Advanced Series Trust Portfolio Holdings · Advanced Series Trust Portfolio Holdings ... WEICHAI POWER CO LTD-H 0.32% ... SM INVESTMENTS CORP 0.09%

Advanced Series Trust

Portfolio Holdings

As of 06/29/2018

Holdings subject to change without notice.

Portfolio holdings are unaudited and may differ from theholdings that appear in the portfolio's periodic reports.Please refer to the portfolio's semi-annual or annual reportfor audited holdings information.

0178200-00009-00 Ed. 04/2018

Portfolios are only available for investment in variable annuities issued by Pruco Life Insurance Company (in New York, by Pruco LifeInsurance Company of New Jersey), Newark, NJ (main office), or by Prudential Annuities Life Assurance Corporation, Shelton, CT (mainoffice) and distributed by Prudential Annuities Distributors, Inc., Shelton, CT. All are Prudential Financial companies and each is solelyresponsible for its own financial condition and contractual obligations. Prudential Annuities is a business of Prudential Financial Inc.

These materials are being provided for informational or educational purposes only and do not take into account the investment objectives orfinancial situation of any client or prospective clients. The information is not intended as investment advice and is not a recommendation aboutmanaging or investing your retirement savings. Clients seeking information regarding their particular investment needs should contact afinancial professional.

This material must be preceded or accompanied by a current variable annuity product prospectus and the Applicable variable annuitysummary card.

2014 Prudential Annuities, Prudential, the Prudential logo, the Rock symbol, and Bring Your Challenges are service marks of Prudential, Inc.and its related entities, registered in many jurisdictions worldwide.

AST AQR Emerging Markets Equity Portfolio

Security % of PortfolioPRU CORE ULTRA SHORT BOND F 9.78%SAMSUNG ELECTRONICS CO LTD 5.50%(PDLQ) PGIM INST MONEY MARK 5.40%TENCENT HOLDINGS LTD 4.57%ALIBABA GROUP HOLDING-SP AD 3.75%HCN8 HSCEI FUTURES 8/04/2018 3.44%TAIWAN SEMICONDUCTOR-SP ADR 3.13%CHINA MOBILE LTD 2.43%SK HYNIX INC 2.38%WALMART DE MEXICO SAB DE CV 1.94%SINO BIOPHARMACEUTICAL 1.80%CSPC PHARMACEUTICAL GROUP L 1.69%VALE SA-SP ADR 1.60%CHINA CONSTRUCTION BANK-H 1.38%NASPERS LTD-N SHS 1.33%PETROBRAS - PETROLEO BRAS-P 1.28%SUZANO PAPEL E CELULOSE SA 1.26%PTT GLOBAL CHEMICAL PCL-NVD 1.22%ANTA SPORTS PRODUCTS LTD 1.19%BAIDU INC - SPON ADR 1.17%ISU8 MEX BOLSA IDX FUT 9/29/2018 1.08%NANYA TECHNOLOGY CORP 0.93%POSCO 0.90%ADARO ENERGY TBK PT 0.85%HANA FINANCIAL GROUP 0.83%TURK HAVA YOLLARI AO 0.82%SUNNY OPTICAL TECH 0.81%CTBC FINANCIAL HOLDING CO L 0.81%MALAYAN BANKING BHD 0.78%SAMSUNG SDS CO LTD 0.78%BARCLAYS AFRICA GROUP LTD 0.75%MEXICHEM SAB DE CV-* 0.73%SEVERSTAL - GDR REG S 0.69%IKN8 FTSE KLCI FUTURE 8/05/2018 0.68%THAI OIL PCL-NVDR 0.67%CHINA NATIONAL BUILDING MA- 0.65%FORMOSA CHEMICALS & FIBRE 0.65%KOREA INVESTMENT HOLDINGS C 0.64%FIRST FINANCIAL HOLDING CO 0.64%LOTTE SHOPPING CO 0.63%STANDARD BANK GROUP LTD 0.60%NOVOLIPET STEEL-GDR REG S 0.57%JD.COM INC-ADR 0.55%GLOBALWAFERS CO LTD 0.55%CHINA VANKE CO LTD-H 0.53%BANCO DE CHILE 0.53%SINOTRUK HONG KONG LTD 0.52%IND & COMM BK OF CHINA-H 0.52%MACRONIX INTERNATIONAL 0.51%HAIER ELECTRONICS GROUP CO 0.50%LUKOIL PJSC-ADR 0.50%E.SUN FINANCIAL HOLDING CO 0.50%BANK NEGARA INDONESIA PERSE 0.50%MY EG SERVICES BHD 0.48%

Security % of PortfolioPUBLIC BANK BERHAD 0.47%PTT PCL-NVDR 0.46%GEELY AUTOMOBILE HOLDINGS L 0.46%KINGBOARD LAMINATES HLDG LT 0.44%COUNTRY GARDEN HOLDINGS CO 0.43%UNITED TRACTORS TBK PT 0.43%WOOLWORTHS HOLDINGS LTD 0.41%MR PRICE GROUP LTD 0.41%CREDICORP LTD 0.41%AIRASIA BHD 0.40%GAZPROM PAO -SPON ADR 0.40%JASTRZEBSKA SPOLKA WEGLOWA 0.39%GROWTHPOINT PROPERTIES LTD 0.39%SHIN KONG FINANCIAL HOLDING 0.38%QATAR NATIONAL BANK 0.38%HAITIAN INTERNATIONAL HLDGS 0.37%CTRIP.COM INTERNATIONAL-ADR 0.37%BANCO SANTANDER-CHILE-ADR 0.37%CHINA PETROLEUM & CHEMICAL- 0.37%MEDY-TOX INC 0.36%CHINA OVERSEAS LAND & INVES 0.36%NETEASE INC-ADR 0.34%LPP SA 0.34%CHINA DEVELOPMENT FINANCIAL 0.33%PICC PROPERTY & CASUALTY-H 0.32%CHINA EVERGRANDE GROUP 0.32%YUM CHINA HOLDINGS INC 0.31%UNI-PRESIDENT ENTERPRISES C 0.30%CHINA SHENHUA ENERGY CO-H 0.28%BANK RAKYAT INDONESIA PERSE 0.28%NOVATEK MICROELECTRONICS CO 0.27%TAL EDUCATION GROUP- ADR 0.26%CHINA RESOURCES LAND LTD 0.26%AAC TECHNOLOGIES HOLDINGS I 0.26%LG ELECTRONICS INC 0.26%CHINA AIRLINES LTD 0.26%OTP BANK PLC 0.25%GRUPO MEXICO SAB DE CV-SER 0.25%CHINA COMMUNICATIONS SERVI- 0.25%KINGDEE INTERNATIONAL SFTWR 0.24%SK INNOVATION CO LTD 0.24%MMG LTD 0.24%SUL AMERICA SA - UNITS 0.24%NEW ORIENTAL EDUCATIO-SP AD 0.24%EXXARO RESOURCES LTD 0.24%DAELIM INDUSTRIAL CO LTD 0.24%NOVATEK OAO-SPONS GDR REG S 0.23%HIWIN TECHNOLOGIES CORP 0.23%REALTEK SEMICONDUCTOR CORP 0.22%HYUNDAI MOBIS CO LTD 0.22%PKO BANK POLSKI SA 0.21%PGE SA 0.20%EMPRESAS CMPC SA 0.20%POLSKI KONCERN NAFTOWY ORLE 0.20%

AST Portfolio Holdings

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AST AQR Emerging Markets Equity Portfolio (continued)

Security % of PortfolioTAIWAN COOPERATIVE FINANCIA 0.19%NEXTEER AUTOMOTIVE GROUP LT 0.19%CHINA LIFE INSURANCE CO LTD 0.18%EMBRAER SA-SPON ADR 0.18%IMPERIAL HOLDINGS LTD 0.18%SUNAC CHINA HOLDINGS LTD 0.17%MOL HUNGARIAN OIL AND GAS P 0.17%KINGSOFT CORP LTD 0.17%HOME PRODUCT CENTER PCL-NVD 0.17%CNOOC LTD 0.15%REMGRO LTD 0.14%SOUTHERN COPPER CORP 0.13%EVA AIRWAYS CORP 0.13%FIRSTRAND LTD 0.13%CHINA MEDICAL SYSTEM HOLDIN 0.13%KRUNG THAI BANK - NVDR 0.13%POSCO DAEWOO CORP 0.13%AUTOHOME INC-ADR 0.13%CHINA LODGING GROUP-SPON AD 0.12%FIBRA UNO ADMINISTRACION SA 0.12%WUXI BIOLOGICS CAYMAN INC 0.12%CHAILEASE HOLDING CO LTD 0.12%BID CORP LTD 0.12%ROSNEFT OJSC-GDR 0.12%SURGUTNEFTEGAS-SP ADR 0.11%ANGLO AMERICAN PLATINUM LTD 0.11%MALAYSIA AIRPORTS HLDGS BHD 0.11%MOMO INC-SPON ADR 0.11%S FRWD ZAR 9/19/2018 0.10%S FRWD CNH 9/19/2018 0.10%CATHAY FINANCIAL HOLDING CO 0.10%SINA CORP 0.10%WEIBO CORP-SPON ADR 0.10%YY INC-ADR 0.10%SOUTH AFRICAN RAN 0.09%58.COM INC-ADR 0.09%HONG KONG DOLLAR 0.09%EMPRESAS COPEC SA 0.09%EMIRATES TELECOM GROUP CO 0.09%CHINA TRADITIONAL CHINESE M 0.09%ALIOR BANK SA 0.08%CHINA RESOURCES CEMENT 0.08%AMOREPACIFIC GROUP 0.08%HDC HYUNDAI DEVELOPMENT CO- 0.08%METRO PACIFIC INVESTMENTS C 0.07%SM PRIME HOLDINGS INC 0.07%REDEFINE PROPERTIES LTD 0.07%HARTALEGA HOLDINGS BHD 0.07%NEPI ROCKCASTLE PLC 0.07%UNI-PRESIDENT CHINA HOLDING 0.07%S FRWD KOR 1,0 9/19/2018 0.07%S FRWD KOR 1,0 9/19/2018 0.07%VIPSHOP HOLDINGS LTD - ADR 0.07%AYALA LAND INC 0.06%

Security % of PortfolioS FRWD KOR 1,0 9/19/2018 0.06%S FRWD KOR 1,0 9/19/2018 0.06%S FRWD KOR 1,0 9/19/2018 0.06%AYALA CORPORATION 0.06%BANCO SANTANDER MEXICO -ADR 0.06%INTL CONTAINER TERM SVCS IN 0.06%NCSOFT CORP 0.06%S FRWD KOR 1,0 9/19/2018 0.06%S FRWD KOR 1,0 9/19/2018 0.06%RMB HOLDINGS LTD 0.05%L FRWD TRL 9/19/2018 0.05%S FRWD BRC 9/19/2018 0.05%S FRWD KOR 1,0 9/19/2018 0.05%SINOPEC ENGINEERING GROUP-H 0.05%POLAND ZLOTY 0.05%THAILAND BAHT 0.05%HUNGARIAN FORINT 0.05%TRAVELSKY TECHNOLOGY LTD-H 0.05%BAIC MOTOR CORP LTD-H 0.05%TAIMED BIOLOGICS INC 0.05%CHINA HUARONG ASSET MANAGE- 0.05%S FRWD BRC 9/19/2018 0.05%S FRWD BRC 9/19/2018 0.05%INDUSTRIES QATAR 0.05%S FRWD BRC 9/19/2018 0.04%S FRWD BRC 9/19/2018 0.04%BANGKOK BANK PUBLIC CO-NVDR 0.04%L FRWD TRL 9/19/2018 0.04%BANCO DO BRASIL S.A. 0.04%POLSKIE GORNICTWO NAFTOWE I 0.04%SSY GROUP LTD 0.04%LATAM AIRLINES GROUP-SP ADR 0.04%EMAAR PROPERTIES PJSC 0.04%FAR EAST HORIZON LTD 0.04%COUNTRY GARDEN SERVICES HOL 0.04%S FRWD BRC 9/19/2018 0.04%L FRWD MXP 9/19/2018 0.04%BANK CENTRAL ASIA TBK PT 0.04%TAISHIN FINANCIAL HOLDING 0.03%L FRWD MXP 9/19/2018 0.03%S FRWD BRC 9/19/2018 0.03%POWERTECH TECHNOLOGY INC 0.03%CHINA JINMAO HOLDINGS GROUP 0.03%MALAYSIA RINGGIT 0.03%LONGFOR PROPERTIES 0.03%S FRWD BRC 9/19/2018 0.03%S FRWD ZAR 9/19/2018 0.03%S FRWD BRC 9/19/2018 0.03%L FRWD MXP 9/19/2018 0.03%AGILE GROUP HOLDINGS LTD 0.03%HDC HOLDINGS CO LTD 0.03%SHIMAO PROPERTY HOLDINGS LT 0.03%S FRWD BRC 9/19/2018 0.03%S FRWD HUF 2 9/19/2018 0.03%


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Security % of PortfolioPERUSAHAAN GAS NEGARA PERSE 0.03%L FRWD MXP 9/19/2018 0.03%HUA NAN FINANCIAL HOLDINGS 0.03%BANCO DE CREDITO E INVERSIO 0.03%S FRWD IDR ,0 9/19/2018 0.02%S FRWD CNH 9/19/2018 0.02%SINGAPORE DOLLAR 0.02%SOUTH AFRICA RAND 0.02%S FRWD IDR ,1 9/19/2018 0.02%S FRWD IDR ,1 9/19/2018 0.02%CHILEAN PESO 0.02%S FRWD BRC 9/19/2018 0.02%S FRWD CNH 9/19/2018 0.02%INDONESIAN RUPIAH 0.02%TRS BZQ8 INDX FUTURE SWP 8/20/2018 0.02%TRS M7PL INDX FUT SWP 0.02%TRS TWN8 INDX FUT SWP 8/05/2018 0.02%BRAZILIAN REAL 0.02%S FRWD BRC 9/19/2018 0.02%L FRWD TRL 9/19/2018 0.02%S FRWD ZAR 9/19/2018 0.01%S FRWD BRC 9/19/2018 0.01%S FRWD TRL 9/19/2018 0.01%S FRWD BRC 9/19/2018 0.01%L FRWD MXP 9/19/2018 0.01%S FRWD ILS 9/20/2018 0.01%S FRWD COP 2,8 9/19/2018 0.01%TRS KRSU8 INDX FUT SWP 0.01%S FRWD IDR ,2 9/19/2018 0.01%S FRWD ILS 9/20/2018 0.01%S FRWD ILS 9/20/2018 0.01%L FRWD TRL 9/19/2018 0.01%S FRWD ILS 9/20/2018 0.01%S FRWD ILS 9/20/2018 0.01%TURKISH LIRA 0.01%L FRWD MXP 9/19/2018 0.01%S FRWD ILS 9/20/2018 0.01%S FRWD ILS 9/20/2018 0.01%S FRWD ILS 9/20/2018 0.01%S FRWD ILS 9/20/2018 0.01%S FRWD ILS 9/20/2018 0.01%S FRWD ILS 9/20/2018 0.01%S FRWD ILS 9/20/2018 0.01%L FRWD MXP 9/19/2018 0.01%S FRWD ZAR 9/19/2018 0.01%S FRWD HUF 2 9/19/2018 0.01%S FRWD BRC 9/19/2018 0.01%S FRWD KOR 1,0 9/19/2018 0.01%KOREAN WON 0.01%S FRWD ZAR 9/19/2018 0.01%S FRWD CSK 9/19/2018 0.01%S FRWD BRC 9/19/2018 0.01%QATAR RIALS 0.01%S FRWD ILS 9/20/2018 0.01%

