbsp;&nbsp;1 Day THOR(1)(Q)/ 0.989% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1328) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1328) |
| THB | 22500 | &nbsp;&nbsp;08/17/31 | &nbsp;&nbsp;1.320%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 0.989% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15151) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15151) |
| THB | 9500 | &nbsp;&nbsp;04/18/34 | &nbsp;&nbsp;2.895%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 0.989% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20994 |
| THB | 8370 | &nbsp;&nbsp;04/22/34 | &nbsp;&nbsp;2.818%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 0.989% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16940 |
| THB | 5700 | &nbsp;&nbsp;12/16/34 | &nbsp;&nbsp;2.173%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 0.989% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2088 |
| THB | 17480 | &nbsp;&nbsp;09/10/35 | &nbsp;&nbsp;2.400%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 0.989% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20991) |
| 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;13076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13076 |
|  | 2010 | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;4.861%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15173 |
|  | 35000 | &nbsp;&nbsp;05/11/26 | &nbsp;&nbsp;4.750%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165438 |
|  | 66340 | &nbsp;&nbsp;05/17/26 | &nbsp;&nbsp;4.669%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(303787) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(303787) |
|  | 29490 | &nbsp;&nbsp;08/27/26 | &nbsp;&nbsp;3.809%(T) | &nbsp;&nbsp;1 Day SOFR(2)(T)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56783) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56783) |
|  | 8465 | &nbsp;&nbsp;09/25/26 | &nbsp;&nbsp;4.699%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67120) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(68686) |
|  | 3315 | &nbsp;&nbsp;09/25/26 | &nbsp;&nbsp;4.699%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26285) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26285) |
|  | 28140 | &nbsp;&nbsp;05/13/27 | &nbsp;&nbsp;4.497%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291142 |
|  | 3330 | &nbsp;&nbsp;08/15/28 | &nbsp;&nbsp;1.220%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238309 |
|  | 1730 | &nbsp;&nbsp;11/07/28 | &nbsp;&nbsp;4.223%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30063) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30063) |
|  | 17515 | &nbsp;&nbsp;05/13/29 | &nbsp;&nbsp;4.253%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18623) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(342144) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(323521) |
|  | 850 | &nbsp;&nbsp;05/17/29 | &nbsp;&nbsp;4.143%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14331) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14331) |
|  | 400 | &nbsp;&nbsp;02/22/32 | &nbsp;&nbsp;3.989%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7167) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7167) |
|  | 630 | &nbsp;&nbsp;03/28/32 | &nbsp;&nbsp;3.841%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6113) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6113) |
|  | 155 | &nbsp;&nbsp;08/01/35 | &nbsp;&nbsp;3.869%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(429) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(429) |
|  | 600 | &nbsp;&nbsp;11/10/35 | &nbsp;&nbsp;3.669%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8264 |
|  | 4416 | &nbsp;&nbsp;05/26/36 | &nbsp;&nbsp;3.672%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68916 |
|  | 17820 | &nbsp;&nbsp;12/20/44 | &nbsp;&nbsp;3.995%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(310605) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(310605) |
|  | 845 | &nbsp;&nbsp;05/11/45 | &nbsp;&nbsp;4.000%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34493) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16415) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18078 |
|  | 770 | &nbsp;&nbsp;05/11/49 | &nbsp;&nbsp;1.350%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(291062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(342429) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(51367) |
|  | 10980 | &nbsp;&nbsp;12/16/49 | &nbsp;&nbsp;3.805%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(75259) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(575931) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(500672) |
|  | 220 | &nbsp;&nbsp;04/30/54 | &nbsp;&nbsp;4.027%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 |
|  | 420 | &nbsp;&nbsp;05/10/54 | &nbsp;&nbsp;3.850%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2331) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20458) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18127) |
|  | 2590 | &nbsp;&nbsp;05/11/54 | &nbsp;&nbsp;1.350%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;1182250 | &nbsp;&nbsp;&nbsp;&nbsp;1268560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86310 |
|  | 710 | &nbsp;&nbsp;05/11/54 | &nbsp;&nbsp;1.350%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36486 |
|  | 3975 | &nbsp;&nbsp;12/14/54 | &nbsp;&nbsp;3.136%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123464 |
|  | 13760 | &nbsp;&nbsp;12/14/54 | &nbsp;&nbsp;3.136%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282853 |
|  | 400 | &nbsp;&nbsp;12/15/54 | &nbsp;&nbsp;3.638%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28144 |
|  | 9720 | &nbsp;&nbsp;12/16/54 | &nbsp;&nbsp;3.719%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585815 |
|  | 13585 | &nbsp;&nbsp;12/20/54 | &nbsp;&nbsp;3.825%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676972 |
|  | 1035 | &nbsp;&nbsp;05/11/55 | &nbsp;&nbsp;3.850%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3204 |
|  | 455 | &nbsp;&nbsp;05/10/74 | &nbsp;&nbsp;3.420%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44161 |
|  | 690 | &nbsp;&nbsp;05/11/74 | &nbsp;&nbsp;1.950%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31754 |
|  |  |  |  |  | &nbsp;&nbsp;$1942507 | &nbsp;&nbsp;$(3903074) | &nbsp;&nbsp;$(5845581) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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)/ 0.054% | &nbsp;&nbsp;&nbsp;$2955 | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$2955 | &nbsp;&nbsp;GSI |
| BRL | 3298 | &nbsp;&nbsp;01/02/31 | &nbsp;&nbsp;13.940%(T) | &nbsp;&nbsp;1 Day BROIS(2)(T)/ 0.054% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2560) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2560) | &nbsp;&nbsp;GSI |

---

A52

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;**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.):** |
| CNH | 1200 | &nbsp;&nbsp;07/31/30 | &nbsp;&nbsp;2.515%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;$7069 | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$7069 | &nbsp;&nbsp;MSI |
| CNH | 700 | &nbsp;&nbsp;11/24/30 | &nbsp;&nbsp;2.495%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4205 | &nbsp;&nbsp;MSI |
| MYR | 8100 | &nbsp;&nbsp;08/12/26 | &nbsp;&nbsp;2.605%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.370% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6906) | &nbsp;&nbsp;&nbsp;&nbsp;(15) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6891) | &nbsp;&nbsp;HSBC |
| MYR | 1505 | &nbsp;&nbsp;02/28/32 | &nbsp;&nbsp;3.625%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.370% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164 | &nbsp;&nbsp;JPM |
| MYR | 1500 | &nbsp;&nbsp;07/29/35 | &nbsp;&nbsp;3.330%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.370% | &nbsp;&nbsp;&nbsp;&nbsp;(12251) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) | &nbsp;&nbsp;&nbsp;&nbsp;(12250) | &nbsp;&nbsp;JPM |
|  |  |  |  |  | &nbsp;&nbsp;$(6324) | &nbsp;&nbsp;$(16) | &nbsp;&nbsp;$(6308) |  |

---

(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 March 31, 2026:** | **Total return swap agreements outstanding at March 31, 2026:** | **Total return swap agreements outstanding at March 31, 2026:** | **Total return swap agreements outstanding at March 31, 2026:** | **Total return swap agreements outstanding at March 31, 2026:** | **Total return swap agreements outstanding at March 31, 2026:** | **Total return swap agreements outstanding at March 31, 2026:** | **Total return swap agreements outstanding at March 31, 2026:** |
| **Reference Entity** | &nbsp;&nbsp;**Financing<br> Rate** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Long (Short)<br> Notional<br> Amount<br> (000)#(1)** | &nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)(2)** |
| **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** |
| Bloomberg Commodity Total Return Index(Q) | &nbsp;&nbsp;3 Month U.S. Treasury Bill +8bps(Q)/ 3.700% | &nbsp;&nbsp;ML | &nbsp;&nbsp;04/07/27 | &nbsp;&nbsp;11022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| U.S. Treasury Bond(T) | &nbsp;&nbsp;1 Day USOIS +26bps(T)/ 3.900% | &nbsp;&nbsp;JPM | &nbsp;&nbsp;05/04/26 | &nbsp;&nbsp;14400 | &nbsp;&nbsp;&nbsp;&nbsp;(595769) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(595769) |
|  |  |  |  |  | &nbsp;&nbsp;$(595769) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(595769) |

---

(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).*

A53

## 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:** 2026-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2890753378.95

**Total Liabilities:** $48643185.92

**Net Assets:** $2842110193.03

**Delayed Delivery Securities:** $855455.15

**Cash Not Reported:** $15610959.51

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 786.57595000 | **1-Year:** 24172.46362000 | **5-Year:** 129552.35218000 | **10-Year:** 43398.72978000 | **30-Year:** 9729.57143000