Security % of PortfolioSINGAPORE DOLLAR 0.01%S FRWD ZAR 9/19/2018 0.01%L FRWD IND 9/19/2018 0.01%TRS FTN8 INDX FUT SWP 7/23/2018 0.01%L FRWD KOR 1,1 9/19/2018 0.01%S FRWD HUF 2 9/19/2018 0.01%S FRWD ZAR 9/19/2018 0.01%L FRWD TRL 9/19/2018 0.01%S FRWD CNH 9/19/2018 0.01%L FRWD IND 9/19/2018 0.01%S FRWD CLP 6 9/20/2018 0.01%S FRWD THB 9/19/2018 0.01%S FRWD ZAR 9/19/2018 0.01%S FRWD CNH 9/19/2018 0.01%L FRWD MXP 9/19/2018 0.01%L FRWD MXP 9/19/2018 0.01%S FRWD PHP 9/19/2018 0.01%PHILIPPINES PESO 0.01%S FRWD ZAR 9/19/2018 0.01%S FRWD CLP 6 9/20/2018 0.01%S FRWD THB 9/19/2018 0.01%S FRWD RUB 9/19/2018 0.01%S FRWD COP 2,8 9/19/2018 0.01%S FRWD BRC 9/19/2018 0.01%S FRWD THB 9/19/2018 0.01%S FRWD TWD 9/19/2018 0.01%S FRWD CNH 9/19/2018 0.01%S FRWD CNH 9/19/2018 < 0.01%S FRWD PHP 9/19/2018 < 0.01%S FRWD TRL 9/19/2018 < 0.01%S FRWD PHP 9/19/2018 < 0.01%S FRWD PHP 9/19/2018 < 0.01%S FRWD PHP 9/19/2018 < 0.01%S FRWD CNH 9/19/2018 < 0.01%S FRWD PHP 9/19/2018 < 0.01%S FRWD BRC 9/19/2018 < 0.01%S FRWD PHP 9/19/2018 < 0.01%S FRWD THB 9/19/2018 < 0.01%S FRWD COP 2,8 9/19/2018 < 0.01%S FRWD BRC 9/19/2018 < 0.01%L FRWD TRL 9/19/2018 < 0.01%S FRWD TWD 9/19/2018 < 0.01%S FRWD CLP 6 9/20/2018 < 0.01%S FRWD SGD 9/19/2018 < 0.01%S FRWD IDR ,4 9/19/2018 < 0.01%S FRWD COP 2,8 9/19/2018 < 0.01%S FRWD THB 9/19/2018 < 0.01%S FRWD PHP 9/19/2018 < 0.01%UNITED ARAB EMERI < 0.01%S FRWD RUB 9/19/2018 < 0.01%TRS M7ZA INDX SWP < 0.01%S FRWD BRC 9/19/2018 < 0.01%L FRWD MXP 9/19/2018 < 0.01%L FRWD TRL 9/19/2018 < 0.01%


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Security % of PortfolioS FRWD THB 9/19/2018 < 0.01%S FRWD HUF 2 9/19/2018 < 0.01%THAILAND BAHT < 0.01%TRS TAN8 INDX FUT SWP < 0.01%S FRWD THB 9/19/2018 < 0.01%L FRWD MXP 9/19/2018 < 0.01%L FRWD RUB 9/19/2018 < 0.01%MALAYSIAN RINGGIT < 0.01%S FRWD CNH 9/19/2018 < 0.01%L FRWD MXP 9/19/2018 < 0.01%S FRWD CNH 9/19/2018 < 0.01%S FRWD CNH 9/19/2018 < 0.01%S FRWD CNH 9/19/2018 < 0.01%L FRWD PHP 9/19/2018 < 0.01%S FRWD CNH 9/19/2018 < 0.01%S FRWD CNH 9/19/2018 < 0.01%S FRWD CNH 9/19/2018 < 0.01%S FRWD CNH 9/19/2018 < 0.01%S FRWD THB 9/19/2018 < 0.01%MEXICO PESO < 0.01%S FRWD RUB 9/19/2018 < 0.01%S FRWD ZAR 9/19/2018 < 0.01%S FRWD CNH 9/19/2018 < 0.01%S FRWD THB 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%S FRWD THB 9/19/2018 < 0.01%S FRWD ZAR 9/19/2018 < 0.01%L FRWD TRL 9/19/2018 < 0.01%S FRWD IDR ,4 9/19/2018 < 0.01%S FRWD THB 9/19/2018 < 0.01%S FRWD TRL 9/19/2018 < 0.01%S FRWD THB 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%S FRWD CLP 6 9/20/2018 < 0.01%S FRWD THB 9/19/2018 < 0.01%L FRWD PHP 9/19/2018 < 0.01%L FRWD TWD 9/19/2018 < 0.01%S FRWD ZAR 9/19/2018 < 0.01%S FRWD THB 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%TAIWAN DOLLAR < 0.01%S FRWD PEI 9/19/2018 < 0.01%S FRWD ZAR 9/19/2018 < 0.01%L FRWD TRL 9/19/2018 < 0.01%L FRWD MXP 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%S FRWD THB 9/19/2018 < 0.01%S FRWD BRC 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%L FRWD TRL 9/19/2018 < 0.01%S FRWD ZAR 9/19/2018 < 0.01%S FRWD BRC 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%

Security % of PortfolioS FRWD EUR 9/19/2018 < 0.01%S FRWD PLZ 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%L FRWD TRL 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%S FRWD PEI 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%MEXICAN PESO < 0.01%S FRWD THB 9/19/2018 < 0.01%S FRWD CLP 6 9/20/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%TRS M7BR IDX FUT SWAP 9/24/2018 < 0.01%S FRWD PEI 9/19/2018 < 0.01%S FRWD EUR 9/19/2018 < 0.01%S FRWD PLZ 9/19/2018 < 0.01%S FRWD PEI 9/19/2018 < 0.01%S FRWD MXP 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%S FRWD EUR 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%L FRWD PLZ 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%S FRWD PEI 9/19/2018 < 0.01%S FRWD CLP 6 9/20/2018 < 0.01%S FRWD RUB 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%S FRWD EUR 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%L FRWD MXP 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%S FRWD TWD 9/19/2018 < 0.01%S FRWD EUR 9/19/2018 < 0.01%S FRWD PEI 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%S FRWD PLZ 9/19/2018 < 0.01%L FRWD TRL 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%S FRWD PLZ 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%S FRWD PLZ 9/19/2018 < 0.01%L FRWD MXP 9/19/2018 < 0.01%S FRWD HUF 2 9/19/2018 < 0.01%S FRWD PEI 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%S FRWD EUR 9/19/2018 < 0.01%S FRWD HUF 2 9/19/2018 < 0.01%L FRWD MXP 9/19/2018 < 0.01%S FRWD CLP 6 9/20/2018 < 0.01%


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Security % of PortfolioS FRWD CLP 6 9/20/2018 < 0.01%L FRWD TRL 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%S FRWD TRL 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%L FRWD MXP 9/19/2018 < 0.01%L FRWD MXP 9/19/2018 < 0.01%L FRWD KOR 1,0 9/19/2018 < 0.01%L FRWD TWD 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%S FRWD RUB 9/19/2018 < 0.01%S FRWD THB 9/19/2018 < 0.01%S FRWD RUB 9/19/2018 < 0.01%S FRWD TWD 9/19/2018 < 0.01%L FRWD CLP 6 9/20/2018 < 0.01%L FRWD HUF 2 9/19/2018 < 0.01%L FRWD PEI 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%L FRWD MXP 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%S FRWD PEI 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%L FRWD IND 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%S FRWD TRL 9/19/2018 < 0.01%S FRWD RUB 9/19/2018 < 0.01%L FRWD PEI 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%L FRWD TRL 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%L FRWD PEI 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%S FRWD PHP 9/19/2018 < 0.01%S FRWD TRL 9/19/2018 < 0.01%L FRWD IND 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%S FRWD EUR 9/19/2018 < 0.01%L FRWD TRL 9/19/2018 < 0.01%S FRWD EUR 9/19/2018 < 0.01%L FRWD TWD 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%S FRWD EUR 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%

Security % of PortfolioS FRWD EUR 9/19/2018 < 0.01%L FRWD IDR ,4 9/19/2018 < 0.01%S FRWD RUB 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%L FRWD TWD 9/19/2018 < 0.01%L FRWD PEI 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%S FRWD PHP 9/19/2018 < 0.01%S FRWD HUF 2 9/19/2018 < 0.01%L FRWD TRL 9/19/2018 < 0.01%L FRWD COP 2,9 9/19/2018 < 0.01%L FRWD COP 2,8 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%L FRWD RUB 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%L FRWD COP 2,8 9/19/2018 < 0.01%L FRWD TRL 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%L FRWD PHP 9/19/2018 < 0.01%L FRWD HUF 2 9/19/2018 < 0.01%TRS M7TR IDX FUT SWAP < 0.01%L FRWD CSK 9/19/2018 < 0.01%S FRWD PHP 9/19/2018 < 0.01%L FRWD THB 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%L FRWD CLP 6 9/20/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%L FRWD RUB 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%L FRWD HUF 2 9/19/2018 < 0.01%L FRWD CLP 6 9/20/2018 < 0.01%S FRWD TRL 9/19/2018 < 0.01%S FRWD RUB 9/19/2018 < 0.01%S FRWD ZAR 9/19/2018 < 0.01%S FRWD TWD 9/19/2018 < 0.01%L FRWD BRC 9/19/2018 < 0.01%L FRWD IND 9/19/2018 < 0.01%S FRWD TRL 9/19/2018 < 0.01%S FRWD EUR 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%L FRWD IND 9/19/2018 < 0.01%L FRWD THB 9/19/2018 < 0.01%L FRWD ILS 9/20/2018 < 0.01%L FRWD CSK 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%L FRWD CNH 9/19/2018 < 0.01%S FRWD RUB 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%S FRWD TRL 9/19/2018 < 0.01%L FRWD THB 9/19/2018 < 0.01%


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Security % of PortfolioS FRWD RUB 9/19/2018 < 0.01%L FRWD PHP 9/19/2018 < 0.01%L FRWD RUB 9/19/2018 < 0.01%S FRWD IDR ,5 9/19/2018 < 0.01%L FRWD THB 9/19/2018 < 0.01%L FRWD PLZ 9/19/2018 < 0.01%S FRWD SGD 9/19/2018 < 0.01%S FRWD RUB 9/19/2018 < 0.01%L FRWD IDR ,3 9/19/2018 < 0.01%L FRWD IDR ,4 9/19/2018 < 0.01%TURKISH LIRA < 0.01%L FRWD IND 9/19/2018 < 0.01%L FRWD THB 9/19/2018 < 0.01%L FRWD CNH 9/19/2018 < 0.01%L FRWD TWD 9/19/2018 < 0.01%L FRWD PHP 9/19/2018 < 0.01%S FRWD IDR ,5 9/19/2018 < 0.01%L FRWD THB 9/19/2018 < 0.01%L FRWD COP 2,9 9/19/2018 < 0.01%S FRWD IDR ,5 9/19/2018 < 0.01%L FRWD HUF 2 9/19/2018 < 0.01%S FRWD BRC 9/19/2018 < 0.01%S FRWD PHP 9/19/2018 < 0.01%L FRWD PLZ 9/19/2018 < 0.01%L FRWD COP 2,8 9/19/2018 < 0.01%S FRWD MXP 9/19/2018 < 0.01%L FRWD PLZ 9/19/2018 < 0.01%L FRWD CLP 6 9/20/2018 < 0.01%L FRWD BRC 9/19/2018 < 0.01%S FRWD MXP 9/19/2018 < 0.01%L FRWD KOR 1,0 9/19/2018 < 0.01%L FRWD IDR ,4 9/19/2018 < 0.01%S FRWD TRL 9/19/2018 < 0.01%L FRWD IDR ,3 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%L FRWD IDR ,3 9/19/2018 < 0.01%S FRWD SGD 9/19/2018 < 0.01%L FRWD TRL 9/19/2018 < 0.01%L FRWD CLP 6 9/20/2018 < 0.01%S FRWD TWD 9/19/2018 < 0.01%L FRWD IDR ,3 9/19/2018 < 0.01%S FRWD RUB 9/19/2018 < 0.01%S FRWD BRC 9/19/2018 < 0.01%S FRWD TRL 9/19/2018 < 0.01%L FRWD COP 2,9 9/19/2018 < 0.01%L FRWD BRC 9/19/2018 < 0.01%L FRWD MXP 9/19/2018 < 0.01%L FRWD BRC 9/19/2018 < 0.01%L FRWD THB 9/19/2018 < 0.01%S FRWD MXP 9/19/2018 < 0.01%L FRWD TRL 9/19/2018 < 0.01%L FRWD THB 9/19/2018 < 0.01%L FRWD RUB 9/19/2018 < 0.01%L FRWD MXP 9/19/2018 < 0.01%

Security % of PortfolioL FRWD PLZ 9/19/2018 < 0.01%L FRWD TWD 9/19/2018 < 0.01%L FRWD PLZ 9/19/2018 < 0.01%S FRWD RUB 9/19/2018 < 0.01%L FRWD MXP 9/19/2018 < 0.01%L FRWD IND 9/19/2018 < 0.01%L FRWD BRC 9/19/2018 < 0.01%S FRWD MXP 9/19/2018 < 0.01%L FRWD PHP 9/19/2018 < 0.01%S FRWD PHP 9/19/2018 < 0.01%L FRWD BRC 9/19/2018 < 0.01%L FRWD RUB 9/19/2018 < 0.01%L FRWD IND 9/19/2018 -0.01%L FRWD CLP 6 9/20/2018 -0.01%L FRWD IND 9/19/2018 -0.01%S FRWD TRL 9/19/2018 -0.01%S FRWD MXP 9/19/2018 -0.01%S FRWD ZAR 9/19/2018 -0.01%L FRWD TWD 9/19/2018 -0.01%L FRWD IND 9/19/2018 -0.01%L FRWD CLP 6 9/20/2018 -0.01%L FRWD IND 9/19/2018 -0.01%L FRWD IDR ,1 9/19/2018 -0.01%L FRWD TWD 9/19/2018 -0.01%L FRWD IDR ,1 9/19/2018 -0.01%L FRWD TWD 9/19/2018 -0.01%L FRWD CLP 6 9/20/2018 -0.01%L FRWD CNH 9/19/2018 -0.01%L FRWD IND 9/19/2018 -0.01%L FRWD TWD 9/19/2018 -0.01%L FRWD TWD 9/19/2018 -0.01%L FRWD PHP 9/19/2018 -0.01%L FRWD MXP 9/19/2018 -0.01%L FRWD IDR ,0 9/19/2018 -0.01%L FRWD IND 9/19/2018 -0.01%L FRWD IND 9/19/2018 -0.01%L FRWD CLP 6 9/20/2018 -0.01%L FRWD CNH 9/19/2018 -0.01%L FRWD IDR ,2 9/19/2018 -0.01%L FRWD IDR ,0 9/19/2018 -0.01%L FRWD SGD 9/19/2018 -0.01%L FRWD KOR 1,0 9/19/2018 -0.01%L FRWD IDR ,0 9/19/2018 -0.01%L FRWD PLZ 9/19/2018 -0.01%L FRWD PLZ 9/19/2018 -0.01%L FRWD IND 9/19/2018 -0.01%S FRWD KOR 1,1 9/19/2018 -0.01%L FRWD TWD 9/19/2018 -0.01%L FRWD TWD 9/19/2018 -0.01%S FRWD MXP 9/19/2018 -0.01%L FRWD TWD 9/19/2018 -0.01%L FRWD CLP 6 9/20/2018 -0.01%L FRWD IND 9/19/2018 -0.01%L FRWD HUF 2 9/19/2018 -0.01%