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

- **3-Month:** 372.15056000 | **1-Year:** 10467.49810000 | **5-Year:** 15046.53859000 | **10-Year:** 1094.13704000 | **30-Year:** 69.68753000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018402 | 1.06%                | 1.30%                | -3.42%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $12648365.63             | $19602733.67                               |
| Month 2  | $50047358.02             | $-21018900.23                              |
| Month 3  | $12537341.13             | $-114005525.16                             |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $17211.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                        | PHILIP 3.625 02/04/32                                                                                                                | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    100000 | PA      | $113273.30    | 0.00%             | 2032-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB9340                                                                                                                            | CUSIP: 3140QVLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1259611 | PA      | $1300838.39   | 0.05%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena S.p.A.                                                           | MONTE 3.5 04/23/29                                                                                                                   | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $584811.09    | 0.02%             | 2029-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 6.375 05/04/28 144A                                                                                                             | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    255000 | PA      | $262242.00    | 0.01%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Computershare Ltd.                                                                               | Computershare Ltd. NPV                                                                                                               | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |      8855 | NS      | $174642.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | Citigroup Inc. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF 6.25% NONCUMULATIVE PREFERRED STOCK, SERIES II | CUSIP: 172967242<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     11440 | NS      | $281996.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA                                                                           | YARNO 4.75 06/01/28 144A                                                                                                             | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    860000 | PA      | $860301.00    | 0.03%             | 2028-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | TRY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7394.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/MXN FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8594.32      | 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      | $-33263.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -2883000 | OU      | $-8945.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                               | NWL 6.625 05/15/32                                                                                                                   | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109930.37    | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CHF                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $4558.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                                      | Equinor ASA NOK2.50                                                                                                                  | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      1059 | NS      | $45118.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                                            | Kioxia Holdings Corp. NPV                                                                                                            | CUSIP: 000000000<br>LEI: 35380080RTKRARNH4R73 | Long             | EC               | CORP              | JP        |      2100 | NS      | $274260.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 4.625 11/13/32                                                                                                                 | CUSIP: 02079KBS5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $641355.34    | 0.02%             | 2032-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $113026.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | GPN 5.55 11/15/35                                                                                                                    | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96156.61     | 0.00%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | SGD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8166.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR10                                                                                 | BANK5 2024-5YR10 A3                                                                                                                  | CUSIP: 06604AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $866071.46    | 0.03%             | 2057-10-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                           | Standard Chartered PLC ORD USD0.50                                                                                                   | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     17730 | NS      | $369490.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp.                                                                                      | Inpex Corp. NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      6400 | NS      | $189308.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                              | CPGX 5.927 08/15/30 144A                                                                                                             | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20936.87     | 0.00%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -2883000 | OU      | $-27665.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                                     | URWFP V4.875 PERP                                                                                                                    | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $230758.52    | 0.01%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | CAD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1148.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                               | ABN AMRO Bank N.V. DR EACH REP SHS                                                                                                   | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |       810 | NS      | $25677.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                                           | QNTELE 6.25 08/15/33 144A                                                                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96382.05     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-26801.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | BRL CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -791000 | NC      | $-4726.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/41                                                                                                                         | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $101870.91    | 0.00%             | 2041-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Manitoba (Province of)                                                                           | MP 3.2 03/05/50                                                                                                                      | CUSIP: 563469US2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | MUN               | CA        |    625000 | PA      | $347524.98    | 0.01%             | 2050-03-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                                                            | JD Sports Fashion PLC ORD GBP0.0005                                                                                                  | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |    101838 | NS      | $96589.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                              | Synchrony Financial COM                                                                                                              | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     10000 | NS      | $680200.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC SECURITIES (USA) INC.                                                                       | JPY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4462.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corporation                                                                               | Kubota Corporation NPV                                                                                                               | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |     15400 | NS      | $246787.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                    | DISH 7.375 07/01/28                                                                                                                  | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $121236.47    | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2003-5                                                            | OOMLT 2003-5 A2                                                                                                                      | CUSIP: 68400XBS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13350 | PA      | $14079.15     | 0.00%             | 2033-08-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Griffon Corp                                                                                     | GFF 5.75 03/01/28                                                                                                                    | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    888000 | PA      | $883325.17    | 0.03%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                              | ETR V5.875 06/15/56 ..                                                                                                               | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21709.80     | 0.00%             | 2056-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                                                           | Trane Technologies PLC COM USD1                                                                                                      | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      1149 | NS      | $478834.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   2883000 | OU      | $14606.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.375 09/27/54                                                                                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15470.82     | 0.00%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/41                                                                                                                         | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10845000 | PA      | $5062799.89   | 0.18%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Smith(Ao)Corp                                                                                    | Smith(Ao)Corp COM                                                                                                                    | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      1100 | NS      | $72534.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                           | FABSJV 6.25 01/25/35                                                                                                                 | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    230000 | PA      | $240735.65    | 0.01%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | INR CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   1582000 | NC      | $40.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | AbbVie Inc. COM                                                                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     12248 | NS      | $2663817.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc.                                                                          | IDEXX Laboratories Inc. COM                                                                                                          | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       500 | NS      | $280945.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | TWD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-32555.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                                    | NFLX 4.625 05/15/29                                                                                                                  | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    100000 | PA      | $119445.54    | 0.00%             | 2029-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DnB Bank ASA                                                                                     | DnB Bank ASA NOK12.50                                                                                                                | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |      2093 | NS      | $65487.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS NET LLC                                                                           | DIAMOND SPORTS NET LLC                                                                                                               | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |    127128 | PA      | $20976.07     | 0.00%             | 2028-01-03      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co PLC                                                                        | ASSDLN 8 07/01/31 REGS                                                                                                               | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    833000 | PA      | $907460.72    | 0.03%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $290364.53    | 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      | $-99493.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp.                                                                               | Suzuki Motor Corp. NPV                                                                                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |      4300 | NS      | $52411.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd.                                                                    | Chugai Pharmaceutical Co Ltd. NPV                                                                                                    | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      3200 | NS      | $176475.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                                                                        | Safran SA EUR0.20                                                                                                                    | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      2291 | NS      | $749682.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Firstenergy Transmission Llc                                                                     | FE 2.866 09/15/28 144A                                                                                                               | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43274.83     | 0.00%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | USD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-952.49      | -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      | $-20456.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 12/31/32                                                                                                                     | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $344968.75    | 0.01%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF KENYA                                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $84104.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -796000 | NC      | $-10059.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                                                                   | Fortescue Ltd. NPV                                                                                                                   | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     22443 | NS      | $320701.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/CZK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2700.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                                                      | Ageas SA/NV NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |      2634 | NS      | $193896.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C5                                                   | WFCM 2025-5C5 A3                                                                                                                     | CUSIP: 95004MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1804938.10   | 0.06%             | 2058-07-17      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                                     | Chevron Corp. COM                                                                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9967 | NS      | $2062172.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier Inc.                                                                                  | BBDBCN 7.5 02/01/29 144A                                                                                                             | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $46669.50     | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                      | AUD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1606.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coherent Corp                                                                                    | Coherent Corp COM                                                                                                                    | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |       800 | NS      | $190568.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAMBLES LTD                                                                                     | Brambles Ltd. NPV                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     12308 | NS      | $193165.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 5.75 01/15/30 144A                                                                                                            | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $375711.61    | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  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      | $-891.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tenneco LLC                                                                                      | TENINC 8 11/17/28 144A                                                                                                               | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2096822.09   | 0.07%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                                              | Deutsche Telekom AG NPV(REGD)                                                                                                        | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     33908 | NS      | $1265557.33   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer PLC                                                                 | NDFT 2024-1A A                                                                                                                       | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |    500000 | PA      | $663792.02    | 0.02%             | 2032-03-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Swedbank AB (publ)                                                                               | Swedbank AB (publ) SER'A'NPV                                                                                                         | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      5432 | NS      | $185141.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XIX LTD                                                                             | SYMP 2018-19A A                                                                                                                      | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     61500 | PA      | $61452.45     | 0.00%             | 2031-04-16      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.5 06/15/47                                                                                                                     | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55014.83     | 0.00%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | BRL CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    799000 | NC      | $0.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | Amgen Inc. COM                                                                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      2200 | NS      | $774070.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Germany (Federal Republic Of)                                                                    | DBR 2.9 02/15/36                                                                                                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    220000 | PA      | $251794.61    | 0.01%             | 2036-02-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-RPL3                                                    | GSMBS 2025-RPL3 A1                                                                                                                   | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93917 | PA      | $91180.51     | 0.00%             | 2065-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                                      | CRGYFN 7.625 04/01/32 144A                                                                                                           | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1166180.04   | 0.04%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Bank 2017-Bnk6                                                                                   | BANK 2017-BNK6 A4                                                                                                                    | CUSIP: 060352AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101021 | PA      | $99905.41     | 0.00%             | 2060-07-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oak-Eagle AcquireCo Inc.                                                                         | EA 8.75 07/01/34 144A                                                                                                                | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    185000 | PA      | $193466.69    | 0.01%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | JPY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $474.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                                        | TD 3.666 09/08/31                                                                                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $591002.23    | 0.02%             | 2031-09-08      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ICG Euro Clo 2023-1 DAC                                                                          | ICGE 2023-1A AR                                                                                                                      | CUSIP: 000000000<br>LEI: 635400IDZDV7D9IJ8J46 | Long             | ABS-O            | CORP              | IE        |   3750000 | PA      | $4323574.10   | 0.15%             | 2038-10-19      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 02/15/45                                                                                                                      | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4705000 | PA      | $4623397.66   | 0.16%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                                           | ISPIM 6.625 06/20/33 144A                                                                                                            | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    270000 | PA      | $291890.84    | 0.01%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CME Group Inc.                                                                                   | CME Group Inc. COM                                                                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       837 | NS      | $247207.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc.                                                                             | Delta Air Lines Inc. COM NEW                                                                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      2500 | NS      | $166200.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                                                            | INR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $549.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORICA LTD                                                                                        | Orica Ltd. NPV                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     10218 | NS      | $143609.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 6 02/01/31 144A                                                                                                               | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135515.02    | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                                    | RIG 8.25 05/15/29 144A                                                                                                               | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    265000 | PA      | $273238.85    | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc.                                                                      | Mondelez International Inc. CL A                                                                                                     | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      7016 | NS      | $404402.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Price T Rowe Group Inc.                                                                          | Price T Rowe Group Inc. COM                                                                                                          | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      5800 | NS      | $522812.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Mdgh Gmtn (Rsc) Ltd                                                                              | MUBAUH 0.375 03/10/27 GMTN                                                                                                           | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    500000 | PA      | $561113.16    | 0.02%             | 2027-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V3.35 03/02/33 MTN                                                                                                               | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    295000 | PA      | $270650.83    | 0.01%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                                                              | PEER HOLDING III BV                                                                                                                  | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | N/A       |   3125000 | PA      | $3596066.07   | 0.13%             | 2031-06-26      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-60917.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF ITALY                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-38.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brazil Minas SPE                                                                                 | MINASG 5.333 02/15/28 REGS                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |   1344400 | PA      | $1346927.47   | 0.05%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd                                                                                | Elbit Systems Ltd ILS1                                                                                                               | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |       200 | NS      | $168622.36    | 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      | $90604.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                                        | MGM 6.5 04/15/32                                                                                                                     | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1033320.39   | 0.04%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Ball Corporation                                                                                 | Ball Corporation COM                                                                                                                 | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      1200 | NS      | $70932.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                                                                     | UAL 5.375 03/01/31                                                                                                                   | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    560000 | PA      | $548451.34    | 0.02%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Deere & Company                                                                                  | Deere & Company COM                                                                                                                  | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1594 | NS      | $897900.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 4910 MI                                                                                                                          | CUSIP: 3137FNH29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     66788 | PA      | $13477.95     | 0.00%             | 2049-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                           | Sempra COM                                                                                                                           | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      7100 | NS      | $689907.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $426934.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                                 | PCG V6.85 09/15/56                                                                                                                   | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    109000 | PA      | $107353.85    | 0.00%             | 2056-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V5.546 03/04/30                                                                                                                 | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $215117.51    | 0.01%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | MXN CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    774000 | NC      | $1.34         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | USD/JPY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9495.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LY Corporation                                                                                   | LY Corporation NPV                                                                                                                   | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |     76400 | NS      | $184210.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 10-Year T-Note Futures, Jun-2026,ETH                                                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -50 | NC      | $103636.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Porsche Automobil Holding SE                                                                     | Porsche Automobil Holding SE NON VTG PRF NPV                                                                                         | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |       944 | NS      | $34566.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1268.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Materials Company                                                                         | Vulcan Materials Company COM                                                                                                         | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      1200 | NS      | $326760.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | CDS ALPHABET INC                                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $5926.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                                      | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $178925.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP V5.786 01/13/33 144A                                                                                                             | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $206623.00    | 0.01%             | 2033-01-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP                                                                                   | UNIT 8.625 06/15/32 Feb                                                                                                              | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $203412.99    | 0.01%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                                                       | CVNA 9 06/01/30 144A                                                                                                                 | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    950000 | PA      | $989155.25    | 0.03%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                                       | Intuit Inc COM                                                                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      2874 | NS      | $1242660.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CoreWeave Inc.                                                                                   | CRWV 9.25 06/01/30 144A                                                                                                              | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    390000 | PA      | $379307.12    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Austria (Republic of)                                                                            | AUST 5.375 12/01/34 30y                                                                                                              | CUSIP: 052591AS3<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    115000 | PA      | $90092.84     | 0.00%             | 2034-12-01      | 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      | $-303787.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF SLOVAKIA                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $1056.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FHMS K741 X1                                                                                                                         | CUSIP: 3137FF3Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    199622 | PA      | $1600.49      | 0.00%             | 2027-12-25      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | GBP/CAD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $314.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd.                                                                | Oversea-Chinese Banking Corp Ltd. NPV                                                                                                | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     30900 | NS      | $529247.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CAD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $619.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 4.35 11/01/33 10Y                                                                                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    336000 | PA      | $406941.32    | 0.01%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                                                    | Assa Abloy AB SER'B'NPV                                                                                                              | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |      3191 | NS      | $115347.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | THC 4.625 06/15/28                                                                                                                   | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    425000 | PA      | $421405.87    | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                      | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-65.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | American Tower Corporation COM                                                                                                       | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      4794 | NS      | $827348.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jordan (Kingdom Of)                                                                              | JORDAN 5.75 11/12/32 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    300000 | PA      | $288561.00    | 0.01%             | 2032-11-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | AUD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3793.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotus Bakeries                                                                                   | Lotus Bakeries NPV                                                                                                                   | CUSIP: 000000000<br>LEI: 5493004C0K34IFI67I03 | Long             | EC               | CORP              | BE        |         3 | NS      | $33872.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CSWAP JPY VS USD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8732.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                              | FITB V4.566 04/29/32                                                                                                                 | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137389.00    | 0.00%             | 2032-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                                  | Solventum Corp. COM SHS                                                                                                              | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |      1100 | NS      | $71830.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                                                                           | Ingredion Incorporated COM                                                                                                           | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      1700 | NS      | $191522.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Nationale SNCF SA                                                                        | SNCF 3.125 05/25/34 EMTn                                                                                                             | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $110527.75    | 0.00%             | 2034-05-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment Inc                                                                           | PENN 6.75 04/01/31 144A                                                                                                              | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $145732.62    | 0.01%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | HKD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1666.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Investment Portfolios 2                                                               | Prudential Investment Portfolios 2 PGIM CRE ULT SHR                                                                                  | CUSIP: 74440E201<br>LEI: 54930073VH97GP26HU49 | Long             | EC               | RF                | US        | 225987499 | NS      | $225987498.76 | 7.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.073 01/30/37                                                                                                                   | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    152000 | PA      | $148873.73    | 0.01%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Olympus Corp.                                                                                    | Olympus Corp. NPV                                                                                                                    | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |      3000 | NS      | $28581.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corp.                                                         | Pan Pacific International Holdings Corp. NPV                                                                                         | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |     12700 | NS      | $77473.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 5 01/30/28 144A                                                                                                                | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $101356.80    | 0.00%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-31153.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | Euro FX Futures, Jun-2026,ETH                                                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |      -333 | NC      | $643738.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF FRANCE                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-479.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                                              | STOAU 6.875 09/19/33 144A                                                                                                            | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     75000 | PA      | $81361.82     | 0.00%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                                          | Eni SpA NPV                                                                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     17838 | NS      | $507201.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.375 11/30/27                                                                                                                     | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    675000 | PA      | $670069.34    | 0.02%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Telia Company AB                                                                                 | Telia Company AB NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |     40658 | NS      | $208302.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                                      | RESFER 1.5 05/29/37 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $88705.71     | 0.00%             | 2037-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/44                                                                                                                         | CUSIP: 912834NP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2135000 | PA      | $846870.50    | 0.03%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB1371                                                                                                                            | CUSIP: 3140QLQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175963 | PA      | $150682.82    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                             | Booking Holdings Inc COM                                                                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       332 | NS      | $1397826.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PARALLEL 2020-1 LTD                                                                              | PARL 2020-1A A2R                                                                                                                     | CUSIP: 69917AAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    806000 | PA      | $803278.30    | 0.03%             | 2034-07-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corporation                                                                     | General Dynamics Corporation COM                                                                                                     | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      3419 | NS      | $1173469.18   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl PLC                                                                                        | Bunzl PLC ORD GBP0.32142857                                                                                                          | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |      1261 | NS      | $37962.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.55 02/04/46                                                                                                                   | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     98000 | PA      | $91495.77     | 0.00%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $162797.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB (publ)                                                                         | Industrivarden AB (publ) SER'A'NPV                                                                                                   | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |       724 | NS      | $36059.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XXIII LTD                                                                 | ATCLO 2024-23A B                                                                                                                     | CUSIP: 04942HAE5<br>LEI: 213800M7WM9TKCR3TF76 | Long             | ABS-CBDO         | CORP              | JE        |  10000000 | PA      | $10015001.00  | 0.35%             | 2037-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                                           | General Motors Company COM                                                                                                           | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     12700 | NS      | $946150.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V4.503 09/11/31                                                                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     94000 | PA      | $92876.27     | 0.00%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/TRY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $20214.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V4.398 09/23/31 144A                                                                                                             | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $196268.18    | 0.01%             | 2031-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                | Intel Corporation COM                                                                                                                | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      7400 | NS      | $326562.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TERNA - Rete Elettrica Nazionale S.p.A.                                                          | TERNA - Rete Elettrica Nazionale S.p.A. ORD EUR0.22                                                                                  | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |     14659 | NS      | $167661.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                                             | NOVHOL 8.75 04/15/30 144A                                                                                                            | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    945000 | PA      | $883977.75    | 0.03%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                                 | American Electric Power Co, Inc. COM                                                                                                 | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      8300 | NS      | $1087964.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Raymond James Financial Inc.                                                                     | Raymond James Financial Inc. COM                                                                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      1500 | NS      | $217185.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | JPY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $124.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | MXN/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4925.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                               | Banco Bilbao Vizcaya Argentaria SA EUR0.49                                                                                           | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     31242 | NS      | $674813.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                        | O 5 10/15/29                                                                                                                         | CUSIP: 756109CR3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    500000 | PA      | $655883.51    | 0.02%             | 2029-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                                           | MPW 8.5 02/15/32 144a                                                                                                                | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50753.94     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                                        | MEXCAT 5.5 07/31/47 REGS                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $166180.00    | 0.01%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tokyo Gas Co Ltd                                                                                 | Tokyo Gas Co Ltd NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |      1000 | NS      | $47096.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | IRS KRW                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-872.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co                                                                                       | CVNA 9 06/01/31 144A                                                                                                                 | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    572450 | PA      | $619203.85    | 0.02%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS AUD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-36434.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V2.943 01/21/33                                                                                                                   | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    220000 | PA      | $197735.52    | 0.01%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $661158.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                                       | Fidelity National Information Services Inc COM                                                                                       | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     17100 | NS      | $802161.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bpifrance SA                                                                                     | BPIFRA 3.375 05/25/34 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $450510.98    | 0.02%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                                  | SANUK V4.858 09/11/30                                                                                                                | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $415279.13    | 0.01%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS TWD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $13076.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEREGA SA                                                                                        | TEREGA 0.875 09/17/30                                                                                                                | CUSIP: 000000000<br>LEI: 969500Y0L922VYT3UI51 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $604317.68    | 0.02%             | 2030-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Agence Francaise De Developpement                                                                | AGFRNC 0.25 06/29/29 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $420631.75    | 0.01%             | 2029-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bahrain (Kingdom of)                                                                             | BHRAIN 5.625 05/18/34 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    220000 | PA      | $193820.00    | 0.01%             | 2034-05-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | CAD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4018.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                         | EIB 0 05/28/37 144A                                                                                                                  | CUSIP: 29878TBG8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |    400000 | PA      | $178848.39    | 0.01%             | 2037-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                               | FFHCN 3.375 03/03/31                                                                                                                 | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $417801.92    | 0.01%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cognex Corp                                                                                      | Cognex Corp COM                                                                                                                      | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      1500 | NS      | $73485.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation                                                                 | Edwards Lifesciences Corporation COM                                                                                                 | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      6169 | NS      | $494013.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                                                                       | Nasdaq Inc COM                                                                                                                       | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       800 | NS      | $67912.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 1.75 07/13/30 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1100000 | PA      | $1119612.95   | 0.04%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                            | TRGP 5.55 08/15/35                                                                                                                   | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403472.26    | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| IHI Corp.                                                                                        | IHI Corp. NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |      1900 | NS      | $39202.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 3.5 09/19/29                                                                                                                     | CUSIP: 91087BBM1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    260000 | PA      | $294811.10    | 0.01%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CAD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-57626.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                                                     | Cummins Inc. COM                                                                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1500 | NS      | $807030.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                                                      | Phillips 66 COM                                                                                                                      | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      3600 | NS      | $655848.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                                      | TRACTC 5.875 03/01/31 144A                                                                                                           | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1397267.87   | 0.05%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V5.423 01/25/41                                                                                                                  | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53974.33     | 0.00%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corp.                                                                                   | Sumitomo Corp. NPV                                                                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      5300 | NS      | $198321.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SCENTRE GROUP LTD                                                                                | Scentre Group Ltd. NPV STAPLED UNIT                                                                                                  | CUSIP: 000000000<br>LEI: 529900TUCASM3W86E831 | Long             | EC               | CORP              | AU        |     89893 | NS      | $207412.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc.                                                                      | Advanced Micro Devices Inc. COM                                                                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      4600 | NS      | $935778.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V5.867 06/08/34 MTN                                                                                                              | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57244.87     | 0.00%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: —       |
| Eiffage SA                                                                                       | Eiffage SA EUR4                                                                                                                      | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |       925 | NS      | $141865.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                                    | NI V6.95 11/30/54                                                                                                                    | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61595.39     | 0.00%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | ITALY 5.375 06/15/33 30Y                                                                                                             | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    830000 | PA      | $870620.70    | 0.03%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CAD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $15031.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS KRW PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |  -2744000 | NC      | $-80355.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                                  | DANBNK V4.75 06/21/30 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    100000 | PA      | $119757.62    | 0.00%             | 2030-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                                   | Quest Diagnostics Incorporated COM                                                                                                   | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       545 | NS      | $106809.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY V6.5 05/24/86                                                                                                                     | CUSIP: 780082BA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $389016.44    | 0.01%             | 2086-05-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $15175.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $21376.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                                   | Applovin Corp. COM CL A                                                                                                              | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       500 | NS      | $199000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential World Fund, Inc.                                                                      | PGIM Jennison International Opportunities Fund                                                                                       | CUSIP: 743969586<br>LEI: 5493003FFF3WYM74WH03 | Long             | EC               | RF                | US        |    533602 | NS      | $16909854.03  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| LASERTEC CORP                                                                                    | Lasertec Corp. NPV                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $44514.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-267463.58   | -0.01%            |  |  |  | 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      | $-4189.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BXMT 2025-FL5 LTD                                                                                | BXMT 2025-FL5 A                                                                                                                      | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $199826.52    | 0.01%             | 2042-10-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Vestas Wind Systems AS                                                                           | Vestas Wind Systems AS DKK0.20                                                                                                       | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |      5565 | NS      | $167901.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                                                                         | Panasonic Holdings Corp. NPV                                                                                                         | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     18800 | NS      | $315301.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF KAZAKHSTAN                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $2036.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastec, Inc.                                                                                     | Mastec, Inc. COM                                                                                                                     | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       500 | NS      | $160870.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION 2025-4                                                   | BLAST 2025-4 C                                                                                                                       | CUSIP: 10807UAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49883.63     | 0.00%             | 2031-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                     | BACR V7.09 11/06/29                                                                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $137588.22    | 0.00%             | 2029-11-06      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | USD/TRY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $590.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd.                                                                           | Daiichi Sankyo Co Ltd. NPV                                                                                                           | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |      6300 | NS      | $112711.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AECOM                                                                                            | AECOM COM                                                                                                                            | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      3600 | NS      | $305352.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties LP                                                                               | VICI 4.95 02/15/30                                                                                                                   | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    385000 | PA      | $384132.51    | 0.01%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Tetra Tech Inc                                                                                   | Tetra Tech Inc COM                                                                                                                   | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      7500 | NS      | $225900.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Estonia (Republic of)                                                                            | ESTONI 4 10/12/32 10Y                                                                                                                | CUSIP: 000000000<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |    140000 | PA      | $168269.11    | 0.01%             | 2032-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SAGB 8 01/31/30 2030                                                                                                                 | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  11235000 | PA      | $656631.26    | 0.02%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                                            | Western Digital Corp. COM                                                                                                            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      4133 | NS      | $1117935.17   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                                                              | Abbott Laboratories COM                                                                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      8678 | NS      | $890970.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc.                                                                   | Lincoln Electric Holdings Inc. COM                                                                                                   | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      1800 | NS      | $448344.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.75 05/15/28                                                                                                                      | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8945000 | PA      | $8932421.09   | 0.31%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                      | AUD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2436.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                                             | SABSM V4.25 09/13/30 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $117260.98    | 0.00%             | 2030-09-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 08/15/55                                                                                                                      | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    329400 | PA      | $320907.66    | 0.01%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 3.35 03/01/35 16Y                                                                                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    135000 | PA      | $151438.45    | 0.01%             | 2035-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                                                                  | Sandoz Group AG CHF0.05                                                                                                              | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |      3227 | NS      | $252838.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.625 10/31/30                                                                                                                     | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6460000 | PA      | $6376726.56   | 0.22%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp.                                                                  | Mitsubishi Chemical Group Corp. NPV                                                                                                  | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |     64900 | NS      | $379413.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                        | PHILIP 0.7 02/03/29                                                                                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1040000 | PA      | $1115101.20   | 0.04%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | Lowes Companies, Inc. COM                                                                                                            | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      7040 | NS      | $1663411.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| PG&E Corporation                                                                                 | PCG V7.375 03/15/55                                                                                                                  | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56315.08     | 0.00%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Shionogi & Co Ltd.                                                                               | Shionogi & Co Ltd. NPV                                                                                                               | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |      8100 | NS      | $179179.64    | 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      | $-105887.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 10-Year T-Note Futures, Jun-2026,ETH                                                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       701 | NC      | $-1130625.96  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                                               | ET V7.125 PERP G                                                                                                                     | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    795000 | PA      | $806440.64    | 0.03%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Asurion LLC / Asurion Co-Issuer Inc.                                                             | ASUCOR 8.375 02/01/34 144A                                                                                                           | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    480000 | PA      | $467532.24    | 0.02%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Clo 2026-1 DAC                                                            | PLMER 2026-1A A                                                                                                                      | CUSIP: 000000000<br>LEI: 2549002V0JZ1DJI63P65 | Long             | ABS-O            | CORP              | IE        |    250000 | PA      | $287898.25    | 0.01%             | 2039-04-15      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-84687.82    | -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      | $-410125.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                                     | Unilever PLC ORD GBP0.035                                                                                                            | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      9282 | NS      | $509576.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COMUNE DI MILANO                                                                                 | COMILA 4.019 06/29/35                                                                                                                | CUSIP: 000000000<br>LEI: 8156001967BDA37A6B23 | Long             | DBT              | NUSS              | IT        |    350000 | PA      | $399195.74    | 0.01%             | 2035-06-29      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C34                                                                   | BBCMS 2025-5C34 A3                                                                                                                   | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    790000 | PA      | $816222.00    | 0.03%             | 2058-05-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKEY 7.125 02/12/32 7Y                                                                                                             | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    275000 | PA      | $275412.50    | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | JPY/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1110.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V2.545 11/08/32                                                                                                                  | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    430000 | PA      | $382447.55    | 0.01%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF SOUTH AFRICA                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $93.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mattamy Group Corp                                                                               | MATHOM 4.625 03/01/30 144A                                                                                                           | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |   1740000 | PA      | $1650825.00   | 0.06%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| The Procter & Gamble Co.                                                                         | The Procter & Gamble Co. COM                                                                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      6989 | NS      | $1009491.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| BENCHMARK 2025-V16 MORTGAGE TRUST                                                                | BMARK 2025-V16 A3                                                                                                                    | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $461919.38    | 0.02%             | 2058-08-16      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/SEK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $531.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS KRW                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-20589.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                                    | Koninklijke Ahold Delhaize NV EUR0.01                                                                                                | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     11089 | NS      | $516405.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Matsukiyococokara & Co.                                                                          | Matsukiyococokara & Co. NPV                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9800 | NS      | $155979.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIF - Alta Velocidad                                                                            | ADIFAL 3.25 05/31/29 EMTn                                                                                                            | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |    400000 | PA      | $463937.11    | 0.02%             | 2029-05-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 3.25 02/15/27 144A                                                                                                              | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     50000 | PA      | $49425.00     | 0.00%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cvc Cordatus Loan Fund XV Designated Activity Company                                            | CVC Cordatus Loan Fund XV DAC                                                                                                        | CUSIP: 000000000<br>LEI: 549300HHKDR21JP15S93 | Long             | ABS-O            | CORP              | IE        |   4153383 | PA      | $4798267.99   | 0.17%             | 2032-08-26      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | TWD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10845.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | INR CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  -1582000 | NC      | $-10200.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 3.5 09/01/30                                                                                                                     | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284867.78    | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hammerson Ireland Finance Designated Activity Company                                            | HMSOLN 1.75 06/03/27                                                                                                                 | CUSIP: 000000000<br>LEI: 63540093EUHUMTGSHN61 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $450342.28    | 0.02%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                     | CFG V5.253 03/05/31                                                                                                                  | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    900000 | PA      | $910459.10    | 0.03%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                                              | EssilorLuxottica SA EUR0.18                                                                                                          | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       366 | NS      | $85287.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                              | EXE 5.875 02/01/29 144A                                                                                                              | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    575000 | PA      | $575059.78    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 6.75 02/25/41 144A                                                                                                            | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $175000.00    | 0.01%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp                                                                       | KHFC 3.124 03/18/29                                                                                                                  | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $576988.76    | 0.02%             | 2029-03-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS NZD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-7884.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                             | PANAMA 5.662 02/23/38                                                                                                                | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $191872.66    | 0.01%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERU 1.25 03/11/33                                                                                                                   | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1100000 | PA      | $1052112.46   | 0.04%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLGB 5 10/25/35 1035                                                                                                                | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   3739000 | PA      | $943135.10    | 0.03%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                              | CPGX 6.036 11/15/33 144A                                                                                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $226646.72    | 0.01%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Travelers Companies, Inc.                                                                        | Travelers Companies, Inc. COM                                                                                                        | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       404 | NS      | $117838.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc.                                                                                      | PHIN 6.75 04/15/29 144A                                                                                                              | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    315000 | PA      | $321535.97    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 4.75 03/01/30 144A                                                                                                              | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    476000 | PA      | $451476.86    | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SEK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2705.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grifols S.A.                                                                                     | Grifols S.A. EUR0.25 (CLASS A) POST SUBD                                                                                             | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |      3264 | NS      | $34148.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                                  | Ross Stores Inc COM                                                                                                                  | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      4000 | NS      | $866520.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                                                       | Chipotle Mexican Grill Inc COM                                                                                                       | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |     23069 | NS      | $738438.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMARAN CAVU 2025-2 LTD                                                                         | CAVU 2025-2A A                                                                                                                       | CUSIP: 89625FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6753318.98   | 0.24%             | 2038-03-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                                            | Colgate-Palmolive Co. COM                                                                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      8700 | NS      | $741501.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Intuitive Surgical Inc.                                                                          | Intuitive Surgical Inc. COM NEW                                                                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1100 | NS      | $507089.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | FWD TREASURY BOND                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  25820000 | NC      | $-377615.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-8125.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1                                             | BLAST 2026-1 C                                                                                                                       | CUSIP: 107927AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114000 | PA      | $113044.67    | 0.00%             | 2031-11-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | EUR/AUD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4737.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.96 01/23/37                                                                                                                   | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77936.85     | 0.00%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9301.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                            | JGB 3.2 09/20/55 88                                                                                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  25000000 | PA      | $144586.94    | 0.01%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets (SOGRPR)                                                              | SOGRPR 0 11/25/30 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $399101.92    | 0.01%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Monument CLO 1 Designated Activity Co.                                                           | MNMNT 1A A                                                                                                                           | CUSIP: 000000000<br>LEI: 254900PSVC5Y0GWN0R36 | Long             | ABS-O            | CORP              | IE        |  12000000 | PA      | $13902982.22  | 0.49%             | 2037-05-15      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                                                              | Imperial Brands PLC GBP0.10                                                                                                          | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     16462 | NS      | $667498.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                                     | Unilever PLC ORD GBP0.035                                                                                                            | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      5573 | NS      | $314649.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | INR CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |  -1227000 | NC      | $-250.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 5.75 03/31/34 144A                                                                                                               | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102764.70    | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings PLC                                                                  | Seagate Technology Holdings PLC ORD SHS                                                                                              | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |       449 | NS      | $175900.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | MXN CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    770000 | NC      | $1.34         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V4.542 09/19/30                                                                                                                    | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    588000 | PA      | $585976.29    | 0.02%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHMS K736 X1                                                                                                                         | CUSIP: 3137FNWZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     76466 | PA      | $104.01       | 0.00%             | 2026-07-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V4.918 07/20/33                                                                                                                  | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60148.08     | 0.00%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                                           | CMS Energy Corporation COM                                                                                                           | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      2052 | NS      | $159194.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.5 02/15/33                                                                                                                       | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    180000 | PA      | $173221.88    | 0.01%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                                                          | DBS Group Holdings Ltd. NPV                                                                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      3630 | NS      | $161535.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS STATE OF QATAR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $721.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                           | GFLCN 6.75 01/15/31 144A                                                                                                             | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $103505.00    | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 3.375 02/15/31 144A                                                                                                           | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $117445.29    | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                                     | Barclays PLC ORD GBP0.25                                                                                                             | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    233158 | NS      | $1220228.65   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 5.3 03/01/48                                                                                                                     | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33801.07     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | Morgan Stanley COM NEW                                                                                                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     14612 | NS      | $2404696.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dimensional ETF Trust                                                                            | Dimensional ETF Trust CORE FIXED INCOME ETF                                                                                          | CUSIP: 25434V872<br>LEI: 549300TQ0DPO13B72F34 | Long             | EC               | RF                | US        |    563248 | NS      | $23780330.56  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 5 05/15/45                                                                                                                         | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5265000 | PA      | $5334103.13   | 0.19%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS PETROLEOS MEXICANOS                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-89.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2014-2                                                          | OMFIT 2020-2A A                                                                                                                      | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179366 | PA      | $176910.15    | 0.01%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -822000 | NC      | $-17046.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                                                                | InterContinental Hotels Group PLC ORD GBP0.208521303                                                                                 | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |       209 | NS      | $27561.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMC Corp.                                                                                        | SMC Corp. NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |       600 | NS      | $235978.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                                                                             | Endeavour Mining PLC ORD USD0.01                                                                                                     | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |      1188 | NS      | $71576.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $-39135.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                                            | HTHROW 1.875 03/14/34 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | ABS-O            | CORP              | JE        |    100000 | PA      | $96992.00     | 0.00%             | 2034-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                                    | DBR 2.6 08/15/35                                                                                                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1325000 | PA      | $1483048.07   | 0.05%             | 2035-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CSTL COMMERCIAL MORTGAGE TRUST 2024-GATE                                                         | CSTL 2024-GATE A                                                                                                                     | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $648275.42    | 0.02%             | 2041-11-13      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                                 | UCGIM V4.8 01/17/29 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $118429.55    | 0.00%             | 2029-01-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $222399.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo S.p.A.                                                                                  | Leonardo S.p.A. NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |      3993 | NS      | $271601.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirates Telecommunications Group Company PJSC                                                   | ETISLT 0.875 05/17/33 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 529900XDPQPWEQ9BGB80 | Long             | DBT              | CORP              | AE        |    300000 | PA      | $282362.60    | 0.01%             | 2033-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/THB FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $318445.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co Ltd.                                                                             | Yamaha Motor Co Ltd. NPV                                                                                                             | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |      5100 | NS      | $36844.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $31526.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                               | SPGB 1 10/31/50                                                                                                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1800000 | PA      | $1099524.94   | 0.04%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                                     | Norfolk Southern Corporation COM                                                                                                     | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        81 | NS      | $23247.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                                                                                 | McDonald's Corp. COM                                                                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      4687 | NS      | $1456672.73   | 0.05%             |  |  |  | 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        | -28710000 | OU      | $-41998.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                                              | Stryker Corporation COM                                                                                                              | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1430 | NS      | $469883.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Landsvirkjun - The National Power Company of Iceland                                             | LANDSV F 07/24/26 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: 213800Z3CFZOLXPJWN61 | Long             | DBT              | NUSS              | IS        |    400000 | PA      | $459727.78    | 0.02%             | 2026-07-24      | Floating      | 2.12%                 | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp.                                                                            | Deckers Outdoor Corp. COM                                                                                                            | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      1300 | NS      | $130117.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                                                                    | Volkswagen AG NON VTG PRF NPV                                                                                                        | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |      1178 | NS      | $120500.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS KRW                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-28057.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris SA                                                                                       | Tenaris SA USD1                                                                                                                      | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      9315 | NS      | $272299.00    | 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      | $8263.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                                                        | Partners Group Holding AG CHF0.01 (REGD)                                                                                             | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |       185 | NS      | $199400.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 2.625 02/15/29                                                                                                                  | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    370000 | PA      | $351759.24    | 0.01%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | EUR/CAD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10059.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                                 | TTEFP V1.625 PERP NC7                                                                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $667968.03    | 0.02%             | N/A             | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                                      | AKERBP 3.1 07/15/31 144A                                                                                                             | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    455000 | PA      | $414957.09    | 0.01%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities Inc Asset Backed Pass-Through Certificates Series 2005-R7         | AMSI 2004-R1 A2                                                                                                                      | CUSIP: 03072SNR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4656 | PA      | $4712.57      | 0.00%             | 2034-02-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                          | HYNMTR 4.55 09/26/29 144A                                                                                                            | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184103.38    | 0.01%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | TRY CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |  -1234000 | NC      | $-5465.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Caisse des Depots et Consignations                                                               | CDCEPS 3.0625 10/09/30 EMTN                                                                                                          | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $113651.07    | 0.00%             | 2030-10-09      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | Alphabet Inc. CAP STK CL C                                                                                                           | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     20178 | NS      | $5788261.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-18267.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                            | Freeport-McMoRan Inc. CL B                                                                                                           | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     13900 | NS      | $817042.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.                                                             | Cognizant Technology Solutions Corp. CL A                                                                                            | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     13600 | NS      | $834360.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION 2025-4                                                   | BLAST 2025-4 D                                                                                                                       | CUSIP: 10807UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50085.34     | 0.00%             | 2031-08-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V5.449 06/11/35                                                                                                                    | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10137.56     | 0.00%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4978                                                                                                                            | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    668032 | PA      | $662013.14    | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER 3 10/29/28                                                                                                                       | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    280000 | PA      | $269563.56    | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                               | Iron Mountain Inc. COM                                                                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       700 | NS      | $71498.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.692 10/23/30                                                                                                                   | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    465000 | PA      | $465358.08    | 0.02%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Voya Euro Clo III Designated Activity Company                                                    | VOYE 3A AR                                                                                                                           | CUSIP: 000000000<br>LEI: 635400K38PBPFZARQW28 | Long             | ABS-O            | CORP              | IE        |   6750000 | PA      | $7806348.81   | 0.27%             | 2038-03-16      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                                     | Unibail-Rodamco-Westfield SE NPV (1 ORD UNIBAIL-R & 1CLASS A WFD)                                                                    | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | EC               | CORP              | FR        |      1265 | NS      | $139561.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Helvetia Europe SA                                                                               | HBANSW V2.75 09/30/41                                                                                                                | CUSIP: 000000000<br>LEI: 549300KW3XYA7W477U50 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $428912.82    | 0.02%             | 2041-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co Ltd.                                                                    | Sumitomo Metal Mining Co Ltd. NPV                                                                                                    | CUSIP: 000000000<br>LEI: 353800CF81IXL9974H84 | Long             | EC               | CORP              | JP        |       900 | NS      | $52382.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR1 TRUST                                                             | PROG 2025-SFR6 A                                                                                                                     | CUSIP: 74334EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    162177 | PA      | $156507.49    | 0.01%             | 2042-12-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ManpowerGroup Inc.                                                                               | ManpowerGroup Inc. COM                                                                                                               | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      5100 | NS      | $150246.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-23642.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nova Ltd                                                                                         | Nova Ltd ILS0.01                                                                                                                     | CUSIP: 000000000<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               | CORP              | IL        |       202 | NS      | $89204.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA4                                                          | STACR 2021-HQA4 M2                                                                                                                   | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $201376.00    | 0.01%             | 2041-12-26      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3225.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MFA 2025-NQM1 TR                                                                                 | MFRA 2025-NQM5 A1A                                                                                                                   | CUSIP: 59319DAA1<br>LEI: 254900T233AM4RM23465 | Long             | ABS-O            | CORP              | US        |    428106 | PA      | $426874.28    | 0.02%             | 2070-11-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| W. P. Carey Inc                                                                                  | WPC 4.25 07/23/32                                                                                                                    | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $461646.49    | 0.02%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 04/30/30                                                                                                                     | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1215000 | PA      | $1213766.02   | 0.04%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                 | Philip Morris International Inc. COM                                                                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      8317 | NS      | $1375132.78   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.                                                            | International Business Machines Corp. COM                                                                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      1838 | NS      | $445512.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shiseido Co Ltd.                                                                                 | Shiseido Co Ltd. NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |      9300 | NS      | $190001.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vici Properties Inc                                                                              | VICI 4.5 01/15/28 144A                                                                                                               | CUSIP: 92564RAK1<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    440000 | PA      | $437303.95    | 0.02%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | JPY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3819.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fanuc Corp.                                                                                      | Fanuc Corp. NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |      4200 | NS      | $146399.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Paraguay (Republic of)                                                                           | PARGUY 2.739 01/29/33 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $175800.00    | 0.01%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                                                           | Yara International ASA NOK1.7                                                                                                        | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |      9904 | NS      | $578932.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                           | BPLN V6.45 PERP                                                                                                                      | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     92000 | PA      | $95450.00     | 0.00%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/CAD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-823.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS EUR                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        | -21900000 | OU      | $-33327.54    | -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      | $-88512.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                               | SPGB 1.2 10/31/40                                                                                                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    880000 | PA      | $721359.73    | 0.03%             | 2040-10-31      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-2469380.06  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | USD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $638.67       | 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      | $-30065.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-A                                                                    | OPTN 2026-A A                                                                                                                        | CUSIP: 68390VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    276000 | PA      | $274571.09    | 0.01%             | 2034-01-08      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                      | CHF/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $898.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                    | STWD 3.625 07/15/26 144A                                                                                                             | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    650000 | PA      | $646372.13    | 0.02%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Prudential Series Fund                                                                           | Prudential Series Fund CL I HI YLD BD                                                                                                | CUSIP: 74437G672<br>LEI: 5493007AGJZME68YC130 | Long             | EC               | RF                | US        |    592926 | NS      | $4636677.54   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS KINGDOM OF SPAIN                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-14.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | CDS REPUBLIC OF FRANCE                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-26630.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vici Properties Inc                                                                              | VICI 5.75 02/01/27 144A                                                                                                              | CUSIP: 92564RAJ4<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5029.34      | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lam Research Corporation                                                                         | Lam Research Corporation COM NEW                                                                                                     | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      8213 | NS      | $1754789.58   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA                                                     | International Consolidated Airlines Group S.A. ORD EUR0.10 (CDI)                                                                     | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | ES        |     38938 | NS      | $184811.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 4.875 11/15/35                                                                                                                  | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     86000 | PA      | $84349.52     | 0.00%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Keppel Ltd.                                                                                      | Keppel Ltd. NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |     12200 | NS      | $112389.19    | 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      | $68618.19     | 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      | $62922.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Inc                                                                                   | Blackstone Inc COM                                                                                                                   | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      3398 | NS      | $390736.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS KINGDOM OF BAHRAIN                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $45095.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.5 11/15/54                                                                                                                       | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    868000 | PA      | $810901.88    | 0.03%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                                     | Capgemini SE EUR8                                                                                                                    | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      2568 | NS      | $303020.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                              | CPGX 5.962 02/15/55 144A                                                                                                             | CUSIP: 19828TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $68203.92     | 0.00%             | 2055-02-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| El Salvador (Republic of)                                                                        | ELSALV 7.65 06/15/35 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     66000 | PA      | $64614.00     | 0.00%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-93405.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS5339                                                                                                                            | CUSIP: 3140XL4Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2599044 | PA      | $2301280.93   | 0.08%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | CDS REPUBLIC OF ROMANIA                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |         1 | NC      | $59.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                                 | Roche Holding AG CHF0.001                                                                                                            | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EP               | CORP              | CH        |      4128 | NS      | $1647447.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co PLC                                                                        | ASSDLN 8.125 05/14/30 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    853000 | PA      | $1040119.62   | 0.04%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                                  | BAE Systems PLC ORD GBP0.025                                                                                                         | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     12400 | NS      | $363549.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Materials Inc.                                                                           | Applied Materials Inc. COM                                                                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      3000 | NS      | $1025370.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/KRW FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3706.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 5.75 11/15/29 144A                                                                                                              | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    321000 | PA      | $328386.21    | 0.01%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ciena Corporation                                                                                | Ciena Corporation COM NEW                                                                                                            | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      2100 | NS      | $815283.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Greece (Republic Of)                                                                             | GGB 1.875 02/04/35                                                                                                                   | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |   1840000 | PA      | $1834874.36   | 0.06%             | 2035-02-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                                             | Macquarie Group Ltd. NPV                                                                                                             | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |      1441 | NS      | $204703.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                                  | Caterpillar Inc COM                                                                                                                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      2300 | NS      | $1629458.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods, Inc.                                                                                  | BGS 8 09/15/28 144A                                                                                                                  | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344731.47    | 0.01%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Resona Holdings Inc.                                                                             | Resona Holdings Inc. NPV                                                                                                             | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |     27200 | NS      | $310290.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                                    | UBSCM 2019-C16 A3                                                                                                                    | CUSIP: 90276YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $366953.21    | 0.01%             | 2052-04-17      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $30320.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | USD/ZAR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1087.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.7 12/30/34 144A                                                                                                                | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55425.54     | 0.00%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Thales SA                                                                                        | Thales SA EUR3                                                                                                                       | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |       880 | NS      | $258055.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                                      | RESFER 4.7 06/01/35 MPLE                                                                                                             | CUSIP: 761034AA5<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $220077.64    | 0.01%             | 2035-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc.                                                                       | Tokio Marine Holdings Inc. NPV                                                                                                       | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |      8100 | NS      | $380221.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution (East Midlands) plc                                       | NGGLN 3.53 09/20/28 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $347909.69    | 0.01%             | 2028-09-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                              | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $58914.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                                       | Biogen Inc COM                                                                                                                       | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       400 | NS      | $73332.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy (Republic Of)                                                                              | ITALY 5.2 07/31/34 EMTN                                                                                                              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    300000 | PA      | $373695.26    | 0.01%             | 2034-07-31      | Fixed         | 5.20%                 | 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      | $2092802.51   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. International Development Finance Corporation                                               | DFC 3.25 10/15/30                                                                                                                    | CUSIP: 6903534Z7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | ABS-O            | USGA              | US        |    263889 | PA      | $257566.63    | 0.01%             | 2030-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS CHINA DEVELOPMENT BANK                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-7801.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                                                | CHLMPC 5.672 10/20/35 REGS                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    388348 | PA      | $391874.60    | 0.01%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Minebea Mitsumi Inc.                                                                             | Minebea Mitsumi Inc. NPV                                                                                                             | CUSIP: 000000000<br>LEI: 353800CCB0CZ75YZ4010 | Long             | EC               | CORP              | JP        |     11300 | NS      | $187637.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                                | LPLA 5.7 05/20/27                                                                                                                    | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80765.63     | 0.00%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International PLC                                                               | Johnson Controls International PLC COM USD1.00                                                                                       | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      5800 | NS      | $759510.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/CAD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1126.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                                                              | Arista Networks Inc COM SHS                                                                                                          | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      6200 | NS      | $761236.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 1.625 04/28/32 12Y                                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    700000 | PA      | $698661.62    | 0.02%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD CALL VERSUS BRL PUT                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |    821000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd.                                                                           | Mitsui Fudosan Co Ltd. NPV                                                                                                           | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |      8800 | NS      | $93811.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                                                                         | Next PLC ORD GBP0.10                                                                                                                 | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |       875 | NS      | $147830.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                                 | TotalEnergies SE EUR2.5                                                                                                              | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      9635 | NS      | $884243.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | Citigroup Inc. COM NEW                                                                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     16901 | NS      | $1916742.41   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                                                      | BNP PARIBAS SA                                                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $735577.45    | 0.03%             | 2028-03-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd.                                                                           | Fast Retailing Co Ltd. NPV                                                                                                           | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |      1000 | NS      | $395106.41    | 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      | $159.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rational AG                                                                                      | Rational AG NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 529900K139N6UFJ1A758 | Long             | EC               | CORP              | DE        |        33 | NS      | $24210.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS SOCIALIST REPUBLIC OF VIETNAM                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $951.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1616311.43   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Oak-Eagle AcquireCo Inc.                                                                         | EA 7.25 07/01/33 144A                                                                                                                | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124280.12    | 0.00%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 3.624 05/26/30 144A                                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     25000 | PA      | $27582.05     | 0.00%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TSB Bank PLC                                                                                     | TSBLN 2.704 02/18/30                                                                                                                 | CUSIP: 000000000<br>LEI: 549300XP222MV7P3CC54 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $398176.97    | 0.01%             | 2030-02-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS BRL PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    821000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 08/15/34                                                                                                                     | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2565000 | PA      | $2499672.66   | 0.09%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                                         | Devon Energy Corporation COM                                                                                                         | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      8200 | NS      | $412624.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 6.15 01/15/33                                                                                                                    | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57561.83     | 0.00%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Dimensional ETF Trust                                                                            | Dimensional ETF Trust US EQUITY MARKET ETF                                                                                           | CUSIP: 25434V401<br>LEI: 549300TQ0DPO13B72F34 | Long             | EC               | RF                | US        |   2372444 | NS      | $168230004.04 | 5.92%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-159.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.572 10/20/32                                                                                                                  | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    545000 | PA      | $485166.99    | 0.02%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | GBP/JPY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4935.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                                         | JBS 5.95 04/20/35                                                                                                                    | CUSIP: 472140AB8<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $103323.01    | 0.00%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Servicenow Inc                                                                                   | Servicenow Inc COM                                                                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      6496 | NS      | $679156.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                                                                                | Compass Group PLC ORD GBP0.1105                                                                                                      | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      5682 | NS      | $158533.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Davita Inc                                                                                       | DVA 4.625 06/01/30 144A                                                                                                              | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1264327.74   | 0.04%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | CZK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-28139.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -2560000 | OU      | $-8735.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                                           | EBIUH 3.05 02/26/30 MTN                                                                                                              | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    950000 | PA      | $585492.78    | 0.02%             | 2030-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                                   | Air Products & Chemicals, Inc. COM                                                                                                   | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      1129 | NS      | $327963.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Series Trust                                                                            | AST Large-Cap Growth Portfolio                                                                                                       | CUSIP: 00767H477<br>LEI: 549300VWSUPW8FKG9V43 | Long             | EC               | RF                | US        |    712956 | NS      | $71238596.17  | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | British Pound Futures, Jun-2026,ETH                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       -74 | NC      | $47737.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gabon Blue Bond Master Trust                                                                     | GABBMT 6.097 08/01/38 REGS                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $497305.00    | 0.02%             | 2038-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ares European CLO XX Designated Activity Co.                                                     | ARESE 20A A                                                                                                                          | CUSIP: 000000000<br>LEI: 635400DWARZHDJWRDS16 | Long             | ABS-O            | CORP              | IE        |   8750000 | PA      | $10113687.50  | 0.36%             | 2038-10-15      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                                         | Ferguson Enterprises Inc COMMON STOCK NEW                                                                                            | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       845 | NS      | $196756.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.049 07/23/30                                                                                                                   | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136573.47    | 0.00%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc.                                                                           | Lumentum Holdings Inc. COM                                                                                                           | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |       500 | NS      | $351380.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 3.375 02/15/29 144A                                                                                                              | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142554.38    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                  | FHMS K131 X1                                                                                                                         | CUSIP: 3137H2N83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  14987472 | PA      | $494309.32    | 0.02%             | 2031-07-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB4639                                                                                                                            | CUSIP: 3140QQEM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129401 | PA      | $133424.83    | 0.00%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.314 01/18/41                                                                                                                   | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67538.69     | 0.00%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 4194 BI                                                                                                                          | CUSIP: 3137B1J94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     50909 | PA      | $8029.07      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2019-OC11 A                                                                                                                       | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $424859.63    | 0.01%             | 2041-12-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS CNH PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   3164000 | NC      | $21234.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.162 01/24/31                                                                                                                  | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    340000 | PA      | $346416.72    | 0.01%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | BRL/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $40801.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ibiden Co Ltd.                                                                                   | Ibiden Co Ltd. NPV                                                                                                                   | CUSIP: 000000000<br>LEI: 52990051DBFIQEY37C91 | Long             | EC               | CORP              | JP        |       700 | NS      | $35028.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vici Properties Inc                                                                              | VICI 4.5 09/01/26 144A                                                                                                               | CUSIP: 92564RAH8<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124836.77    | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                        | KSA 2 07/09/39 REGS                                                                                                                  | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    600000 | PA      | $520624.89    | 0.02%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                                      | MIZUHO V5.098 05/13/31                                                                                                               | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    560000 | PA      | $566888.67    | 0.02%             | 2031-05-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                          | HYNMTR 4.875 11/01/27 144A                                                                                                           | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195836.77    | 0.01%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | Mitsubishi UFJ Financial Group Inc. NPV                                                                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    100900 | NS      | $1708634.04   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                                                    | Takeda Pharmaceutical Co Ltd. NPV                                                                                                    | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |     11100 | NS      | $408789.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS PLN PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   1608000 | NC      | $20280.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                            | SOCGEN V5.4 04/10/37 144A                                                                                                            | CUSIP: 83368RCN0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    310000 | PA      | $298926.40    | 0.01%             | 2037-04-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                                                    | Rio Tinto PLC ORD GBP0.10                                                                                                            | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      8364 | NS      | $775959.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | INR CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  -1582000 | NC      | $-4308.09     | -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      | $-56782.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cairn Homes PLC                                                                                  | Cairn Homes PLC ORD EUR0.001                                                                                                         | CUSIP: 000000000<br>LEI: 635400DPX6WP2KKDOA83 | Long             | EC               | CORP              | IE        |     67048 | NS      | $164875.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group N.V.                                                                                    | NN Group N.V. EUR0.12                                                                                                                | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      6847 | NS      | $534722.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd.                                                              | Teva Pharmaceutical Industries Ltd. SPONSORED ADS                                                                                    | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |      3500 | NS      | $105420.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.125 PERP V                                                                                                                     | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    385000 | PA      | $378963.30    | 0.01%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | IRS MYR                                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-12250.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                                              | Amadeus IT Group SA EUR0.01                                                                                                          | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |      2079 | NS      | $118878.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Corp                                                                                       | Nokia Corp NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     10831 | NS      | $86886.52     | 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      | $-29273.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                                                                                | Galderma Group AG CHF0.01                                                                                                            | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |       965 | NS      | $189655.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | MXN CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   1591000 | NC      | $1.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp                                                                                         | CDW Corp COM                                                                                                                         | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       700 | NS      | $84714.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTARIO TEACHERS' CADILLAC FAIRVIEW PROPERTIES TRUST                                             | CFPTCN 2.5 10/15/31 144A                                                                                                             | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $176833.04    | 0.01%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/43                                                                                                                         | CUSIP: 912834MD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5840000 | PA      | $2491341.80   | 0.09%             | 2043-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 4.95 05/28/27                                                                                                                      | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199927.49    | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                             | Sumitomo Mitsui Financial Group Inc. NPV                                                                                             | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     30900 | NS      | $1016002.03   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $6448.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Levi Strauss & Co.                                                                               | LEVI 3.5 03/01/31 144A                                                                                                               | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183965.06    | 0.01%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | IRS BRL                                                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $2955.34      | 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      | $32960.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF PHILIPPINES                                                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $-2274.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4 01/31/33                                                                                                                         | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7340000 | PA      | $7284950.00   | 0.26%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aumovio SE                                                                                       | Aumovio SE NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 391200IGI9RQ7VTOK384 | Long             | EC               | CORP              | DE        |      3929 | NS      | $153863.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MVM Energetika Zartkoruen Mukodo Reszvenytarsasag                                                | MVMHU 6.5 03/13/31                                                                                                                   | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |    200000 | PA      | $206375.00    | 0.01%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                             | EIX V8.125 06/15/53                                                                                                                  | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32535.79     | 0.00%             | 2053-06-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 5.371 04/04/29 144A                                                                                                           | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203873.00    | 0.01%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | THB CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    791000 | NC      | $0.82         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd.                                                                          | Japan Post Bank Co Ltd. NPV                                                                                                          | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |     12000 | NS      | $195722.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                                   | SATS 10.75 11/30/29 .                                                                                                                | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1053000.37   | 0.04%             | 2029-11-30      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Palantir Technologies Inc                                                                        | Palantir Technologies Inc CL A                                                                                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      4400 | NS      | $643632.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JARDINE MATHESON HOLDINGS LTD                                                                    | Jardine Matheson Holdings Ltd. USD0.25(SINGAPORE REG)                                                                                | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |      1700 | NS      | $122201.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp.                                                                                     | Target Corp. COM                                                                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      2500 | NS      | $303000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                                                                 | TTEFP V4.5 PERP                                                                                                                      | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $226567.41    | 0.01%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CRH PLC                                                                                          | CRH PLC ORD EUR 0.32 (DI)                                                                                                            | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      3467 | NS      | $362719.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Agence Francaise De Developpement                                                                | AGFRNC 3 01/17/34                                                                                                                    | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $329264.71    | 0.01%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 2-Year T-Note Futures, Jun-2026,ETH                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       121 | NC      | $-194014.18   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                                    | SMYREA 6 11/01/28 144A                                                                                                               | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    875000 | PA      | $868741.81    | 0.03%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc.                                                                       | Bandai Namco Holdings Inc. NPV                                                                                                       | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |      4700 | NS      | $115950.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 6.125 10/06/28 144A                                                                                                           | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113817.41    | 0.00%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | USD/CNH FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $14470.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KYOCERA CORP                                                                                     | KYOCERA Corp. NPV                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22500 | NS      | $345004.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova Inc.                                                                                  | GE Vernova Inc. COM                                                                                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      1500 | NS      | $1309350.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   2883000 | OU      | $17746.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suriname (Republic of)                                                                           | SURINM 8.5 11/06/35 144A                                                                                                             | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    200000 | PA      | $206800.00    | 0.01%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | JPY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-955.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                                      | CQP 4.5 10/01/29                                                                                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    280000 | PA      | $278313.36    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/CHF FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-343.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/40                                                                                                                         | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $106643.41    | 0.00%             | 2040-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                                           | ISPIM V5.5 PERP EMTN                                                                                                                 | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    250000 | PA      | $288211.20    | 0.01%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                                                | Siemens Energy AG NPV                                                                                                                | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |      4770 | NS      | $822584.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Platinum Securities Cayman SPC                                                                   | BZBLUE 4.47 10/20/40 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 549300NYPBZU1RQXOM37 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $221850.00    | 0.01%             | 2040-10-20      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 5.625 03/31/32 144A                                                                                                              | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    505000 | PA      | $496915.54    | 0.02%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | MXN CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  -1591000 | NC      | $-6443.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/CNH FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-674.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | AUD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $45481.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo S.A.                                                                                      | Sodexo S.A. EUR4                                                                                                                     | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |      1595 | NS      | $81874.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMAZAKI BAKING CO LTD                                                                           | Yamazaki Baking Co Ltd. COM NPV                                                                                                      | CUSIP: 984632109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8100 | NS      | $181059.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Company                                                                              | Walt Disney Company COM                                                                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     21402 | NS      | $2062724.76   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| La Poste                                                                                         | FRPTT 1.375 04/21/32 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $507603.09    | 0.02%             | 2032-04-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                                            | PWR 5.1 08/09/35                                                                                                                     | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177549.02    | 0.01%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V3.493 10/22/34                                                                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $665477.15    | 0.02%             | 2034-10-22      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                                                     | BRL/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-23166.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corp.                                                                                      | Aisin Corp. NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |      3900 | NS      | $54943.63     | 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      | $49741.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS BANK OF NOVA SCOTIA                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $794.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | CDS CITIGROUP INC                                                                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $4543.79      | 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      | $3739.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL POWER CORP                                                                              | PSALM 9.625 05/15/28                                                                                                                 | CUSIP: 637193BA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PH        |    450000 | PA      | $494671.50    | 0.02%             | 2028-05-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Amerigas Partners, L.P./Amerigas Finance Corp.                                                   | APU 5.75 05/20/27                                                                                                                    | CUSIP: 030981AL8<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36147.07     | 0.00%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 2.8 04/01/31                                                                                                                    | CUSIP: 161175BU7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    255000 | PA      | $228860.45    | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10575.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES1                                                              | TPMT 2024-CES1 A1A                                                                                                                   | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51467 | PA      | $51551.96     | 0.00%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| JFE Holdings, Inc.                                                                               | JFE Holdings, Inc. NPV                                                                                                               | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Long             | EC               | CORP              | JP        |      8300 | NS      | $97170.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                            | IBM 3 02/03/31                                                                                                                       | CUSIP: 459200LX7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $337378.78    | 0.01%             | 2031-02-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                                                                        | Talanx AG NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |      1647 | NS      | $204371.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB (publ)                                                                         | Industrivarden AB (publ) SER'C'NPV                                                                                                   | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |      7890 | NS      | $391097.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                                                                 | Elia Group SA/NV NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |       513 | NS      | $78796.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                                            | NXP Semiconductors NV EUR0.20                                                                                                        | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      3581 | NS      | $704955.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ford Motor Company                                                                               | Ford Motor Company COM                                                                                                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     15900 | NS      | $183486.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                                                                                 | Concentrix Corp. COM                                                                                                                 | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |     11400 | NS      | $311904.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 3.9 06/01/52                                                                                                                    | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    330000 | PA      | $209902.47    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                                                 | Novo Nordisk A/S SER'B'DKK0.1                                                                                                        | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     18319 | NS      | $670374.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP CDS CDX.NA.IG.45.V1                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        | -18500000 | OU      | $-5880.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS INR PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   1582000 | NC      | $22729.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kemper Corporation                                                                               | Kemper Corporation COM                                                                                                               | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      4400 | NS      | $134464.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canon Inc.                                                                                       | Canon Inc. NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |      4800 | NS      | $133187.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS SIEMENS AG                                                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $224.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/42                                                                                                                         | CUSIP: 912834LK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7965000 | PA      | $3557193.08   | 0.13%             | 2042-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Toro Company                                                                                 | The Toro Company COM                                                                                                                 | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      2300 | NS      | $214912.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Generalitat de Catalunya                                                                         | GENCAT 6.35 11/30/41 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |    200000 | PA      | $266446.54    | 0.01%             | 2041-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                                  | Home Depot Inc. COM                                                                                                                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      2975 | NS      | $978447.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan (Government Of)                                                                            | JGB 2.3 12/20/54 85                                                                                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  78750000 | PA      | $376107.53    | 0.01%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                                                              | CF 4.95 06/01/43                                                                                                                     | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44621.63     | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pure Industrial Issuer Trust Canada                                                              | BX 2024-PURE A                                                                                                                       | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    330938 | PA      | $239501.08    | 0.01%             | 2041-11-15      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                                                           | CEZCP 0.875 12/02/26 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |    300000 | PA      | $342039.13    | 0.01%             | 2026-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 4.85 02/19/36                                                                                                                   | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     74000 | PA      | $72672.52     | 0.00%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | Ultra U.S. Treasury Bond Futures, Jun-2026,ETH                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       116 | NC      | $-411031.69   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                                         | WYNFIN 7.125 02/15/31 144A                                                                                                           | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $346684.90    | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                                                  | BGS 5.25 09/15/27                                                                                                                    | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    775000 | PA      | $747344.20    | 0.03%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                                 | DB V3.375 02/13/31 EMTN                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $792856.46    | 0.03%             | 2031-02-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ASX CLEARING CORPORATION LIMITED                                                                 | ASX 10 Year Treasury Bond Futures                                                                                                    | CUSIP: 000000000<br>LEI: 549300USWUR0S7VMM868 | N/A              | DIR              | CORP              | AU        |       110 | NC      | $-49710.21    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp.                                                                                 | Sony Group Corp. NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     40500 | NS      | $844130.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 5-Year T-Note Futures, Jun-2026,ETH                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -133 | NC      | $136867.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Hung Kai Properties Ltd.                                                                     | Sun Hung Kai Properties Ltd. NPV                                                                                                     | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |      3000 | NS      | $49952.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                                         | EDF V5.625 PERP EMTN                                                                                                                 | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $236558.57    | 0.01%             | N/A             | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | EUR/PLN FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $291.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-GC41                                                    | CGCMT 2019-GC41 A4                                                                                                                   | CUSIP: 17328FAV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $351498.79    | 0.01%             | 2056-08-11      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Alstom SA                                                                                        | Alstom SA EUR7.00                                                                                                                    | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |     13241 | NS      | $378669.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                                                     | Lennar Corp. CL A                                                                                                                    | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       800 | NS      | $69472.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS BARCLAYS PLC                                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $293.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                              | CEG 6.25 10/01/39                                                                                                                    | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42225.78     | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.23 01/15/31                                                                                                                    | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76170.39     | 0.00%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                                         | WYNFIN 5.125 10/01/29 144A                                                                                                           | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $45432.07     | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Julius Baer Group AG                                                                             | Julius Baer Group AG CHF0.02 (REGD)                                                                                                  | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |       700 | NS      | $51487.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                                                                     | Hitachi Ltd. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     24200 | NS      | $709918.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CZK                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $94.14        | 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      | $-23660.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.518 10/25/35                                                                                                                  | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235090.89    | 0.01%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| M3, Inc.                                                                                         | M3, Inc. NPV                                                                                                                         | CUSIP: 000000000<br>LEI: 3538001UOKRWIODYM055 | Long             | EC               | CORP              | JP        |      2400 | NS      | $24634.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | Canadian Dollar Futures, Jun-2026,ETH                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       -15 | NC      | $20814.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                                                   | CLP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5996.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                                           | Eurofins Scientific SE EUR0.01                                                                                                       | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |       962 | NS      | $70196.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                                                          | Naturgy Energy Group SA EUR1                                                                                                         | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |     14544 | NS      | $436616.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $50615.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                                                                       | Haleon PLC ORD GBP0.01                                                                                                               | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |     25161 | NS      | $124521.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transport For London                                                                             | TRANLN 4.65 12/19/31 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 213800FGQ9DJHGRLQZ89 | Long             | DBT              | NUSS              | GB        |    200000 | PA      | $256778.40    | 0.01%             | 2031-12-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson (publ)                                                           | Telefonaktiebolaget LM Ericsson (publ) SER'B'NPV                                                                                     | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     40400 | NS      | $460569.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| United States Treasury Bonds                                                                     | T 4.875 08/15/45                                                                                                                     | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    525000 | PA      | $523359.38    | 0.02%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | USD/DKK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-248.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toro European CLO 9 Designated Activity Co.                                                      | TCLO 9A A                                                                                                                            | CUSIP: 000000000<br>LEI: 635400O88YIWGH2M9N44 | Long             | ABS-O            | CORP              | IE        |   8000000 | PA      | $9245443.49   | 0.33%             | 2037-04-15      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/CAD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-123.06      | -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      | $-1188.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX12 COMMERCIAL MORTGAGE TRUST                                                        | CSAIL 2018-CX12 A3                                                                                                                   | CUSIP: 12595XAS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $262403.24    | 0.01%             | 2051-08-17      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 5.73 09/05/30                                                                                                                      | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199848.33    | 0.01%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $7068.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/AUD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7548.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Inc.                                                                                 | Trend Micro Inc. NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |      3100 | NS      | $103343.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 5 02/15/36                                                                                                                      | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181867.28    | 0.01%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V3 07/22/28                                                                                                                     | CUSIP: 404280CB3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $1027537.15   | 0.04%             | 2028-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 7.5 05/26/33 M                                                                                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  25500000 | PA      | $1298546.56   | 0.05%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                                  | IADB 6.75 07/15/27 MTN                                                                                                               | CUSIP: 45818QAD1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    300000 | PA      | $308672.10    | 0.01%             | 2027-07-15      | Fixed         | 6.75%                 | 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      | $-7406.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS BRL PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -810000 | NC      | $-2907.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                                                          | Fresenius SE & Co. KGaA NPV                                                                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |      4118 | NS      | $213706.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                                                        | Hikma Pharmaceuticals PLC ORD GBP0.10                                                                                                | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |      1394 | NS      | $23413.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS ARAB REPUBLIC OF EGYPT                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $66405.