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Security % of PortfolioL FRWD ZAR 9/19/2018 -0.01%L FRWD PLZ 9/19/2018 -0.01%L FRWD KOR 1,0 9/19/2018 -0.01%L FRWD PLZ 9/19/2018 -0.01%L FRWD PLZ 9/19/2018 -0.01%L FRWD ZAR 9/19/2018 -0.01%L FRWD ZAR 9/19/2018 -0.01%S FRWD MXP 9/19/2018 -0.01%L FRWD CLP 6 9/20/2018 -0.01%L FRWD RUB 9/19/2018 -0.01%L FRWD RUB 9/19/2018 -0.01%L FRWD CLP 6 9/20/2018 -0.02%L FRWD KOR 1,0 9/19/2018 -0.02%L FRWD CLP 6 9/20/2018 -0.02%L FRWD HUF 2 9/19/2018 -0.02%L FRWD CLP 6 9/20/2018 -0.02%L FRWD HUF 2 9/19/2018 -0.02%S FRWD TRL 9/19/2018 -0.02%L FRWD RUB 9/19/2018 -0.02%L FRWD HUF 2 9/19/2018 -0.02%L FRWD PLZ 9/19/2018 -0.02%L FRWD HUF 2 9/19/2018 -0.02%L FRWD HUF 2 9/19/2018 -0.02%L FRWD ZAR 9/19/2018 -0.02%S FRWD MXP 9/19/2018 -0.02%L FRWD BRC 9/19/2018 -0.02%L FRWD KOR 1,0 9/19/2018 -0.02%L FRWD HUF 2 9/19/2018 -0.02%L FRWD KOR 1,0 9/19/2018 -0.02%L FRWD RUB 9/19/2018 -0.02%L FRWD ZAR 9/19/2018 -0.02%L FRWD SGD 9/19/2018 -0.02%L FRWD ZAR 9/19/2018 -0.03%L FRWD HUF 2 9/19/2018 -0.03%L FRWD ZAR 9/19/2018 -0.03%L FRWD ZAR 9/19/2018 -0.03%L FRWD ZAR 9/19/2018 -0.03%S FRWD TRL 9/19/2018 -0.03%L FRWD SGD 9/19/2018 -0.03%L FRWD ZAR 9/19/2018 -0.03%L FRWD TWD 9/19/2018 -0.03%L FRWD ZAR 9/19/2018 -0.03%L FRWD ZAR 9/19/2018 -0.03%L FRWD BRC 9/19/2018 -0.03%S FRWD MXP 9/19/2018 -0.03%L FRWD SGD 9/19/2018 -0.03%L FRWD BRC 9/19/2018 -0.03%L FRWD SGD 9/19/2018 -0.04%TRS M7CN INDX SWP 9/24/2018 -0.04%L FRWD BRC 9/19/2018 -0.04%L FRWD KOR 1,0 9/19/2018 -0.04%L FRWD ZAR 9/19/2018 -0.05%L FRWD CNH 9/19/2018 -0.05%L FRWD BRC 9/19/2018 -0.05%

Security % of PortfolioS FRWD MXP 9/19/2018 -0.06%TRS KMU8 INDX FUTURE SWP 9/18/2018 -0.12%HONG KONG DOLLAR -0.43%AIU8S FTSE/JSE TOP 40 9/25/2018 -0.75%BCU8S SET50 FUTURES 10/05/2018 -1.07%QZN8S MSCI SING IX ETS 8/05/2018 -1.22%


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AST AQR Emerging Markets Equity Portfolio

Security % of PortfolioPRU CORE ULTRA SHORT BOND F 9.78%SAMSUNG ELECTRONICS CO LTD 5.50%(PDLQ) PGIM INST MONEY MARK 5.40%TENCENT HOLDINGS LTD 4.57%ALIBABA GROUP HOLDING-SP AD 3.75%HCN8 HSCEI FUTURES 8/04/2018 3.44%TAIWAN SEMICONDUCTOR-SP ADR 3.13%CHINA MOBILE LTD 2.43%SK HYNIX INC 2.38%WALMART DE MEXICO SAB DE CV 1.94%SINO BIOPHARMACEUTICAL 1.80%CSPC PHARMACEUTICAL GROUP L 1.69%VALE SA-SP ADR 1.60%CHINA CONSTRUCTION BANK-H 1.38%NASPERS LTD-N SHS 1.33%PETROBRAS - PETROLEO BRAS-P 1.28%SUZANO PAPEL E CELULOSE SA 1.26%PTT GLOBAL CHEMICAL PCL-NVD 1.22%ANTA SPORTS PRODUCTS LTD 1.19%BAIDU INC - SPON ADR 1.17%ISU8 MEX BOLSA IDX FUT 9/29/2018 1.08%NANYA TECHNOLOGY CORP 0.93%POSCO 0.90%ADARO ENERGY TBK PT 0.85%HANA FINANCIAL GROUP 0.83%TURK HAVA YOLLARI AO 0.82%SUNNY OPTICAL TECH 0.81%CTBC FINANCIAL HOLDING CO L 0.81%MALAYAN BANKING BHD 0.78%SAMSUNG SDS CO LTD 0.78%BARCLAYS AFRICA GROUP LTD 0.75%MEXICHEM SAB DE CV-* 0.73%SEVERSTAL - GDR REG S 0.69%IKN8 FTSE KLCI FUTURE 8/05/2018 0.68%THAI OIL PCL-NVDR 0.67%CHINA NATIONAL BUILDING MA- 0.65%FORMOSA CHEMICALS & FIBRE 0.65%KOREA INVESTMENT HOLDINGS C 0.64%FIRST FINANCIAL HOLDING CO 0.64%LOTTE SHOPPING CO 0.63%STANDARD BANK GROUP LTD 0.60%NOVOLIPET STEEL-GDR REG S 0.57%JD.COM INC-ADR 0.55%GLOBALWAFERS CO LTD 0.55%CHINA VANKE CO LTD-H 0.53%BANCO DE CHILE 0.53%SINOTRUK HONG KONG LTD 0.52%IND & COMM BK OF CHINA-H 0.52%MACRONIX INTERNATIONAL 0.51%HAIER ELECTRONICS GROUP CO 0.50%LUKOIL PJSC-ADR 0.50%E.SUN FINANCIAL HOLDING CO 0.50%BANK NEGARA INDONESIA PERSE 0.50%MY EG SERVICES BHD 0.48%

Security % of PortfolioPUBLIC BANK BERHAD 0.47%PTT PCL-NVDR 0.46%GEELY AUTOMOBILE HOLDINGS L 0.46%KINGBOARD LAMINATES HLDG LT 0.44%COUNTRY GARDEN HOLDINGS CO 0.43%UNITED TRACTORS TBK PT 0.43%WOOLWORTHS HOLDINGS LTD 0.41%MR PRICE GROUP LTD 0.41%CREDICORP LTD 0.41%AIRASIA BHD 0.40%GAZPROM PAO -SPON ADR 0.40%JASTRZEBSKA SPOLKA WEGLOWA 0.39%GROWTHPOINT PROPERTIES LTD 0.39%SHIN KONG FINANCIAL HOLDING 0.38%QATAR NATIONAL BANK 0.38%HAITIAN INTERNATIONAL HLDGS 0.37%CTRIP.COM INTERNATIONAL-ADR 0.37%BANCO SANTANDER-CHILE-ADR 0.37%CHINA PETROLEUM & CHEMICAL- 0.37%MEDY-TOX INC 0.36%CHINA OVERSEAS LAND & INVES 0.36%NETEASE INC-ADR 0.34%LPP SA 0.34%CHINA DEVELOPMENT FINANCIAL 0.33%PICC PROPERTY & CASUALTY-H 0.32%CHINA EVERGRANDE GROUP 0.32%YUM CHINA HOLDINGS INC 0.31%UNI-PRESIDENT ENTERPRISES C 0.30%CHINA SHENHUA ENERGY CO-H 0.28%BANK RAKYAT INDONESIA PERSE 0.28%NOVATEK MICROELECTRONICS CO 0.27%TAL EDUCATION GROUP- ADR 0.26%CHINA RESOURCES LAND LTD 0.26%AAC TECHNOLOGIES HOLDINGS I 0.26%LG ELECTRONICS INC 0.26%CHINA AIRLINES LTD 0.26%OTP BANK PLC 0.25%GRUPO MEXICO SAB DE CV-SER 0.25%CHINA COMMUNICATIONS SERVI- 0.25%KINGDEE INTERNATIONAL SFTWR 0.24%SK INNOVATION CO LTD 0.24%MMG LTD 0.24%SUL AMERICA SA - UNITS 0.24%NEW ORIENTAL EDUCATIO-SP AD 0.24%EXXARO RESOURCES LTD 0.24%DAELIM INDUSTRIAL CO LTD 0.24%NOVATEK OAO-SPONS GDR REG S 0.23%HIWIN TECHNOLOGIES CORP 0.23%REALTEK SEMICONDUCTOR CORP 0.22%HYUNDAI MOBIS CO LTD 0.22%PKO BANK POLSKI SA 0.21%PGE SA 0.20%EMPRESAS CMPC SA 0.20%POLSKI KONCERN NAFTOWY ORLE 0.20%


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Security % of PortfolioTAIWAN COOPERATIVE FINANCIA 0.19%NEXTEER AUTOMOTIVE GROUP LT 0.19%CHINA LIFE INSURANCE CO LTD 0.18%EMBRAER SA-SPON ADR 0.18%IMPERIAL HOLDINGS LTD 0.18%SUNAC CHINA HOLDINGS LTD 0.17%MOL HUNGARIAN OIL AND GAS P 0.17%KINGSOFT CORP LTD 0.17%HOME PRODUCT CENTER PCL-NVD 0.17%CNOOC LTD 0.15%REMGRO LTD 0.14%SOUTHERN COPPER CORP 0.13%EVA AIRWAYS CORP 0.13%FIRSTRAND LTD 0.13%CHINA MEDICAL SYSTEM HOLDIN 0.13%KRUNG THAI BANK - NVDR 0.13%POSCO DAEWOO CORP 0.13%AUTOHOME INC-ADR 0.13%CHINA LODGING GROUP-SPON AD 0.12%FIBRA UNO ADMINISTRACION SA 0.12%WUXI BIOLOGICS CAYMAN INC 0.12%CHAILEASE HOLDING CO LTD 0.12%BID CORP LTD 0.12%ROSNEFT OJSC-GDR 0.12%SURGUTNEFTEGAS-SP ADR 0.11%ANGLO AMERICAN PLATINUM LTD 0.11%MALAYSIA AIRPORTS HLDGS BHD 0.11%MOMO INC-SPON ADR 0.11%S FRWD ZAR 9/19/2018 0.10%S FRWD CNH 9/19/2018 0.10%CATHAY FINANCIAL HOLDING CO 0.10%SINA CORP 0.10%WEIBO CORP-SPON ADR 0.10%YY INC-ADR 0.10%SOUTH AFRICAN RAN 0.09%58.COM INC-ADR 0.09%HONG KONG DOLLAR 0.09%EMPRESAS COPEC SA 0.09%EMIRATES TELECOM GROUP CO 0.09%CHINA TRADITIONAL CHINESE M 0.09%ALIOR BANK SA 0.08%CHINA RESOURCES CEMENT 0.08%AMOREPACIFIC GROUP 0.08%HDC HYUNDAI DEVELOPMENT CO- 0.08%METRO PACIFIC INVESTMENTS C 0.07%SM PRIME HOLDINGS INC 0.07%REDEFINE PROPERTIES LTD 0.07%HARTALEGA HOLDINGS BHD 0.07%NEPI ROCKCASTLE PLC 0.07%UNI-PRESIDENT CHINA HOLDING 0.07%S FRWD KOR 1,0 9/19/2018 0.07%S FRWD KOR 1,0 9/19/2018 0.07%VIPSHOP HOLDINGS LTD - ADR 0.07%AYALA LAND INC 0.06%

Security % of PortfolioS FRWD KOR 1,0 9/19/2018 0.06%S FRWD KOR 1,0 9/19/2018 0.06%S FRWD KOR 1,0 9/19/2018 0.06%AYALA CORPORATION 0.06%BANCO SANTANDER MEXICO -ADR 0.06%INTL CONTAINER TERM SVCS IN 0.06%NCSOFT CORP 0.06%S FRWD KOR 1,0 9/19/2018 0.06%S FRWD KOR 1,0 9/19/2018 0.06%RMB HOLDINGS LTD 0.05%L FRWD TRL 9/19/2018 0.05%S FRWD BRC 9/19/2018 0.05%S FRWD KOR 1,0 9/19/2018 0.05%SINOPEC ENGINEERING GROUP-H 0.05%POLAND ZLOTY 0.05%THAILAND BAHT 0.05%HUNGARIAN FORINT 0.05%TRAVELSKY TECHNOLOGY LTD-H 0.05%BAIC MOTOR CORP LTD-H 0.05%TAIMED BIOLOGICS INC 0.05%CHINA HUARONG ASSET MANAGE- 0.05%S FRWD BRC 9/19/2018 0.05%S FRWD BRC 9/19/2018 0.05%INDUSTRIES QATAR 0.05%S FRWD BRC 9/19/2018 0.04%S FRWD BRC 9/19/2018 0.04%BANGKOK BANK PUBLIC CO-NVDR 0.04%L FRWD TRL 9/19/2018 0.04%BANCO DO BRASIL S.A. 0.04%POLSKIE GORNICTWO NAFTOWE I 0.04%SSY GROUP LTD 0.04%LATAM AIRLINES GROUP-SP ADR 0.04%EMAAR PROPERTIES PJSC 0.04%FAR EAST HORIZON LTD 0.04%COUNTRY GARDEN SERVICES HOL 0.04%S FRWD BRC 9/19/2018 0.04%L FRWD MXP 9/19/2018 0.04%BANK CENTRAL ASIA TBK PT 0.04%TAISHIN FINANCIAL HOLDING 0.03%L FRWD MXP 9/19/2018 0.03%S FRWD BRC 9/19/2018 0.03%POWERTECH TECHNOLOGY INC 0.03%CHINA JINMAO HOLDINGS GROUP 0.03%MALAYSIA RINGGIT 0.03%LONGFOR PROPERTIES 0.03%S FRWD BRC 9/19/2018 0.03%S FRWD ZAR 9/19/2018 0.03%S FRWD BRC 9/19/2018 0.03%L FRWD MXP 9/19/2018 0.03%AGILE GROUP HOLDINGS LTD 0.03%HDC HOLDINGS CO LTD 0.03%SHIMAO PROPERTY HOLDINGS LT 0.03%S FRWD BRC 9/19/2018 0.03%S FRWD HUF 2 9/19/2018 0.03%


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Security % of PortfolioPERUSAHAAN GAS NEGARA PERSE 0.03%L FRWD MXP 9/19/2018 0.03%HUA NAN FINANCIAL HOLDINGS 0.03%BANCO DE CREDITO E INVERSIO 0.03%S FRWD IDR ,0 9/19/2018 0.02%S FRWD CNH 9/19/2018 0.02%SINGAPORE DOLLAR 0.02%SOUTH AFRICA RAND 0.02%S FRWD IDR ,1 9/19/2018 0.02%S FRWD IDR ,1 9/19/2018 0.02%CHILEAN PESO 0.02%S FRWD BRC 9/19/2018 0.02%S FRWD CNH 9/19/2018 0.02%INDONESIAN RUPIAH 0.02%TRS BZQ8 INDX FUTURE SWP 8/20/2018 0.02%TRS M7PL INDX FUT SWP 0.02%TRS TWN8 INDX FUT SWP 8/05/2018 0.02%BRAZILIAN REAL 0.02%S FRWD BRC 9/19/2018 0.02%L FRWD TRL 9/19/2018 0.02%S FRWD ZAR 9/19/2018 0.01%S FRWD BRC 9/19/2018 0.01%S FRWD TRL 9/19/2018 0.01%S FRWD BRC 9/19/2018 0.01%L FRWD MXP 9/19/2018 0.01%S FRWD ILS 9/20/2018 0.01%S FRWD COP 2,8 9/19/2018 0.01%TRS KRSU8 INDX FUT SWP 0.01%S FRWD IDR ,2 9/19/2018 0.01%S FRWD ILS 9/20/2018 0.01%S FRWD ILS 9/20/2018 0.01%L FRWD TRL 9/19/2018 0.01%S FRWD ILS 9/20/2018 0.01%S FRWD ILS 9/20/2018 0.01%TURKISH LIRA 0.01%L FRWD MXP 9/19/2018 0.01%S FRWD ILS 9/20/2018 0.01%S FRWD ILS 9/20/2018 0.01%S FRWD ILS 9/20/2018 0.01%S FRWD ILS 9/20/2018 0.01%S FRWD ILS 9/20/2018 0.01%S FRWD ILS 9/20/2018 0.01%S FRWD ILS 9/20/2018 0.01%L FRWD MXP 9/19/2018 0.01%S FRWD ZAR 9/19/2018 0.01%S FRWD HUF 2 9/19/2018 0.01%S FRWD BRC 9/19/2018 0.01%S FRWD KOR 1,0 9/19/2018 0.01%KOREAN WON 0.01%S FRWD ZAR 9/19/2018 0.01%S FRWD CSK 9/19/2018 0.01%S FRWD BRC 9/19/2018 0.01%QATAR RIALS 0.01%S FRWD ILS 9/20/2018 0.01%