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                                     | B 0 06/16/26                                                                                                                         | CUSIP: 912797UA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $12901114.20  | 0.45%             | 2026-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/INR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5412.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Firstenergy Transmission Llc                                                                     | FE 5.45 07/15/44 144A                                                                                                                | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71120.01     | 0.00%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-11576.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                                             | RPLDCI 6.581 05/30/49 144A                                                                                                           | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    781000 | PA      | $804331.07    | 0.03%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 5.75 09/30/49 30Y                                                                                                               | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    245000 | PA      | $189875.00    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alta Equipment Group Inc                                                                         | ALTG 9 06/01/29 144A                                                                                                                 | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |    450000 | PA      | $401379.33    | 0.01%             | 2029-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | IRS MXN                                                                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-122655.58   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/44                                                                                                                         | CUSIP: 912834NV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1035000 | PA      | $404339.64    | 0.01%             | 2044-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF CHILE                                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $-8700.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2022-R01 1B1                                                                                                                     | CUSIP: 20754LAF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    220000 | PA      | $221985.92    | 0.01%             | 2041-12-26      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CZK                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-827.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                            | Societe Generale S.A. EUR1.25                                                                                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      5138 | NS      | $375160.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc.                                                                            | Jacobs Solutions Inc. COM                                                                                                            | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |       600 | NS      | $76368.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                                                                          | ADT Inc COM                                                                                                                          | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84000 | NS      | $551880.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                                                              | Dominion Energy Inc COM                                                                                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      4235 | NS      | $261807.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2014/1                                              | ACAR 2026-1 C                                                                                                                        | CUSIP: 02531FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    269000 | PA      | $268139.17    | 0.01%             | 2033-01-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-845712.12   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                                                               | Anglo American PLC ORD USD0.623855311355311                                                                                          | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      2417 | NS      | $103775.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-101176.99   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                                                                      | Reckitt Benckiser Group PLC ORD GBP0.1041666666666667                                                                                | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |      3119 | NS      | $209722.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 7.75 11/23/34 M                                                                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  20500000 | PA      | $1045562.34   | 0.04%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 5.25 02/15/31 144A                                                                                                             | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    405000 | PA      | $248248.80    | 0.01%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | ILS/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $400.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2                                                          | OMFIT 2023-2A D                                                                                                                      | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $206262.74    | 0.01%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| Japan Airlines Co Ltd.                                                                           | Japan Airlines Co Ltd. NPV                                                                                                           | CUSIP: 000000000<br>LEI: 3538002MH5L1QZZ93477 | Long             | EC               | CORP              | JP        |      5000 | NS      | $81632.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | CZK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS REPUBLIC OF SOUTH AFRICA                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $6309.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                                     | DHC 4.75 02/15/28                                                                                                                    | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    584000 | PA      | $560685.72    | 0.02%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS AUD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-27752.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | USD/PLN FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-48678.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 2.875 02/15/31                                                                                                                  | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    284000 | PA      | $261536.26    | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                                    | Centene Corp. COM                                                                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      6200 | NS      | $202988.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | MXN/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5892.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acquirente Unico SpA                                                                             | ACQUIU 3.5 02/11/33                                                                                                                  | CUSIP: 000000000<br>LEI: 8156001A076EBE46C757 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $226490.24    | 0.01%             | 2033-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                                    | IRS MYR                                                                                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-6905.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                              | Ally Financial Inc. COM                                                                                                              | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     12600 | NS      | $494298.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS Health Corp COM                                                                                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     12587 | NS      | $903998.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CZK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16289.56     | 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      | $206907.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Contego Clo V Designated Activity Company                                                        | CONTE 5A AR                                                                                                                          | CUSIP: 000000000<br>LEI: 549300RF10WJ1D9VYK55 | Long             | ABS-O            | CORP              | IE        |   8100000 | PA      | $9337577.49   | 0.33%             | 2037-10-15      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                          | KEY V6.401 03/06/35                                                                                                                  | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10605.31     | 0.00%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                                 | Merck & Co., Inc COM                                                                                                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     10843 | NS      | $1304304.47   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Greece (Republic Of)                                                                             | GGB 4.3 02/24/37 PSI                                                                                                                 | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    322376 | PA      | $375785.56    | 0.01%             | 2037-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                                                 | Bank Hapoalim BM ILS1                                                                                                                | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     18054 | NS      | $423998.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                                                        | Epiroc AB SER'B'NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |      2346 | NS      | $50254.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corporation                                                                       | Northern Trust Corporation COM                                                                                                       | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      4000 | NS      | $558280.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                                 | DB V4.999 09/11/30                                                                                                                   | CUSIP: 251526CX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $526533.00    | 0.02%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 5.625 02/19/36                                                                                                                 | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    120000 | PA      | $126791.66    | 0.00%             | 2036-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bridgestone Corp.                                                                                | Bridgestone Corp. NPV                                                                                                                | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |      6400 | NS      | $133364.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   2560000 | OU      | $30.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                                           | SAP SE ORD NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      4531 | NS      | $772456.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.875 02/15/43                                                                                                                     | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    605000 | PA      | $537504.69    | 0.02%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 4.6 06/15/43                                                                                                                     | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41061.89     | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HOLDINGS CORP                                                                       | KDP 3.881 03/26/30 144A                                                                                                              | CUSIP: 56530KAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $344426.09    | 0.01%             | 2030-03-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Euro(FGBM) Bobl Futures                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -29 | NC      | $81380.94     | 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      | $-31621.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF INDONESIA                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $1457.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                                   | DTE Energy Co. COM                                                                                                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      3200 | NS      | $467904.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C36                                                                   | BBCMS 2025-5C36 A3                                                                                                                   | CUSIP: 05556CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1596801.63   | 0.06%             | 2058-08-16      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Evolution Mining Ltd.                                                                            | Evolution Mining Ltd. NPV                                                                                                            | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |     31776 | NS      | $286133.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                           | STANLN V7.018 02/08/30 144A                                                                                                          | CUSIP: 853254CX6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $212158.00    | 0.01%             | 2030-02-08      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                                   | PENSKE 5.25 07/01/29 144A                                                                                                            | CUSIP: 709599CA0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    410000 | PA      | $415725.53    | 0.01%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                                                             | Henkel AG & Co. KGaA NON-VTG PRF NPV                                                                                                 | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      4121 | NS      | $318343.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | AUD/JPY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2117.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 3.875 10/29/35 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     25000 | PA      | $24425.13     | 0.00%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MongoDB Inc.                                                                                     | MongoDB Inc. CL A                                                                                                                    | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       700 | NS      | $171339.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                                                                     | Macy's, Inc. COM                                                                                                                     | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     26700 | NS      | $483003.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan (Government Of)                                                                            | JGB 1.5 09/20/43 186                                                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 350900000 | PA      | $1725920.79   | 0.06%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                                      | Lockheed Martin Corporation COM                                                                                                      | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       200 | NS      | $120878.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2024-3A A                                                                                                                      | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $304967.13    | 0.01%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                                      | AvalonBay Communities, Inc. COM                                                                                                      | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       389 | NS      | $63543.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                                                      | Novartis AG CHF0.49 (REGD)                                                                                                           | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     10646 | NS      | $1634101.78   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corp.                                                                                     | Taisei Corp. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |      1800 | NS      | $186483.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-80556.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                                                    | CDS CMBX.NA.19.AAA                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-867.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | CAD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4145.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                                 | Mitsubishi Corp. NPV                                                                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     30400 | NS      | $1042901.46   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lineage Europe Finco BV                                                                          | LINE 4.125 11/26/31                                                                                                                  | CUSIP: 000000000<br>LEI: 254900HAPZY8OK9NWE76 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $783538.02    | 0.03%             | 2031-11-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS KRW                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-39172.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Agence France Locale SA                                                                          | AFLBNK 3.125 03/20/34 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $442888.66    | 0.02%             | 2034-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | NZD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1310.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                    | DISH 5.125 06/01/29                                                                                                                  | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $75961.52     | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                          | LVLT 8.5 01/15/36 144A                                                                                                               | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166906.89    | 0.01%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                                     | MetLife Inc. 5.625% NON-CUMULATIVE PREFERRED STOCK, SERIES E                                                                         | CUSIP: 59156R876<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |      3271 | NS      | $73401.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated                                                                | Microchip Technology Incorporated COM                                                                                                | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      8000 | NS      | $516880.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | U.S. Treasury Bond Futures, Jun-2026,ETH                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -125 | NC      | $189270.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                                                               | F 4.75 01/15/43                                                                                                                      | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9057.17      | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD/BRL FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-27825.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Caixabank S.A.                                                                                   | CABKSM V5.673 03/15/30 144A                                                                                                          | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    410000 | PA      | $420570.58    | 0.01%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                                      | GLPI 4 01/15/31                                                                                                                      | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    420000 | PA      | $397197.36    | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                                   | CRWV 9 02/01/31 144A                                                                                                                 | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    425000 | PA      | $404208.05    | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Daiichi Life Group Inc.                                                                          | Daiichi Life Group Inc. NPV                                                                                                          | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |     14600 | NS      | $134641.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.356 10/22/31 I                                                                                                                 | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    224000 | PA      | $219581.60    | 0.01%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Atlas Luxco 4 S A R L / Allied Universal Holdco Llc / Allied Universal Finance Corporation       | UNSEAM 4.625 06/01/28 144a                                                                                                           | CUSIP: 049362AA4<br>LEI: 549300ONXPZT3KQZDR65 | Long             | DBT              | CORP              | LU        |   1380000 | PA      | $1348260.00   | 0.05%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust 2019-Obp                                                                   | OBP 2019-OBP A                                                                                                                       | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | PA      | $180168.44    | 0.01%             | 2054-09-13      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | USD/PHP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8567.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                                     | NVIDIA Corp. COM                                                                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    105916 | NS      | $18471750.40  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Kazakhstan (Republic Of)                                                                         | KAZAKS 1.5 09/30/34 REGS                                                                                                             | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    170000 | PA      | $160081.61    | 0.01%             | 2034-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd.                                                                               | Telstra Group Ltd. NPV                                                                                                               | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |    148979 | NS      | $549972.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                                                                       | Scout24 SE NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |      1442 | NS      | $111262.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd.                                                                              | Tokyo Electron Ltd. NPV                                                                                                              | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      2200 | NS      | $546592.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                                                                           | MSCI EAFE Index Futures - ICUS, Jun26                                                                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |       100 | NC      | $-218015.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA3                                                          | STACR 2021-HQA3 M2                                                                                                                   | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-O            | USGSE             | US        |    430000 | PA      | $431463.42    | 0.02%             | 2041-09-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                               | POST 4.5 09/15/31 144A                                                                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    625000 | PA      | $581768.39    | 0.02%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc.                                                                                    | Teradyne Inc. COM                                                                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      2300 | NS      | $681858.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS CMBX.NA.AAA.18                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $145.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF ECUADOR                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $82179.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V2.561 05/01/32                                                                                                                    | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    470000 | PA      | $420588.41    | 0.01%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS ORIENTAL REPUBLIC OF URUGUAY                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $-7205.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    822000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                                     | MetLife Inc. COM                                                                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     12900 | NS      | $912288.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                                                                  | GEN 6.25 04/01/33 144A                                                                                                               | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    216000 | PA      | $210245.61    | 0.01%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF PERU                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $-3236.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                    | OMF 5.375 11/15/29                                                                                                                   | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    325000 | PA      | $313679.43    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Vale Canada Limited                                                                              | VALEBZ 7.2 09/15/32                                                                                                                  | CUSIP: 453258AP0<br>LEI: PRAQ4VOSFIK7OQ8Z2512 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $217000.00    | 0.01%             | 2032-09-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/DKK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $141.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                                                | CHLMPC 5.58 10/20/35 REGS                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200389 | PA      | $201492.66    | 0.01%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                                           | MPW 4.625 08/01/29                                                                                                                   | CUSIP: 55342UAJ3<br>LEI: 254900U6E39J1MQCCY14 | Long             | DBT              | CORP              | US        |    280000 | PA      | $218120.27    | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Balder Finland Oyj                                                                               | BALDER 1 01/20/29 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: 5493007P4MCJM21IB748 | Long             | DBT              | CORP              | FI        |    700000 | PA      | $739707.01    | 0.03%             | 2029-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                                       | RABOBK 3.5 12/14/26 GMTN                                                                                                             | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $271146.18    | 0.01%             | 2026-12-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XXXII Designated Activity Co.                                                          | AVOCA 32A A1                                                                                                                         | CUSIP: 000000000<br>LEI: 2549007P265VQL3DNH97 | Long             | ABS-O            | CORP              | IE        |    250000 | PA      | $287561.18    | 0.01%             | 2039-04-15      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| Nippon Yusen Kabushiki Kaisha                                                                    | Nippon Yusen Kabushiki Kaisha NPV                                                                                                    | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |      3800 | NS      | $139592.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                            | AAL 5.75 04/20/29 144A                                                                                                               | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1328958.40   | 0.05%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sunbelt Rentals Holdings Inc.                                                                    | Sunbelt Rentals Holdings Inc. SHS                                                                                                    | CUSIP: 866966104<br>LEI: 529900W4BQDNMAOSRA49 | Long             | EC               | CORP              | US        |      1649 | NS      | $105191.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tikehau US CLO III Ltd/Tikehau US CLO III LLC                                                    | TKO 2022-2A A1R                                                                                                                      | CUSIP: 88676NAQ0<br>LEI: 549300W9XQOIYX4MC726 | Long             | ABS-CBDO         | CORP              | BM        |   2900000 | PA      | $2900834.33   | 0.10%             | 2036-01-22      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Coloplast AS                                                                                     | Coloplast AS SER'B'DKK1                                                                                                              | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |       540 | NS      | $36784.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                               | Smith & Nephew PLC ORD USD0.20                                                                                                       | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |      6251 | NS      | $99040.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                          | KEY V5.121 04/04/31 GMTN                                                                                                             | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    516000 | PA      | $520537.72    | 0.02%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Neurocrine Biosciences Inc                                                                       | Neurocrine Biosciences Inc COM                                                                                                       | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      3400 | NS      | $447916.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-221102.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                                                                         | QBE Insurance Group Ltd. NPV                                                                                                         | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |     46282 | NS      | $682972.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V4.812 10/21/32                                                                                                                  | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84723.99     | 0.00%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                                      | EXIMBK 3.25 01/15/30 REGS                                                                                                            | CUSIP: 30216KAE2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $190800.00    | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco S.a.r.l.                                                                     | MEXPCP 5.5 08/17/30 144A                                                                                                             | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |    570000 | PA      | $571425.00    | 0.02%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Greywolf clo vii ltd/llc                                                                         | GWOLF 2018-2A A1                                                                                                                     | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |      3897 | PA      | $3897.41      | 0.00%             | 2031-10-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| South32 Ltd.                                                                                     | South32 Ltd. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |     15081 | NS      | $45665.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS 7.5 04/02/32 EMTN                                                                                                                 | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145500.00    | 0.01%             | 2032-04-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Mitsui & Co Ltd.                                                                                 | Mitsui & Co Ltd. NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |     13400 | NS      | $517945.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                                                         | Daimler Truck Holding AG NPV                                                                                                         | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |       912 | NS      | $44912.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd.                                                                       | Shin-Etsu Chemical Co Ltd. NPV                                                                                                       | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |      2500 | NS      | $101797.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square European Clo 2022-2 Designated Activity Co.                                        | PLMER 2022-2A ARR                                                                                                                    | CUSIP: 000000000<br>LEI: 549300NBMUBW6AHGY771 | Long             | ABS-O            | CORP              | IE        |   7000000 | PA      | $8083240.94   | 0.28%             | 2038-01-15      | Floating      | 3.41%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                                                           | Ten-Year Government of Canada Bond Futures                                                                                           | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |        48 | NC      | $-25936.31    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pennymac Financial Services Inc                                                                  | PFSI 4.25 02/15/29 144A                                                                                                              | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    655000 | PA      | $621200.09    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                                                                   | Kingfisher PLC ORD GBP0.157142857                                                                                                    | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |     77241 | NS      | $293696.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 5.75 03/02/63                                                                                                                   | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26910.83     | 0.00%             | 2063-03-02      | Fixed         | 5.75%                 | 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      | $3220.82      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                | VENTGL 4.125 08/15/31 144A                                                                                                           | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32552.12     | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | MXN/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-30246.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.948 01/19/38                                                                                                                   | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    154000 | PA      | $157840.50    | 0.01%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP (THE)                                                                         | HHH 5.875 03/01/32 144A                                                                                                              | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    595000 | PA      | $572333.18    | 0.02%             | 2032-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Carrefour S.A.                                                                                   | Carrefour S.A. EUR2.50                                                                                                               | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |     11056 | NS      | $204711.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni S.p.A.                                                                      | Unipol Assicurazioni S.p.A. NPV                                                                                                      | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |      9921 | NS      | $230466.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Principality of Andorra                                                                          | ANDRRA 1.25 05/06/31 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |   1000000 | PA      | $1034173.44   | 0.04%             | 2031-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corporation Ltd.                                                                 | ISRELE 3.75 02/22/32 GMTN                                                                                                            | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    400000 | PA      | $369960.00    | 0.01%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                                         | SBAC 3.125 02/01/29                                                                                                                  | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    925000 | PA      | $876622.37    | 0.03%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.045 02/06/37                                                                                                                  | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34531.12     | 0.00%             | 2037-02-06      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 6 08/15/35                                                                                                                       | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191100.40    | 0.01%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                                           | GS V5.414 05/21/27                                                                                                                   | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    700000 | PA      | $700822.55    | 0.02%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                                         | JBS 7.25 11/15/53                                                                                                                    | CUSIP: 47214BAD0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |     45000 | PA      | $49289.81     | 0.00%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 4.125 12/01/30 144A                                                                                                           | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $119921.30    | 0.00%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                             | Keurig Dr Pepper Inc COM                                                                                                             | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     11900 | NS      | $313327.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Terumo Corp.                                                                                     | Terumo Corp. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |     11200 | NS      | $150469.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/CHF FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1019.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                               | ACAFP V4.818 09/25/33 144A                                                                                                           | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $244220.28    | 0.01%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp.                                                           | STLA 5.4 09/15/30 144A                                                                                                               | CUSIP: 85855FAB9<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |    325000 | PA      | $319143.06    | 0.01%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | THC 4.25 06/01/29                                                                                                                    | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340060.63    | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                                       | Apple Inc. COM                                                                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     65154 | NS      | $16535433.66  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal S.A.                                                                                     | L'Oreal S.A. EUR0.20                                                                                                                 | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       573 | NS      | $233950.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                                                                     | Evolution AB NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |      1200 | NS      | $75418.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                                                                                     | Fujitsu Ltd. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |      9700 | NS      | $198371.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | SEK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-388.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | CAD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-88.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET V6.5 02/15/56                                                                                                                     | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    213000 | PA      | $210175.95    | 0.01%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-15257.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2149.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | CDS SKANDINAVISKA ENSKILDA BANKEN AB                                                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $1409.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                                | POWSOL 6.75 02/15/30 144A                                                                                                            | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51125.00     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                                   | Hewlett Packard Enterprise Co. COM                                                                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     10579 | NS      | $251885.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                                                                    | Dynatrace Inc COM NEW                                                                                                                | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |      2600 | NS      | $96148.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                                                                         | Marathon Petroleum Corp. COM                                                                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1000 | NS      | $244180.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES1                                                                    | RCKT 2025-CES12 A1A                                                                                                                  | CUSIP: 749349AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    189629 | PA      | $188723.72    | 0.01%             | 2055-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Limited                                                                       | ESKOM 6.35 08/10/28 REGS                                                                                                             | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |   1500000 | PA      | $1511718.75   | 0.05%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                                                         | Asahi Group Holdings Ltd NPV                                                                                                         | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |     46400 | NS      | $463286.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | CZK CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    768000 | NC      | $4.49         | 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      | $16939.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/41                                                                                                                         | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    585000 | PA      | $269028.66    | 0.01%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 7 01/15/28 144A                                                                                                                | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $217867.50    | 0.01%             | 2028-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | Truist Financial Corp. COM                                                                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     11000 | NS      | $505670.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                                                           | Roper Technologies Inc COM                                                                                                           | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       600 | NS      | $212316.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                                                                  | Fox Corporation CL A COM                                                                                                             | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      2200 | NS      | $128480.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V3.98 03/20/30                                                                                                                     | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132850.20    | 0.00%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                                   | S&P Global Inc COM                                                                                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      1800 | NS      | $765612.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cstl Commercial Mortgage Trust 2025-GATE2                                                        | CSTL 2025-GATE2 A                                                                                                                    | CUSIP: 12676JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    279878 | PA      | $275154.14    | 0.01%             | 2042-11-13      | Variable      | 4.56%                 | 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      | $1693.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                                    | BKO 2 12/16/27                                                                                                                       | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   3300000 | PA      | $3774682.38   | 0.13%             | 2027-12-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                        | CZK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $131027.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                                     | NAB 3.146 02/05/31                                                                                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    750000 | PA      | $865440.14    | 0.03%             | 2031-02-05      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1                                             | BLAST 2026-1 D                                                                                                                       | CUSIP: 107927AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    143000 | PA      | $141378.42    | 0.00%             | 2031-11-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/ILS FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-461.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                                      | VST V8 PERP 144A                                                                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2117295.52   | 0.07%             | N/A             | Fixed         | 8.00%                 | 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      | $373549.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3 11/15/44                                                                                                                         | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8700000 | PA      | $6658218.75   | 0.23%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS CMBX.NA.AAA.17                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-7005.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | COP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7463.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.065 01/21/37                                                                                                                   | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117495.73    | 0.00%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-1779.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    796000 | NC      | $0.93         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                           | STANLN V5.005 10/15/30 144A                                                                                                          | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $418071.00    | 0.01%             | 2030-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd.                                                                              | Qantas Airways Ltd. NPV                                                                                                              | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |     45909 | NS      | $269681.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | CZK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10466.34    | -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      | $18474.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                                   | PLD 4.2 02/15/33                                                                                                                     | CUSIP: 74340XCP4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    300000 | PA      | $214162.67    | 0.01%             | 2033-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                                 | PG&E Corporation COM                                                                                                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     41400 | NS      | $727398.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                                                        | Shell PLC ORD EUR0.07                                                                                                                | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     52746 | NS      | $2442933.21   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/41                                                                                                                         | CUSIP: 912834JP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $103377.27    | 0.00%             | 2041-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | AUD/NZD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1662.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPPAN Holdings Inc                                                                              | TOPPAN Holdings Inc NPV                                                                                                              | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |      3600 | NS      | $94948.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | Uber Technologies Inc COM                                                                                                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     13900 | NS      | $999827.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.499 01/23/35                                                                                                                  | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61051.43     | 0.00%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                                       | Hasbro Inc COM                                                                                                                       | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      2500 | NS      | $234000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Property Partners Europe Holdings S.a r.l.                                            | BPPEHX 1 05/04/28 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $217993.31    | 0.01%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Volvo AB                                                                                         | Volvo AB SER'B'NPV                                                                                                                   | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |       936 | NS      | $30775.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                                         | JBS 5.5 01/15/36                                                                                                                     | CUSIP: 472140AF9<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    210000 | PA      | $209039.63    | 0.01%             | 2036-01-15      | Fixed         | 5.50%                 | 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      | $12505840.00  | 0.44%             | 2037-04-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                                        | Linde PLC COM EUR0.001                                                                                                               | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      2800 | NS      | $1388128.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Caledonia Generating LLC                                                                         | NEWCAL 1.95 02/28/34 144A                                                                                                            | CUSIP: 129268AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    194040 | PA      | $170735.33    | 0.01%             | 2034-02-28      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                                                        | AYVFP 3.875 01/24/28                                                                                                                 | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $466667.50    | 0.02%             | 2028-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-575931.29   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $212.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | CNH/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $565.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | MXN/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-28175.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF EL SALVADOR                                                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $61828.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                      | FISV 4.55 02/15/31                                                                                                                   | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88097.65     | 0.00%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc.                                                                          | Church & Dwight Co Inc. COM                                                                                                          | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       800 | NS      | $74656.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                        | USD/PLN FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-18858.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | EUR CALL VERSUS HUF PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -695000 | NC      | $-5182.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS GOVERNMENT OF MALAYSIA                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $-12535.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS REPUBLIC OF PANAMA                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $194.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axa SA                                                                                           | Axa SA EUR2.29                                                                                                                       | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     29914 | NS      | $1374595.04   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD CALL VERSUS KRW PUT                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |   1619000 | NC      | $85.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V5.678 01/23/35                                                                                                                  | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25814.16     | 0.00%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                            | AAL 5.5 04/20/26 144A                                                                                                                | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6667 | PA      | $6673.71      | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                                                         | Rolls-Royce Holdings PLC ORD GBP0.20                                                                                                 | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |     61668 | NS      | $936886.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins - S.G.P.S., S.A.                                                                | Jeronimo Martins - S.G.P.S., S.A. EUR1                                                                                               | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |      5720 | NS      | $136772.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc.                                                                             | Astellas Pharma Inc. NPV                                                                                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     25700 | NS      | $418956.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades De Construccion Y Servicios S.A.                                                 | ACS Actividades De Construccion Y Servicios S.A. EUR0.5                                                                              | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |      2058 | NS      | $250984.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch Inbev SA/NV                                                                       | Anheuser-Busch Inbev SA/NV NPV                                                                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      7112 | NS      | $492051.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                                                             | Henkel AG & Co. KGaA NPV(BR)                                                                                                         | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |       635 | NS      | $45612.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sally Holdings LLC                                                                               | SBH 6.75 04/01/32                                                                                                                    | CUSIP: 79546VAQ9<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |    365000 | PA      | $373812.84    | 0.01%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2025-3EXT                                                           | HGVT 2025-3EXT B                                                                                                                     | CUSIP: 43283DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89973 | PA      | $89322.44     | 0.00%             | 2044-10-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                                                 | Coca-Cola HBC AG ORD CHF6.70(CDI)                                                                                                    | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |      4166 | NS      | $234667.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS UNITED MEXICAN STATES                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $7048.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | USD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-235.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern Power Company                                                                           | SO 4.9 10/01/35 B                                                                                                                    | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60130.58     | 0.00%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group, Inc.                                                                  | Affiliated Managers Group, Inc. COM                                                                                                  | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       900 | NS      | $249030.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                                                                  | Microsoft Corp. COM                                                                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     34281 | NS      | $12689797.77  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian S.p.A.                                                                                  | Prysmian S.p.A. NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |       537 | NS      | $63414.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | JPY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-60.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | USD/JPY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-130.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.424 07/21/34 MTN                                                                                                               | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65902.38     | 0.00%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                                            | Deutsche Lufthansa AG ORD NPV (REGD)(VINK)                                                                                           | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |     13736 | NS      | $116972.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                                                                      | Pandora A/S DKK1                                                                                                                     | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |      1065 | NS      | $76119.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME S.A.                                                                                    | Aena SME S.A. EUR10                                                                                                                  | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |      4698 | NS      | $138992.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acciona SA                                                                                       | Acciona SA EUR1                                                                                                                      | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |       135 | NS      | $35499.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AQUA FINANCE ISSUER TRUST 2025-B                                                                 | AQFIT 2025-B A                                                                                                                       | CUSIP: 03837GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    146654 | PA      | $147276.49    | 0.01%             | 2051-05-17      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                                         | Vinci SA EUR2.50                                                                                                                     | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      2822 | NS      | $423580.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| P3 Group S.a r.l.                                                                                | PTHREE 1.625 01/26/29 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $654070.09    | 0.02%             | 2029-01-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD CALL VERSUS COP PUT                                                                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    810000 | NC      | $0.05         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                                | Expedia Group Inc COM NEW                                                                                                            | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      2100 | NS      | $484869.00    | 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      | $356079.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Life PLC                                                                                | Standard Life PLC ORD GBP0.10                                                                                                        | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |     14232 | NS      | $128892.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2026-1                                                       | EART 2026-1A D                                                                                                                       | CUSIP: 30168HAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |    214000 | PA      | $211875.22    | 0.01%             | 2032-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 6 04/15/34 144A                                                                                                                  | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92781.37     | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C38                                                   | WFCM 2017-C38 A4                                                                                                                     | CUSIP: 95001MAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    298774 | PA      | $295143.38    | 0.01%             | 2050-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/CHF FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-17523.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS ZAR PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |  -1555000 | NC      | $-5963.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                             | Gilead Sciences Inc. COM                                                                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      4100 | NS      | $571417.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennessee Valley Authority                                                                       | TVA 5.625 06/07/32                                                                                                                   | CUSIP: 880591DP4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    200000 | PA      | $269019.05    | 0.01%             | 2032-06-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | EUR CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   1390000 | NC      | $4.57         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | HGB 7 10/24/35 35/A                                                                                                                  | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 430520000 | PA      | $1277514.44   | 0.04%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OTSUKA HOLDINGS COMPANY LTD                                                                      | Otsuka Holdings Co Ltd. NPV                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $28388.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 5.625 11/15/55 .                                                                                                                | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70252.18     | 0.00%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Osaka Gas Co Ltd                                                                                 | Osaka Gas Co Ltd NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |      5400 | NS      | $218724.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tecpetrol SA                                                                                     | TECPET 7.625 11/03/30 144A                                                                                                           | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |     50000 | PA      | $50500.50     | 0.00%             | 2030-11-03      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                                                               | Long Gilt Future - ICEU                                                                                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        37 | NC      | $-224019.30   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Neste Oyj                                                                                        | Neste Oyj NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |      2016 | NS      | $65515.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V5.373 07/21/36                                                                                                                  | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30235.00     | 0.00%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO 2013-1 LTD                                                                     | MVW 2013-1A ARR                                                                                                                      | CUSIP: 62431UBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    191314 | PA      | $191262.95    | 0.01%             | 2030-10-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS UNITED STATES TREASURY NOTE/BOND                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $91.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 1.25 05/15/50                                                                                                                      | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    255000 | PA      | $121005.47    | 0.00%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                                                                | Admiral Group PLC ORD GBP0.001                                                                                                       | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |      2296 | NS      | $96031.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regie Autonome Transports Parisiens                                                              | RATPFP 1.875 05/25/32 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |    600000 | PA      | $628800.25    | 0.02%             | 2032-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MVM Energetika Zartkoruen Mukodo Reszvenytarsasag                                                | MVMHU 0.875 11/18/27                                                                                                                 | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |    100000 | PA      | $110191.80    | 0.00%             | 2027-11-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| API Group Corp                                                                                   | API Group Corp COM STK                                                                                                               | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |      1800 | NS      | $72936.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                                             | NOVHOL 6.75 04/15/32 144A                                                                                                            | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    350000 | PA      | $331085.88    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                                                   | Atlas Copco AB SER'A'NPV                                                                                                             | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      3282 | NS      | $57916.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International N.V.                                                                           | ASM International N.V. EUR0.04                                                                                                       | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |       300 | NS      | $227385.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                                               | EOG Resources Inc. COM                                                                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      3316 | NS      | $479394.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/CZK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-18713.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 5.634 04/04/34 144A                                                                                                           | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    265000 | PA      | $270507.68    | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Czech (Republic of)                                                                              | CZGB 4.5 11/11/32 154                                                                                                                | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   6110000 | PA      | $284701.75    | 0.01%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                           | Diamondback Energy Inc COM                                                                                                           | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       400 | NS      | $79116.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Jennison Natural Resources Fund, Inc.                                                 | PGIM Jennison Natural Resources Fund                                                                                                 | CUSIP: 74441K602<br>LEI: 549300T3SIDH9JN6B631 | Long             | EC               | RF                | US        |      4647 | NS      | $409096.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                                                          | BPCEGP V6.714 10/19/29 144A                                                                                                          | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    390000 | PA      | $408185.00    | 0.01%             | 2029-10-19      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| Comfort Systems USA Inc.                                                                         | Comfort Systems USA Inc. COM                                                                                                         | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       290 | NS      | $399907.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STMICROELECTRONICS NV                                                                            | STMicroelectronics N.V. EUR1.04                                                                                                      | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |      7031 | NS      | $239255.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS WELLS FARGO & COMPANY                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $236.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity AB                                                                                        | Essity AB SER'B'NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |      1999 | NS      | $51519.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    821000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                                 | DB V4.95 08/04/31                                                                                                                    | CUSIP: 251526DB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149478.00    | 0.01%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Alcon AG                                                                                         | Alcon AG CHF0.04                                                                                                                     | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      1363 | NS      | $103029.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                                                             | Galp Energia SGPS SA EUR1                                                                                                            | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |     11603 | NS      | $278212.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SEGRO PLC                                                                                        | SEGRO PLC ORD GBP0.10                                                                                                                | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |     18373 | NS      | $157503.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                                                                        | Avolta AG CHF5 (REGD)                                                                                                                | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |      1443 | NS      | $86517.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | KRW/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3713.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2013-A                                                    | SDART 2023-6 B                                                                                                                       | CUSIP: 80287DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100979.70    | 0.00%             | 2029-04-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                                         | ENGIFP 3.625 03/06/31 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $115642.79    | 0.00%             | 2031-03-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                                | Johnson & Johnson COM                                                                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     12909 | NS      | $3155475.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                                                                     | KBCBB V4.932 10/16/30 144A                                                                                                           | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $200925.70    | 0.01%             | 2030-10-16      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.85 02/04/66                                                                                                                   | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91809.12     | 0.00%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                                       | FORDF 2023-1 A1                                                                                                                      | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $400490.80    | 0.01%             | 2028-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-309465.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10014.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                             | Credit Agricole S.A. EUR3                                                                                                            | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     22679 | NS      | $423288.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/46                                                                                                                         | CUSIP: 912834QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    825000 | PA      | $293382.57    | 0.01%             | 2046-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS SULTANATE OF OMAN                                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $-657.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                                 | DB V4 06/24/32 EMTN                                                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $460305.70    | 0.02%             | 2032-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Holcim AG                                                                                        | Holcim AG CHF2 (REGD)                                                                                                                | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      3400 | NS      | $281050.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                                                                    | Carlsberg A/S SER'B'DKK20                                                                                                            | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |      2792 | NS      | $348577.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | UBER 4.8 09/15/35                                                                                                                    | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    370000 | PA      | $359335.29    | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                            | RCL 5.5 04/01/28 144A                                                                                                                | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     25000 | PA      | $25269.02     | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS REPUBLIC OF ITALY                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $4851.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                            | SOCGEN V2.889 06/09/32 144A                                                                                                          | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    442000 | PA      | $395970.12    | 0.01%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS SEK                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-48828.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                                       | VMED 4 01/31/29 REGS                                                                                                                 | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    830000 | PA      | $1025751.62   | 0.04%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RIO Tinto Limited                                                                                | RIO Tinto Limited NPV                                                                                                                | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      2284 | NS      | $259493.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Corporacion Inmobiliaria Vesta S A B De C V                                                      | VESTA 5.5 01/30/33 144A                                                                                                              | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $193250.00    | 0.01%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.625 02/15/44                                                                                                                     | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4805000 | PA      | $4081246.88   | 0.14%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FUTU HOLDINGS LTD                                                                                | Futu Holdings Ltd. SPON ADS CL A                                                                                                     | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |       800 | NS      | $109408.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                                                                      | COR 4.9 02/13/36                                                                                                                     | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48959.79     | 0.00%             | 2036-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                                         | Engie SA EUR1                                                                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     20867 | NS      | $672490.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS KINGDOM OF MOROCCO                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $-473.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/BRL FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $14140.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V5.827 02/13/35                                                                                                                    | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81013.83     | 0.00%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                                      | Pepsico Inc COM                                                                                                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      6413 | NS      | $995874.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                             | UKT 4.125 03/07/31                                                                                                                   | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   7115000 | PA      | $9272950.87   | 0.33%             | 2031-03-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                                                                   | BE Semiconductor Industries NV EUR0.01                                                                                               | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |       408 | NS      | $87391.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                                  | Danske Bank A/S DKK10                                                                                                                | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |     10243 | NS      | $504801.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2022-5 LTD                                                               | BCC 2022-5A ARR                                                                                                                      | CUSIP: 05685JAW9<br>LEI: 2549006QHSDKOK7W7A26 | Long             | ABS-CBDO         | CORP              | JE        |  10250000 | PA      | $10221420.95  | 0.36%             | 2037-01-26      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                                         | Lamb Weston Holdings Inc COM                                                                                                         | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      1800 | NS      | $76068.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | AMZN 5.8 03/13/56                                                                                                                    | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64841.11     | 0.00%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 3.95 03/25/51                                                                                                                   | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $44378.31     | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V5.711 01/24/35 MTN                                                                                                              | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36077.81     | 0.00%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-1                                                          | OMFIT 2023-1A A                                                                                                                      | CUSIP: 68269JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $816228.40    | 0.03%             | 2038-06-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co PLC                                                                        | ASSDLN 8 07/01/31 144A                                                                                                               | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $490059.19    | 0.02%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Makita Corp.                                                                                     | Makita Corp. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |      2800 | NS      | $92025.81     | 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      | $-524263.15   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                           | BPLN V6.125 PERP                                                                                                                     | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201754.98    | 0.01%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5757.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd.                                                                                         | CSL Ltd. ORD NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |      4814 | NS      | $472826.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corporation                                                | RHP 6.5 04/01/32 144A                                                                                                                | CUSIP: 749571AK1<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    830000 | PA      | $845344.05    | 0.03%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                                     | Honeywell International Inc. COM                                                                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      2600 | NS      | $587678.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alstom SA                                                                                        | ALOFP V5.868 PERP                                                                                                                    | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $118626.04    | 0.00%             | N/A             | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -27160000 | OU      | $-40695.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Snam S.p.A.                                                                                      | Snam S.p.A. NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |     54832 | NS      | $415376.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    822000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Euro(FOAT) OAT Futures                                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        27 | NC      | $-90503.06    | -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      | $-7333.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V9.25 PERP 144a                                                                                                                  | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $212039.90    | 0.01%             | N/A             | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Ferrovie dello Stato Italiane S.p.A.                                                             | FERROV 3.75 04/14/27 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 549300J4SXC5ALCJM731 | Long             | DBT              | NUSS              | IT        |    400000 | PA      | $464566.63    | 0.02%             | 2027-04-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong (Holdings) Ltd.                                                                    | BOC Hong Kong (Holdings) Ltd. NPV                                                                                                    | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |     50500 | NS      | $278608.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Veeva Systems Inc                                                                                | Veeva Systems Inc CL A COM                                                                                                           | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       500 | NS      | $87830.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola, S.A.                                                                                  | Iberdrola, S.A. EUR0.75                                                                                                              | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     24838 | NS      | $568645.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | CHF/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3912.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland N.V.                                                                               | ASR Nederland N.V. EUR0.16                                                                                                           | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |      4869 | NS      | $335215.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS CDX.NA.HY.46.V1                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $36687.28     | 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      | $-30211.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8342                                                                                                                            | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    747564 | PA      | $753710.44    | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-148623.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/44                                                                                                                         | CUSIP: 912834PB8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $82863.82     | 0.00%             | 2044-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                                             | EMR 3 03/15/31                                                                                                                       | CUSIP: 291011BU7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1233169.38   | 0.04%             | 2031-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                                                                    | Medtronic PLC USD0.0001                                                                                                              | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     17118 | NS      | $1483274.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS DKK                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-39360.70    | -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      | $-18615.73    | -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      | $-342143.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                                   | CMZB V4 07/16/32 EMTN                                                                                                                | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $578849.68    | 0.02%             | 2032-07-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                      | NWIDE V5.75 PERP                                                                                                                     | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $261704.84    | 0.01%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 4.6 11/15/32                                                                                                                     | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    104000 | PA      | $101198.14    | 0.00%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $501.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                                              | OMERFT 1.55 04/21/27 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $177323.70    | 0.01%             | 2027-04-21      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Ares Management Corporation                                                                      | Ares Management Corporation CL A COM STK                                                                                             | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       557 | NS      | $60768.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                                           | MPW 5 10/15/27                                                                                                                       | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18635.42     | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/HUF FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-29239.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUS XM HOLDINGS INC                                                                           | SiriusXM Holdings Inc COMMON STOCK                                                                                                   | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12200 | NS      | $281576.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/40                                                                                                                         | CUSIP: 912834HV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $108271.92    | 0.00%             | 2040-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                        | O 3.375 06/20/31                                                                                                                     | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1233724.24   | 0.04%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | USD/PLN FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $47024.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                                                      | Avnet, Inc. COM                                                                                                                      | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      2400 | NS      | $147888.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                                                                      | Ovintiv Inc COM                                                                                                                      | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |      1700 | NS      | $100912.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corp.                                                                                   | Marubeni Corp. NPV                                                                                                                   | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      7700 | NS      | $281680.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | ITALY 2.875 10/17/29 10Y                                                                                                             | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1390000 | PA      | $1329780.75   | 0.05%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                                           | ROP 4.45 09/15/30                                                                                                                    | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88639.16     | 0.00%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA9453                                                                                                                            | CUSIP: 3133KRQE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    721593 | PA      | $741051.36    | 0.03%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                                      | Cencora Inc COM                                                                                                                      | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       157 | NS      | $49319.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD FINANCIAL CORP                                                                       | FITB V5.982 01/30/30                                                                                                                 | CUSIP: 200340AW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $195191.27    | 0.01%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                                    | PETBRA 5.375 10/01/29 .                                                                                                              | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $129911.34    | 0.00%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS EUR                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  10950000 | OU      | $33144.23     | 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      | $-39753.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.744 02/12/36                                                                                                                  | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279774.82    | 0.01%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                                                | American International Group Inc. COM NEW                                                                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      6400 | NS      | $481600.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gecina SA                                                                                        | Gecina SA EUR7.50                                                                                                                    | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               | CORP              | FR        |      1378 | NS      | $108726.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.25 06/15/49                                                                                                                    | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4408.67      | 0.00%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF FRANCE                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-36317.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                                      | Mizuho Financial Group Inc. NPV                                                                                                      | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |      9600 | NS      | $388644.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                                                          | E.ON SE NPV                                                                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     33408 | NS      | $731684.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco S.a r.l.                                                               | GASBCM 5.8528 02/23/36 REGS                                                                                                          | CUSIP: 000000000<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    210000 | PA      | $210420.00    | 0.01%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C29                                                                   | BBCMS 2024-5C29 A3                                                                                                                   | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $407106.76    | 0.01%             | 2057-09-17      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GSK plc                                                                                          | GSK plc ORD GBP0.3125                                                                                                                | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     22590 | NS      | $622252.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS KRW PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   2744000 | NC      | $392.72       | 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      | $311426.97    | 0.01%             | 2033-06-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Ltd                                                                                | FTAI Aviation Ltd COM USD0.01                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1500 | NS      | $367500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-18993.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                                                                         | Ipsen SA EUR1                                                                                                                        | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |      1953 | NS      | $364983.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS COMISION FEDERAL DE ELECTRICIDAD CFE                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-593.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 5-Year T-Note Futures, Jun-2026,ETH                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      1235 | NC      | $-1868886.61  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                                                                      | Bayerische Motoren Werke AG NON VTG PREF EUR1                                                                                        | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |       333 | NS      | $30653.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | ZAR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3675.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd.                                                                              | Honda Motor Co Ltd. NPV                                                                                                              | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     58400 | NS      | $472664.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                             | UKT 4.25 12/07/46                                                                                                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   2000000 | PA      | $2245275.62   | 0.08%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                            | INDONESIA GOVERNMENT INTERNATIONAL BOND                                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $142796.16    | 0.01%             | 2035-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                                      | COR 2.7 03/15/31                                                                                                                     | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13678.51     | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 6.875 04/15/32 144A                                                                                                              | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    270000 | PA      | $279390.99    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                                                 | Yum! Brands Inc. COM                                                                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      2102 | NS      | $326818.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS KINGDOM OF SPAIN                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $438.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                                  | DANBNK V5.705 03/01/30 144A                                                                                                          | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    400000 | PA      | $410425.36    | 0.01%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | BRL CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    788000 | NC      | $1.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC / Asurion Co-Issuer Inc.                                                             | ASUCOR 8 12/31/32 144A                                                                                                               | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    335000 | PA      | $347792.80    | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                                                                    | Accenture PLC CLS'A'USD0.0000225                                                                                                     | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      4770 | NS      | $945843.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Isuzu Motors Ltd.                                                                                | Isuzu Motors Ltd. NPV                                                                                                                | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |     16600 | NS      | $239052.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                                                        | Prosus NV EUR0.05 (N SHARES)                                                                                                         | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      6856 | NS      | $317402.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nova Scotia (Province Of)                                                                        | NS 3.15 12/01/51                                                                                                                     | CUSIP: 669827GB7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | MUN               | CA        |    400000 | PA      | $217971.39    | 0.01%             | 2051-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                            | SOCGEN V6.1 04/13/33 144A                                                                                                            | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $207360.38    | 0.01%             | 2033-04-13      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Nucor Corporation                                                                                | Nucor Corporation COM                                                                                                                | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      3100 | NS      | $524210.00    | 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      | $40483.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                                          | Republic Services, Inc. COM                                                                                                          | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       551 | NS      | $120680.02    | 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      | $-1862.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                              | GHANA 5 07/03/35 REGS                                                                                                                | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    200000 | PA      | $170000.00    | 0.01%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                        | Realty Income Corporation COM                                                                                                        | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      3800 | NS      | $232484.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 05/31/27                                                                                                                     | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5740000 | PA      | $5743587.50   | 0.20%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-26557.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | USD/CHF FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $52579.28     | 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      | $-14332.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | Verizon Communications Inc. COM                                                                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     27298 | NS      | $1370359.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU Aero Engines AG                                                                              | MTU Aero Engines AG NPV (REGD)                                                                                                       | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |       205 | NS      | $74787.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CHF/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1548.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso Oyj                                                                                        | Metso Oyj NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |     18662 | NS      | $323418.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DBJPM 2016-C3 Mortgage Trust                                                                     | DBJPM 2016-C3 A4                                                                                                                     | CUSIP: 23312VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    236117 | PA      | $235624.66    | 0.01%             | 2049-08-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | MXN CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -770000 | NC      | $-11391.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 7.75 05/29/31 M                                                                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  42540000 | PA      | $2259072.66   | 0.08%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                                     | The Sherwin-Williams Company COM                                                                                                     | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      2652 | NS      | $850098.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Petrobras Global Finance B.V.                                                                    | PETBRA 6.625 01/16/34                                                                                                                | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $398072.70    | 0.01%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                                           | BX 2026-VLT9 A                                                                                                                       | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $447821.82    | 0.02%             | 2045-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                                           | CHUBB INA HOLDINGS LLC                                                                                                               | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $286826.42    | 0.01%             | 2035-08-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                                 | DB V2.552 01/07/28                                                                                                                   | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $329521.18    | 0.01%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | JPY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13049.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V5.667 04/25/36                                                                                                                  | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51704.37     | 0.00%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-70528.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                               | VICI 4.25 12/01/26 144A                                                                                                              | CUSIP: 92564RAA3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29922.33     | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARES EURO CLO I BV                                                                               | ARESE 11A A1R                                                                                                                        | CUSIP: 000000000<br>LEI: 8I74KLNPFWZWRT152U58 | Long             | ABS-O            | CORP              | NL        |   2260428 | PA      | $2613397.07   | 0.09%             | 2032-04-15      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/45                                                                                                                         | CUSIP: 912834PH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1020000 | PA      | $387723.69    | 0.01%             | 2045-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                                        | MARS 5.2 03/01/35 144A                                                                                                               | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100909.40    | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Wartsila Oyj Abp                                                                                 | Wartsila Oyj Abp NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |      8473 | NS      | $315602.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                                           | DLR 1 01/15/32                                                                                                                       | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $386053.90    | 0.01%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $223805.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $184426.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $14205.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG V10.25 PERP 144A                                                                                                                 | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    275000 | PA      | $296997.66    | 0.01%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS MXN PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    775000 | NC      | $45.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC Holdings Corporation                                                                         | ITC 2.95 05/14/30 144A                                                                                                               | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60765.06     | 0.00%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ryanair Holdings PLC                                                                             | Ryanair Holdings PLC ORD EUR0.006                                                                                                    | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      1773 | NS      | $49913.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beazer Homes USA Inc.                                                                            | BZH 5.875 10/15/27                                                                                                                   | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49774.02     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF ANGOLA                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $89208.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                                                                            | Sonic Healthcare Ltd. NPV                                                                                                            | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |      3012 | NS      | $42796.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                                         | EIX 4.453 03/15/36                                                                                                                   | CUSIP: 78433LAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208000 | PA      | $206397.95    | 0.01%             | 2036-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | Oracle Corp. COM                                                                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      7601 | NS      | $1118183.11   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       457 | NC      | $-1098305.06  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Treasury Corporation of Victoria                                                                 | TCV 2.25 09/15/33                                                                                                                    | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    975000 | PA      | $542551.18    | 0.02%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd.                                                                     | Daiwa House Industry Co Ltd. NPV                                                                                                     | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |      9700 | NS      | $304317.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 5.55 11/01/45                                                                                                                      | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52033.47     | 0.00%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS EUROPEAN INVESTMENT BANK                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-123.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                          | BPCEGP V5.876 01/14/31 144A                                                                                                          | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    920000 | PA      | $946323.96    | 0.03%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R06                                                     | CAS 2025-R06 1M1                                                                                                                     | CUSIP: 20754YAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     90745 | PA      | $90614.09     | 0.00%             | 2045-09-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Advanced Series Trust                                                                            | AST Hotchkis & Wiley Large-Cap Value Portfolio                                                                                       | CUSIP: 00767H667<br>LEI: 549300VWSUPW8FKG9V43 | Long             | EC               | RF                | US        |    448450 | NS      | $27790416.77  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                                     | UBS Group AG USD0.10 (REGD)                                                                                                          | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     23447 | NS      | $914278.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF TURKIYE                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $155960.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-12728.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                                    | Becton, Dickinson and Company COM                                                                                                    | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       522 | NS      | $82074.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | USD/SEK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9780.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -17520000 | OU      | $-88357.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | JPY/NZD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4617.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 3.5 07/15/51                                                                                                                     | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $36320.03     | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Slovak (Republic of)                                                                             | SLOVGB 3.75 02/23/35 245                                                                                                             | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |    200000 | PA      | $232472.64    | 0.01%             | 2035-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd.                                                                          | ANZ Group Holdings Ltd. NPV                                                                                                          | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |     21874 | NS      | $550027.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| World Gold Trust                                                                                 | World Gold Trust SPDR GLD MINIS                                                                                                      | CUSIP: 98149E303<br>LEI: 549300DGCWLK8TGZ0C89 | Long             | EC               | RF                | US        |     83224 | NS      | $7714032.56   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| American Honda Finance Corporation                                                               | HNDA 2.85 06/27/28                                                                                                                   | CUSIP: 026657BF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $341532.87    | 0.01%             | 2028-06-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.75 10/31/32                                                                                                                      | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7275000 | PA      | $7123816.41   | 0.25%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                                            | PH 2.9 03/01/30                                                                                                                      | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $563019.04    | 0.02%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF GUATEMALA                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $14612.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sberbank of Russia                                                                               | Sberbank of Russia RUB3(RUB)                                                                                                         | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |     61896 | NS      | $0.08         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                                    | HEIBOS 1.375 03/03/27 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $226662.19    | 0.01%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                                              | General Mills, Inc. COM                                                                                                              | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     18500 | NS      | $688570.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Power Company                                                                           | SO 4.25 10/01/30 A                                                                                                                   | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22681.92     | 0.00%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1459.64     | -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      | $68915.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryohin Keikaku Co Ltd.                                                                           | Ryohin Keikaku Co Ltd. NPV                                                                                                           | CUSIP: 000000000<br>LEI: 549300PMNF56J66BY371 | Long             | EC               | CORP              | JP        |      1200 | NS      | $25607.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp.                                                                                     | ITOCHU Corp. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |     40700 | NS      | $517724.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                                           | QNTELE 5.75 08/15/32 144A                                                                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150186.99    | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | EURO(FGBX) Buxl Futures                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -18 | NC      | $23718.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | EUR/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10444.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lithia Motors Incorporated                                                                       | LAD 3.875 06/01/29 144A                                                                                                              | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    900000 | PA      | $857562.48    | 0.03%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                                                                     | DoorDash Inc CL A                                                                                                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       854 | NS      | $128228.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2                                                    | SDART 2026-1 C                                                                                                                       | CUSIP: 80288FAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197000 | PA      | $194439.18    | 0.01%             | 2032-04-15      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 3.65 08/01/35 10Y                                                                                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   2565000 | PA      | $2924197.39   | 0.10%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                                    | BKO 2.1 03/15/28                                                                                                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1275000 | PA      | $1459129.94   | 0.05%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| WH GROUP LTD                                                                                     | WH Group Ltd. USD0.0001                                                                                                              | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |    332500 | NS      | $437050.29    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Caixabank S.A.                                                                                   | Caixabank S.A. EUR1                                                                                                                  | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     78645 | NS      | $942769.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Corteva Inc                                                                                      | Corteva Inc COM                                                                                                                      | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      2000 | NS      | $167420.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                                           | ASCRES 6.625 10/15/32 144A                                                                                                           | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406394.45    | 0.01%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe B.V.                                                             | BSX 3.25 03/08/34                                                                                                                    | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $554316.76    | 0.02%             | 2034-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                                 | Duke Energy Corp COM NEW                                                                                                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       600 | NS      | $78564.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SOFI PROFESSIONAL LOAN PROGRAM 2019-C TRUST                                                      | SOFI 2019-C A2FX                                                                                                                     | CUSIP: 83401CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36629 | PA      | $35652.75     | 0.00%             | 2048-11-16      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                                   | CMZB V4.875 10/16/34 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $117318.78    | 0.00%             | 2034-10-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $4204.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENNECO INC                                                                                      | TENNECO INC                                                                                                                          | CUSIP: 88037HAN4<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | N/A       |    458161 | PA      | $445277.71    | 0.02%             | 2028-11-17      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NatWest Group PLC ORD GBP1.0769                                                                                                      | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     94421 | NS      | $699465.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 7.2 06/10/30                                                                                                                       | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210483.06    | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4 11/15/42                                                                                                                         | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13079000 | PA      | $11836495.00  | 0.42%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  17520000 | OU      | $178415.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena S.p.A.                                                           | Banca Monte dei Paschi di Siena S.p.A. NPV (POST SPLT)                                                                               | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |     15788 | NS      | $137758.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie de Saint-Gobain SA                                                                     | Compagnie de Saint-Gobain SA EUR4                                                                                                    | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      3828 | NS      | $316937.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CK HUTCHISON HOLDINGS LTD                                                                        | CK Hutchison Holdings Ltd. HKD1                                                                                                      | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |     33000 | NS      | $253308.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                      | JPY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1140.02      | 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      | $371097.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | Global Payments Inc COM                                                                                                              | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      1800 | NS      | $121140.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 5.85 05/17/27                                                                                                                      | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317313.09    | 0.01%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES6                                                                    | RCKT 2024-CES6 A1A                                                                                                                   | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    316978 | PA      | $317182.24    | 0.01%             | 2044-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES5                                                              | TPMT 2024-CES5 A1                                                                                                                    | CUSIP: 89183QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    162772 | PA      | $162454.25    | 0.01%             | 2064-09-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Nassau Euro CLO IV DAC                                                                           | NGCE 4A A1R                                                                                                                          | CUSIP: 000000000<br>LEI: 2549009H5IFGWCGJGZ84 | Long             | ABS-O            | CORP              | IE        |   6650000 | PA      | $7650653.04   | 0.27%             | 2038-07-20      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Prudential Series Fund                                                                           | Prudential Series Fund CL I EQTY PTFL                                                                                                | CUSIP: 74437G730<br>LEI: 5493007AGJZME68YC130 | Long             | EC               | RF                | US        |    235717 | NS      | $32922538.50  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Freeport Indonesia                                                                            | FRIDPT 4.763 04/14/27 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $399152.00    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO II Ltd.                                                                             | GWOLF 2013-1A A1SR                                                                                                                   | CUSIP: 398079AW3<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-CBDO         | CORP              | KY        |   2479000 | PA      | $2479071.40   | 0.09%             | 2034-04-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                                      | Pfizer Inc. COM                                                                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     30100 | NS      | $845208.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $52222.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 4.5 06/16/34 10Y                                                                                                              | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    300000 | PA      | $343613.40    | 0.01%             | 2034-06-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                                   | Commonwealth Bank of Australia ORD NPV                                                                                               | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |      8275 | NS      | $969058.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 4.05 02/01/30                                                                                                                    | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    745000 | PA      | $723913.81    | 0.03%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| OBIC CO LTD                                                                                      | OBIC Co Ltd. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $145628.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $48857.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                     | Thermo Fisher Scientific Inc COM                                                                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       900 | NS      | $442377.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp                                                                                        | KDDI Corp NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     11100 | NS      | $188996.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6 08/03/55                                                                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     91000 | PA      | $76298.33     | 0.00%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                      | JPY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-132.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                    | FREMOR 6.875 05/01/31 144A                                                                                                           | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280459.05    | 0.01%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                             | Amphenol Corporation CL A                                                                                                            | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      5832 | NS      | $736873.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $300250.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TDF Infrastructure SAS                                                                           | TDFINF 4.125 10/23/31                                                                                                                | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $229545.24    | 0.01%             | 2031-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 5.75 02/01/29 144A                                                                                                            | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137902.91    | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  17520000 | OU      | $157.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFCRE 2016-C6 Mortgage Trust                                                                     | CFCRE 2016-C6 A2                                                                                                                     | CUSIP: 12532AAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    204134 | PA      | $203619.77    | 0.01%             | 2049-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HOLDINGS CORP                                                                       | KDP 5.7 03/26/36 144A                                                                                                                | CUSIP: 56530KAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $37711.68     | 0.00%             | 2036-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                               | Conagra Brands Inc COM                                                                                                               | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     10400 | NS      | $163488.00    | 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      | $99971.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                                                          | DSV A/S DKK1                                                                                                                         | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |       291 | NS      | $70278.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                             | CLF 6.875 11/01/29 144A                                                                                                              | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    375000 | PA      | $375001.00    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KOREA EXCHANGE, INC.                                                                             | BMA Future, JUN 2026                                                                                                                 | CUSIP: 000000000<br>LEI: 549300TJ3RRV6Q1UEW14 | N/A              | DIR              | CORP              | KR        |        25 | NC      | $-20729.28    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.75 04/30/27                                                                                                                      | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2690000 | PA      | $2688949.22   | 0.09%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                                                       | Siemens AG NPV(REGD)                                                                                                                 | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      4965 | NS      | $1209643.26   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.55 05/15/34                                                                                                                     | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66127.81     | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.25 08/15/35                                                                                                                      | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3260000 | PA      | $3248284.37   | 0.11%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS MXN PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -775000 | NC      | $-12512.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.375 05/15/34                                                                                                                     | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2945000 | PA      | $2975830.47   | 0.10%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.369 10/21/31 .                                                                                                                 | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    320000 | PA      | $313730.82    | 0.01%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.                                                                | Singapore Telecommunications Ltd. NPV(BOARD LOT 100)                                                                                 | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |     16800 | NS      | $64687.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | Bank of America Corp. COM                                                                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     21091 | NS      | $1028186.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quebec (Province Of)                                                                             | Q 0 10/01/39 MTN                                                                                                                     | CUSIP: 74814ZCC5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |    200000 | PA      | $77239.77     | 0.00%             | 2039-10-01      | None          | 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      | $-7379.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | EUR CALL VERSUS HUF PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    695000 | NC      | $2.34         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                            | QUIKHO 6.75 03/01/33 144A                                                                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71102.84     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | SWOP CDS CDX.NA.HY.45.V2                                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |  -5130000 | OU      | $-37332.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | Comcast Corporation CL A                                                                                                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     26407 | NS      | $758144.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                                                                        | Fresenius Medical Care AG NPV                                                                                                        | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |      5452 | NS      | $247071.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                                        | KLA Corp. COM NEW                                                                                                                    | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       220 | NS      | $323930.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGUATE TRUST 2.0                                                                              | EGUATE 6.35 09/15/35 144A                                                                                                            | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $196120.00    | 0.01%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-5C1                                                   | WFCM 2024-5C1 A3                                                                                                                     | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $930720.51    | 0.03%             | 2057-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS BRL PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -821000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS COP PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    775000 | NC      | $26.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                                                           | RWE AG NPV                                                                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |      5664 | NS      | $381067.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS HUF                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-55010.17    | -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      | $-47732.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                                 | UCGIM V6.5 PERP EMTN                                                                                                                 | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $356739.81    | 0.01%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER 3.3 01/30/32                                                                                                                     | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    414000 | PA      | $375376.49    | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-C4                                                      | CGCMT 2017-C4 A3                                                                                                                     | CUSIP: 17326FAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    307932 | PA      | $303523.89    | 0.01%             | 2050-10-14      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $9975.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas Inc.                                                                                      | Ventas Inc. COM                                                                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      6697 | NS      | $547680.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS KINGDOM OF NORWAY                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-109.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Serbia (Republic Of)                                                                             | SERBIA 3.125 05/15/27 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   1260000 | PA      | $1440897.06   | 0.05%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc                                                                            | Element Solutions Inc COM                                                                                                            | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      5100 | NS      | $174114.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 5020 IH                                                                                                                          | CUSIP: 3137FWXZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    317449 | PA      | $54159.12     | 0.00%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                           | Marvell Technology Inc COM                                                                                                           | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3600 | NS      | $356580.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.654 10/18/30                                                                                                                   | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    845000 | PA      | $844378.35    | 0.03%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd.                                                                            | Woolworths Group Ltd. NPV                                                                                                            | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |     12301 | NS      | $310627.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST                                                         | CSAIL 2019-C17 A4                                                                                                                    | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $137340.94    | 0.00%             | 2052-09-17      | Variable      | 2.76%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                                         | Visa Inc COM CL A                                                                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      4500 | NS      | $1360080.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Autozone, Inc.                                                                                   | Autozone, Inc. COM                                                                                                                   | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        92 | NS      | $310755.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $295046.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 3.95 04/30/31                                                                                                                      | CUSIP: 00206RMR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $467388.75    | 0.02%             | 2031-04-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                                                   | Lonza Group AG CHF1 (REGD)                                                                                                           | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |       137 | NS      | $87888.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp.                                                                                     | Subaru Corp. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      8100 | NS      | $130502.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lukoil PJSC                                                                                      | Lukoil PJSC RUB0.025(RUB)                                                                                                            | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |      3042 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/43                                                                                                                         | CUSIP: 912834MM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4455000 | PA      | $1872355.24   | 0.07%             | 2043-05-15      | 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      | $623933.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Davita Inc                                                                                       | DVA 3.75 02/15/31 144A                                                                                                               | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91738.58     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Compagnie Financiere Richemont Sa                                                                | Compagnie Financiere Richemont Sa CHF1 (REGD)                                                                                        | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      3889 | NS      | $686665.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-73179.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp                                                                                       | Asics Corp NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |     20000 | NS      | $537702.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2                                                          | OMFIT 2023-2A C                                                                                                                      | CUSIP: 68269HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102683.40    | 0.00%             | 2036-09-15      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                                            | China Government Bond                                                                                                                | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |  12500000 | PA      | $2243360.22   | 0.08%             | 2043-06-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd.                                                          | Singapore Technologies Engineering Ltd. NPV                                                                                          | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |     47200 | NS      | $400597.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The TJX Companies Inc.                                                                           | The TJX Companies Inc. COM                                                                                                           | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      5529 | NS      | $882981.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi Le-Israel BM                                                                          | Bank Leumi Le-Israel BM ILS1                                                                                                         | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |      6160 | NS      | $137755.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING 2022-1 LTD                                                               | BOBA 2022-1A AR                                                                                                                      | CUSIP: 05766EAL6<br>LEI: 549300USDGJ8GD3PWY07 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3496767.75   | 0.12%             | 2037-04-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  13580000 | OU      | $37686.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | TRY CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   1234000 | NC      | $57194.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/BRL FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-20054.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 MORTGAGE TRUST                                                                    | COMM 2018-COR3 A2                                                                                                                    | CUSIP: 12595VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    549969 | PA      | $542749.16    | 0.02%             | 2051-05-12      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC Holdings PLC ORD USD0.50                                                                                                        | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    151485 | NS      | $2487776.57   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Csmc                                                                                             | CSMC 2014-USA A2                                                                                                                     | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $114455.23    | 0.00%             | 2037-09-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 6 05/01/56                                                                                                                       | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52289.88     | 0.00%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Short(FBTS) Term Euro                                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        56 | NC      | $-51389.09    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                                                   | ConocoPhillips COM                                                                                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     16192 | NS      | $2137344.00   | 0.08%             |  |  |  | No            |                  1 | 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      | $441969.32    | 0.02%             | 2028-01-25      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | NOK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-18.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                                        | MEXCAT 3.875 04/30/28 REGS                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    206000 | PA      | $200963.30    | 0.01%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-7167.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association (Utah)                                                 | MS V5.504 05/26/28 BKNT                                                                                                              | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    550000 | PA      | $556286.93    | 0.02%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $147.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.15 04/23/31                                                                                                                   | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    397000 | PA      | $403740.00    | 0.01%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NGC 2024-I LTD                                                                                   | NGC 2024-1A B                                                                                                                        | CUSIP: 652927AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5010019.00   | 0.18%             | 2037-07-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                                           | ISPIM V3.85 09/16/32 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $346052.41    | 0.01%             | 2032-09-16      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-1                                                          | OMFIT 2023-1A D                                                                                                                      | CUSIP: 68269JAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $209738.32    | 0.01%             | 2038-06-14      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.6 09/01/34                                                                                                                      | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40807.92     | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | American Express Company COM                                                                                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      3344 | NS      | $1011493.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Vonovia SE                                                                                       | ANNGR 0.625 12/14/29 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $103460.13    | 0.00%             | 2029-12-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.625 12/31/30                                                                                                                     | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    620000 | PA      | $611620.31    | 0.02%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-90297.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS FEDERAL REPUBLIC OF NIGERIA                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $49152.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | Union Pacific Corporation COM                                                                                                        | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      1574 | NS      | $381883.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                                                                     | Citizens Financial Group Inc COM                                                                                                     | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      7900 | NS      | $473763.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance SE                                                                               | Teleperformance SE EUR2.50                                                                                                           | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |      2167 | NS      | $127339.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Allstate Corporation                                                                         | The Allstate Corporation COM                                                                                                         | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      3400 | NS      | $704956.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| South Africa (Republic of)                                                                       | SAGB 9 01/31/40 2040                                                                                                                 | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   5900000 | PA      | $327951.44    | 0.01%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Magnum Ice Cream Co. NV (The)                                                                    | Magnum Ice Cream Co. NV (The) ORD EUR3.50 (DI)                                                                                       | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |      2241 | NS      | $32978.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 3.625 02/15/31 144A                                                                                                              | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    720000 | PA      | $664946.17    | 0.02%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | CNH/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-546.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential 2025-SFR3 Trust                                                             | PROG 2025-SFR3 A                                                                                                                     | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $264733.98    | 0.01%             | 2042-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | AUD/JPY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10584.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                                                                | EMACN V6.25 04/01/56                                                                                                                 | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $93322.43     | 0.00%             | 2056-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co Ltd.                                                                 | Daito Trust Construction Co Ltd. NPV                                                                                                 | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |      5100 | NS      | $119514.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Montreal (City of)                                                                               | MNTRL 4.4 12/01/43                                                                                                                   | CUSIP: 614853EP0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | MUN               | CA        |    450000 | PA      | $307397.97    | 0.01%             | 2043-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                | The Bank of New York Mellon Corp. COM                                                                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     12312 | NS      | $1460572.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Novelis Corporation                                                                              | HNDLIN 6.875 01/30/30 144A                                                                                                           | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    375000 | PA      | $378298.84    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | SWOP IRS EUR                                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -9865000 | OU      | $-10873.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                                              | DAL 4.75 10/20/28 144A                                                                                                               | CUSIP: 830867AB3<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    458333 | PA      | $457475.06    | 0.02%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                                                              | VERISURE HOLDING AB                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |    375000 | PA      | $431744.65    | 0.02%             | 2032-10-22      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS THB                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $20993.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank P.J.S.C                                                                     | FABUH 3.1201 02/20/31 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $222212.16    | 0.01%             | 2031-02-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| La Poste                                                                                         | FRPTT 3.75 06/12/30 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $116417.21    | 0.00%             | 2030-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V4.009 05/21/32                                                                                                                  | CUSIP: 902973BE5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    800000 | PA      | $928563.66    | 0.03%             | 2032-05-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                                      | CDEP 5.75 05/05/26 144a                                                                                                              | CUSIP: 147918AB2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | NUSS              | US        |    600000 | PA      | $600907.56    | 0.02%             | 2026-05-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lithuania (Republic Of)                                                                          | LITHUN 2.125 06/01/32 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |    300000 | PA      | $320741.44    | 0.01%             | 2032-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Lazio (Region Of)                                                                                | LAZIO 3.088 03/31/43                                                                                                                 | CUSIP: 000000000<br>LEI: 81560007498E8B065B77 | Long             | DBT              | NUSS              | IT        |    300846 | PA      | $315671.41    | 0.01%             | 2043-03-31      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Industria De Diseno Textil SA                                                                    | Industria De Diseno Textil SA EUR0.03 (POST SUBD)                                                                                    | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      6797 | NS      | $395645.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V2.739 10/15/30                                                                                                                  | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122447.90    | 0.00%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | HUF CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |  -1608000 | NC      | $-17562.64    | -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      | $-13009.