Security % of PortfolioSINGAPORE DOLLAR 0.01%S FRWD ZAR 9/19/2018 0.01%L FRWD IND 9/19/2018 0.01%TRS FTN8 INDX FUT SWP 7/23/2018 0.01%L FRWD KOR 1,1 9/19/2018 0.01%S FRWD HUF 2 9/19/2018 0.01%S FRWD ZAR 9/19/2018 0.01%L FRWD TRL 9/19/2018 0.01%S FRWD CNH 9/19/2018 0.01%L FRWD IND 9/19/2018 0.01%S FRWD CLP 6 9/20/2018 0.01%S FRWD THB 9/19/2018 0.01%S FRWD ZAR 9/19/2018 0.01%S FRWD CNH 9/19/2018 0.01%L FRWD MXP 9/19/2018 0.01%L FRWD MXP 9/19/2018 0.01%S FRWD PHP 9/19/2018 0.01%PHILIPPINES PESO 0.01%S FRWD ZAR 9/19/2018 0.01%S FRWD CLP 6 9/20/2018 0.01%S FRWD THB 9/19/2018 0.01%S FRWD RUB 9/19/2018 0.01%S FRWD COP 2,8 9/19/2018 0.01%S FRWD BRC 9/19/2018 0.01%S FRWD THB 9/19/2018 0.01%S FRWD TWD 9/19/2018 0.01%S FRWD CNH 9/19/2018 0.01%S FRWD CNH 9/19/2018 < 0.01%S FRWD PHP 9/19/2018 < 0.01%S FRWD TRL 9/19/2018 < 0.01%S FRWD PHP 9/19/2018 < 0.01%S FRWD PHP 9/19/2018 < 0.01%S FRWD PHP 9/19/2018 < 0.01%S FRWD CNH 9/19/2018 < 0.01%S FRWD PHP 9/19/2018 < 0.01%S FRWD BRC 9/19/2018 < 0.01%S FRWD PHP 9/19/2018 < 0.01%S FRWD THB 9/19/2018 < 0.01%S FRWD COP 2,8 9/19/2018 < 0.01%S FRWD BRC 9/19/2018 < 0.01%L FRWD TRL 9/19/2018 < 0.01%S FRWD TWD 9/19/2018 < 0.01%S FRWD CLP 6 9/20/2018 < 0.01%S FRWD SGD 9/19/2018 < 0.01%S FRWD IDR ,4 9/19/2018 < 0.01%S FRWD COP 2,8 9/19/2018 < 0.01%S FRWD THB 9/19/2018 < 0.01%S FRWD PHP 9/19/2018 < 0.01%UNITED ARAB EMERI < 0.01%S FRWD RUB 9/19/2018 < 0.01%TRS M7ZA INDX SWP < 0.01%S FRWD BRC 9/19/2018 < 0.01%L FRWD MXP 9/19/2018 < 0.01%L FRWD TRL 9/19/2018 < 0.01%


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Security % of PortfolioS FRWD THB 9/19/2018 < 0.01%S FRWD HUF 2 9/19/2018 < 0.01%THAILAND BAHT < 0.01%TRS TAN8 INDX FUT SWP < 0.01%S FRWD THB 9/19/2018 < 0.01%L FRWD MXP 9/19/2018 < 0.01%L FRWD RUB 9/19/2018 < 0.01%MALAYSIAN RINGGIT < 0.01%S FRWD CNH 9/19/2018 < 0.01%L FRWD MXP 9/19/2018 < 0.01%S FRWD CNH 9/19/2018 < 0.01%S FRWD CNH 9/19/2018 < 0.01%S FRWD CNH 9/19/2018 < 0.01%L FRWD PHP 9/19/2018 < 0.01%S FRWD CNH 9/19/2018 < 0.01%S FRWD CNH 9/19/2018 < 0.01%S FRWD CNH 9/19/2018 < 0.01%S FRWD CNH 9/19/2018 < 0.01%S FRWD THB 9/19/2018 < 0.01%MEXICO PESO < 0.01%S FRWD RUB 9/19/2018 < 0.01%S FRWD ZAR 9/19/2018 < 0.01%S FRWD CNH 9/19/2018 < 0.01%S FRWD THB 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%S FRWD THB 9/19/2018 < 0.01%S FRWD ZAR 9/19/2018 < 0.01%L FRWD TRL 9/19/2018 < 0.01%S FRWD IDR ,4 9/19/2018 < 0.01%S FRWD THB 9/19/2018 < 0.01%S FRWD TRL 9/19/2018 < 0.01%S FRWD THB 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%S FRWD CLP 6 9/20/2018 < 0.01%S FRWD THB 9/19/2018 < 0.01%L FRWD PHP 9/19/2018 < 0.01%L FRWD TWD 9/19/2018 < 0.01%S FRWD ZAR 9/19/2018 < 0.01%S FRWD THB 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%TAIWAN DOLLAR < 0.01%S FRWD PEI 9/19/2018 < 0.01%S FRWD ZAR 9/19/2018 < 0.01%L FRWD TRL 9/19/2018 < 0.01%L FRWD MXP 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%S FRWD THB 9/19/2018 < 0.01%S FRWD BRC 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%L FRWD TRL 9/19/2018 < 0.01%S FRWD ZAR 9/19/2018 < 0.01%S FRWD BRC 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%

Security % of PortfolioS FRWD EUR 9/19/2018 < 0.01%S FRWD PLZ 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%L FRWD TRL 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%S FRWD PEI 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%MEXICAN PESO < 0.01%S FRWD THB 9/19/2018 < 0.01%S FRWD CLP 6 9/20/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%TRS M7BR IDX FUT SWAP 9/24/2018 < 0.01%S FRWD PEI 9/19/2018 < 0.01%S FRWD EUR 9/19/2018 < 0.01%S FRWD PLZ 9/19/2018 < 0.01%S FRWD PEI 9/19/2018 < 0.01%S FRWD MXP 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%S FRWD EUR 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%L FRWD PLZ 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%S FRWD PEI 9/19/2018 < 0.01%S FRWD CLP 6 9/20/2018 < 0.01%S FRWD RUB 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%S FRWD EUR 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%L FRWD MXP 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%S FRWD TWD 9/19/2018 < 0.01%S FRWD EUR 9/19/2018 < 0.01%S FRWD PEI 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%S FRWD PLZ 9/19/2018 < 0.01%L FRWD TRL 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%S FRWD PLZ 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%S FRWD PLZ 9/19/2018 < 0.01%L FRWD MXP 9/19/2018 < 0.01%S FRWD HUF 2 9/19/2018 < 0.01%S FRWD PEI 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%S FRWD EUR 9/19/2018 < 0.01%S FRWD HUF 2 9/19/2018 < 0.01%L FRWD MXP 9/19/2018 < 0.01%S FRWD CLP 6 9/20/2018 < 0.01%


13 of 696


Security % of PortfolioS FRWD CLP 6 9/20/2018 < 0.01%L FRWD TRL 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%S FRWD TRL 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%L FRWD MXP 9/19/2018 < 0.01%L FRWD MXP 9/19/2018 < 0.01%L FRWD KOR 1,0 9/19/2018 < 0.01%L FRWD TWD 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%S FRWD RUB 9/19/2018 < 0.01%S FRWD THB 9/19/2018 < 0.01%S FRWD RUB 9/19/2018 < 0.01%S FRWD TWD 9/19/2018 < 0.01%L FRWD CLP 6 9/20/2018 < 0.01%L FRWD HUF 2 9/19/2018 < 0.01%L FRWD PEI 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%L FRWD MXP 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%S FRWD PEI 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%L FRWD IND 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%S FRWD TRL 9/19/2018 < 0.01%S FRWD RUB 9/19/2018 < 0.01%L FRWD PEI 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%L FRWD TRL 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%L FRWD PEI 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%S FRWD PHP 9/19/2018 < 0.01%S FRWD TRL 9/19/2018 < 0.01%L FRWD IND 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%S FRWD EUR 9/19/2018 < 0.01%L FRWD TRL 9/19/2018 < 0.01%S FRWD EUR 9/19/2018 < 0.01%L FRWD TWD 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%S FRWD EUR 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%

Security % of PortfolioS FRWD EUR 9/19/2018 < 0.01%L FRWD IDR ,4 9/19/2018 < 0.01%S FRWD RUB 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%L FRWD TWD 9/19/2018 < 0.01%L FRWD PEI 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%S FRWD PHP 9/19/2018 < 0.01%S FRWD HUF 2 9/19/2018 < 0.01%L FRWD TRL 9/19/2018 < 0.01%L FRWD COP 2,9 9/19/2018 < 0.01%L FRWD COP 2,8 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%L FRWD RUB 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%L FRWD COP 2,8 9/19/2018 < 0.01%L FRWD TRL 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%L FRWD PHP 9/19/2018 < 0.01%L FRWD HUF 2 9/19/2018 < 0.01%TRS M7TR IDX FUT SWAP < 0.01%L FRWD CSK 9/19/2018 < 0.01%S FRWD PHP 9/19/2018 < 0.01%L FRWD THB 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%L FRWD CLP 6 9/20/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%L FRWD RUB 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%L FRWD HUF 2 9/19/2018 < 0.01%L FRWD CLP 6 9/20/2018 < 0.01%S FRWD TRL 9/19/2018 < 0.01%S FRWD RUB 9/19/2018 < 0.01%S FRWD ZAR 9/19/2018 < 0.01%S FRWD TWD 9/19/2018 < 0.01%L FRWD BRC 9/19/2018 < 0.01%L FRWD IND 9/19/2018 < 0.01%S FRWD TRL 9/19/2018 < 0.01%S FRWD EUR 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%L FRWD IND 9/19/2018 < 0.01%L FRWD THB 9/19/2018 < 0.01%L FRWD ILS 9/20/2018 < 0.01%L FRWD CSK 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%L FRWD CNH 9/19/2018 < 0.01%S FRWD RUB 9/19/2018 < 0.01%L FRWD HK 9/19/2018 < 0.01%S FRWD TRL 9/19/2018 < 0.01%L FRWD THB 9/19/2018 < 0.01%


14 of 696


Security % of PortfolioS FRWD RUB 9/19/2018 < 0.01%L FRWD PHP 9/19/2018 < 0.01%L FRWD RUB 9/19/2018 < 0.01%S FRWD IDR ,5 9/19/2018 < 0.01%L FRWD THB 9/19/2018 < 0.01%L FRWD PLZ 9/19/2018 < 0.01%S FRWD SGD 9/19/2018 < 0.01%S FRWD RUB 9/19/2018 < 0.01%L FRWD IDR ,3 9/19/2018 < 0.01%L FRWD IDR ,4 9/19/2018 < 0.01%TURKISH LIRA < 0.01%L FRWD IND 9/19/2018 < 0.01%L FRWD THB 9/19/2018 < 0.01%L FRWD CNH 9/19/2018 < 0.01%L FRWD TWD 9/19/2018 < 0.01%L FRWD PHP 9/19/2018 < 0.01%S FRWD IDR ,5 9/19/2018 < 0.01%L FRWD THB 9/19/2018 < 0.01%L FRWD COP 2,9 9/19/2018 < 0.01%S FRWD IDR ,5 9/19/2018 < 0.01%L FRWD HUF 2 9/19/2018 < 0.01%S FRWD BRC 9/19/2018 < 0.01%S FRWD PHP 9/19/2018 < 0.01%L FRWD PLZ 9/19/2018 < 0.01%L FRWD COP 2,8 9/19/2018 < 0.01%S FRWD MXP 9/19/2018 < 0.01%L FRWD PLZ 9/19/2018 < 0.01%L FRWD CLP 6 9/20/2018 < 0.01%L FRWD BRC 9/19/2018 < 0.01%S FRWD MXP 9/19/2018 < 0.01%L FRWD KOR 1,0 9/19/2018 < 0.01%L FRWD IDR ,4 9/19/2018 < 0.01%S FRWD TRL 9/19/2018 < 0.01%L FRWD IDR ,3 9/19/2018 < 0.01%S FRWD HK 9/19/2018 < 0.01%L FRWD IDR ,3 9/19/2018 < 0.01%S FRWD SGD 9/19/2018 < 0.01%L FRWD TRL 9/19/2018 < 0.01%L FRWD CLP 6 9/20/2018 < 0.01%S FRWD TWD 9/19/2018 < 0.01%L FRWD IDR ,3 9/19/2018 < 0.01%S FRWD RUB 9/19/2018 < 0.01%S FRWD BRC 9/19/2018 < 0.01%S FRWD TRL 9/19/2018 < 0.01%L FRWD COP 2,9 9/19/2018 < 0.01%L FRWD BRC 9/19/2018 < 0.01%L FRWD MXP 9/19/2018 < 0.01%L FRWD BRC 9/19/2018 < 0.01%L FRWD THB 9/19/2018 < 0.01%S FRWD MXP 9/19/2018 < 0.01%L FRWD TRL 9/19/2018 < 0.01%L FRWD THB 9/19/2018 < 0.01%L FRWD RUB 9/19/2018 < 0.01%L FRWD MXP 9/19/2018 < 0.01%

Security % of PortfolioL FRWD PLZ 9/19/2018 < 0.01%L FRWD TWD 9/19/2018 < 0.01%L FRWD PLZ 9/19/2018 < 0.01%S FRWD RUB 9/19/2018 < 0.01%L FRWD MXP 9/19/2018 < 0.01%L FRWD IND 9/19/2018 < 0.01%L FRWD BRC 9/19/2018 < 0.01%S FRWD MXP 9/19/2018 < 0.01%L FRWD PHP 9/19/2018 < 0.01%S FRWD PHP 9/19/2018 < 0.01%L FRWD BRC 9/19/2018 < 0.01%L FRWD RUB 9/19/2018 < 0.01%L FRWD IND 9/19/2018 -0.01%L FRWD CLP 6 9/20/2018 -0.01%L FRWD IND 9/19/2018 -0.01%S FRWD TRL 9/19/2018 -0.01%S FRWD MXP 9/19/2018 -0.01%S FRWD ZAR 9/19/2018 -0.01%L FRWD TWD 9/19/2018 -0.01%L FRWD IND 9/19/2018 -0.01%L FRWD CLP 6 9/20/2018 -0.01%L FRWD IND 9/19/2018 -0.01%L FRWD IDR ,1 9/19/2018 -0.01%L FRWD TWD 9/19/2018 -0.01%L FRWD IDR ,1 9/19/2018 -0.01%L FRWD TWD 9/19/2018 -0.01%L FRWD CLP 6 9/20/2018 -0.01%L FRWD CNH 9/19/2018 -0.01%L FRWD IND 9/19/2018 -0.01%L FRWD TWD 9/19/2018 -0.01%L FRWD TWD 9/19/2018 -0.01%L FRWD PHP 9/19/2018 -0.01%L FRWD MXP 9/19/2018 -0.01%L FRWD IDR ,0 9/19/2018 -0.01%L FRWD IND 9/19/2018 -0.01%L FRWD IND 9/19/2018 -0.01%L FRWD CLP 6 9/20/2018 -0.01%L FRWD CNH 9/19/2018 -0.01%L FRWD IDR ,2 9/19/2018 -0.01%L FRWD IDR ,0 9/19/2018 -0.01%L FRWD SGD 9/19/2018 -0.01%L FRWD KOR 1,0 9/19/2018 -0.01%L FRWD IDR ,0 9/19/2018 -0.01%L FRWD PLZ 9/19/2018 -0.01%L FRWD PLZ 9/19/2018 -0.01%L FRWD IND 9/19/2018 -0.01%S FRWD KOR 1,1 9/19/2018 -0.01%L FRWD TWD 9/19/2018 -0.01%L FRWD TWD 9/19/2018 -0.01%S FRWD MXP 9/19/2018 -0.01%L FRWD TWD 9/19/2018 -0.01%L FRWD CLP 6 9/20/2018 -0.01%L FRWD IND 9/19/2018 -0.01%L FRWD HUF 2 9/19/2018 -0.01%


15 of 696


Security % of PortfolioL FRWD ZAR 9/19/2018 -0.01%L FRWD PLZ 9/19/2018 -0.01%L FRWD KOR 1,0 9/19/2018 -0.01%L FRWD PLZ 9/19/2018 -0.01%L FRWD PLZ 9/19/2018 -0.01%L FRWD ZAR 9/19/2018 -0.01%L FRWD ZAR 9/19/2018 -0.01%S FRWD MXP 9/19/2018 -0.01%L FRWD CLP 6 9/20/2018 -0.01%L FRWD RUB 9/19/2018 -0.01%L FRWD RUB 9/19/2018 -0.01%L FRWD CLP 6 9/20/2018 -0.02%L FRWD KOR 1,0 9/19/2018 -0.02%L FRWD CLP 6 9/20/2018 -0.02%L FRWD HUF 2 9/19/2018 -0.02%L FRWD CLP 6 9/20/2018 -0.02%L FRWD HUF 2 9/19/2018 -0.02%S FRWD TRL 9/19/2018 -0.02%L FRWD RUB 9/19/2018 -0.02%L FRWD HUF 2 9/19/2018 -0.02%L FRWD PLZ 9/19/2018 -0.02%L FRWD HUF 2 9/19/2018 -0.02%L FRWD HUF 2 9/19/2018 -0.02%L FRWD ZAR 9/19/2018 -0.02%S FRWD MXP 9/19/2018 -0.02%L FRWD BRC 9/19/2018 -0.02%L FRWD KOR 1,0 9/19/2018 -0.02%L FRWD HUF 2 9/19/2018 -0.02%L FRWD KOR 1,0 9/19/2018 -0.02%L FRWD RUB 9/19/2018 -0.02%L FRWD ZAR 9/19/2018 -0.02%L FRWD SGD 9/19/2018 -0.02%L FRWD ZAR 9/19/2018 -0.03%L FRWD HUF 2 9/19/2018 -0.03%L FRWD ZAR 9/19/2018 -0.03%L FRWD ZAR 9/19/2018 -0.03%L FRWD ZAR 9/19/2018 -0.03%S FRWD TRL 9/19/2018 -0.03%L FRWD SGD 9/19/2018 -0.03%L FRWD ZAR 9/19/2018 -0.03%L FRWD TWD 9/19/2018 -0.03%L FRWD ZAR 9/19/2018 -0.03%L FRWD ZAR 9/19/2018 -0.03%L FRWD BRC 9/19/2018 -0.03%S FRWD MXP 9/19/2018 -0.03%L FRWD SGD 9/19/2018 -0.03%L FRWD BRC 9/19/2018 -0.03%L FRWD SGD 9/19/2018 -0.04%TRS M7CN INDX SWP 9/24/2018 -0.04%L FRWD BRC 9/19/2018 -0.04%L FRWD KOR 1,0 9/19/2018 -0.04%L FRWD ZAR 9/19/2018 -0.05%L FRWD CNH 9/19/2018 -0.05%L FRWD BRC 9/19/2018 -0.05%

Security % of PortfolioS FRWD MXP 9/19/2018 -0.06%TRS KMU8 INDX FUTURE SWP 9/18/2018 -0.12%HONG KONG DOLLAR -0.43%AIU8S FTSE/JSE TOP 40 9/25/2018 -0.75%BCU8S SET50 FUTURES 10/05/2018 -1.07%QZN8S MSCI SING IX ETS 8/05/2018 -1.22%


16 of 696

AST AQR Large-Cap Portfolio

Security % of PortfolioFACEBOOK INC-A 3.35%APPLE INC 3.15%MICROSOFT CORP 3.12%AMAZON.COM INC 3.09%PRU CORE ULTRA SHORT BOND F 2.37%BOEING CO/THE 2.15%ESU8 S&P500 EMINI FUT 9/26/2018 1.71%FREEPORT-MCMORAN INC 1.61%HUMANA INC 1.61%VALERO ENERGY CORP 1.58%MICRON TECHNOLOGY INC 1.58%ADOBE SYSTEMS INC 1.57%BERKSHIRE HATHAWAY INC-CL B 1.52%ALPHABET INC-CL A 1.45%ALPHABET INC-CL C 1.41%LYONDELLBASELL INDU-CL A 1.41%UNITEDHEALTH GROUP INC 1.36%NVIDIA CORP 1.26%MICHAEL KORS HOLDINGS LTD 1.22%ALLSTATE CORP 1.21%INTEL CORP 1.19%CENTENE CORP 1.16%EXELON CORP 1.12%JPMORGAN CHASE & CO 1.09%SOUTHWEST AIRLINES CO 1.08%DELTA AIR LINES INC 1.05%SYNCHRONY FINANCIAL 1.01%BEST BUY CO INC 1.01%APPLIED MATERIALS INC 1.00%CIGNA CORP 0.98%MERCK & CO. INC. 0.98%(PDLQ) PGIM INST MONEY MARK 0.95%MARATHON PETROLEUM CORP 0.92%RAYTHEON COMPANY 0.92%PAYPAL HOLDINGS INC 0.84%INTL BUSINESS MACHINES CORP 0.83%CONOCOPHILLIPS 0.83%SUNTRUST BANKS INC 0.81%TJX COMPANIES INC 0.79%FOOT LOCKER INC 0.79%ROSS STORES INC 0.78%ORACLE CORP 0.78%HOME DEPOT INC 0.75%PNC FINANCIAL SERVICES GROU 0.75%WALMART INC 0.73%BRISTOL-MYERS SQUIBB CO 0.72%WYNN RESORTS LTD 0.71%TOTAL SYSTEM SERVICES INC 0.71%DISCOVER FINANCIAL SERVICES 0.71%NORTHROP GRUMMAN CORP 0.69%COGNIZANT TECH SOLUTIONS-A 0.69%PHILLIPS 66 0.69%LAM RESEARCH CORP 0.67%NEXTERA ENERGY INC 0.66%

Security % of PortfolioAMERICAN TOWER CORP 0.64%AFLAC INC 0.63%INTUIT INC 0.63%JOHNSON & JOHNSON 0.61%DARDEN RESTAURANTS INC 0.60%ABIOMED INC 0.58%ANTHEM INC 0.58%TEXAS INSTRUMENTS INC 0.56%MASTERCARD INC - A 0.54%ELECTRONIC ARTS INC 0.54%HP INC 0.53%ALIGN TECHNOLOGY INC 0.53%AKAMAI TECHNOLOGIES INC 0.53%MARATHON OIL CORP 0.52%EXXON MOBIL CORP 0.52%TRAVELERS COS INC/THE 0.52%ZOETIS INC 0.51%CITIZENS FINANCIAL GROUP 0.50%MCDONALD'S CORP 0.50%KOHLS CORP 0.49%DR HORTON INC 0.49%RALPH LAUREN CORP 0.47%BIOGEN INC 0.47%CAPITAL ONE FINANCIAL CORP 0.45%SIMON PROPERTY GROUP INC 0.45%ROBERT HALF INTL INC 0.45%GILEAD SCIENCES INC 0.44%DXC TECHNOLOGY CO 0.44%SKYWORKS SOLUTIONS INC 0.44%TARGET CORP 0.42%KANSAS CITY SOUTHERN 0.41%CISCO SYSTEMS INC 0.40%DEVON ENERGY CORP 0.40%CHEVRON CORP 0.40%CROWN CASTLE INTL CORP 0.40%PFIZER INC 0.39%PUBLIC SERVICE ENTERPRISE G 0.39%UNION PACIFIC CORP 0.39%INTUITIVE SURGICAL INC 0.38%ACTIVISION BLIZZARD INC 0.37%L3 TECHNOLOGIES INC 0.37%CATERPILLAR INC 0.37%CONSTELLATION BRANDS INC-A 0.37%BOOKING HOLDINGS INC 0.36%CADENCE DESIGN SYS INC 0.36%EASTMAN CHEMICAL CO 0.35%PUBLIC STORAGE 0.34%AMERIPRISE FINANCIAL INC 0.34%CME GROUP INC 0.34%LOWE'S COS INC 0.34%EVEREST RE GROUP LTD 0.32%TE CONNECTIVITY LTD 0.31%S&P GLOBAL INC 0.31%WW GRAINGER INC 0.30%


17 of 696

AST AQR Large-Cap Portfolio (continued)

Security % of PortfolioWELLS FARGO & CO 0.28%PULTEGROUP INC 0.28%ANADARKO PETROLEUM CORP 0.27%FIFTH THIRD BANCORP 0.27%AETNA INC 0.26%VISA INC-CLASS A SHARES 0.26%EBAY INC 0.26%T ROWE PRICE GROUP INC 0.26%NEWMONT MINING CORP 0.25%WASTE MANAGEMENT INC 0.25%HARRIS CORP 0.25%INGERSOLL-RAND PLC 0.25%EXPRESS SCRIPTS HOLDING CO 0.24%PROLOGIS INC 0.23%EQUINIX INC 0.23%TWENTY-FIRST CENTURY FOX-A 0.22%MCKESSON CORP 0.22%ASSURANT INC 0.22%NUCOR CORP 0.22%PVH CORP 0.21%TYSON FOODS INC-CL A 0.21%CARNIVAL CORP 0.21%H&R BLOCK INC 0.21%GENERAL DYNAMICS CORP 0.20%AGILENT TECHNOLOGIES INC 0.20%AMERICAN EXPRESS CO 0.19%NETFLIX INC 0.19%FLIR SYSTEMS INC 0.18%ROYAL CARIBBEAN CRUISES LTD 0.18%PIONEER NATURAL RESOURCES C 0.17%QUANTA SERVICES INC 0.15%ABBVIE INC 0.15%AVERY DENNISON CORP 0.15%AMEREN CORPORATION 0.14%MOODY'S CORP 0.12%KLA-TENCOR CORP 0.12%F5 NETWORKS INC 0.11%HONEYWELL INTERNATIONAL INC 0.10%BAXTER INTERNATIONAL INC 0.09%ANSYS INC 0.09%LINCOLN NATIONAL CORP 0.09%PROGRESSIVE CORP 0.09%AUTOZONE INC 0.09%LOCKHEED MARTIN CORP 0.07%INVESCO LTD 0.05%DOLLAR GENERAL CORP 0.04%CUMMINS INC 0.03%DEERE & CO 0.02%ACCENTURE PLC-CL A 0.02%MACY'S INC 0.02%P G & E CORP 0.01%GENERAL MOTORS CO 0.01%


18 of 696

AST AQR Large-Cap Portfolio

Security % of PortfolioFACEBOOK INC-A 3.35%APPLE INC 3.15%MICROSOFT CORP 3.12%AMAZON.COM INC 3.09%PRU CORE ULTRA SHORT BOND F 2.37%BOEING CO/THE 2.15%ESU8 S&P500 EMINI FUT 9/26/2018 1.71%FREEPORT-MCMORAN INC 1.61%HUMANA INC 1.61%VALERO ENERGY CORP 1.58%MICRON TECHNOLOGY INC 1.58%ADOBE SYSTEMS INC 1.57%BERKSHIRE HATHAWAY INC-CL B 1.52%ALPHABET INC-CL A 1.45%ALPHABET INC-CL C 1.41%LYONDELLBASELL INDU-CL A 1.41%UNITEDHEALTH GROUP INC 1.36%NVIDIA CORP 1.26%MICHAEL KORS HOLDINGS LTD 1.22%ALLSTATE CORP 1.21%INTEL CORP 1.19%CENTENE CORP 1.16%EXELON CORP 1.12%JPMORGAN CHASE & CO 1.09%SOUTHWEST AIRLINES CO 1.08%DELTA AIR LINES INC 1.05%SYNCHRONY FINANCIAL 1.01%BEST BUY CO INC 1.01%APPLIED MATERIALS INC 1.00%CIGNA CORP 0.98%MERCK & CO. INC. 0.98%(PDLQ) PGIM INST MONEY MARK 0.95%MARATHON PETROLEUM CORP 0.92%RAYTHEON COMPANY 0.92%PAYPAL HOLDINGS INC 0.84%INTL BUSINESS MACHINES CORP 0.83%CONOCOPHILLIPS 0.83%SUNTRUST BANKS INC 0.81%TJX COMPANIES INC 0.79%FOOT LOCKER INC 0.79%ROSS STORES INC 0.78%ORACLE CORP 0.78%HOME DEPOT INC 0.75%PNC FINANCIAL SERVICES GROU 0.75%WALMART INC 0.73%BRISTOL-MYERS SQUIBB CO 0.72%WYNN RESORTS LTD 0.71%TOTAL SYSTEM SERVICES INC 0.71%DISCOVER FINANCIAL SERVICES 0.71%NORTHROP GRUMMAN CORP 0.69%COGNIZANT TECH SOLUTIONS-A 0.69%PHILLIPS 66 0.69%LAM RESEARCH CORP 0.67%NEXTERA ENERGY INC 0.66%

Security % of PortfolioAMERICAN TOWER CORP 0.64%AFLAC INC 0.63%INTUIT INC 0.63%JOHNSON & JOHNSON 0.61%DARDEN RESTAURANTS INC 0.60%ABIOMED INC 0.58%ANTHEM INC 0.58%TEXAS INSTRUMENTS INC 0.56%MASTERCARD INC - A 0.54%ELECTRONIC ARTS INC 0.54%HP INC 0.53%ALIGN TECHNOLOGY INC 0.53%AKAMAI TECHNOLOGIES INC 0.53%MARATHON OIL CORP 0.52%EXXON MOBIL CORP 0.52%TRAVELERS COS INC/THE 0.52%ZOETIS INC 0.51%CITIZENS FINANCIAL GROUP 0.50%MCDONALD'S CORP 0.50%KOHLS CORP 0.49%DR HORTON INC 0.49%RALPH LAUREN CORP 0.47%BIOGEN INC 0.47%CAPITAL ONE FINANCIAL CORP 0.45%SIMON PROPERTY GROUP INC 0.45%ROBERT HALF INTL INC 0.45%GILEAD SCIENCES INC 0.44%DXC TECHNOLOGY CO 0.44%SKYWORKS SOLUTIONS INC 0.44%TARGET CORP 0.42%KANSAS CITY SOUTHERN 0.41%CISCO SYSTEMS INC 0.40%DEVON ENERGY CORP 0.40%CHEVRON CORP 0.40%CROWN CASTLE INTL CORP 0.40%PFIZER INC 0.39%PUBLIC SERVICE ENTERPRISE G 0.39%UNION PACIFIC CORP 0.39%INTUITIVE SURGICAL INC 0.38%ACTIVISION BLIZZARD INC 0.37%L3 TECHNOLOGIES INC 0.37%CATERPILLAR INC 0.37%CONSTELLATION BRANDS INC-A 0.37%BOOKING HOLDINGS INC 0.36%CADENCE DESIGN SYS INC 0.36%EASTMAN CHEMICAL CO 0.35%PUBLIC STORAGE 0.34%AMERIPRISE FINANCIAL INC 0.34%CME GROUP INC 0.34%LOWE'S COS INC 0.34%EVEREST RE GROUP LTD 0.32%TE CONNECTIVITY LTD 0.31%S&P GLOBAL INC 0.31%WW GRAINGER INC 0.30%


19 of 696

AST AQR Large-Cap Portfolio (continued)