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                                            | HTHROW 4.5 07/11/33 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | ABS-O            | CORP              | JE        |    100000 | PA      | $117873.58    | 0.00%             | 2033-07-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                                                                          | SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD                                                                                           | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | HK        |   7000000 | PA      | $1023923.57   | 0.04%             | 2027-08-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 5.125 05/01/27 144A                                                                                                             | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $96017.46     | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-183827.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp.                                 | TEP 6 12/31/30 144A                                                                                                                  | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    385000 | PA      | $382460.83    | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                                    | AIB Group PLC ORD EUR0.625                                                                                                           | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     73446 | NS      | $784044.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC Financial Services Group Inc. COM                                                                                                | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      1100 | NS      | $228899.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/40                                                                                                                         | CUSIP: 912834FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $109954.14    | 0.00%             | 2040-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                           | MRVL 5.45 07/15/35                                                                                                                   | CUSIP: 573874AS3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    309000 | PA      | $313930.95    | 0.01%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Chubu Electric Power Co Inc.                                                                     | Chubu Electric Power Co Inc. NPV                                                                                                     | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |      4900 | NS      | $80785.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                                | ISRAEL 5.375 02/19/30 5Y                                                                                                             | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    400000 | PA      | $406000.00    | 0.01%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Repsol SA                                                                                        | Repsol SA EUR1                                                                                                                       | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |      2600 | NS      | $73186.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CAD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $7821.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                                  | Dollar Tree Inc COM                                                                                                                  | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      1800 | NS      | $197118.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Electric Market Stabilization Funding M LLC                                                | ERCOTT 5.147 08/01/51 A                                                                                                              | CUSIP: 88240PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1079365 | PA      | $1065994.14   | 0.04%             | 2049-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.5 10/31/27                                                                                                                       | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4459000 | PA      | $4435834.10   | 0.16%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                                             | SABSM V6.5 PERP .                                                                                                                    | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $233280.58    | 0.01%             | N/A             | 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      | $-10651.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | Meta Platforms Inc CL A                                                                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     11107 | NS      | $6354647.91   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS REPUBLIC OF ESTONIA                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1511.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Croatia (Republic Of)                                                                            | CROATI 1.5 06/17/31                                                                                                                  | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |   1000000 | PA      | $1063902.13   | 0.04%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                                     | KBCBB V6.151 03/19/34 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $269246.71    | 0.01%             | 2034-03-19      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 5.7 11/01/54                                                                                                                       | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131238.06    | 0.00%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-3                                                                  | FFIN 2025-3A A                                                                                                                       | CUSIP: 35042TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    281157 | PA      | $278944.58    | 0.01%             | 2052-08-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Trimaran Cavu 2019-1 Ltd / LLC                                                                   | CAVU 2019-1A A1R                                                                                                                     | CUSIP: 89624CDG4<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6989434.90   | 0.25%             | 2037-01-21      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                              | Entergy Corporation COM                                                                                                              | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      3029 | NS      | $340338.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dcli Bidco LLC                                                                                   | DIRCHA 7.75 11/15/29 144A                                                                                                            | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282911.05    | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nidec Corp.                                                                                      | Nidec Corp. NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |      2200 | NS      | $27936.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                                       | CZR 4.625 10/15/29 144A                                                                                                              | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1660019.31   | 0.06%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CHF                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $56773.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2019-C4                                                                     | BBCMS 2019-C4 A4                                                                                                                     | CUSIP: 07335CAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325433 | PA      | $310684.87    | 0.01%             | 2052-08-16      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF ARGENTINA                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $105100.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Voltagrid LLC                                                                                    | VOLTAG 7.375 11/01/30 144A                                                                                                           | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    465000 | PA      | $479818.78    | 0.02%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ferrovial SE                                                                                     | FERSM 4.375 09/13/30                                                                                                                 | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118728.91    | 0.00%             | 2030-09-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.25 05/15/35                                                                                                                      | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1980000 | PA      | $1974740.63   | 0.07%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Air Liquide S.A.(L')                                                                             | Air Liquide S.A.(L') EUR5.50                                                                                                         | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      1400 | NS      | $289377.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                                                                           | SRE V6.375 04/01/56                                                                                                                  | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70175.91     | 0.00%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-149959.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                     | Northrop Grumman Corporation COM                                                                                                     | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       907 | NS      | $618791.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporacion Andina de Fomento                                                                    | CAF 5 01/24/29                                                                                                                       | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | VE        |    300000 | PA      | $306810.00    | 0.01%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS ZAR PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   1555000 | NC      | $56.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                                                       | Sandvik AB NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |     18438 | NS      | $708790.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                                              | STOAU 3.649 04/29/31 144A                                                                                                            | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    840000 | PA      | $785231.08    | 0.03%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-3749.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CQS US CLO 2023-3 Ltd / CQS US CLO 2023-3 LLC                                                    | CQS 2023-3A A1                                                                                                                       | CUSIP: 223929AA8<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | JE        |   7250000 | PA      | $7252825.33   | 0.26%             | 2037-01-26      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment Inc                                                                           | PENN 5.625 01/15/27 144A                                                                                                             | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $299458.85    | 0.01%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DP World Ltd.                                                                                    | DPWDU 2.375 09/25/26 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    500000 | PA      | $573596.34    | 0.02%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Phoenix Financial Ltd.                                                                           | Phoenix Financial Ltd. ILS1                                                                                                          | CUSIP: 000000000<br>LEI: 254900IUA68QTCFYHE30 | Long             | EC               | CORP              | IL        |      2246 | NS      | $119923.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                     | Marriott International, Inc. CL A                                                                                                    | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       370 | NS      | $121015.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                                                                      | The Progressive Corporation COM                                                                                                      | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      2763 | NS      | $547737.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC INTERNATIONAL HOLDINGS COMPANY LTD                                                          | SITC International Holdings Co Ltd. HKD0.10                                                                                          | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |     62000 | NS      | $271468.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local                                                            | CAFFIL 4.68 03/09/29 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $219653.18    | 0.01%             | 2029-03-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Company                                                                             | Weyerhaeuser Company COM NEW                                                                                                         | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      3000 | NS      | $73290.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square European CLO 2025-2 Designated Activity Co.                                        | PLMER 2025-2A A                                                                                                                      | CUSIP: 000000000<br>LEI: 254900W87JZZIIW4U960 | Long             | ABS-O            | CORP              | IE        |    250000 | PA      | $288921.64    | 0.01%             | 2038-07-15      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                   | ING Groep N.V. EUR0.01                                                                                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     39299 | NS      | $1020071.59   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                                                        | Logitech International SA CHF0.25 (REGD)                                                                                             | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |      1734 | NS      | $161027.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp.                                                                              | Toyota Tsusho Corp. NPV                                                                                                              | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |      2300 | NS      | $89140.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C12                                                           | UBSCM 2018-C12 A4                                                                                                                    | CUSIP: 90353DAY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    435000 | PA      | $429869.48    | 0.02%             | 2051-08-17      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| NTPC Ltd.                                                                                        | NTPCIN 2.75 02/01/27 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | DBT              | CORP              | IN        |    600000 | PA      | $690174.22    | 0.02%             | 2027-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc.                                                                      | Daiwa Securities Group Inc. NPV                                                                                                      | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |     13600 | NS      | $128865.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-6113.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHLMC 6.75 03/15/31                                                                                                                  | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1280000 | PA      | $1437327.27   | 0.05%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                    | ENBCN V5.5 07/15/77                                                                                                                  | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $44634.38     | 0.00%             | 2077-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | EUR CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  -1390000 | NC      | $-4409.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                                                                  | Ulta Beauty Inc COM                                                                                                                  | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       400 | NS      | $209084.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| W.w. Grainger Inc.                                                                               | W.w. Grainger Inc. COM                                                                                                               | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       300 | NS      | $327243.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NMABS ISSUER I LLC/NMABS ISSUER II LLC/NMABS CANADIAN ISSUER I L.P                               | NMNL 2025-1A A                                                                                                                       | CUSIP: 629174AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149875 | PA      | $146760.51    | 0.01%             | 2055-11-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS SGD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-12446.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS INC                                                             | MLMI 2004-WMC3 M2                                                                                                                    | CUSIP: 59020UCP8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9574 | PA      | $9440.32      | 0.00%             | 2035-01-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | THB/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1989.22     | -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      | $-77297.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 3.875 10/29/35 144A                                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     30000 | PA      | $29310.16     | 0.00%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 2.6 02/15/33                                                                                                                    | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    565000 | PA      | $493559.09    | 0.02%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp.                                                                          | FUJIFILM Holdings Corp. NPV                                                                                                          | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |      5300 | NS      | $100994.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $28144.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential World Fund, Inc.                                                                      | PGIM Jennison Emerging Markets Equity Opportunities Fund                                                                             | CUSIP: 743969628<br>LEI: 5493003FFF3WYM74WH03 | Long             | EC               | RF                | US        |    508567 | NS      | $10598538.47  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC SARL                                                                   | CHLELC 6.01 01/20/33 REGS                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    344000 | PA      | $354591.76    | 0.01%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS PLN                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-54822.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal S.A.                                                                               | ArcelorMittal S.A. NPV                                                                                                               | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      3115 | NS      | $161548.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle Incorporated                                                                  | Jones Lang LaSalle Incorporated COM                                                                                                  | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      2100 | NS      | $639072.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CFCRE 2016-C7 MORTGAGE TRUST                                                                     | CFCRE 2016-C7 A2                                                                                                                     | CUSIP: 12532BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325514 | PA      | $323211.24    | 0.01%             | 2054-12-11      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS COP PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -775000 | NC      | $-4222.53     | -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      | $-671749.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | ILS/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-268.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITC Holdings Corporation                                                                         | ITC 5.4 06/01/33 144A                                                                                                                | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233734.73    | 0.01%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bulgarian Energy Holding EAD                                                                     | BULENR 4.25 06/19/30                                                                                                                 | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | NUSS              | BG        |    100000 | PA      | $113237.47    | 0.00%             | 2030-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Crane Co.                                                                                        | Crane Co. COMMON STOCK                                                                                                               | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |      3800 | NS      | $649800.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OTTAWA-CARLETON (ON), REGIONAL MUNICIPALITY OF                                                   | OTTAWA 4.2 07/30/53                                                                                                                  | CUSIP: 689551ED7<br>LEI: N/A                  | Long             | DBT              | MUN               | CA        |    150000 | PA      | $96743.48     | 0.00%             | 2053-07-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                                                                      | Swedish Orphan Biovitrum AB NPV                                                                                                      | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |       745 | NS      | $31223.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                              | USD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7958.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                        | PHILIP 1.2 04/28/33                                                                                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    300000 | PA      | $284425.79    | 0.01%             | 2033-04-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/39                                                                                                                         | CUSIP: 912834EP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $115968.80    | 0.00%             | 2039-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Compagnie Generale des Etablissements Michelin                                                   | Compagnie Generale des Etablissements Michelin EUR0.50 (POST SUBDIVISION)                                                            | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |       754 | NS      | $25831.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp.                                                                                | Asahi Kasei Corp. NPV                                                                                                                | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |      3600 | NS      | $35224.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 5.45 03/01/35                                                                                                                    | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70359.94     | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                                   | AutoNation, Inc. COM                                                                                                                 | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2300 | NS      | $449098.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc.                                                                           | Texas Instruments Inc. COM                                                                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      2662 | NS      | $516800.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD V5.375 02/15/78                                                                                                                  | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34586.52     | 0.00%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                                                            | Kirin Holdings Co Ltd NPV                                                                                                            | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     27800 | NS      | $442192.01    | 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      | $-35141.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                                      | VST V8.875 PERP C                                                                                                                    | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1399588.28   | 0.05%             | N/A             | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                                   | The Charles Schwab Corporation COM                                                                                                   | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     14345 | NS      | $1348143.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                                                                         | LW 4.125 01/31/30 144A                                                                                                               | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477875.93    | 0.02%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                                                                | Sumitomo Electric Industries Ltd. NPV                                                                                                | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |      4700 | NS      | $267054.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | THB/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $12.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   6430000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                            | JGB 2.7 09/20/45 194                                                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  30000000 | PA      | $173842.73    | 0.01%             | 2045-09-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                            | QUIKHO 6.375 03/01/32 144A                                                                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    555000 | PA      | $564113.03    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                                 | Gallagher Aj &Co COM                                                                                                                 | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      3191 | NS      | $691106.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                                                                   | Atlas Copco AB SER'B'NPV                                                                                                             | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      9591 | NS      | $149929.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SA                                                                        | SNCF 1.5 02/02/29 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $331215.90    | 0.01%             | 2029-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KENNEDY LEWIS CLO 8 LTD                                                                          | KLLM 8A BR2                                                                                                                          | CUSIP: 37148EAS3<br>LEI: 2549002O2LJ1LE1W2D54 | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6748630.43   | 0.24%             | 2038-01-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -16 | NC      | $31835.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinitas Euro CLO VI DAC                                                                         | TRNTE 6A AR                                                                                                                          | CUSIP: 000000000<br>LEI: 635400LWFWL9KRF4UY56 | Long             | ABS-O            | CORP              | IE        |   6500000 | PA      | $7501787.77   | 0.26%             | 2039-01-17      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG Energy, Inc. COM NEW                                                                                                             | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      1500 | NS      | $219210.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS CDX.EM.45.V1                                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $-1045770.18  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS REPUBLIC OF FRANCE                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-9040.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.207 01/28/31 -                                                                                                                 | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111798.36    | 0.00%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | U.S. Bancorp. COM NEW                                                                                                                | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     22393 | NS      | $1164659.93   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Communities Inc                                                                  | TMHC 5.125 08/01/30 144A                                                                                                             | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    795000 | PA      | $786319.22    | 0.03%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS NZD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $2283.12      | 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      | $-595769.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $848.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GPT MANAGEMENT HOLDINGS LTD                                                                      | GPT Group (The) NPV (STAPLED SECURITIES)                                                                                             | CUSIP: 000000000<br>LEI: 549300N0X6IGFL5O5R09 | Long             | EC               | CORP              | AU        |     64166 | NS      | $202959.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                               | NWL 6.375 05/15/30                                                                                                                   | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    220000 | PA      | $211852.11    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Securitas AB                                                                                     | Securitas AB SER'B'NPV                                                                                                               | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |     10845 | NS      | $181631.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                                | Exxon Mobil Corp. COM                                                                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     19100 | NS      | $3240506.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                                                  | AstraZeneca PLC ORD USD0.25                                                                                                          | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      8994 | NS      | $1758686.74   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 6.375 10/06/30 144A                                                                                                           | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    155000 | PA      | $164466.25    | 0.01%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 4.5 05/01/32                                                                                                                    | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $236951.48    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAGESS - Societe Anonyme de Gestion de Stocks de Securite                                        | SAGESS 3 11/25/31 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $790709.45    | 0.03%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS SIEMENS AG                                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $286.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bank National Association Cincinnati Ohio                                            | FITB V4.967 01/28/28                                                                                                                 | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    450000 | PA      | $451599.22    | 0.02%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc.                              | FRTITA 4.625 01/15/29 144A                                                                                                           | CUSIP: 31556TAA7<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47843.52     | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Prudential PLC                                                                                   | Prudential PLC GBP0.05                                                                                                               | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |     26289 | NS      | $365499.00    | 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      | $44299.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Gap Inc.                                                                                     | GAP 3.875 10/01/31 144A                                                                                                              | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    375000 | PA      | $340371.93    | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-342427.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                                              | Erste Group Bank AG NPV                                                                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |       335 | NS      | $36188.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 4.9 11/01/35                                                                                                                       | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    127000 | PA      | $123829.17    | 0.00%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS KRW                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-630.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Blackrock Inc.                                                                                   | Blackrock Inc. COM                                                                                                                   | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       356 | NS      | $342368.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Munich Reinsurance AG                                                                            | Munich Reinsurance AG NPV(REGD)                                                                                                      | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      1092 | NS      | $689643.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dover Corporation                                                                                | Dover Corporation COM                                                                                                                | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      1396 | NS      | $290996.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Halma PLC                                                                                        | Halma PLC ORD GBP0.10                                                                                                                | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |      5311 | NS      | $271024.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 3.2 02/19/32                                                                                                                    | CUSIP: 87264AEB7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    252000 | PA      | $282835.99    | 0.01%             | 2032-02-19      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                           | STANLN V5.545 01/21/29 144A                                                                                                          | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $212856.00    | 0.01%             | 2029-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-64034.75    | -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      | $23750.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Generalitat Valenciana                                                                           | VALMUN 6.04 06/10/27                                                                                                                 | CUSIP: 000000000<br>LEI: 959800JTH4A3B38MJ379 | Long             | DBT              | NUSS              | ES        |    400000 | PA      | $476899.09    | 0.02%             | 2027-06-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | SGD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $79160.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                                                    | QUALCOMM Inc. COM                                                                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      3400 | NS      | $437852.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc.                                                                                  | CBRE Group Inc. CL A                                                                                                                 | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      1100 | NS      | $149006.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab As                                                                                        | Genmab As DKK1                                                                                                                       | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |       490 | NS      | $131967.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                                | BACR 0.5 01/28/33 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $147254.92    | 0.01%             | 2033-01-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | Lloyds Banking Group PLC ORD GBP0.1                                                                                                  | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    423549 | NS      | $524961.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxim Crane Works Holdings Capital LLC                                                           | CLDCRN 11.5 09/01/28 144A                                                                                                            | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $494402.28    | 0.02%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | AUD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-470.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corporation                                                                       | Dollar General Corporation COM                                                                                                       | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      4100 | NS      | $486793.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CK ASSET HOLDINGS LTD                                                                            | CK Asset Holdings Ltd. HKD1                                                                                                          | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |      8000 | NS      | $45774.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                                              | LVMH Moet Hennessy Louis Vuitton SE EUR0.30                                                                                          | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |      1085 | NS      | $593114.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  12860000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NVent Electric PLC                                                                               | NVent Electric PLC COM USD0.01                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      5800 | NS      | $686024.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                                                                     | MAR 5.5 04/15/37                                                                                                                     | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    320000 | PA      | $318823.97    | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                                                             | Schindler Holding AG CHF0.10 (REGD)                                                                                                  | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |       144 | NS      | $45353.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                                             | SABSM V5.5 09/08/29 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $120784.01    | 0.00%             | 2029-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                                                                           | BSPEED 10.5 04/03/31 144A                                                                                                            | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2365723.94   | 0.08%             | 2031-04-03      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | PHP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13562.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                                    | SM 8.375 07/01/28 144A                                                                                                               | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77076.37     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.375 05/15/51                                                                                                                     | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2780000 | PA      | $1738803.13   | 0.06%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | CZK CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -768000 | NC      | $-11323.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                             | MTB V5.385 01/16/36 MTN                                                                                                              | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47594.45     | 0.00%             | 2036-01-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                            | Cardinal Health, Inc. COM                                                                                                            | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      3300 | NS      | $697323.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                                      | BGOSK 0.375 10/13/28 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    100000 | PA      | $108054.64    | 0.00%             | 2028-10-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CAD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $19470.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                                     | MET V5.85 03/15/56 .                                                                                                                 | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16684.55     | 0.00%             | 2056-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.125 08/15/44                                                                                                                     | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    980000 | PA      | $888890.63    | 0.03%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                                 | DB V7.079 02/10/34                                                                                                                   | CUSIP: 251526CT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $277080.05    | 0.01%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | IRS CLP                                                                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-1447.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                                           | Intesa Sanpaolo S.p.A. NPV                                                                                                           | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     68503 | NS      | $414298.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET V6.5 PERP H                                                                                                                       | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    815000 | PA      | $813444.11    | 0.03%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                               | F 3.25 02/12/32                                                                                                                      | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    650000 | PA      | $564660.21    | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | DKK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-984.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                                  | Regeneron Pharmaceuticals, Inc. COM                                                                                                  | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1231 | NS      | $951119.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/COP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $29248.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander Totta S A                                                                        | SANTAN 3.25 02/15/31                                                                                                                 | CUSIP: 000000000<br>LEI: 549300URJH9VSI58CS32 | Long             | DBT              | CORP              | PT        |    400000 | PA      | $463337.31    | 0.02%             | 2031-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2020.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | USD CALL VERSUS TRY PUT                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   1619000 | NC      | $136.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd.                                                                                 | Nintendo Co Ltd. NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      1900 | NS      | $108462.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boots Group Finco LP/ The Boots Group Luxco S.a.r.l.                                             | BOOTFN 5.375 08/31/32 144a                                                                                                           | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $231170.00    | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc.                                                                              | Analog Devices Inc. COM                                                                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      4211 | NS      | $1339687.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | ZAR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $44180.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/CAD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $979.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | INR CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   1227000 | NC      | $0.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nike, Inc.                                                                                       | Nike, Inc. CL B                                                                                                                      | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       570 | NS      | $30107.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE RE 2023-1 LTD                                                                              | EMIR 2023-1 M1A                                                                                                                      | CUSIP: 26982EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     19720 | PA      | $19734.28     | 0.00%             | 2033-09-26      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/48                                                                                                                         | CUSIP: 912834TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    675000 | PA      | $214065.86    | 0.01%             | 2048-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA7                                                          | STACR 2021-DNA7 M2                                                                                                                   | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-O            | USGSE             | US        |    180000 | PA      | $180447.91    | 0.01%             | 2041-11-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS THB                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $2087.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings S.a r.l.                                            | BPPEHX 1.625 04/20/30 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $104988.17    | 0.00%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 5 02/01/28 144A                                                                                                                 | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89171.30     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Tisi Inc.                                                                                        | Tisi Inc. NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |      7800 | NS      | $166775.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RRE 24 Loan Management DAC                                                                       | RRME 24A A1                                                                                                                          | CUSIP: 000000000<br>LEI: 254900LRUE7XQKHDTD72 | Long             | ABS-O            | CORP              | IE        |    250000 | PA      | $287378.84    | 0.01%             | 2040-04-15      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-440.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                                         | LW 4.375 01/31/32 144A                                                                                                               | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    420000 | PA      | $391481.75    | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR14                                                                                 | BANK5 2025-5YR14 A3                                                                                                                  | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1260000 | PA      | $1301846.74   | 0.05%             | 2058-04-17      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF ITALY                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-25712.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | BRL CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -788000 | NC      | $-14193.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 5.4 08/15/54                                                                                                                    | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49805.61     | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS PETROLEOS MEXICANOS                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-114.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Investment Portfolios 12                                                              | PGIM Global Real Estate Fund                                                                                                         | CUSIP: 744336876<br>LEI: 549300TIDSYQDWW4LP02 | Long             | EC               | RF                | US        |    560628 | NS      | $11868488.54  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| New Gold, Inc.                                                                                   | NGDCN 6.875 04/01/32 144A                                                                                                            | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $211644.05    | 0.01%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                                        | Adobe Inc COM                                                                                                                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      4000 | NS      | $972320.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                                                                       | Diageo PLC ORD GBP0.28 101/108                                                                                                       | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      4917 | NS      | $91442.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD CALL VERSUS KRW PUT                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |  -1619000 | NC      | $-35320.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX10 COMMERCIAL MORTGAGE TRUST                                                        | CSAIL 2017-CX10 A4                                                                                                                   | CUSIP: 12595JAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285000 | PA      | $281890.85    | 0.01%             | 2050-11-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC / Windstream Escrow Finance Corp.                                        | WIN 8.25 10/01/31 144A                                                                                                               | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    210000 | PA      | $219961.78    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                                               | Coca-Cola Co (The) COM                                                                                                               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     10270 | NS      | $781033.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                | VENTGL 3.875 08/15/29 144A                                                                                                           | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33276.08     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Eaton Corporation PLC                                                                            | Eaton Corporation PLC COM USD0.01                                                                                                    | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      2638 | NS      | $943533.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $34862.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JX Advanced Metals Corp.                                                                         | JX Advanced Metals Corp. ORD SHS                                                                                                     | CUSIP: 000000000<br>LEI: 353800NC6NPNKC4JEC58 | Long             | EC               | CORP              | JP        |     11300 | NS      | $250451.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 4.95 01/15/28 144A                                                                                                              | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    145000 | PA      | $145481.40    | 0.01%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ile de France Mobilites                                                                          | IDFMOB 0.4 05/28/31 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $398190.05    | 0.01%             | 2031-05-28      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-7067.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                                                        | Epiroc AB SER'A'NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |      1261 | NS      | $31041.84     | 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      | $-33606.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | AUD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1508.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                             | MTB V6.082 03/13/32                                                                                                                  | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40862.85     | 0.00%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS SGD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-8115.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DP World Ltd.                                                                                    | DPWDU 4.25 09/25/30 REGS                                                                                                             | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    300000 | PA      | $377518.17    | 0.01%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                                                 | NCRATL 9.5 04/01/29 144A                                                                                                             | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    394000 | PA      | $421723.97    | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Euro(FGBS) Schatz Futures                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        39 | NC      | $-40177.36    | -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      | $184271.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                                | ISRAEL 6.875 10/21/34 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    100000 | PA      | $140384.29    | 0.00%             | 2034-10-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS NATIONAL BANK OF CANADA                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $380.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                                        | CMC 5.75 11/15/33 144A                                                                                                               | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99148.80     | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                                         | Bayer AG NPV (REGD)                                                                                                                  | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |      8056 | NS      | $372817.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co.                                                                                     | Southern Co. COM                                                                                                                     | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     13681 | NS      | $1320490.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ontario Teachers Finance Trust                                                                   | ONTTFT 0.1 05/19/28 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | MUN               | CA        |    400000 | PA      | $435809.77    | 0.02%             | 2028-05-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-201.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                                                               | Publicis Groupe SA EUR0.40                                                                                                           | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |      2418 | NS      | $200136.68    | 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      | $-33551.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Corporacion Andina de Fomento                                                                    | CAF 4.75 04/16/29                                                                                                                    | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | VE        |    300000 | PA      | $395932.44    | 0.01%             | 2029-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                                               | Cenovus Energy Inc COM NPV                                                                                                           | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |     18680 | NS      | $495769.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                                                                        | Rockwell Automation, Inc. COM                                                                                                        | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       900 | NS      | $322992.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen International Finance N.V.                                                            | VW V5.493 PERP                                                                                                                       | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $115007.08    | 0.00%             | N/A             | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                             | CLF 7.375 05/01/33 144A                                                                                                              | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244657.76    | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF PANAMA                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $9765.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sogecap SA                                                                                       | SOGESA V6.5 05/16/44                                                                                                                 | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $383823.11    | 0.01%             | 2044-05-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2021-OVA                          | SLG 2026-OMA A                                                                                                                       | CUSIP: 78451FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $550109.18    | 0.02%             | 2041-04-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| STOCKLAND TRUST MANAGEMENT LTD                                                                   | Stockland Corp Ltd. NPV (STAPLED)                                                                                                    | CUSIP: 000000000<br>LEI: 549300Y8E5TMSOLM7P64 | Long             | EC               | CORP              | AU        |     85058 | NS      | $255329.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Covivio SA                                                                                       | Covivio SA EUR3                                                                                                                      | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               | CORP              | FR        |      2501 | NS      | $149468.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1                                                    | NRZT 2026-NQM1 A1                                                                                                                    | CUSIP: 64832LAE3<br>LEI: 213800ECBEJHYYK9P940 | Long             | ABS-O            | CORP              | US        |    276507 | PA      | $273950.47    | 0.01%             | 2065-11-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.375 08/15/42                                                                                                                     | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1503562.50   | 0.05%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Vancouver, British Columbia                                                                      | VANC 3.7 10/18/52                                                                                                                    | CUSIP: 921577RF1<br>LEI: 549300WQBP3HPFWQXI92 | Long             | DBT              | MUN               | CA        |    250000 | PA      | $147698.57    | 0.01%             | 2052-10-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Geberit AG                                                                                       | Geberit AG CHF0.10 (REGD)                                                                                                            | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |        36 | NS      | $24301.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | TRY CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | GB        |    775000 | NC      | $12537.74     | 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      | $56678.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC Inc.                                                                                         | AGC Inc. NPV                                                                                                                         | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |      5000 | NS      | $177137.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                                                        | Zurich Insurance Group AG CHF0.10                                                                                                    | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       327 | NS      | $231129.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | THC 4.375 01/15/30                                                                                                                   | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    425000 | PA      | $411473.22    | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF ITALY                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-7869.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                                                                   | EU 3.25 07/04/34 UFA                                                                                                                 | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | BE        |    610000 | PA      | $703851.97    | 0.02%             | 2034-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $59930.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                                                 | MS V4.734 07/18/31                                                                                                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249143.99    | 0.01%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services Incorporated                                                        | West Pharmaceutical Services Incorporated COM                                                                                        | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       600 | NS      | $150384.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS INR PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  -1582000 | NC      | $-4686.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clarios (Power Solutions)                                                                        | Clarios (Power Solutions) Term Loan B (Incremental) 275 2032-01-07                                                                   | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    323375 | PA      | $322243.19    | 0.01%             | 2032-01-28      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 6.25 04/15/32 144A                                                                                                            | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    700000 | PA      | $677091.26    | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| RB Global Inc                                                                                    | RB Global Inc COM                                                                                                                    | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |      3000 | NS      | $287550.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.375 02/15/42                                                                                                                     | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16905000 | PA      | $12319518.75  | 0.43%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bulgaria (Republic Of)                                                                           | BGARIA 4.5 01/27/33 REGS                                                                                                             | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |    130000 | PA      | $157917.78    | 0.01%             | 2033-01-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jacobs Entertainment, Inc.                                                                       | JACENT 6.75 02/15/29 144a                                                                                                            | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    325000 | PA      | $303328.95    | 0.01%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corporation                               | UNSEAM 6 06/01/29 144A                                                                                                               | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    605000 | PA      | $585079.07    | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                      | Walmart Inc COM                                                                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     18930 | NS      | $2352620.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                                                                    | Assurant Inc. COM                                                                                                                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       300 | NS      | $65343.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy (Republic Of)                                                                              | ITALY 3.875 05/06/51 30Y                                                                                                             | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   2100000 | PA      | $1534162.14   | 0.05%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS INR PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   1582000 | NC      | $11959.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | THC 5.5 11/15/32 144A                                                                                                                | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148635.85    | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                                                           | Agricultural Development Bank of China                                                                                               | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | USGA              | CN        |   5000000 | PA      | $790861.18    | 0.03%             | 2030-10-27      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                                 | VMED 4.25 01/15/30 REGS                                                                                                              | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $1048648.57   | 0.04%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | ZAR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6057.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V4.964 10/23/36 MTN                                                                                                              | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174354.86    | 0.01%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| FREEPORT TERMINAL (MALTA) PLC                                                                    | FRETER 7.25 05/15/28 144A                                                                                                            | CUSIP: 356834AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |    300000 | PA      | $312013.97    | 0.01%             | 2028-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $2714.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                                                                             | EIX 5.45 06/15/29                                                                                                                    | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72633.01     | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $8133.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP V2.5 03/31/32 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $455546.10    | 0.02%             | 2032-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AERCAP HOLDINGS NV                                                                               | AerCap Holdings N.V. EUR0.01                                                                                                         | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |      2300 | NS      | $315514.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                                                                  | Gen Digital Inc COM                                                                                                                  | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      8900 | NS      | $167587.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS ILS                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $298.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                                | Sysco Corporation COM                                                                                                                | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      8800 | NS      | $627704.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap Inc.                                                                                     | GAP 3.625 10/01/29 144A                                                                                                              | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    425000 | PA      | $397206.40    | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Weatherford International Plc                                                                    | Weatherford International Plc COM USD0.001                                                                                           | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |      6700 | NS      | $633686.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Paint Holdings Co Ltd.                                                                    | Nippon Paint Holdings Co Ltd. NPV                                                                                                    | CUSIP: 000000000<br>LEI: 529900RYRJUN78A7PL87 | Long             | EC               | CORP              | JP        |      8700 | NS      | $54553.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS COP PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    825000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp.                                                                               | Nippon Steel Corp. NPV                                                                                                               | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |     15000 | NS      | $55313.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDON 1.1 03/12/33                                                                                                                   | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    900000 | PA      | $835894.54    | 0.03%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                                     | Exelon Corp. COM                                                                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      8100 | NS      | $397062.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Estate Co Ltd                                                                         | Mitsubishi Estate Co Ltd NPV                                                                                                         | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |       900 | NS      | $24980.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                                                                   | Rheinmetall AG NPV                                                                                                                   | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       127 | NS      | $214221.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                              | EXE 5.375 03/15/30                                                                                                                   | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    285000 | PA      | $287494.40    | 0.01%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                         | WCC 5.5 04/15/34 144A                                                                                                                | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123204.90    | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                                        | Aptiv PLC COM SHS                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      8300 | NS      | $576352.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.25 10/15/35 144A                                                                                                               | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53590.59     | 0.00%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V2.206 08/17/29                                                                                                                 | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $307369.01    | 0.01%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Advanced Series Trust                                                                            | AST Small-Cap Growth Portfolio                                                                                                       | CUSIP: 000000000<br>LEI: 549300VWSUPW8FKG9V43 | Long             | EC               | RF                | US        |    199259 | NS      | $17140223.31  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 11/15/43                                                                                                                      | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1428000 | PA      | $1410596.25   | 0.05%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | ITALY 6 08/04/28 EMTN                                                                                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    958000 | PA      | $1295093.47   | 0.05%             | 2028-08-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EG Global Finance PLC                                                                            | EGBLFN 12 11/30/28 144A                                                                                                              | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1068750.00   | 0.04%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.846 03/08/37                                                                                                                  | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     58000 | PA      | $53687.07     | 0.00%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CAD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-2893.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CD 2017-CD5 MORTGAGE TRUST                                                                       | CD 2017-CD5 A3                                                                                                                       | CUSIP: 12515HAY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    333526 | PA      | $328124.46    | 0.01%             | 2050-08-17      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | Capital One Financial Corp. COM                                                                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      4737 | NS      | $864170.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 05/15/55                                                                                                                      | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1020000 | PA      | $993065.63    | 0.03%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 2.937 11/01/56                                                                                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $55520.28     | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Euro(FGBS) Schatz Futures                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -1 | NC      | $1374.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4842                                                                                                                            | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446124 | PA      | $450554.93    | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morningstar Inc                                                                                  | Morningstar Inc COM                                                                                                                  | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       800 | NS      | $135240.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bulgaria (Republic Of)                                                                           | BGARIA 4.625 09/23/34 12Y                                                                                                            | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |    600000 | PA      | $732346.56    | 0.03%             | 2034-09-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                                 | CFELEC 5 09/29/36 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    746400 | PA      | $694125.88    | 0.02%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | Alphabet Inc. CAP STK CL A                                                                                                           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     28329 | NS      | $8146287.24   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Arsenal AIC Parent LLC                                                                           | ARNC 11.5 10/01/31 144A                                                                                                              | CUSIP: 04288BAC4<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |    515000 | PA      | $555892.44    | 0.02%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS REPUBLIC OF ITALY                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $4851.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/43                                                                                                                         | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1510000 | PA      | $616087.14    | 0.02%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB3599                                                                                                                            | CUSIP: 3140QN7M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1162380 | PA      | $1071500.94   | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CRH PLC                                                                                          | CRH PLC ORD EUR 0.32                                                                                                                 | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      1000 | NS      | $105120.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cyprus (Republic Of)                                                                             | CYPRUS 1.25 01/21/40 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |   1500000 | PA      | $1235722.12   | 0.04%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PSF PGIM Jennison Value                                                                          | (PI62580) PSF PGIM Jennison Value                                                                                                    | CUSIP: 74437G722<br>LEI: P7GE1Q1TW25H6LI8ZC55 | Long             | EC               | RF                | US        |    114831 | NS      | $8263235.09   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                                                            | Schneider Electric SE EUR4.00                                                                                                        | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |      2713 | NS      | $738971.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FISHER & PAYKEL HEALTHCARE CORP LTD                                                              | Fisher & Paykel Healthcare Corp Ltd. NPV                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     14738 | NS      | $319571.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd.                                                                  | Galaxy Entertainment Group Ltd. NPV                                                                                                  | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |     23000 | NS      | $103957.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 3.625 02/01/31                                                                                                                    | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    820000 | PA      | $779438.61    | 0.03%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                        | RTX Corp. COM                                                                                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      8030 | NS      | $1548987.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer Inc             | PK 4.875 05/15/29 144A                                                                                                               | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336772.68    | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| eBay Inc.                                                                                        | eBay Inc. COM                                                                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      2800 | NS      | $254856.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The J M Smucker Company                                                                          | The J M Smucker Company COM NEW                                                                                                      | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      1900 | NS      | $183236.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | AUD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1451.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | NOK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-254.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Star Leasing Co LLC                                                                              | TRAILR 7.625 02/15/30 144A                                                                                                           | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1032592.22   | 0.04%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                | HRI 7.25 06/15/33 144A                                                                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164275.66    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| RCKT MORTGAGE TRUST 2025-CES11                                                                   | RCKT 2025-CES11 A1A                                                                                                                  | CUSIP: 749423AA7<br>LEI: 254900BTBXWWIQBK4D47 | Long             | ABS-O            | CORP              | US        |    236823 | PA      | $235475.91    | 0.01%             | 2055-11-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                          | UnitedHealth Group Inc. COM                                                                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      4650 | NS      | $1258243.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/AUD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-39391.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Specialized Funds                                                                       | Vanguard Specialized Funds DIV APP ETF                                                                                               | CUSIP: 921908844<br>LEI: 549300OM0CLBHZ9MZW59 | Long             | EC               | RF                | US        |     63979 | NS      | $13759323.74  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp.                                                                            | Westpac Banking Corp. NPV                                                                                                            | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |      9147 | NS      | $252779.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp.                                                                                     | Otsuka Corp. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |     15400 | NS      | $294828.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                                        | MSCI Inc. COM                                                                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       900 | NS      | $485109.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AEGON LTD                                                                                        | Aegon Ltd. EUR0.12                                                                                                                   | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | BM        |     51610 | NS      | $377435.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V5.13 11/19/28                                                                                                                  | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $402306.16    | 0.01%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Enel S.p.A.                                                                                      | Enel S.p.A. EUR1                                                                                                                     | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    111030 | NS      | $1213872.15   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.375 11/15/48                                                                                                                     | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $2037343.75   | 0.07%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST 2025-EWEST                                                                            | BFLD 2025-EWEST A                                                                                                                    | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $398723.92    | 0.01%             | 2042-06-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                            | JGB 2.4 03/20/55 86                                                                                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 231650000 | PA      | $1130903.46   | 0.04%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Company                                                                 | SRE 5.2 03/15/36 DDDD                                                                                                                | CUSIP: 797440CH5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54837.84     | 0.00%             | 2036-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                             | NSWTC 4.75 02/20/35                                                                                                                  | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    790000 | PA      | $517356.55    | 0.02%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | IRS MYR                                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |         1 | NC      | $1163.88      | 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      | $-429.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                                     | KBC Group NV NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      1496 | NS      | $183098.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                                    | OBL 2.2 10/10/30 192                                                                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   3770320 | PA      | $4263197.91   | 0.15%             | 2030-10-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                                                                          | Aristocrat Leisure Ltd. NPV                                                                                                          | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |      7059 | NS      | $224372.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MAPLE PARENT HOLDINGS CORP                                                                       | KDP 6.625 03/26/56 144A                                                                                                              | CUSIP: 56530KAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $40599.10     | 0.00%             | 2056-03-26      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Nice Limited                                                                                     | Nice Limited ILS1                                                                                                                    | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       364 | NS      | $40188.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | Tenet Healthcare Corporation COM NEW                                                                                                 | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      1000 | NS      | $188710.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TDK Corp.                                                                                        | TDK Corp. NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |      9800 | NS      | $127304.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ametek, Inc.                                                                                     | Ametek, Inc. COM                                                                                                                     | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      2800 | NS      | $600208.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                                                              | Cisco Systems, Inc. COM                                                                                                              | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      7500 | NS      | $581925.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd, Hong Kong                                                                         | AIA Group Ltd, Hong Kong NPV                                                                                                         | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     63400 | NS      | $704458.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-3                                                    | GSKY 2025-3A A3                                                                                                                      | CUSIP: 39571WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92157 | PA      | $92043.41     | 0.00%             | 2060-12-27      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Elisa OYJ                                                                                        | Elisa OYJ NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |      3308 | NS      | $161134.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ATI Inc                                                                                          | ATI Inc COM                                                                                                                          | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      5800 | NS      | $843668.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/NZD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-311.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 5.5 03/31/31 144A                                                                                                                | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69238.50     | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS SGD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-21376.21    | -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      | $-731.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                                                             | Koninklijke KPN N.V. EUR0.04                                                                                                         | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     20248 | NS      | $112854.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                                         | Infineon Technologies AG ORD NPV (REGD)                                                                                              | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |      4776 | NS      | $216668.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP Paribas SA EUR2                                                                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     12940 | NS      | $1232711.27   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 4 11/13/30                                                                                                                         | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    900000 | PA      | $838503.22    | 0.03%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Advantest Corp.                                                                                  | Advantest Corp. NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      6000 | NS      | $828040.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 09/30/32                                                                                                                     | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1480000 | PA      | $1460806.25   | 0.05%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 3.85 10/01/40 15Y                                                                                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    500000 | PA      | $555585.94    | 0.02%             | 2040-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VIKING HOLDINGS LTD                                                                              | Viking Holdings Ltd. ORD SHS                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      6300 | NS      | $462924.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co.                                                                                       | Boeing Co. COM                                                                                                                       | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      1600 | NS      | $318448.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edenred SA                                                                                       | Edenred SA EUR2                                                                                                                      | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |      2123 | NS      | $42287.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Generalitat de Catalunya                                                                         | GENCAT 5.9 05/28/30 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |    100000 | PA      | $125777.68    | 0.00%             | 2030-05-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                                     | AM 6.625 02/01/32 144A                                                                                                               | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    255000 | PA      | $260997.53    | 0.01%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS KINGDOM OF SAUDI ARABIA                                                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $-12280.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                                     | United Airlines Holdings Inc COM                                                                                                     | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      4400 | NS      | $405108.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $47039.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | MXN/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4397.95     | -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      | $38775.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd.                                                           | Check Point Software Technologies Ltd. ORD ILS0.01                                                                                   | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |      1700 | NS      | $242845.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $991.24       | 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      | $-3698.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | CAS 2022-R03 1B1                                                                                                                     | CUSIP: 20753XAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    115000 | PA      | $119874.22    | 0.00%             | 2042-03-25      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                                      | Aker BP ASA NOK1                                                                                                                     | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |      4420 | NS      | $163402.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| M/I Homes Inc.                                                                                   | MHO 4.95 02/01/28                                                                                                                    | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593884.57    | 0.02%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 5 02/15/29 144A                                                                                                                | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    369000 | PA      | $270399.51    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | INR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5616.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                                                | ASML Holding N.V. NY REGISTRY SHS                                                                                                    | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       191 | NS      | $252278.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                                                                       | CARR 4.5 11/29/32                                                                                                                    | CUSIP: 14448CBG8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $239260.95    | 0.01%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 5.15 01/15/30 144A                                                                                                              | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     80000 | PA      | $80316.50     | 0.00%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $3899.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 3.75 09/19/28                                                                                                                  | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    860000 | PA      | $973156.35    | 0.03%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | CHF/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2580.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS ISLAMIC REPUBLIC OF PAKISTAN                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $94621.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.375 02/29/28                                                                                                                     | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8904000 | PA      | $8834785.31   | 0.31%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-36414.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                                                            | VW V3.875 PERP .                                                                                                                     | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $888145.89    | 0.03%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Clarivate PLC                                                                                    | Clarivate PLC COM NPV                                                                                                                | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | JE        |    216000 | NS      | $546480.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Fortinet Inc                                                                                     | Fortinet Inc COM                                                                                                                     | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      5000 | NS      | $408600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 11 LTD                                                                     | ANCHC 2019-11A AR2                                                                                                                   | CUSIP: 03330NAU8<br>LEI: 549300NPGT86ACOLIL14 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5999008.20   | 0.21%             | 2037-07-22      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-16414.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                                                     | 3i Group PLC ORD GBP0.738636                                                                                                         | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      4256 | NS      | $138707.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corporation                                                                    | Boston Scientific Corporation COM                                                                                                    | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     12782 | NS      | $802070.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS CDX.NA.HY.45.V1                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $232350.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ebara Corp.                                                                                      | Ebara Corp. NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 353800UV8U3SOMCDTI49 | Long             | EC               | CORP              | JP        |       900 | NS      | $25477.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lynas Rare Earths Ltd.                                                                           | Lynas Rare Earths Ltd. NPV                                                                                                           | CUSIP: 000000000<br>LEI: 529900SGT9M1FJPXXI35 | Long             | EC               | CORP              | AU        |      6650 | NS      | $90290.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V3.749 11/07/36 GMTN                                                                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $665963.78    | 0.02%             | 2036-11-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS WELLS FARGO & COMPANY                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $265.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                                       | Allianz SE NPV(REGD)(VINKULIERT)                                                                                                     | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      1805 | NS      | $762285.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2013-2                                                       | EART 2026-1A C                                                                                                                       | CUSIP: 30168HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108000 | PA      | $106629.58    | 0.00%             | 2032-05-17      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CAD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $12029.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                                      | BGOSK 2 06/01/30                                                                                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    100000 | PA      | $109838.11    | 0.00%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-3                                                    | SDART 2025-3 C                                                                                                                       | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82000 | PA      | $82116.91     | 0.00%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/JPY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $25.11        | 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      | $-22774.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/42                                                                                                                         | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $97431.06     | 0.00%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                                             | Nomura Holdings Inc. NPV                                                                                                             | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |     29400 | NS      | $231496.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMER SPORTS INC                                                                                  | Amer Sports Inc. COM SHS                                                                                                             | CUSIP: 000000000<br>LEI: 391200YCSWTRD1J21867 | Long             | EC               | CORP              | KY        |      2700 | NS      | $88884.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Med Inc                                                                                   | Globus Med Inc CL A                                                                                                                  | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      1800 | NS      | $155088.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                                                                              | Toll Brothers, Inc. COM                                                                                                              | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      2600 | NS      | $354822.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | U.S. Treasury Bond Futures, Jun-2026,ETH                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       168 | NC      | $-610767.62   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | INR CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   1582000 | NC      | $40.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd.                                                                     | Murata Manufacturing Co Ltd. NPV                                                                                                     | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |      6000 | NS      | $134623.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                                         | EDF V2.625 PERP                                                                                                                      | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $224290.38    | 0.01%             | N/A             | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                                    | Williams Companies Inc. (The) COM                                                                                                    | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      7900 | NS      | $574962.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy (Republic Of)                                                                              | ITALY 4 10/17/49 10Y                                                                                                                 | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    475000 | PA      | $361974.13    | 0.01%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-717.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                            | ATH 5.543 08/22/35 144A                                                                                                              | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156416.48    | 0.01%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -17520000 | OU      | $-120212.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Euro(FGBL) Bund Futures                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        53 | NC      | $-214453.67   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                                                                                  | Littelfuse Inc. COM                                                                                                                  | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       300 | NS      | $101805.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/SGD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4461.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                                        | MEXCAT 3.875 04/30/28 144A                                                                                                           | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    294000 | PA      | $286811.70    | 0.01%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sofi Professional Loan Program 2020-A Trust                                                      | SOFI 2020-A A2FX                                                                                                                     | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71838 | PA      | $69415.80     | 0.00%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Latvia (Republic Of)                                                                             | LATVIA 0 03/17/31 GMTN                                                                                                               | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |    300000 | PA      | $294665.46    | 0.01%             | 2031-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | TRY/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $17942.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto, Municipality Of Metropolitan                                                            | TRNT 2.95 04/28/35                                                                                                                   | CUSIP: 891288DL3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | MUN               | CA        |    300000 | PA      | $199087.77    | 0.01%             | 2035-04-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                                | National Grid PLC ORD GBP0.12431289                                                                                                  | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     17065 | NS      | $288058.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd. Switzerland                                                                           | Chubb Ltd. Switzerland ORD CHF24.15                                                                                                  | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      3054 | NS      | $995390.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amundi SA                                                                                        | Amundi SA EUR2.5                                                                                                                     | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |      3668 | NS      | $315219.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                                                                | Sonova Holding AG CHF0.05 (REGD)                                                                                                     | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |       430 | NS      | $98045.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                                                                     | Northern Star Resources Ltd. NPV                                                                                                     | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |      7369 | NS      | $107121.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-7                                                    | SAIL 2004-BNC1 A4                                                                                                                    | CUSIP: 86358EKX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35266 | PA      | $37556.28     | 0.00%             | 2034-09-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                                     | National Australia Bank Ltd. NPV                                                                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |     12037 | NS      | $348178.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                                    | Veralto Corp. COM SHS                                                                                                                | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      2100 | NS      | $185682.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                                                     | BRL/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $22019.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clue Opco LLC                                                                                    | FWRD 9.5 10/15/31 144A                                                                                                               | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2425411.42   | 0.09%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 6 04/15/30 144A                                                                                                               | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    575000 | PA      | $559298.93    | 0.02%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                         | WCC 5.25 04/15/31 144A                                                                                                               | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104337.07    | 0.00%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                  | Salesforce Inc. COM                                                                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      3400 | NS      | $634678.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MS&AD Insurance Group Holdings Inc.                                                              | MS&AD Insurance Group Holdings Inc. NPV                                                                                              | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |      7400 | NS      | $193107.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                           | BPLN V3.625 PERP                                                                                                                     | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $684008.91    | 0.02%             | N/A             | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS INR PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -768000 | NC      | $-4354.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TSB Bank PLC                                                                                     | TSBLN 3.319 03/05/29                                                                                                                 | CUSIP: 000000000<br>LEI: 549300XP222MV7P3CC54 | Long             | DBT              | CORP              | GB        |    690000 | PA      | $801598.35    | 0.03%             | 2029-03-05      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | THB CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -791000 | NC      | $-3595.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Inc.                                                                                    | Prologis Inc. COM                                                                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     11169 | NS      | $1476318.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/JPY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8126.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LOTTERY CORP LTD (THE)                                                                           | Lottery Corporation Ltd NPV                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     23100 | NS      | $86268.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                                          | Versant Media Group Inc. COM CL A                                                                                                    | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |      8500 | NS      | $314670.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                                 | Marsh & McLennan Companies, Inc. COM                                                                                                 | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      5500 | NS      | $953975.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF FRANCE                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-12773.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP V5.283 11/19/30 144A                                                                                                             | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    450000 | PA      | $456796.35    | 0.02%             | 2030-11-19      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $671430.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/43                                                                                                                         | CUSIP: 912834MT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $88959.29     | 0.00%             | 2043-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-294477.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-51854.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | Goldman Sachs Group, Inc. COM                                                                                                        | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       859 | NS      | $726705.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                                                                          | BRK 2.422 11/29/35                                                                                                                   | CUSIP: 084670FA1<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        | 100000000 | PA      | $597129.26    | 0.02%             | 2035-11-29      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                                                    | iShares Trust JPMORGAN USD EMG                                                                                                       | CUSIP: 464288281<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |    125747 | NS      | $11811415.71  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V4.619 11/06/31                                                                                                                 | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $418413.99    | 0.01%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp.                                                                        | Renesas Electronics Corp. NPV                                                                                                        | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     13900 | NS      | $198731.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | CNH/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16383.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $600.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $14941.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | E-mini S&P 500 Futures, Jun-2026,ETH                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       157 | NC      | $-1451272.92  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd.                                                                       | Woodside Energy Group Ltd. NPV                                                                                                       | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     10564 | NS      | $250763.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp.                                                                                | Nitto Denko Corp. NPV                                                                                                                | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |      3900 | NS      | $78016.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boots Group Finco LP/ The Boots Group Luxco S.a.r.l.                                             | BOOTFN 7.375 08/31/32 144*                                                                                                           | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    225000 | PA      | $296320.95    | 0.01%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-310605.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Exelixis, Inc.                                                                                   | Exelixis, Inc. COM                                                                                                                   | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      5200 | NS      | $223028.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4 07/31/32                                                                                                                         | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    115000 | PA      | $114433.98    | 0.00%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $676971.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings Llc                                                             | FYBR 5.875 11/01/29                                                                                                                  | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1660143.79   | 0.06%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | AT&T Inc COM                                                                                                                         | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     20400 | NS      | $591396.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Anglo American Capital PLC                                                                       | AALLN 4.75 09/21/32 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $239360.35    | 0.01%             | 2032-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eneos Holdings Inc                                                                               | Eneos Holdings Inc NPV                                                                                                               | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |     50000 | NS      | $450506.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 4 07/15/46                                                                                                                      | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10114.76     | 0.00%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                                         | JBS 6.5 12/01/52                                                                                                                     | CUSIP: 46590XAX4<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |     30000 | PA      | $30196.30     | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                                             | Howmet Aerospace Inc COM                                                                                                             | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      5529 | NS      | $1274213.34   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                             | SWOP CDS CDX.NA.IG.45.V1                                                                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCR              | CORP              | CA        | -24940000 | OU      | $-11880.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                               | Vodafone Group PLC ORD USD0.2095238                                                                                                  | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    493071 | NS      | $743724.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $23706.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                                | NGGLN 0.25 09/01/28 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $214941.87    | 0.01%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2003-W5                      | ARSI 2004-W10 A2                                                                                                                     | CUSIP: 040104LM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11281 | PA      | $10918.54     | 0.00%             | 2034-10-25      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | HUF CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   1608000 | NC      | $24.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss RE AG                                                                                      | Swiss RE AG CHF0.10                                                                                                                  | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |      1084 | NS      | $182087.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BMO 2024-5C5 MORTGAGE TRUST                                                                      | BMO 2024-5C5 A3                                                                                                                      | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $387166.13    | 0.01%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Packaging Corporation of America                                                                 | Packaging Corporation of America COM                                                                                                 | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       524 | NS      | $111203.28    | 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      | $-32230.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS DEUTSCHE TELEKOM AG                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $198.80       | 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      | $-295926.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                                      | BGOSK 4 03/13/32 EMTN                                                                                                                | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    100000 | PA      | $117982.23    | 0.00%             | 2032-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co.,Ltd.                                                                          | Idemitsu Kosan Co.,Ltd. NPV                                                                                                          | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |     24600 | NS      | $241510.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.25 05/15/42                                                                                                                      | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2055000 | PA      | $1693448.44   | 0.06%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $282105.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5158.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN CERTIFICATE LTD                                                             | PARCRT 0 06/05/34 REGS                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    310093 | PA      | $252110.80    | 0.01%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | GBP/JPY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7005.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 3.875 02/15/32 144A                                                                                                              | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50466.83     | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 6.05 09/01/33                                                                                                                    | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261997.79    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2026-CES2                                                                    | RCKT 2026-CES2 A1A                                                                                                                   | CUSIP: 74940EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    777246 | PA      | $768690.28    | 0.03%             | 2056-02-01      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/AUD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2697.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | ZAR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-14647.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 5.5 04/15/27 144A                                                                                                             | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1236638.88   | 0.04%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP (THE)                                                                         | HHH 6.125 03/01/34 144A                                                                                                              | CUSIP: 44267DAH0<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    595000 | PA      | $571887.70    | 0.02%             | 2034-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                           | MRVL 2.95 04/15/31                                                                                                                   | CUSIP: 573874AJ3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82599.62     | 0.00%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA Inc.                                                                            | BZH 7.25 10/15/29                                                                                                                    | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1113272.87   | 0.04%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Central Japan Railway Co.                                                                        | Central Japan Railway Co. NPV                                                                                                        | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |      2300 | NS      | $59802.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc                                                                         | Darling Ingredients, Inc COM                                                                                                         | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      4300 | NS      | $265955.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WPC Eurobond B.V                                                                                 | WPC 1.35 04/15/28                                                                                                                    | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $110461.12    | 0.00%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V4.191 05/19/36 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $228543.91    | 0.01%             | 2036-05-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Incyte Corporation.                                                                              | Incyte Corporation. COM                                                                                                              | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      4700 | NS      | $442364.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDMARK FUNDING TRUST 2021-1                                                                    | LFT 2021-1A A                                                                                                                        | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $244786.68    | 0.01%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS KRW                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-8067.96     | -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      | $-10473.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Moodys Corp.                                                                                     | Moodys Corp. COM                                                                                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       400 | NS      | $174500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | EUR/SEK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-19201.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                                                                                    | iShares Trust RUS 1000 VAL ETF                                                                                                       | CUSIP: 464287598<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |    207943 | NS      | $44431180.81  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES LP                                                                               | VICI 4.125 08/15/30 144A                                                                                                             | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9583.98      | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 5.375 05/30/30 144A                                                                                                             | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    280000 | PA      | $283155.60    | 0.01%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Smurfit WestRock plc                                                                             | Smurfit WestRock plc COM USD0.001                                                                                                    | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |      1800 | NS      | $71730.00     | 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      | $-44247.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                                  | CSX Corporation COM                                                                                                                  | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     15700 | NS      | $644485.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/39                                                                                                                         | CUSIP: 912834DV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1945000 | PA      | $1042667.43   | 0.04%             | 2039-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                                      | VST V7 PERP 144A                                                                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1325671.63   | 0.05%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                              | EXE 5.375 02/01/29                                                                                                                   | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    950000 | PA      | $949994.14    | 0.03%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $17955.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF COLOMBIA                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $86869.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                    | DISH 7.75 07/01/26                                                                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2602873.28   | 0.09%             | 2026-07-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | AUD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-45575.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regie Autonome Transports Parisiens                                                              | RATPFP 3.25 05/25/34 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $111138.98    | 0.00%             | 2034-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                                    | BDX 3.828 06/07/32                                                                                                                   | CUSIP: 075887CV9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $344766.29    | 0.01%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Tele2 AB (publ)                                                                                  | Tele2 AB (publ) SER'B'NPV                                                                                                            | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |      8255 | NS      | $170857.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA 6.625 11/15/30                                                                                                                  | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    585000 | PA      | $650004.89    | 0.02%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                                                                | EMACN V7.625 12/15/54                                                                                                                | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $69869.07     | 0.00%             | 2054-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                                     | British American Tobacco PLC ORD GBP0.25                                                                                             | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     12947 | NS      | $751687.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                      | NWIDE 2 04/28/27                                                                                                                     | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $114364.08    | 0.00%             | 2027-04-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kao Corp.                                                                                        | Kao Corp. NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |      3100 | NS      | $121145.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BELIMO Holding AG                                                                                | BELIMO Holding AG CHF0.05 (REGD)                                                                                                     | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |        60 | NS      | $48728.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                                 | Deutsche Bank AG ORD NPV(REGD)                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     15261 | NS      | $454168.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | SGD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1166.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $310.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                                     | B 0 06/23/26                                                                                                                         | CUSIP: 912797UB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4775000 | PA      | $4735679.75   | 0.17%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                                                       | Legrand SA EUR4                                                                                                                      | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      1868 | NS      | $290202.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iceland (Republic Of)                                                                            | ICELND 0 04/15/28                                                                                                                    | CUSIP: 000000000<br>LEI: 254900IPCJWRC6XAJN15 | Long             | DBT              | NUSS              | IS        |    300000 | PA      | $325222.87    | 0.01%             | 2028-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | IRS BRL                                                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-2560.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC KANSAS CITY LTD                                                                 | Canadian Pacific Kansas City Ltd. COM                                                                                                | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       526 | NS      | $41375.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52                                                   | WFCM 2019-C52 A4                                                                                                                     | CUSIP: 95002MAW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230490 | PA      | $218768.43    | 0.01%             | 2052-08-16      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-409.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Euro(FGBL) Bund Futures                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -51 | NC      | $128542.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT TERMINAL (MALTA) PLC                                                                    | FRETER 7.25 05/15/28 REGS                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |    300000 | PA      | $312013.97    | 0.01%             | 2028-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                                      | Keysight Technologies, Inc. COM                                                                                                      | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      2800 | NS      | $790636.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                                                                             | Corning Incorporated COM                                                                                                             | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      2025 | NS      | $275339.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                               | ACAFP V6.316 10/03/29 144A                                                                                                           | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $259955.23    | 0.01%             | 2029-10-03      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corporation Ltd.                                                                 | ISRELE 7.75 12/15/27 REGS                                                                                                            | CUSIP: 46507WAB6<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    500000 | PA      | $520468.75    | 0.02%             | 2027-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS CMBX.NA.19.AAA                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-790.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                                     | Tapestry Inc COM                                                                                                                     | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      1800 | NS      | $253998.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 4.25 02/01/31 144A                                                                                                              | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $78240.15     | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEC Corp.                                                                                        | NEC Corp. NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |     11000 | NS      | $273714.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc.                                                                        | Agilent Technologies Inc. COM                                                                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      1100 | NS      | $125378.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 4.6 10/15/30 144A                                                                                                                | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22594.61     | 0.00%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Chiba Bank Ltd.                                                                                  | Chiba Bank Ltd. NPV                                                                                                                  | CUSIP: 000000000<br>LEI: FGJPAKKCTZVSKZXNBS63 | Long             | EC               | CORP              | JP        |      6200 | NS      | $80256.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 5.875 02/13/58                                                                                                                 | CUSIP: 02079KBU0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $249628.31    | 0.01%             | 2058-02-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                                        | Airbus SE EUR1                                                                                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |      3450 | NS      | $652301.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-2060.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                              | GBP/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $955.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 3.7 01/30/27 144A                                                                                                                | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29798.94     | 0.00%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WPP PLC                                                                                          | WPP PLC ORD GBP0.10                                                                                                                  | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |     27962 | NS      | $87450.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR15                                                                                 | BANK5 2025-5YR15 A3                                                                                                                  | CUSIP: 065924AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1485958.41   | 0.05%             | 2058-07-17      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Nordea Bank ABP                                                                                  | Nordea Bank ABP NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     34528 | NS      | $594543.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Baker Hughes Company                                                                             | Baker Hughes Company CL A                                                                                                            | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9171 | NS      | $559889.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Daifuku Co Ltd.                                                                                  | Daifuku Co Ltd. NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |      1700 | NS      | $60025.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDON 1.4 10/30/31                                                                                                                   | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $201263.54    | 0.01%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS MXN PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -777000 | NC      | $-6323.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                                            | Dupont De Nemours Inc COM                                                                                                            | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      2500 | NS      | $114500.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 6.65 02/01/34                                                                                                                   | CUSIP: 161175CP7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109485.50    | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                                           | ASCRES 9 11/01/27 144A                                                                                                               | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $35003.07     | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                             | URI 3.75 01/15/32                                                                                                                    | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1261186.21   | 0.04%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Amazon Conservation DAC                                                                          | AMCSRV 6.034 01/16/42 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $203688.24    | 0.01%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/CZK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-29407.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/CAD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1359.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.5 02/15/44                                                                                                                       | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12690000 | PA      | $12132829.69  | 0.43%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tikehau Clo XIII Designated Activity Co.                                                         | TIKEH 13A A                                                                                                                          | CUSIP: 000000000<br>LEI: 6354006QUI9OYIL7LT78 | Long             | ABS-O            | CORP              | IE        |   5000000 | PA      | $5749744.62   | 0.20%             | 2038-10-15      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                           | FANG 6.25 03/15/33                                                                                                                   | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30965.34     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2023-2 LLC                                                            | EFF 2023-2 A2                                                                                                                        | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66681 | PA      | $66935.81     | 0.00%             | 2030-04-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                                                                 | Mitsubishi Heavy Industries Ltd. NPV                                                                                                 | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |     20100 | NS      | $552280.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $13873.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V6.25 PERP                                                                                                                       | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91187.31     | 0.00%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lithuania (Republic Of)                                                                          | LITHUN 0.95 05/26/27 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |    494000 | PA      | $557988.46    | 0.02%             | 2027-05-26      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                                                                   | BHP Group Ltd. NPV                                                                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     37226 | NS      | $1346930.59   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $674.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                                       | EART 2021-3A D                                                                                                                       | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    238312 | PA      | $236664.33    | 0.01%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                               | SPGB 4 10/31/54                                                                                                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    890000 | PA      | $1007855.96   | 0.04%             | 2054-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-700594.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS NZD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-42006.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Inc                                                                                        | Tesla Inc COM                                                                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     10285 | NS      | $3823448.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                                     | USD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8724.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                                    | UVN 8 08/15/28 144A                                                                                                                  | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    705000 | PA      | $716602.59    | 0.03%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                                   | Public Storage COM                                                                                                                   | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |       700 | NS      | $189616.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                                                                      | Bayerische Motoren Werke AG EUR1                                                                                                     | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |      2597 | NS      | $240240.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                              | ETR V7.125 12/01/54                                                                                                                  | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    211000 | PA      | $216001.98    | 0.01%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.557 07/25/34 MTN                                                                                                              | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36865.28     | 0.00%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CHF/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-727.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                        | O 4.875 07/06/30                                                                                                                     | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    600000 | PA      | $719898.06    | 0.03%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                                                                      | Xylem, Inc. COM                                                                                                                      | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       600 | NS      | $71700.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                                                          | Aon PLC SHS CL A                                                                                                                     | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      1049 | NS      | $338596.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 5.375 02/01/28 144A                                                                                                           | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    375000 | PA      | $277600.37    | 0.01%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $274.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                                                                              | Swiss Prime Site AG CHF2.00 (REGD)                                                                                                   | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |       325 | NS      | $55028.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roku Inc                                                                                         | Roku Inc COM CL A                                                                                                                    | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |       700 | NS      | $66234.00     | 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      | $-46641.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2020-PJ4                                                     | GSMBS 2026-CES1 A1                                                                                                                   | CUSIP: 36277LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95542 | PA      | $94706.10     | 0.00%             | 2056-05-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                                                | ASML Holding N.V. EUR0.09                                                                                                            | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      2252 | NS      | $2994611.97   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Caixabank S.A.                                                                                   | CABKSM V4 03/05/37 EMTN                                                                                                              | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $225510.96    | 0.01%             | 2037-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Advanced Series Trust                                                                            | AST PGIM Fixed Income Central Portfolio                                                                                              | CUSIP: 000000000<br>LEI: 5493004PPIB4NJOLH005 | Long             | EC               | RF                | US        |  72598812 | NS      | $869007780.34 | 30.58%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | SEK/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8173.23     | -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        |   9865000 | OU      | $22677.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2014/1                                              | ACAR 2026-1 D                                                                                                                        | CUSIP: 02531FAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    248000 | PA      | $246157.38    | 0.01%             | 2033-01-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS KRW                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-166986.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd.                                                                          | Singapore Exchange Ltd. NPV                                                                                                          | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |     23400 | NS      | $356970.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co Ltd.                                                                      | Dai Nippon Printing Co Ltd. NPV                                                                                                      | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |     16000 | NS      | $291519.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore Capital Finance Designated Activity Company                                             | GLENLN 0.75 03/01/29 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $106742.75    | 0.00%             | 2029-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                                                            | Monster Beverage Corp COM                                                                                                            | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      2900 | NS      | $210134.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.625 05/15/44                                                                                                                     | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4715000 | PA      | $4572813.28   | 0.16%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                             | NCLH 6.75 02/01/32 144A                                                                                                              | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     65000 | PA      | $64512.50     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                                                     | GE Aerospace COM NEW                                                                                                                 | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      3300 | NS      | $936441.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jersey Central Power & Light Co.                                                                 | FE 2.75 03/01/32 144A                                                                                                                | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98804.22     | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS NOMURA HOLDINGS INC                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $664.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | USD/MXN FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-18027.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-H7                                                           | MSC 2019-H7 A3                                                                                                                       | CUSIP: 61771MAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59440 | PA      | $56682.31     | 0.00%             | 2052-07-17      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                | HRI 7 06/15/30 144A                                                                                                                  | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    365000 | PA      | $374565.09    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                                       | Carrier Global Corporation COM                                                                                                       | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      5589 | NS      | $314716.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.                                                                | Booz Allen Hamilton Holding Corp. CL A                                                                                               | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      2100 | NS      | $163863.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                                                               | Equity Residential SH BEN INT                                                                                                        | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      3200 | NS      | $189280.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CENT TRUST 2025-CITY                                                                             | CENT 2025-CITY A                                                                                                                     | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $453227.13    | 0.02%             | 2040-07-12      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | GPN 4.875 03/17/31                                                                                                                   | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    300000 | PA      | $352549.28    | 0.01%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tesco PLC                                                                                        | Tesco PLC ORD GBP0.0633333                                                                                                           | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |     81069 | NS      | $509521.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Organon & Co                                                                                     | OGN 5.125 04/30/31 144A                                                                                                              | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    350000 | PA      | $285687.39    | 0.01%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/40                                                                                                                         | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5590000 | PA      | $2730999.48   | 0.10%             | 2040-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UCB SA                                                                                           | UCB SA NPV                                                                                                                           | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |       549 | NS      | $165411.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CZK                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $3856.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM CORP                                                                            | Antero Midstream Corporation COM                                                                                                     | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23700 | NS      | $540360.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirvac Group                                                                                     | Mirvac Group STAPLED SECURITIES                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    106129 | NS      | $131129.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA5010                                                                                                                            | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    455656 | PA      | $459439.94    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/39                                                                                                                         | CUSIP: 912834AU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1295000 | PA      | $704191.79    | 0.02%             | 2039-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mckesson Corp.                                                                                   | Mckesson Corp. COM                                                                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       700 | NS      | $605752.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                                                                        | Sanofi SA EUR2                                                                                                                       | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     12524 | NS      | $1209440.53   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                                                                                    | iShares Trust RUS 1000 GRW ETF                                                                                                       | CUSIP: 464287614<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     56361 | NS      | $24032330.40  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Valterra Platinum Ltd.                                                                           | Valterra Platinum Ltd. ZAR0.10                                                                                                       | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |       277 | NS      | $22759.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                                                           | Five-Year Government of Canada Bond Futures                                                                                          | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |         6 | NC      | $-6067.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                                                                           | Micron Technology Inc. COM                                                                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      6335 | NS      | $2140216.