Security % of PortfolioWELLS FARGO & CO 0.28%PULTEGROUP INC 0.28%ANADARKO PETROLEUM CORP 0.27%FIFTH THIRD BANCORP 0.27%AETNA INC 0.26%VISA INC-CLASS A SHARES 0.26%EBAY INC 0.26%T ROWE PRICE GROUP INC 0.26%NEWMONT MINING CORP 0.25%WASTE MANAGEMENT INC 0.25%HARRIS CORP 0.25%INGERSOLL-RAND PLC 0.25%EXPRESS SCRIPTS HOLDING CO 0.24%PROLOGIS INC 0.23%EQUINIX INC 0.23%TWENTY-FIRST CENTURY FOX-A 0.22%MCKESSON CORP 0.22%ASSURANT INC 0.22%NUCOR CORP 0.22%PVH CORP 0.21%TYSON FOODS INC-CL A 0.21%CARNIVAL CORP 0.21%H&R BLOCK INC 0.21%GENERAL DYNAMICS CORP 0.20%AGILENT TECHNOLOGIES INC 0.20%AMERICAN EXPRESS CO 0.19%NETFLIX INC 0.19%FLIR SYSTEMS INC 0.18%ROYAL CARIBBEAN CRUISES LTD 0.18%PIONEER NATURAL RESOURCES C 0.17%QUANTA SERVICES INC 0.15%ABBVIE INC 0.15%AVERY DENNISON CORP 0.15%AMEREN CORPORATION 0.14%MOODY'S CORP 0.12%KLA-TENCOR CORP 0.12%F5 NETWORKS INC 0.11%HONEYWELL INTERNATIONAL INC 0.10%BAXTER INTERNATIONAL INC 0.09%ANSYS INC 0.09%LINCOLN NATIONAL CORP 0.09%PROGRESSIVE CORP 0.09%AUTOZONE INC 0.09%LOCKHEED MARTIN CORP 0.07%INVESCO LTD 0.05%DOLLAR GENERAL CORP 0.04%CUMMINS INC 0.03%DEERE & CO 0.02%ACCENTURE PLC-CL A 0.02%MACY'S INC 0.02%P G & E CORP 0.01%GENERAL MOTORS CO 0.01%


20 of 696

AST Academic Strategies Asset Allocation Portfolio

Security % of Portfolio(PD40) INT'L VALUE PORTFOLI 7.76%PRU CORE ULTRA SHORT BOND F 6.50%(PDBL) GLOBAL REAL ESTATE P 6.25%(PD50) INT'L GROWTH PORTFOL 5.57%(PD20) HIGH YIELD BOND PORT 4.50%(PDAU) QMA US EQUITY ALPHA 4.14%(3035) COHEN & STEERS REALT 3.45%(PDBX) AQR EMERGING MARKETS 2.89%(PDMP) QMA INTL CORE EQUITY 2.85%(3094) GS MID-CAP GROWTH 2.64%(PDW0) WEDGE CAPITAL MID CA 2.51%(PDZ0) NB/LSV MID-CAP VALUE 2.35%(3036) GS SMALL-CAP VALUE 2.29%SPU8 S&P 500 FUTURE 9/26/2018 1.92%(296655) PGIM CORE BOND POR 1.86%(30A0) SMALL CAP VALUE PORT 1.83%US TBILL 0% 9/13/2018 1.64%(PDBS) LORD ABBETT CORE FIX 1.58%(PDBM) PARAMETRIC EMERGING 1.44%(PDLQ) PGIM INST MONEY MARK 1.40%TYU8 US 10YR NOTE (CBT) 10/05/2018 1.32%(PDBD) WESTERN ASSET CORE P 1.22%(PDBV) MFS LARGE-CAP VALUE 1.11%TSY INFL IX N/B 1/15/2025 1.10%(3018) TROWE NATURAL RESOUR 1.03%TSY INFL IX N/B 7/15/2020 0.99%TPU8 TOPIX INDX FUTR 9/19/2018 0.88%(PDX0) HOTCHKIS & WILEY LRG 0.80%(PDML) TROWE LARGE CAP VALU 0.79%RTYU8 RUSSELL 2000 MINI 9/26/2018 0.74%US TBILL 0% 8/16/2018 0.66%TSY INFL IX N/B 4/15/2028 0.65%VGU8 EURO STOXX 50 9/26/2018 0.63%(PDBW) CLEARBRIDGE DIVIDEND 0.59%FANNIE MAE 8/11/2041 0.53%(PDRX) AST BLACKROCK/LOOMIS 0.48%(PDBJ) LOOMIS SAYLES LARGE 0.47%TSY INFL IX N/B 1/15/2026 0.45%ISHARES US REAL ESTATE ETF 0.44%US TBILL 0% 8/16/2018 0.44%(PD90) SMALL-CAP GROWTH 0.44%ENERGY SELECT SECTOR SPDR 0.42%FINANCIAL SELECT SECTOR SPD 0.41%(PD80) SMALL CAP GROWTH OPP 0.39%TSY INFL IX N/B 1/15/2029 0.38%TSY INFL IX N/B 1/15/2026 0.36%FANNIE MAE 7/14/2046 0.32%TSY INFL IX N/B 4/15/2020 0.31%NEXTERA ENERGY INC 0.31%TSY INFL IX N/B 1/15/2028 0.30%FANNIE MAE 8/11/2046 0.30%UC TBILL 0% 10/11/2018 0.28%(PDMU) AST WELLINGTON REAL 0.28%EIFFAGE 0.27%

Security % of PortfolioMS LIQ-TREA-INS 0.25%(PDMT) AST NEUBERGER BERMAN 0.24%TSY INFL IX N/B 2/15/2046 0.24%US TBILL 0% 11/08/2018 0.24%(296111) JENNISON LARGE-CAP 0.24%VINCI SA 0.24%T-BILL 1.88422672 9/20/2018 0.23%TSY INFL IX N/B 1/15/2025 0.23%(PDBK) TROWE LARGE CAP GROW 0.22%TSY INFL IX N/B 4/15/2021 0.22%CSX CORP 0.22%TRANSURBAN GROUP 0.22%TRANSCANADA CORP 0.21%ONEOK INC 0.21%GCQ8 GOLD 100 OZ FUTR 9/05/2018 0.21%TSY INFL IX N/B 7/15/2023 0.21%TSY INFL IX N/B 4/15/2019 0.21%TSY INFL IX N/B 2/15/2047 0.21%WILLIAMS COS INC 0.20%ISHARES IBOXX INVESTMENT GR 0.20%AMERICAN ELECTRIC POWER 0.20%PEMBINA PIPELINE CORP 0.20%UNION PACIFIC CORP 0.20%NRG ENERGY INC 0.20%(3044) MFS GROWTH PORTFOLIO 0.20%TSY INFL IX N/B 1/15/2024 0.19%(PDVZ) GS STRATEGIC INCOME 0.19%EXELON CORP 0.17%BRAZIL-LTN 1/01/2019 0.17%TSY INFL IX N/B 7/15/2026 0.17%CHENIERE ENERGY INC 0.17%E.ON SE 0.16%ATLANTIA SPA 0.16%AMERICAN TOWER CORP 0.16%(PDBT) GS LARGE CAP VALUE 0.15%SEMPRA ENERGY 0.15%TSY INFL IX N/B 2/15/2044 0.14%EVERGY INC 0.14%PPL CORP 0.14%ENEL SPA 0.14%TSY INFL IX N/B 7/15/2024 0.13%TSY INFL IX N/B 2/15/2040 0.13%SBA COMMUNICATIONS CORP 0.13%NTPC LTD 0.13%GENESEE & WYOMING INC-CL A 0.13%UK TSY I/L GILT 3/22/2026 0.13%AENA SME SA 0.13%HUANENG RENEWABLES CORP-H 0.12%ADP 0.12%CHENIERE ENERGY PART LP HOL 0.12%TSY INFL IX N/B 2/15/2041 0.12%PUBLIC SERVICE ENTERPRISE G 0.12%US TBILL 0% 11/08/2018 0.11%RWE AG 0.11%


21 of 696

AST Academic Strategies Asset Allocation Portfolio (continued)

Security % of PortfolioWESTSHORE TERMINALS INVESTM 0.11%ATLAS ARTERIA 0.10%TARGA RESOURCES CORP 0.10%JAPANESE YEN 0.10%SPDR BBG BARC HIGH YIELD BN 0.10%TSY INFL IX N/B 2/15/2048 0.10%NATIONAL GRID PLC 0.09%AUCKLAND INTL AIRPORT LTD 0.09%CELLNEX TELECOM SAU 0.09%FEDEX CORP 0.09%INDONESIA (REP) 1/17/2042 0.09%UNITED MEXICAN 1/23/2046 0.08%US TREASURY N/B 2/15/2024 0.08%ENBRIDGE INC 0.08%EQUINIX INC 0.07%RXU8 EURO-BUND FUTURE 10/05/2018 0.07%MALAYSIA AIRPORTS HLDGS BHD 0.07%ITALGAS SPA 0.07%ENAV SPA 0.07%FLUGHAFEN ZURICH AG-REG 0.07%US T NOTE 2.3% 7/02/2018 0.07%FERROVIAL SA 0.07%BRAZIL-LTN 10/01/2018 0.06%TSY INFL IX N/B 2/15/2045 0.06%INMARSAT PLC 0.06%CFE CAPITAL S DE RL DE CV 0.06%TSY INFL IX N/B 4/15/2029 0.06%TSY INFL IX N/B 1/15/2027 0.06%TSY INFL IX N/B 7/15/2025 0.05%FRANCE O.A.T.I/L 7/25/2027 0.05%TSY INFL IX N/B 4/15/2032 0.05%INDONESIA (REP) 1/15/2024 0.05%TSY INFL IX N/B 1/15/2028 0.05%SOUTH AFRICA 7/24/2044 0.05%OJSC RUSS AGRIC 10/16/2023 0.04%US TREASURY N/B 2/28/2022 0.04%RUSSIA-EUROBOND 4/04/2042 0.04%TURKEY REP OF 3/23/2023 0.04%SINOPEC GRP OVER 4/10/2024 0.04%NOMURA HOME EQUITY LOAN INC 5/25/2035 0.04%KAZAKHSTAN 10/14/2024 0.04%PETROLEOS MEXICA 1/24/2022 0.04%PETROLEOS MEXICA 1/18/2024 0.04%RUSSIA-OFZ 7/20/2022 0.04%TSY INFL IX N/B 4/15/2023 0.04%HUNGARY 11/22/2023 0.03%UKRAINE GOVERNMENT 9/25/2032 0.03%AUSTRALIAN GOVT. 9/20/2025 0.03%REPUBLIC OF PERU 3/14/2037 0.03%BANK NOVA SCOTIA 7/03/2018 0.03%COLOMBIA REP OF 6/15/2045 0.03%LEBANESE REP 11/04/2024 0.03%FRANCE O.A.T.I/L 3/01/2025 0.03%US TREASURY N/B 7/31/2024 0.03%

Security % of PortfolioTRANSCANADA PL 10/01/2020 0.03%MEXICAN BONOS 3/05/2026 0.03%S FRWD SEK 9/19/2018 0.03%HELLENIC T-BILL 8/31/2018 0.03%PETROBRAS GLOB 6/05/2099 0.03%REPUBLIC OF ECUA 1/23/2028 0.03%DOMINICAN REPUBL 1/27/2025 0.03%INDEX SWAP (BCOMTR) INDEX B 9/07/2018 0.03%PERTAMINA 5/03/2042 0.03%PHILIPPINES(REP) 1/13/2037 0.03%ARGENT-$PAR 12/31/2038 0.03%KAZMUNAYGAS NAT 4/30/2023 0.03%ARGENTINA 6/28/2099 0.02%US TREASURY N/B 12/31/2022 0.02%CASH COLLATERAL LCH MSC USD 0.02%THREE GORGES FIN 6/10/2025 0.02%ROMANIA 1/22/2024 0.02%JOHN DEERE CAP 6/22/2020 0.02%BRAZIL NTN-F 1/01/2021 0.02%GEN MOTORS FIN 7/13/2020 0.02%EUROPEAN CURRENCY 0.02%ARGENTINA 6/28/2099 0.02%INDONESIA (REP) 4/15/2023 0.02%RUSSIA-EUROBOND 9/16/2023 0.02%OMAN INTRNL BOND 1/17/2028 0.02%AT&T INC 7/15/2021 0.02%CITIGROUP MORTGAGE LOAN TRU 8/25/2036 0.02%VENEZUELA 9/15/2027 0.02%PETROLEOS DEL PE 6/19/2032 0.02%BANCO NAC DE COM 10/14/2025 0.02%ITAU UNIBANCO/KY 12/31/2099 0.02%CANADA-GOV'T RRB 12/01/2026 0.02%MCDONALD'S CORP 10/28/2021 0.02%UBS AG LONDON 12/07/2018 0.02%DUKE ENERGY COR 5/14/2021 0.02%LUKOIL INTL FIN 6/07/2022 0.02%ARGENTINA POM 6/21/2020 0.02%DEUTSCHE BANK NY 10/14/2021 0.02%PERUSAHAAN LISTR 11/22/2021 0.02%PROV BUENOS AIRE 3/16/2024 0.02%S FRWD SGD 9/19/2018 0.02%S FRWD SGD 9/19/2018 0.02%BANCO MERC NORTE 6/30/2049 0.02%ARGENTINA 1/11/2028 0.02%PETROBRAS GLOB 1/27/2028 0.02%PETROBRAS GLOB 1/17/2027 0.02%EL SALVADOR REP 1/18/2027 0.02%INTL LEASE FIN 5/15/2019 0.02%UGI CORP 0.02%DIAMOND 1 FIN/DI 6/15/2021 0.02%PERU B SOBERANO 8/12/2032 0.02%AUSTRALIAN I/L 2/21/2022 0.02%ENBRIDGE INC 6/15/2020 0.02%DOMINION ENERGY 5/15/2020 0.02%


22 of 696


Security % of PortfolioFONDO MIVIVIE SA 1/31/2023 0.02%BARCLAYS BANK PLC NY SR UNS 9/04/2018 0.02%ARGENT-$DIS 12/31/2033 0.02%TC ZIRAAT BANKAS 5/03/2022 0.02%SOUTH AFRICA 4/14/2026 0.02%REPUBLIC OF ECUA 6/20/2024 0.02%ACTIVISION BLIZZARD INC 0.02%CBRE GROUP INC - A 0.02%BANCO NAC DE COM 8/11/2026 0.02%BURLINGTON STORES INC 0.02%NTT FINANCE 7/21/2021 0.02%NELNET INC-CL A 0.02%CASH COLLATERAL FUT GSC USD 0.02%IDEXX LABORATORIES INC 0.02%LULULEMON ATHLETICA INC 0.02%UNITEDHEALTH GROUP INC 0.02%MACY'S INC 0.02%NEW ZEALAND I/L 9/20/2025 0.02%PHILIPPINES(REP) 1/20/2040 0.02%ADOBE SYSTEMS INC 0.02%UNITED MEXICAN 2/10/2048 0.02%HARBORVIEW MORTGAGE LOAN TR 6/20/2035 0.02%ALPHABET INC-CL C 0.02%AVI FUNDING 9/16/2020 0.02%SYNOPSYS INC 0.02%DICK'S SPORTING GOODS INC 0.02%CDW CORP/DE 0.02%KAZMUNAYGAS NAT 4/19/2047 0.02%FORTINET INC 0.02%(PDMY) BLACKROCK LOW DURATI 0.02%AMERICAN FINANCIAL GROUP IN 0.02%SENEGAL REP OF 3/13/2028 0.02%STEEL DYNAMICS INC 0.02%ENEL CHILE SA 6/12/2028 0.02%VALERO ENERGY CORP 0.02%REP OF SRI LANKA 5/11/2027 0.02%JPMORGAN CHASE & CO 0.02%ALIGN TECHNOLOGY INC 0.02%ARAB REP EGYPT 1/31/2027 0.02%MARATHON PETROLEUM CORP 0.02%PETROLEOS MEXICA 6/02/2041 0.02%TC ZIRAAT BANKAS 4/29/2021 0.02%ANADARKO PETROLEUM CORP 0.02%CONOCOPHILLIPS 0.02%UBS AG LONDON 6/08/2020 0.02%ST BK INDIA/LON 4/06/2020 0.02%TAQA ABU DHABI 4/23/2030 0.02%TURKEY REP OF 4/14/2026 0.02%PANAMA 3/16/2025 0.02%KENYA REP OF 2/28/2028 0.02%URUGUAY 6/18/2050 0.02%AMGEN INC 0.01%LYONDELLBASELL INDU-CL A 0.01%ON SEMICONDUCTOR CORP 0.01%

Security % of PortfolioPAMPA ENERGIA 1/24/2027 0.01%FRANCE O.A.T.I/L 7/25/2024 0.01%TRANSPORT GAS PE 4/30/2028 0.01%GEO GROUP INC/THE 0.01%S FRWD SEK 9/19/2018 0.01%ILLUMINA INC 0.01%GHANA REP OF 5/16/2029 0.01%TSY INFL IX N/B 2/15/2043 0.01%TSY INFL IX N/B 4/15/2022 0.01%FREEPORT-MCMORAN INC 0.01%SINOPEC OVERSEAS 9/13/2047 0.01%REPUBLIC OF ECUA 12/13/2026 0.01%DELL TECHNOLOGIES INC-CL V 0.01%CHARLES RIVER LABORATORIES 0.01%QATAR STATE OF 4/23/2048 0.01%INSPERITY INC 0.01%RUSSIA-OFZ 1/19/2028 0.01%ECOPETROL SA 9/18/2023 0.01%REP OF NIGERIA 11/28/2047 0.01%BAHIA SUL HLDGS 7/14/2026 0.01%DOMINICAN REPUBL 1/27/2045 0.01%EMCOR GROUP INC 0.01%CHEMOURS CO/THE 0.01%TOTAL SYSTEM SERVICES INC 0.01%COGNIZANT TECH SOLUTIONS-A 0.01%AKELIUS RESIDENT 9/23/2020 0.01%CITIGROUP MORTGAGE LOAN TRU 6/25/2047 0.01%INDONESIA GOV'T 3/15/2034 0.01%AES CORP 0.01%CENTENE CORP 0.01%BANK OF AMERICA CORP 0.01%KOHLS CORP 0.01%INTL LEASE FIN 4/01/2019 0.01%KAZTRANSGAS JSC 9/26/2027 0.01%SPIRIT REALTY CAPITAL INC 0.01%VORNADO DP LLC 9/13/2028 0.01%SENEGAL REP OF 5/23/2033 0.01%BANK OF MONTREAL 7/03/2018 0.01%CIT MORTGAGE LOAN TRUST 10/25/2037 0.01%ZOETIS INC 0.01%ABU DHABI GOVT 10/11/2047 0.01%MACQUARIE BK LTD 4/04/2019 0.01%ENBRIDGE INC 1/10/2020 0.01%VEEVA SYSTEMS INC-CLASS A 0.01%FIRST FRANKLIN MTG LOAN ASS 9/25/2035 0.01%VERTEX PHARMACEUTICALS INC 0.01%INDONESIA (REP) 4/25/2022 0.01%JORDAN 1/31/2027 0.01%FREDDIE MAC 7/15/2044 0.01%TEXTRON INC 11/10/2020 0.01%CITY OF BUENOS 6/01/2027 0.01%HOST HOTELS & RESORTS INC 0.01%ALEXION PHARMACEUTICALS INC 0.01%COM FED ELECTRIC 1/15/2024 0.01%


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Security % of PortfolioPROV DEL NEUQUEN 4/27/2025 0.01%PTC INC 0.01%OLD DOMINION FREIGHT LINE 0.01%REPUBLIC OF ECUA 6/02/2023 0.01%ARAB REP EGYPT 1/31/2047 0.01%BIOGEN INC 0.01%COLOMBIA REP OF 4/25/2027 0.01%APPLIED MATERIALS INC 0.01%BOOZ ALLEN HAMILTON HOLDING 0.01%TURK EXIMBANK 9/23/2021 0.01%MASIMO CORP 0.01%VENEZUELA 10/13/2019 0.01%NUCOR CORP 0.01%CNOOC CURTIS 10/03/2023 0.01%WELLCARE HEALTH PLANS INC 0.01%COSTA RICA 4/04/2044 0.01%CITIZENS FINANCIAL GROUP 0.01%SOCIAL PROFESSIONAL LOAN PR 1/25/2041 0.01%CME CCP MARGIN COLLATERAL 0.01%NEWFIELD EXPLORATION CO 0.01%CONTINENTAL RESOURCES INC/O 0.01%SS&C TECHNOLOGIES HOLDINGS 0.01%HARRIS CORP 0.01%REP OF NIGERIA 2/16/2032 0.01%WESTLAKE CHEMICAL CORP 0.01%AMERIPRISE FINANCIAL INC 0.01%LEIDOS HOLDINGS INC 0.01%BRIXMOR PROPERTY GROUP INC 0.01%CARTER'S INC 0.01%NEXTERA ENERGY 9/03/2019 0.01%LLOYDS BK GR PLC 12/31/2099 0.01%TEXAS ROADHOUSE INC 0.01%MKS INSTRUMENTS INC 0.01%LKQ CORP 0.01%HELMERICH & PAYNE 0.01%IVORY COAST 6/15/2033 0.01%VICI PROPERTIES INC 0.01%VEREIT INC 0.01%CYPRESS SEMICONDUCTOR CORP 0.01%VALE OVERSEAS 11/21/2036 0.01%WESTERN DIGITAL CORP 0.01%UK TSY I/L GILT 3/22/2062 0.01%ARGENTINA 4/22/2026 0.01%URUGUAY 6/20/2022 0.01%URUGUAY 4/20/2055 0.01%ULTA SALON COSMETICS & FRAG 0.01%ERAC USA FINANCE 8/16/2021 0.01%PIONEER NATURAL RESOURCES C 0.01%EDWARDS LIFESCIENCES CORP 0.01%GOLDMAN SACHS GP 9/15/2020 0.01%THOR INDUSTRIES INC 0.01%FACEBOOK INC-A 0.01%HUNTSMAN CORP 0.01%NVR INC 0.01%

Security % of PortfolioCENTERPOINT ENERGY INC 0.01%BONO AJUSTE CER 2/08/2019 0.01%AT&T INC 6/01/2021 0.01%UNIBAIL-RODAMCO 4/16/2019 0.01%BAT CAPITAL CORP 8/14/2020 0.01%CELGENE CORP 0.01%UK TSY GILT 12/07/2027 0.01%HOLLYFRONTIER CORP 0.01%OSHKOSH CORP 0.01%SLM STUDENT LOAN TRUST 10/25/2064 0.01%PELABUHAN INDONE 10/01/2024 0.01%PETROBRAS 5/20/2023 0.01%ROBERT HALF INTL INC 0.01%PETROLEOS DE VEN 11/17/2021 0.01%HERBALIFE LTD 0.01%HYUNDAI CAP AMER 7/01/2019 0.01%ABIOMED INC 0.01%INCYTE CORP 0.01%GOLDMAN SACHS GP 10/31/2022 0.01%EDU18 90DAY EURO$ FUTR 9/22/2018 0.01%EDZ8 90DAY EURO$ FUTR 12/22/2018 0.01%EDM9 90DAY EURO$ FUTR 3/23/2019 0.01%EDM9 90DAY EURO$ FUTR 6/22/2019 0.01%EDU9 90DAY EURO$ FUTR 9/21/2019 0.01%EDZ9 90DAY EURO$ FUTR 12/21/2019 0.01%CADENCE DESIGN SYS INC 0.01%JAMAICA GOVT 7/09/2025 0.01%OCP SA 10/22/2025 0.01%FIRST FRANKLIN MTG LOAN ASS 7/25/2036 0.01%GOHL CAPITAL LTD 1/24/2027 0.01%UKRAINE GOVT 9/01/2021 0.01%ADVANCED ENERGY INDUSTRIES 0.01%DENTSPLY SIRONA INC 0.01%UK TSY I/L GILT 11/22/2022 0.01%VIETNAM (REP OF) 11/19/2024 0.01%PETROBRAS GLOB 1/27/2025 0.01%CITIGROUP MORTGAGE LOAN TRU 10/25/2035 0.01%OLD REPUBLIC INTL CORP 0.01%UK TSY I/L GILT 11/22/2065 0.01%ARCHER-DANIELS-MIDLAND CO 0.01%OLIN CORP 0.01%REP OF SRI LANKA 7/27/2021 0.01%DAE FUNDING 8/01/2024 0.01%UK TSY I/L GILT 3/22/2046 0.01%JAMAICA GOVT 4/28/2028 0.01%BWX TECHNOLOGIES INC 0.01%HEWLETT PACKARD ENTERPRISE 0.01%ASPEN TECHNOLOGY INC 0.01%UNUM GROUP 0.01%ARGENTINA 1/26/2027 0.01%TRINSEO SA 0.01%CUMMINS INC 0.01%SPIRIT AEROSYSTEMS HOLD-CL 0.01%HUNTINGTON INGALLS INDUSTRI 0.01%


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Security % of PortfolioMEXICHEM SAB 9/17/2044 0.01%TSY INFL IX N/B 1/15/2027 0.01%HP INC 0.01%RUSSIA-EUROBOND 3/31/2030 0.01%BANCO NAL CR 4/25/2021 0.01%URUGUAY 6/20/2022 0.01%MURPHY OIL CORP 0.01%BBVA COLOMBIA SA 4/21/2025 0.01%TELSTRA CORP LTD 10/12/2021 0.01%EMPRESA METRO 1/25/2047 0.01%BAYER US FIN II 6/25/2021 0.01%LLOYDS BK GR PLC 6/21/2021 0.01%DOMINION ENERGY 6/15/2021 0.01%GNR 2017-H10 FB 1MLIB+75BP 4/20/2067 0.01%ATHENAHEALTH INC 0.01%COUNTRYWIDE ASSET-BACKED CE 2/25/2036 0.01%BRASKEM NL 1/10/2028 0.01%CHN OVERSEAS FIN 11/15/2022 0.01%CORECIVIC INC 0.01%VERICREST OPPORTUNITY LOAN 9/25/2047 0.01%LA-Z-BOY INC 0.01%TORONTO DOM BANK 3/15/2021 0.01%CRCC YUXIANG LTD 5/16/2023 0.01%(S) CME IRS USD 2.000 7/27/2026 0.01%LOUISIANA-PACIFIC CORP 0.01%PARAGUAY 4/15/2026 0.01%ARMENIA 9/30/2020 0.01%UK POUND STERLING 0.01%QURATE RETAIL INC 0.01%ARGENTINA 1/11/2048 0.01%REP OF GUATEMALA 6/05/2027 0.01%TURK EXIMBANK 4/24/2019 0.01%GILEAD SCIENCES INC 0.01%PARK HOTELS & RESORTS INC 0.01%PERUSAHAAN LISTR 10/24/2042 0.01%CITIGROUP MORTGAGE LOAN TRU 9/25/2036 0.01%(S) CME IRS USD 1.75 6/20/2020 0.01%AUTOMATIC DATA PROCESSING 0.01%S FRWD AUD 9/19/2018 0.01%DDR CORP 0.01%GHANA REP OF 8/07/2023 0.01%HILL-ROM HOLDINGS INC 0.01%ARAB REP EGYPT 4/30/2040 0.01%INVESCO MORTGAGE CAPITAL 0.01%PELABUHAN IND II 5/05/2025 0.01%VERIZON COMMUNICATIONS INC 0.01%HONDURAS GOVT 1/19/2027 0.01%UKRAINE GOVT 9/01/2020 0.01%INTUIT INC 0.01%ARROW ELECTRONICS INC 0.01%MIH BV 7/06/2027 0.01%PROV DE CORDOBA 9/01/2024 0.01%TURKEY REP OF 3/25/2027 0.01%BONTES 18 10/03/2021 0.01%

Security % of PortfolioLUMENTUM HOLDINGS INC 0.01%NAVIENT STUDENT LOAN TRUST 3/25/2066 0.01%(S) CME IRS USD 2.5% 6/20/2048 0.01%SLM STUDENT LOAN TRUST 1/25/2024 0.01%ARGENTINA T-BILL 11/16/2018 0.01%BRUKER CORP 0.01%AGCO CORP 0.01%MDU RESOURCES GROUP INC 0.01%CERRO DEL AGUILA 8/16/2027 0.01%TEREX CORP 0.01%HELLENIC T-BILL 10/05/2018 0.01%GRAND CANYON EDUCATION INC 0.01%FOREST CITY REALTY TRUST- A 0.01%AMETEK INC 0.01%TENET HEALTHCARE CORP 0.01%SENEGAL REP OF 3/13/2048 0.01%ANGOLA REP OF 11/12/2025 0.01%HELLENIC T-BILL 7/13/2018 0.01%KUWAIT INTL BOND 3/20/2027 0.01%GREIF INC-CL A 0.01%FREDDIEMAC STRIP 9/15/2042 0.01%SOUTHERN POWER 12/20/2020 0.01%QATAR STATE OF 4/23/2023 0.01%ROYAL BK SCOTLND 6/25/2024 0.01%S FRWD BRC 7/03/2018 0.01%EXP-IMP BK CHINA 7/31/2024 0.01%CHANDRA ASRI PET 11/08/2024 0.01%OWENS-ILLINOIS INC 0.01%ING BANK NV 12/05/2022 0.01%MANPOWERGROUP INC 0.01%ENTEGRIS INC 0.01%NAVIENT CORP 0.01%BLOOMIN' BRANDS INC 0.01%ENERGEN CORP 0.01%LANDSTAR SYSTEM INC 0.01%EXTENDED STAY AMERICA INC 0.01%AT&T INC 2/15/2050 0.01%PACKAGING CORP OF AMERICA 0.01%REP OF SRI LANKA 7/18/2026 0.01%MICHAELS COS INC/THE 0.01%PROGRESS SOFTWARE CORP 0.01%NEWS CORP - CLASS A 0.01%(S) LCH IRS US 2.2500 6/20/2028 0.01%REGAL BELOIT CORP 0.01%CACI INTERNATIONAL INC -CL 0.01%BORGWARNER INC 0.01%HONDURAS GOVT 3/15/2024 0.01%PILGRIM'S PRIDE CORP 0.01%MORGAN STANLEY CAPITAL INC 1/25/2035 0.01%BTPS I/L 9/15/2024 0.01%EPAM SYSTEMS INC 0.01%INOGEN INC 0.01%S FRWD NOK 9/19/2018 0.01%IVORY COAST 12/31/2032 0.01%


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Security % of PortfolioEUROSAIL PLC 6/13/2045 0.01%SOUTHERN COPPER 4/16/2040 0.01%PLANTRONICS INC 0.01%(3003) GOVERNMENT MONEY MAR 0.01%LLOYDS BK GR PLC 12/31/2099 0.01%CAPITAL ONE FINANCIAL CORP 0.01%NEW ZEALAND ILB 9/20/2030 0.01%MRC GLOBAL INC 0.01%MIH BV 7/21/2025 0.01%GHANA REP OF 1/18/2026 0.01%RELIANCE STEEL & ALUMINUM 0.01%MEXICAN BONOS 5/29/2031 0.01%ANSYS INC 0.01%S FRWD ARA 7/16/2018 0.01%UK TSY I/L GILT 8/10/2048 0.01%PATRICK INDUSTRIES INC 0.01%MAGELLAN HEALTH INC 0.01%SLM STUDENT LOAN TRUST 6/17/2030 0.01%S FRWD BRC 7/03/2018 0.01%RYMAN HOSPITALITY PROPERTIE 0.01%GAMING AND LEISURE PROPERTI 0.01%EXELIXIS INC 0.01%ENANTA PHARMACEUTICALS INC 0.01%LAMB WESTON HOLDINGS INC 0.01%CASH COLLATERAL ICE MSC USD 0.01%WAMU MORTGAGE PASS-THROUGH 7/25/2046 < 0.01%S FRWD BRC 7/03/2018 < 0.01%WOLVERINE WORLD WIDE INC < 0.01%FIBROGEN INC < 0.01%TENNECO INC < 0.01%TEGNA INC < 0.01%SUPERNUS PHARMACEUTICALS IN < 0.01%WAMU MORTGAGE PASS-THROUGH 11/25/2036 < 0.01%ETSY INC < 0.01%ASBURY AUTOMOTIVE GROUP < 0.01%WP CAREY INC < 0.01%STEPAN CO < 0.01%WESCO INTERNATIONAL INC < 0.01%TSY INFL IX N/B 2/15/2042 < 0.01%BRINK'S CO/THE < 0.01%ANIXTER INTERNATIONAL INC < 0.01%HILTON GRAND VACATIONS INC < 0.01%TRAVELPORT WORLDWIDE LTD < 0.01%BONO AJUSTE CER 3/06/2020 < 0.01%BBVA BANCOMER SA 1/18/2033 < 0.01%LAREDO PETROLEUM INC < 0.01%SUPERIOR ENERGY SERVICES IN < 0.01%CRANE CO < 0.01%PETROBRAS GLOB 1/17/2022 < 0.01%FIRST AMERICAN FINANCIAL < 0.01%UBS GROUP FUNDIN 4/14/2021 < 0.01%SINOPEC GRP OVER 10/17/2023 < 0.01%NATIONAL BEVERAGE CORP < 0.01%S FRWD SEK 9/19/2018 < 0.01%

Security % of PortfolioGROUPON INC < 0.01%NAVIENT CORP 1/15/2019 < 0.01%ROYAL BK SCOTLND 6/25/2024 < 0.01%BLUCORA INC < 0.01%ARGENTINA T-BILL 7/13/2018 < 0.01%ARGENTINA T-BILL 8/24/2018 < 0.01%ARGENTINA T-BILL 10/26/2018 < 0.01%S FRWD BRC 10/02/2018 < 0.01%ETHIOPIA BOND 12/11/2024 < 0.01%SLM STUDENT LOAN TRUST 6/16/2042 < 0.01%SENIOR HOUSING PROP TRUST < 0.01%URUGUAY 10/27/2027 < 0.01%INVESCO LTD < 0.01%PENUMBRA INC < 0.01%S FRWD JPY 9/19/2018 < 0.01%APPLE HOSPITALITY REIT INC < 0.01%TIMKEN CO < 0.01%BANK OF AMER CRP 12/31/2099 < 0.01%SYNNEX CORP < 0.01%ARAB REPUBLIC OF EGYPT 2/21/2048 < 0.01%UNIT CORP < 0.01%AVNET INC < 0.01%S FRWD BRC 10/02/2018 < 0.01%CURTISS-WRIGHT CORP < 0.01%PAYCOM SOFTWARE INC < 0.01%SMART GLOBAL HOLDINGS INC < 0.01%POLYONE CORPORATION < 0.01%COMMSCOPE HOLDING CO INC < 0.01%CABOT MICROELECTRONICS CORP < 0.01%ENERSYS < 0.01%HALOZYME THERAPEUTICS INC < 0.01%COOPER-STANDARD HOLDING < 0.01%NCUA GUARANTEED NOTES 12/08/2020 < 0.01%AMERICAN ASSETS TRUST INC < 0.01%ATRION CORPORATION < 0.01%REP OF CYPRUS 7/26/2023 < 0.01%ARCHROCK INC < 0.01%JONES LANG LASALLE INC < 0.01%DIAMONDROCK HOSPITALITY CO < 0.01%S FRWD BRC 1/03/2019 < 0.01%ARRIS INTERNATIONAL PLC < 0.01%IDEX CORP < 0.01%RETAIL PROPERTIES OF AME - < 0.01%(S) LCH IRS USD 1.750 12/21/2026 < 0.01%SCIENCE APPLICATIONS INTE < 0.01%YUM CHINA HOLDINGS INC < 0.01%MEDIFAST INC < 0.01%ACORDA THERAPEUTICS INC < 0.01%EXPRESS SCRIPTS HOLDING CO < 0.01%NEW ZEALAND ILB 9/20/2035 < 0.01%REP OF CYPRUS 5/06/2022 < 0.01%GAZPROM 10/15/2018 < 0.01%VERSUM MATERIALS INC < 0.01%TORONTO DOM BANK 7/04/2018 < 0.01%


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Security % of PortfolioLEXINGTON REALTY TRUST < 0.01%ARGENTINE PESO < 0.01%BUILDERS FIRSTSOURCE INC < 0.01%CONTINENTAL BUILDING PRODUC < 0.01%STRUCTURED ASSET MORTGAGE I 7/19/2035 < 0.01%USANA HEALTH SCIENCES INC < 0.01%MAXIMUS INC < 0.01%SANDERSON FARMS INC < 0.01%ALCOA CORP < 0.01%WORLD FUEL SERVICES CORP < 0.01%FRANKLIN STREET PROPERTIES < 0.01%MERITAGE HOMES CORP < 0.01%CHIMERA INVESTMENT CORP < 0.01%F5 NETWORKS INC < 0.01%S FRWD NZD 9/19/2018 < 0.01%CANTEL MEDICAL CORP < 0.01%INGEVITY CORP < 0.01%UNIVERSAL FOREST PRODUCTS < 0.01%GENESCO INC < 0.01%LADDER CAPITAL CORP-REIT < 0.01%VM CASH FUT DOM GSC USD < 0.01%AFFILIATED MANAGERS GROUP < 0.01%VANDA PHARMACEUTICALS INC < 0.01%REP OF CYPRUS 11/04/2025 < 0.01%PETROLEOS DE VEN 5/16/2024 < 0.01%DELUXE CORP < 0.01%AVANGRID INC < 0.01%TELEPHONE AND DATA SYSTEMS < 0.01%(S) CME IRS USD 2.750 12/20/2047 < 0.01%STIFEL FINANCIAL CORP < 0.01%SWAP CASH COLLATERAL < 0.01%S FRWD BRC 7/03/2018 < 0.01%YELP INC < 0.01%SERVICE CORP INTERNATIONAL < 0.01%TAYLOR MORRISON HOME CORP-A < 0.01%HOSPITALITY PROPERTIES TRUS < 0.01%COLFAX CORP < 0.01%OUTFRONT MEDIA INC < 0.01%NUTRISYSTEM INC < 0.01%MALLINCKRODT PLC < 0.01%S FRWD AUD 9/19/2018 < 0.01%VARIAN MEDICAL SYSTEMS INC < 0.01%S FRWD BRC 1/03/2019 < 0.01%WILEY (JOHN) & SONS-CLASS A < 0.01%HARBORVIEW MORTGAGE LOAN TR 2/19/2036 < 0.01%COSTAR GROUP INC < 0.01%GEN DE CATALUNYA 2/11/2020 < 0.01%BBVA BANCO CONT 9/22/2029 < 0.01%INSIGHT ENTERPRISES INC < 0.01%HERMAN MILLER INC < 0.01%ENTERGY CORP < 0.01%MEDNAX INC < 0.01%PVH CORP < 0.01%SYNTEL INC < 0.01%

Security % of PortfolioS FRWD JPY 9/19/2018 < 0.01%BRAZIL NTN-F 1/01/2027 < 0.01%CDK GLOBAL INC < 0.01%AUTONATION INC < 0.01%EMERGENT BIOSOLUTIONS INC < 0.01%S FRWD GBP 9/19/2018 < 0.01%EVERCORE INC - A < 0.01%TSY INFL IX N/B 1/15/2021 < 0.01%GENOMIC HEALTH INC < 0.01%ENVESTNET INC < 0.01%AMERICAN EQUITY INVT LIFE H < 0.01%FINANCIAL INSTITUTIONS INC < 0.01%(S) LCH OIS USD 2.000 12/15/2047 < 0.01%ULTRA CLEAN HOLDINGS INC < 0.01%INTL FCSTONE INC < 0.01%UNIVAR INC < 0.01%APPLIED INDUSTRIAL TECH INC < 0.01%XENIA HOTELS & RESORTS INC < 0.01%(S) CME OIS USD 2.1500 6/19/2048 < 0.01%HILLENBRAND INC < 0.01%S FRWD CNH 10/15/2018 < 0.01%COTIVITI HOLDINGS INC < 0.01%HEALTHEQUITY INC < 0.01%S FRWD BRC 7/03/2018 < 0.01%POPULAR INC < 0.01%STEELCASE INC-CL A < 0.01%INTEGER HOLDINGS CORP < 0.01%HOULIHAN LOKEY INC < 0.01%AERCAP IRELAND 10/30/2020 < 0.01%PETROBRAS INTL 12/10/2018 < 0.01%HARSCO CORP < 0.01%CAL-MAINE FOODS INC < 0.01%SPECTRA PARTNERS 6/05/2020 < 0.01%CONSOLIDATED EDI 6/25/2021 < 0.01%SEMPRA ENERGY 3/15/2021 < 0.01%HOME EQUITY ASSET TRUST 8/25/2034 < 0.01%ARGENTINA T-BILL 8/10/2018 < 0.01%RYDER SYSTEM INC 9/03/2019 < 0.01%ARGENTINA T-BILL 9/28/2018 < 0.01%RESIDENTIAL ASSET SECURITIE 4/25/2036 < 0.01%KOSMOS ENERGY LTD < 0.01%RAYMOND JAMES FINANCIAL INC < 0.01%MOLINA HEALTHCARE INC < 0.01%MARCUS & MILLICHAP INC < 0.01%QUANTA SERVICES INC < 0.01%POTLATCHDELTIC CORP < 0.01%WORTHINGTON INDUSTRIES < 0.01%VMWARE INC 8/21/2022 < 0.01%RAMCO-GERSHENSON PROPERTIES < 0.01%WELLS FARGO MORTGAGE BACKED 3/25/2036 < 0.01%BANKUNITED INC < 0.01%ARGNT BONAR 4/03/2022 < 0.01%AT&T INC 8/15/2058 < 0.01%S FRWD ARA 8/27/2018 < 0.01%


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Security % of PortfolioEVEREST RE GROUP LTD < 0.01%PERFORMANCE FOOD GROUP CO < 0.01%BIGLARI HOLDINGS INC-B < 0.01%US TREASURY N/B 4/30/2022 < 0.01%FIRST DATA CORP- CLASS A < 0.01%BMC STOCK HOLDINGS INC < 0.01%LIBERTY TRIPADVISOR HDG-A < 0.01%IPG PHOTONICS CORP < 0.01%GROUP 1 AUTOMOTIVE INC < 0.01%BCAP LLC TRUST 8/26/2037 < 0.01%S FRWD CND 9/19/2018 < 0.01%APERGY CORP < 0.01%PORTLAND GENERAL ELECTRIC C < 0.01%HYATT HOTELS CORP - CL A < 0.01%GRAMERCY PROPERTY TRUST < 0.01%MATSON INC < 0.01%US RESIDENTIAL OPPORTUNITY 11/27/2037 < 0.01%EUROSAIL PLC 6/13/2045 < 0.01%VISTA OUTDOOR INC < 0.01%FANNIE MAE 2/25/2041 < 0.01%SLM STUDENT LOAN TRUST 6/17/2024 < 0.01%HORIZON PHARMA P < 0.01%FIRST DEFIANCE FINL CORP < 0.01%MEXICAN PESO < 0.01%WABASH NATIONAL CORP < 0.01%NCI BUILDING SYSTEMS INC < 0.01%VERICREST OPPORTUNITY LOAN 4/25/2047 < 0.01%IRS INF OTC 1.57 USD 11/23/2020 < 0.01%NCUA GUARANTEED NOTES 10/07/2020 < 0.01%SPIRIT MTA REIT < 0.01%ICF INTERNATIONAL INC < 0.01%S FRWD BRC 1/03/2019 < 0.01%CVR ENERGY INC < 0.01%S FRWD CND 9/19/2018 < 0.01%MACK-CALI REALTY CORP < 0.01%S FRWD BRC 1/03/2019 < 0.01%KOPPERS HOLDINGS INC < 0.01%QUALYS INC < 0.01%S FRWD NZD 9/19/2018 < 0.01%PIEDMONT OFFICE REALTY TRU- < 0.01%S FRWD GBP 9/19/2018 < 0.01%S FRWD NOK 9/19/2018 < 0.01%S FRWD GBP 9/19/2018 < 0.01%S FRWD EUR 9/19/2018 < 0.01%ITT INC < 0.01%GMS INC < 0.01%SCANSOURCE INC < 0.01%ASHFORD HOSPITALITY TRUST < 0.01%S FRWD ARA 7/16/2018 < 0.01%SEMTECH CORP < 0.01%NU SKIN ENTERPRISES INC - A < 0.01%ARGENTINA T-BILL 9/14/2018 < 0.01%CME IRS USD 2.30000 -5 4/27/2026 < 0.01%S FRWD GBP 9/19/2018 < 0.01%

Security % of PortfolioPNM RESOURCES INC < 0.01%S FRWD CNH 9/19/2018 < 0.01%ATKORE INTERNATIONAL GROUP < 0.01%CHICO'S FAS INC < 0.01%VERICREST OPPORTUNITY LOAN 3/25/2047 < 0.01%S FRWD EUR 9/19/2018 < 0.01%BJ'S RESTAURANTS INC < 0.01%TRIMBLE INC < 0.01%SOUTH CAROLINA ST STUDENT L 12/01/2023 < 0.01%ARGAN INC < 0.01%ASSET BACKED FUNDING CERTIF 10/25/2034 < 0.01%S FRWD PHP 8/15/2018 < 0.01%S FRWD AUD 9/19/2018 < 0.01%S FRWD BRC 7/16/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%GLOBAL BRASS & COPPER HOLDI < 0.01%REP OF CYPRUS 6/27/2024 < 0.01%WALKER & DUNLOP INC < 0.01%CNA FINANCIAL CORP < 0.01%AMKOR TECHNOLOGY INC < 0.01%(S) LCH GBP INF SWAP 3.470 9/15/2032 < 0.01%HALLIBURTON CO < 0.01%S FRWD IND 7/16/2018 < 0.01%PARAMOUNT GROUP INC < 0.01%VM CASH CCP LCH MSC USD < 0.01%AG MORTGAGE INVESTMENT TRUS < 0.01%QUAD GRAPHICS INC < 0.01%SOUTHWEST AIRLINES CO < 0.01%S FRWD EUR 9/19/2018 < 0.01%S FRWD NZD 9/19/2018 < 0.01%EUR PUT/USD CALL 1.19 8/06/2018 < 0.01%VERICREST OPPORTUNITY LOAN 6/25/2047 < 0.01%COLUMBIA SPORTSWEAR CO < 0.01%S FRWD AUD 7/03/2018 < 0.01%VERINT SYSTEMS INC < 0.01%CME IRS USD 2.30000 4/21/2026 < 0.01%BRAZILIAN REAL < 0.01%MICROSTRATEGY INC-CL A < 0.01%(S) CME IRS USD 1.850 7/27/2026 < 0.01%SAIA INC < 0.01%HELIX ENERGY SOLUTIONS GROU < 0.01%SEQUOIA MORTGAGE TRUST 7/20/2036 < 0.01%S FRWD JPY 9/19/2018 < 0.01%NCR CORPORATION < 0.01%S FRWD EUR 8/31/2018 < 0.01%FIRST INTERSTATE BANCSYS-A < 0.01%RUTH'S HOSPITALITY GROUP IN < 0.01%S FRWD GBP 9/19/2018 < 0.01%MAMMOTH ENERGY SERVICES INC < 0.01%TURKISH LIRA < 0.01%FIRST BANCORP PUERTO RICO < 0.01%S FRWD SEK 9/19/2018 < 0.01%PARTY CITY HOLDCO INC < 0.01%EAGLE PHARMACEUTICALS INC < 0.01%


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Security % of Portfolio(S) CME IRS USD 2.400 12/07/2026 < 0.01%BGC PARTNERS INC-CL A < 0.01%S FRWD AUD 9/19/2018 < 0.01%S FRWD NZD 9/19/2018 < 0.01%(S) LCH IRS INF GBP 3.40 6/15/2030 < 0.01%S FRWD GBP 7/03/2018 < 0.01%NATIONAL HEALTHCARE CORP < 0.01%SPX FLOW INC < 0.01%BENCHMARK ELECTRONICS INC < 0.01%S FRWD JPY 9/19/2018 < 0.01%KNOLL INC < 0.01%INGREDION INC < 0.01%VM CASH FUT FOR GSC GBP < 0.01%L FRWD CNH 10/15/