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | MXN CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -774000 | NC      | $-4995.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toro European CLO 2 Designated Activity Company                                                  | TCLO 2A B1RR                                                                                                                         | CUSIP: 000000000<br>LEI: 213800UUXX2DYH3TCG21 | Long             | ABS-O            | CORP              | IE        |   4550000 | PA      | $5237863.30   | 0.18%             | 2034-07-25      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS NOK                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-28990.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.012 01/23/30                                                                                                                  | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    550000 | PA      | $557681.54    | 0.02%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -821000 | NC      | $-50476.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL INVESTMENT PORTFOLIOS 9                                                               | Prudential Investment Portfolios 2 PGIM INSTL MONEY                                                                                  | CUSIP: 74440E300<br>LEI: 5493006TC8ECBK1GPV34 | Long             | EC               | RF                | US        |  20947215 | NS      | $20932551.84  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | SEK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-671.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                                                         | ABB Ltd. CHF0.12 (REGD)                                                                                                              | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     17545 | NS      | $1426548.28   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ACE Securities Corp Home Equity Loan Trust                                                       | ACE 2004-IN1 A1                                                                                                                      | CUSIP: 004421FD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19346 | PA      | $18426.70     | 0.00%             | 2034-05-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Bpifrance SA                                                                                     | BPIFRA 3.375 11/25/32 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $342892.98    | 0.01%             | 2032-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                                                  | Antofagasta PLC ORD GBP0.05                                                                                                          | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |       610 | NS      | $27355.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                          | BPCEGP V5.417 01/13/37 144A                                                                                                          | CUSIP: 05571ABF1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $243027.55    | 0.01%             | 2037-01-13      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                                            | SECO 4.31 01/22/29 EMTN                                                                                                              | CUSIP: 000000000<br>LEI: 549300KZ4IZK3RMUO096 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $197234.00    | 0.01%             | 2029-01-22      | Fixed         | 4.31%                 | 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      | $155.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                                                          | MasterCard Incorporated CL A                                                                                                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      6540 | NS      | $3267776.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG Inc.                                                                          | VENLNG V9 PERP 144a                                                                                                                  | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    760000 | PA      | $756555.68    | 0.03%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 4.8 05/15/33                                                                                                                   | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84612.03     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CLP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $33248.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                               | TRY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10318.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPMorgan Chase & Co. COM                                                                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      9800 | NS      | $2882768.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF COSTA RICA                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $11763.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2013-1 Receivables Funding LLC                                                  | SRFC 2025-2A A                                                                                                                       | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65265 | PA      | $65242.30     | 0.00%             | 2044-04-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS MYR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-77.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISCO CORP                                                                                       | DISCO Corp. NPV                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $163033.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Ltd.                                                                               | Origin Energy Ltd. NPV                                                                                                               | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |      9152 | NS      | $78754.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | JPY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10975.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                                | ISRAEL 5.5 03/12/34 10Y                                                                                                              | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $202625.00    | 0.01%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dimensional ETF Trust                                                                            | Dimensional ETF Trust INTERNATIONAL CORE EQUITY MARKET ETF                                                                           | CUSIP: 25434V203<br>LEI: 549300TQ0DPO13B72F34 | Long             | EC               | RF                | US        |    585369 | NS      | $22805976.24  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS DOMINICAN REPUBLIC                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $18832.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bpifrance SA                                                                                     | BPIFRA 0.625 07/22/31 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $200742.53    | 0.01%             | 2031-07-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.7 02/04/56                                                                                                                    | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    345000 | PA      | $319559.88    | 0.01%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Bulgarian Energy Holding EAD                                                                     | BULENR 2.45 07/22/28                                                                                                                 | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | NUSS              | BG        |    200000 | PA      | $220767.35    | 0.01%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.603 10/22/30                                                                                                                  | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225436.98    | 0.01%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.625 11/15/44                                                                                                                     | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5915000 | PA      | $5722762.50   | 0.20%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fortive Corporation                                                                              | FTV 3.7 08/15/29                                                                                                                     | CUSIP: 34959JAM0<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $463907.33    | 0.02%             | 2029-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS MXN                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-88483.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 4.5 08/15/30 144A                                                                                                               | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $46665.12     | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Corporacion Andina de Fomento                                                                    | CAF 3.625 02/13/30                                                                                                                   | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | VE        |    100000 | PA      | $117201.72    | 0.00%             | 2030-02-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF FRANCE                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-855.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/AUD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4708.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BMO 2025-5C11 MORTGAGE TRUST                                                                     | BMO 2025-5C11 A3                                                                                                                     | CUSIP: 096941AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1601625.85   | 0.06%             | 2058-07-17      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.875 05/15/49                                                                                                                     | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $568500.00    | 0.02%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 1.125 01/17/30                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    900000 | PA      | $931338.85    | 0.03%             | 2030-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                            | ATH 5.033 07/17/30 144A                                                                                                              | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267053.00    | 0.01%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR8                                                                                  | BANK5 2024-5YR8 A3                                                                                                                   | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $829474.88    | 0.03%             | 2057-08-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS THB                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $15140.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                                                                         | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |         1 | NC      | $74653.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD CALL VERSUS COP PUT                                                                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -810000 | NC      | $-623.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/42                                                                                                                         | CUSIP: 912834LR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $94434.00     | 0.00%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                                 | VMED 5.25 05/15/29 REGs                                                                                                              | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    690000 | PA      | $869903.01    | 0.03%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Rentals, Inc.                                                                             | United Rentals, Inc. COM                                                                                                             | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       376 | NS      | $273938.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | BRL CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -799000 | NC      | $-2920.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                                      | BGOSK 3.875 03/13/35 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    100000 | PA      | $115048.69    | 0.00%             | 2035-03-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS THB                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-15151.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Softbank Group Corp.                                                                             | Softbank Group Corp. NPV                                                                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |     19200 | NS      | $467515.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS EUR                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  10950000 | OU      | $60.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS MYR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-550.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                               | HNDA 3.5 06/27/31                                                                                                                    | CUSIP: 026657BG0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    700000 | PA      | $787435.53    | 0.03%             | 2031-06-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LKQ Corporation                                                                                  | LKQ Corporation COM                                                                                                                  | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      8100 | NS      | $237897.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-669.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 3.469 04/15/34                                                                                                                  | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     94000 | PA      | $84713.88     | 0.00%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 6.8 05/12/28                                                                                                                       | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    575000 | PA      | $592355.29    | 0.02%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                                               | CTRA 5.9 02/15/55                                                                                                                    | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7629.39      | 0.00%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-54.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS MXN PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    777000 | NC      | $45.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | E-mini Russell 2000 Index Futures, Jun-2026,ETH                                                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       110 | NC      | $-52310.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 3.85 02/01/35 11Y                                                                                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     40000 | PA      | $46487.57     | 0.00%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS ORACLE CORP                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-2672.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corporation                                                                              | Newmont Corporation COM                                                                                                              | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      6000 | NS      | $649500.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                                                                  | United Therapeutics Corporation COM                                                                                                  | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       200 | NS      | $118596.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/39                                                                                                                         | CUSIP: 912834EV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $111607.60    | 0.00%             | 2039-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Orkla ASA                                                                                        | Orkla ASA NOK1.25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |     12860 | NS      | $161838.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding N.V.                                                                            | Heineken Holding N.V. EUR1.60                                                                                                        | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |      6024 | NS      | $428705.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS INR PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  -1582000 | NC      | $-13662.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Logicor Financing S.a r.l.                                                                       | LOGICR 1.625 07/15/27 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $1130097.66   | 0.04%             | 2027-07-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Argenx SE                                                                                        | Argenx SE EUR0.10                                                                                                                    | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       394 | NS      | $285941.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/NZD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-142.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VAT Group AG                                                                                     | VAT Group AG CHF0.10 (REGD)                                                                                                          | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Long             | EC               | CORP              | CH        |       247 | NS      | $154088.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS ZAR PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    818000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $416.69       | 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      | $-6516.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ashland Inc.                                                                                     | Ashland Inc. COM                                                                                                                     | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      1400 | NS      | $77854.00     | 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      | $-83394.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                                                                  | Knorr-Bremse AG NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |       240 | NS      | $27420.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                              | MEDIND 3.875 04/01/29 144A                                                                                                           | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1156534.94   | 0.04%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF ITALY                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $7869.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                                                                       | Boliden AB NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |      2293 | NS      | $120203.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/42                                                                                                                         | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $93058.68     | 0.00%             | 2042-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hikari Tsushin Inc                                                                               | Hikari Tsushin Inc NPV                                                                                                               | CUSIP: 000000000<br>LEI: 3538001SOIIV8U3OXH94 | Long             | EC               | CORP              | JP        |       100 | NS      | $25441.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flowserve Corporation                                                                            | Flowserve Corporation COM                                                                                                            | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |       900 | NS      | $66159.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/CZK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $501.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vici Properties Inc                                                                              | Vici Properties Inc COM                                                                                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     27100 | NS      | $740372.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.516 01/21/32                                                                                                                   | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    366000 | PA      | $360516.25    | 0.01%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                                   | MS V4.238 01/09/30                                                                                                                   | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118751.92    | 0.00%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Perusahaan Listrik Negara PT                                                                     | PLNIJ 1.875 11/05/31 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    500000 | PA      | $507920.94    | 0.02%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EG Global Finance PLC                                                                            | EGBLFN 11 11/30/28 144a                                                                                                              | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1943843.80   | 0.07%             | 2028-11-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.25 08/15/49                                                                                                                      | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1095000 | PA      | $680953.13    | 0.02%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GmbH (Berlin)                                                              | DBHNGR V1.6 PERP CB                                                                                                                  | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $314600.41    | 0.01%             | N/A             | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                              | CEG 3.75 03/01/31 144A                                                                                                               | CUSIP: 210385AL4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    340000 | PA      | $324210.80    | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST 1999-3                                                        | CWL 2004-BC4 M1                                                                                                                      | CUSIP: 126673KY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        82 | PA      | $119.37       | 0.00%             | 2034-11-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.493 01/16/32                                                                                                                   | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172124.16    | 0.01%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 5.125 03/19/38                                                                                                                   | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    100000 | PA      | $111568.42    | 0.00%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc.                                                                          | Berkshire Hathaway Inc. CL B NEW                                                                                                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      6100 | NS      | $2923120.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  13580000 | OU      | $30.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QNB Finance Ltd                                                                                  | QNBK 4.9 02/01/28 MTN                                                                                                                | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    550000 | PA      | $372609.74    | 0.01%             | 2028-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS BRL PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    810000 | NC      | $3.47         | 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      | $46848.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Long(FBTP) Term Euro                                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        23 | NC      | $-43205.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                                                                        | CMC 6 12/15/35 144A                                                                                                                  | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147941.09    | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                                                  | London Stock Exchange Group PLC ORD GBP0.06918604                                                                                    | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |      3617 | NS      | $427123.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HOYA Corp.                                                                                       | HOYA Corp. NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      5500 | NS      | $953482.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                                               | Toyota Motor Corp. NPV                                                                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     54900 | NS      | $1141225.47   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 5.375 06/01/29 144A                                                                                                             | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $231828.32    | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Adapthealth Llc                                                                                  | ADAHEA 6.125 08/01/28 144A                                                                                                           | CUSIP: 00653VAA9<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449299.34    | 0.02%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc                                                                     | Kansai Electric Power Co Inc NPV                                                                                                     | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |      9100 | NS      | $151297.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | TRY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-411.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | AUD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3412.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                                                          | BLKPRL 6.125 02/15/31 144A                                                                                                           | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $498970.85    | 0.02%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                                     | BKTSM V3.625 02/04/33 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $226879.48    | 0.01%             | 2033-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENPACT LTD                                                                                      | Genpact Ltd. COM STK USD0.01                                                                                                         | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |      1900 | NS      | $70775.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caixabank S.A.                                                                                   | CABKSM V6.84 09/13/34 144A                                                                                                           | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $217096.20    | 0.01%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Glencore PLC                                                                                     | Glencore PLC ORD USD0.01                                                                                                             | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     86329 | NS      | $653844.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | EUR/CZK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9505.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                                                              | Vertex Pharmaceuticals Incorporated COM                                                                                              | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       530 | NS      | $236666.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS CDX.NA.IG.46.V1                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $2354023.82   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                                | ISRAEL 1.5 01/18/27 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    100000 | PA      | $113665.13    | 0.00%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Godaddy Inc                                                                                      | Godaddy Inc CL A                                                                                                                     | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      2600 | NS      | $214942.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SFIL SA                                                                                          | SFILFR 2.875 01/22/31 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |    700000 | PA      | $792405.64    | 0.03%             | 2031-01-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp Ltd.                                                                          | POWFIN 1.841 09/21/28 GMTN                                                                                                           | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    500000 | PA      | $550716.29    | 0.02%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | USD/CNH FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-584.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd.                                                                                    | Fujikura Ltd. NPV                                                                                                                    | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |     12600 | NS      | $346525.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grosvenor Place Clo 2022-1 Designated Activity Co.                                               | GROSV 2022-1A AR                                                                                                                     | CUSIP: 000000000<br>LEI: 635400XBQAMTXICTXN06 | Long             | ABS-O            | CORP              | IE        |   7500000 | PA      | $8687824.29   | 0.31%             | 2038-05-24      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                                                                      | FCFEMM 5.875 09/23/40 144A                                                                                                           | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    197160 | PA      | $191442.17    | 0.01%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corporation                                                                         | ITC 5.65 05/09/34 144A                                                                                                               | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56505.76     | 0.00%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| 3M Company                                                                                       | 3M Company COM                                                                                                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      2310 | NS      | $335481.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/CAD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2213.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                      | Fiserv Inc. COM                                                                                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      1900 | NS      | $106020.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | PLN/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $305.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                                  | Xcel Energy Inc COM                                                                                                                  | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      3143 | NS      | $249679.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                                                                     | KBCBB V5.5 09/20/28 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    100000 | PA      | $132911.94    | 0.00%             | 2028-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                                                       | BSABS 2003-2 A3                                                                                                                      | CUSIP: 07384YJQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9746 | PA      | $9834.49      | 0.00%             | 2043-03-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Invesco Euro Clo I DAC                                                                           | INVSC 1A A1R                                                                                                                         | CUSIP: 000000000<br>LEI: 549300GHZE7CYFQDBC40 | Long             | ABS-O            | CORP              | IE        |   1241043 | PA      | $1432586.79   | 0.05%             | 2031-07-15      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | TRY CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   1234000 | NC      | $57194.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YANGZIJIANG SHIPBUILDING (HOLDINGS) LTD                                                          | Yangzijiang Shipbuilding Holdings Ltd. NPV (SGD)                                                                                     | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |     70500 | NS      | $209412.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                                | LEG Immobilien SE NPV                                                                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |      3539 | NS      | $231173.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Corp.                                                                       | Constellation Energy Corp. COM                                                                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       600 | NS      | $167550.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Oyj                                                                                        | Orion Oyj SER'B'NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |      2482 | NS      | $200611.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis N.V                                                                                   | Stellantis N.V COM EUR0.01                                                                                                           | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |      8881 | NS      | $64188.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF SOUTH AFRICA                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $78257.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS ISRAEL ELECTRIC CORP LTD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $903.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                                    | Equinix, Inc. COM                                                                                                                    | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       100 | NS      | $98024.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                                                                     | Cadence Design Systems, Inc. COM                                                                                                     | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       300 | NS      | $83361.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Scotts Miracle-Gro Company                                                                   | SMG 4.375 02/01/32                                                                                                                   | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    875000 | PA      | $813950.22    | 0.03%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 5.5 11/15/45                                                                                                                    | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137310.63    | 0.00%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 4.625 12/01/30 144a                                                                                                           | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $549980.03    | 0.02%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SEA LTD                                                                                          | Sea Ltd. SPONSORD ADS                                                                                                                | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |      1500 | NS      | $124215.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.25 04/21/34 MTN                                                                                                                | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55181.03     | 0.00%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                                     | DHC 4.375 03/01/31                                                                                                                   | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $398658.50    | 0.01%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 5 09/19/32                                                                                                                     | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    110000 | PA      | $119594.99    | 0.00%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Keyence Corp.                                                                                    | Keyence Corp. NPV                                                                                                                    | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |       400 | NS      | $142362.95    | 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      | $90961.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller-Maersk                                                                                 | AP Moller-Maersk SER'B'DKK1000                                                                                                       | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        32 | NS      | $79932.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $14346.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                                                             | Banca Mediolanum SpA NPV                                                                                                             | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |      5093 | NS      | $103190.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Company                                                                     | BRKHEC V6.2 12/15/55                                                                                                                 | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141030.95    | 0.00%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V4.6 PERP                                                                                                                       | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $200750.00    | 0.01%             | N/A             | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd.                                                                           | Daikin Industries Ltd. NPV                                                                                                           | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |       600 | NS      | $71968.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                              | D V6 02/15/56 **                                                                                                                     | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143787.05    | 0.01%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                              | CEG 4.625 02/01/29 144A                                                                                                              | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39516.75     | 0.00%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                                       | Vonovia SE NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |     13031 | NS      | $325937.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc.                                                                              | Sompo Holdings Inc. NPV                                                                                                              | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |       700 | NS      | $27249.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                                                                                    | iShares Trust CORE S&P500 ETF                                                                                                        | CUSIP: 464287200<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     65584 | NS      | $42840124.64  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/ILS FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $109.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller-Maersk                                                                                 | AP Moller-Maersk SER'A'DKK1000                                                                                                       | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        17 | NS      | $41625.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                               | USD/TRY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $17431.28     | 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      | $238304.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PRM7 TRUST 2025-PRM7                                                                             | PRM7 2025-PRM7 A                                                                                                                     | CUSIP: 74290HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $249019.03    | 0.01%             | 2042-11-13      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc.                                                                                 | Best Buy Co Inc. COM                                                                                                                 | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1100 | NS      | $70620.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit S.p.A.                                                                                 | UniCredit S.p.A. NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     10307 | NS      | $739463.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BMO 2024-5C6 MORTGAGE TRUST                                                                      | BMO 2024-5C6 A3                                                                                                                      | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $966799.14    | 0.03%             | 2057-09-17      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                                               | Vertiv Holdings Co COM CL A                                                                                                          | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      1100 | NS      | $275638.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V4.412 03/31/31                                                                                                                    | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    428000 | PA      | $422744.39    | 0.01%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 4.3 10/01/54 30Y                                                                                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   2220000 | PA      | $2464590.74   | 0.09%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                                 | NTT 4.876 07/16/30 144A                                                                                                              | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200982.52    | 0.01%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/CAD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-833.25      | -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      | $527116.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.125 05/31/32                                                                                                                     | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2965000 | PA      | $2973107.42   | 0.10%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 2.25 01/15/29                                                                                                                   | CUSIP: 161175CD4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    268000 | PA      | $250413.26    | 0.01%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Greece (Republic Of)                                                                             | GREECE 5.2 07/17/34                                                                                                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    120000 | PA      | $147889.40    | 0.01%             | 2034-07-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HKT TRUST AND HKT LTD                                                                            | HKT Trust & HKT Ltd. HKD0.0005 SHARE STAPLED UNIT                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     38000 | NS      | $59382.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPOTIFY TECHNOLOGY SA                                                                            | Spotify Technology S.A. COM EUR0.000625                                                                                              | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |       600 | NS      | $290946.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | THC 5.125 11/01/27                                                                                                                   | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    460000 | PA      | $459591.76    | 0.02%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Vicinity Centres Re Ltd                                                                          | Vicinity Centres Re Ltd NPV (STAPLED SECURITY)                                                                                       | CUSIP: 000000000<br>LEI: 549300S7GOEVR0EGFN47 | Long             | EC               | CORP              | AU        |    118794 | NS      | $193799.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V10 MORTGAGE TRUST                                                                | BMARK 2024-V10 A3                                                                                                                    | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $661643.19    | 0.02%             | 2057-09-17      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | USD CALL VERSUS TRY PUT                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |  -1619000 | NC      | $-8348.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Houlihan Lokey Inc.                                                                              | Houlihan Lokey Inc. CL A                                                                                                             | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      1300 | NS      | $186706.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lima Metro Line 2 Finance Limited                                                                | LIMAMT 5.875 07/05/34 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | NUSS              | KY        |    279597 | PA      | $285051.94    | 0.01%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/45                                                                                                                         | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $76617.61     | 0.00%             | 2045-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                          | LVLT 6.875 06/30/33 144A                                                                                                             | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509133.45    | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                                     | Klepierre SA EUR1.40                                                                                                                 | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |      2701 | NS      | $101401.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hochtief AG                                                                                      | Hochtief AG NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |       680 | NS      | $309312.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                                  | SOLV 5.45 03/13/31                                                                                                                   | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    172000 | PA      | $176475.52    | 0.01%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                              | CHILE 2.55 01/27/32                                                                                                                  | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    900000 | PA      | $797400.00    | 0.03%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/AUD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $29058.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NESTLE' CAPITAL MARKETS SA                                                                       | Nestle SA CHF0.10 (REGD)                                                                                                             | CUSIP: 000000000<br>LEI: 549300PZN3NFSOUXLC42 | Long             | EC               | CORP              | CH        |     14210 | NS      | $1393873.86   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                                 | BMCAUS 4.375 07/15/30 144A                                                                                                           | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    625000 | PA      | $590092.69    | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 4.875 06/01/28 144A                                                                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $137401.50    | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK NA                                                                                      | CDEP 5.875 04/30/29 144A                                                                                                             | CUSIP: 147918AC0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | NUSS              | US        |    600000 | PA      | $626213.16    | 0.02%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS NZD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-79727.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co Ltd.                                                                              | Kyowa Kirin Co Ltd. NPV                                                                                                              | CUSIP: 000000000<br>LEI: 529900TBXKVTQGYA3582 | Long             | EC               | CORP              | JP        |      3600 | NS      | $58917.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/44                                                                                                                         | CUSIP: 912834NF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $86415.55     | 0.00%             | 2044-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 4.97 04/06/29                                                                                                                      | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395041.66    | 0.01%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Relx PLC                                                                                         | Relx PLC ORD GBP0.1444                                                                                                               | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      3620 | NS      | $118599.78    | 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      | $-14998.67    | -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      | $-1327.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                                 | DB V4.725 02/06/32                                                                                                                   | CUSIP: 25160PAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $147857.06    | 0.01%             | 2032-02-06      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                                    | Netflix, Inc. COM                                                                                                                    | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     17300 | NS      | $1663395.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | TRY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $883.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | PLN/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7411.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson PLC                                                                                      | Pearson PLC ORD GBP0.25                                                                                                              | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |      8272 | NS      | $109056.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | AUD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3769.56     | -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      | $-53667.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lanxess AG                                                                                       | Lanxess AG NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | EC               | CORP              | DE        |      4485 | NS      | $99159.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DHL GROUP                                                                                        | DHL GROUP                                                                                                                            | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     13041 | NS      | $687351.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                                           | Mercedes-Benz Group AG ORD NPV(REGD)                                                                                                 | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      9858 | NS      | $605901.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc.                                                                      | MDLZ 4.625 07/03/31 MPLE                                                                                                             | CUSIP: 609207BD6<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    650000 | PA      | $480233.89    | 0.02%             | 2031-07-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Aramark                                                                                          | Aramark COM                                                                                                                          | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     12000 | NS      | $486480.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp.                                                                            | Parker-Hannifin Corp. COM                                                                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       900 | NS      | $805716.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -2560000 | OU      | $-5394.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                                                                   | Obayashi Corp. NPV                                                                                                                   | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |      7900 | NS      | $191341.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                                                                                    | iShares Trust CORE MSCI EAFE                                                                                                         | CUSIP: 46432F842<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     81957 | NS      | $7419567.21   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 5.65 02/15/56                                                                                                                  | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54781.13     | 0.00%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                  | The Cigna Group COM                                                                                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      2334 | NS      | $622594.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Tobacco Inc                                                                                | Japan Tobacco Inc NPV                                                                                                                | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |      2800 | NS      | $107418.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                                     | AM 5.375 06/15/29 144A                                                                                                               | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1071576.82   | 0.04%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                    | Intercontinental Exchange Inc COM                                                                                                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       900 | NS      | $141552.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON PARK FUNDING XXVIII LTD                                                                  | MDPK 2018-28A BR                                                                                                                     | CUSIP: 55821AAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7008404.90   | 0.25%             | 2038-01-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   2560000 | OU      | $13672.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | Wells Fargo & Co. COM                                                                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     28806 | NS      | $2293245.66   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CAD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $19471.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | Broadcom Inc COM                                                                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     22265 | NS      | $6891240.15   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | JPY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-866.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corporation                                                                              | Danaher Corporation COM                                                                                                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      7313 | NS      | $1386544.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 5.5 03/26/36 REGS                                                                                                             | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $194500.00    | 0.01%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Czech (Republic of)                                                                              | CZGB 4.9 04/14/34 151                                                                                                                | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |  14600000 | PA      | $691037.19    | 0.02%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                                                                        | Host Hotels & Resorts Inc COM                                                                                                        | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     26900 | NS      | $515404.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungarian Export-Import Bank Pte Ltd.                                                            | MAEXIM 6 05/16/29                                                                                                                    | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |    300000 | PA      | $363558.75    | 0.01%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                                       | ORIX Corp. NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     12200 | NS      | $361990.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp.                                                                               | Ralph Lauren Corp. CL A                                                                                                              | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       600 | NS      | $206394.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 5.8 05/15/34                                                                                                                     | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122889.70    | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS AUD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-76349.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V5.174 02/13/30                                                                                                                    | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91382.43     | 0.00%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                      | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5873.88     | -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      | $18709.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8366                                                                                                                            | CUSIP: 3132DWJK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    699058 | PA      | $691859.76    | 0.02%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GACI First Investment Co.                                                                        | PIFKSA 3.375 10/14/32 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $441534.70    | 0.02%             | 2032-10-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp.                                                                        | Mitsubishi Electric Corp. NPV                                                                                                        | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     19200 | NS      | $627976.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDISK CORP                                                                                     | Sandisk Corporation COM                                                                                                              | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $508272.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp.                                                                                  | SOLV 5.6 03/23/34                                                                                                                    | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107333.22    | 0.00%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties Inc.                                                           | BRPCN 5 06/15/29 144a                                                                                                                | CUSIP: 11283YAG5<br>LEI: 549300C2SXDXVIUV3Q14 | Long             | DBT              | CORP              | CA        |   2155000 | PA      | $2041366.85   | 0.07%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd.                                                                         | Recruit Holdings Co Ltd. NPV                                                                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      7800 | NS      | $339845.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                               | Banco Santander SA EUR0.50(REGD)                                                                                                     | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     84123 | NS      | $943079.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- WARRANTS                                                                 | DIAMOND SPORTS GRP LLC- WARRANTS                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32045 | NS      | $0.32         | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2154.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 4.5 03/19/34                                                                                                                     | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    160000 | PA      | $179596.90    | 0.01%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                                                                    | Nomura Research Institute Ltd NPV                                                                                                    | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |      2000 | NS      | $54735.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                                                                                    | iShares Trust MSCI EAFE ETF                                                                                                          | CUSIP: 464287465<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     52346 | NS      | $5084366.98   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | KRW CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   2744000 | NC      | $4799.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA - Empresa Nacional Electricidad                                                        | Endesa SA - Empresa Nacional Electricidad EUR1.2                                                                                     | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      4796 | NS      | $200007.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.35 01/31/36 144A                                                                                                               | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68504.63     | 0.00%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                                               | Deutsche Boerse AG NPV(REGD)                                                                                                         | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |       552 | NS      | $161705.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                                               | NextEra Energy Inc COM                                                                                                               | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     15537 | NS      | $1443076.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $12427.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 5.2 06/01/34                                                                                                                     | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23835.29     | 0.00%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS COP PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -825000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | BRL CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    791000 | NC      | $0.66         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | CDS REPUBLIC OF SOUTH AFRICA                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $4206.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                                                   | JELD 4.875 12/15/27 144A                                                                                                             | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    600000 | PA      | $407263.65    | 0.01%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2025-4                                                         | GCAR 2025-4A C                                                                                                                       | CUSIP: 36273HAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    131000 | PA      | $130309.56    | 0.00%             | 2031-08-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Southern Company Gas Capital Corp.                                                               | SO 5.75 09/15/33                                                                                                                     | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36381.11     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                                     | Autodesk Inc COM                                                                                                                     | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      4000 | NS      | $957600.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                                                                             | LVS 3.5 08/18/26                                                                                                                     | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189126.68    | 0.01%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/PLN FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4404.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wesco International, Inc.                                                                        | Wesco International, Inc. COM                                                                                                        | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       900 | NS      | $246258.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ile De France (Region De)                                                                        | IDF 2.9 04/30/31 EMTN                                                                                                                | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $227066.66    | 0.01%             | 2031-04-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS CMBX.NA.AAA.17                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-6732.28     | -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      | $77372.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R04                                                     | CAS 2022-R04 1B1                                                                                                                     | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     60000 | PA      | $62277.04     | 0.00%             | 2042-03-25      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | Amazon.com, Inc. COM                                                                                                                 | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     41658 | NS      | $8676111.66   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc.                                                               | Take-Two Interactive Software Inc. COM                                                                                               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       300 | NS      | $59250.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CHF                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-30636.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | USD/JPY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-37.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                                       | CZR 7 02/15/30 144A                                                                                                                  | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    425000 | PA      | $430543.61    | 0.02%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Zoom Communications Inc.                                                                         | Zoom Communications Inc. CL A                                                                                                        | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      8700 | NS      | $699393.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                                     | CZK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10837.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                                     | Bristol-Myers Squibb Company COM                                                                                                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      6431 | NS      | $390040.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysmex Corp.                                                                                     | Sysmex Corp. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |     10600 | NS      | $92441.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                                                                          | Saab AB NPV B                                                                                                                        | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |      5043 | NS      | $330063.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 2-Year T-Note Futures, Jun-2026,ETH                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -201 | NC      | $241421.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corporation                                                                        | O 5.125 07/06/34                                                                                                                     | CUSIP: 756109BV5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    200000 | PA      | $243932.90    | 0.01%             | 2034-07-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-REV2                                                           | FORDR 2023-2 D                                                                                                                       | CUSIP: 34535CAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $205901.04    | 0.01%             | 2036-02-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/CAD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $82040.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | CDS STANDARD CHARTERED BANK                                                                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $486.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro S.A.                                                    | BMETR 1.3975 10/07/33                                                                                                                | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $248361.68    | 0.01%             | 2033-10-07      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                                | FedEx Corporation COM                                                                                                                | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      2200 | NS      | $783596.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola International B.V.                                                                     | IBESM V1.874 PERP NC5                                                                                                                | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $1035375.75   | 0.04%             | N/A             | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | TRY CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |  -1234000 | NC      | $-5465.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                                    | SM 8.625 11/01/30 144A                                                                                                               | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    525000 | PA      | $552993.99    | 0.02%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Investor AB                                                                                      | Investor AB SER'B'NPV                                                                                                                | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |      8430 | NS      | $319284.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corporation                                                                     | Costco Wholesale Corporation COM                                                                                                     | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      2100 | NS      | $2092503.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                            | ARE 5.5 10/01/35                                                                                                                     | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298870.03    | 0.01%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BP PLC                                                                                           | BP PLC ORD USD0.25                                                                                                                   | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     45800 | NS      | $358467.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                                                         | DISH 11.75 11/15/27 144A                                                                                                             | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    550000 | PA      | $566620.86    | 0.02%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                                                 | BMARK 2024-V9 A3                                                                                                                     | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480000 | PA      | $492401.81    | 0.02%             | 2057-08-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM3742                                                                                                                            | CUSIP: 3140X7EQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1066056 | PA      | $914715.04    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                                       | S 8.75 03/15/32                                                                                                                      | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     55000 | PA      | $65447.28     | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -822000 | NC      | $-301.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                             | ACAFP V4 01/10/33 144A                                                                                                               | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $491488.10    | 0.02%             | 2033-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS INR PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    768000 | NC      | $36.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.244 01/24/31                                                                                                                  | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    460000 | PA      | $468805.05    | 0.02%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SBI Holdings Inc                                                                                 | SBI Holdings Inc NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |      4900 | NS      | $90730.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-2                                                                    | LFT 2025-2A A                                                                                                                        | CUSIP: 52603GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $329233.44    | 0.01%             | 2034-10-20      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-955040.53   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-55651.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 6.25 02/15/29 144A                                                                                                             | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    313000 | PA      | $234750.00    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | Eli Lilly & Co. COM                                                                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      4011 | NS      | $3689197.47   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                                                                   | Five Below Inc COM                                                                                                                   | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      1000 | NS      | $228480.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Airtel Africa PLC                                                                                | Airtel Africa PLC ORD USD0.5                                                                                                         | CUSIP: 000000000<br>LEI: 254900ZNZDQL6OWQH623 | Long             | EC               | CORP              | GB        |     52326 | NS      | $241293.06    | 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      | $-204031.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                                      | CDEP 4.375 10/01/30 144A                                                                                                             | CUSIP: 147918AF3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | NUSS              | US        |    400000 | PA      | $397116.00    | 0.01%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 25 LTD                                                                               | ELM25 2024-1A A1                                                                                                                     | CUSIP: 29001BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13000000 | PA      | $13004647.50  | 0.46%             | 2037-04-17      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| OBX Trust 2026-NQM2                                                                              | OBX 2026-NQM2 A1A                                                                                                                    | CUSIP: 67123VAD4<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-O            | CORP              | US        |    354359 | PA      | $351708.36    | 0.01%             | 2065-12-01      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-12084.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Inc.                                                                                    | Woodward Inc. COM                                                                                                                    | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      1700 | NS      | $608464.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 5.625 04/04/32                                                                                                                    | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    377000 | PA      | $385640.69    | 0.01%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                                 | SANUK 3.125 05/12/31                                                                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $540689.65    | 0.02%             | 2031-05-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 5.25 01/30/30 144A                                                                                                             | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1605000 | PA      | $1048450.20   | 0.04%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Agence Francaise De Developpement                                                                | AGFRNC 1.375 07/05/32 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $101377.58    | 0.00%             | 2032-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | USD/CAD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-75936.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CZK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11000.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saskatchewan (Province Of)                                                                       | SCDA 3.3 06/02/48                                                                                                                    | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | MUN               | CA        |    500000 | PA      | $290007.91    | 0.01%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp Japan                                                                                | Oracle Corp Japan NPV                                                                                                                | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |       400 | NS      | $21777.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer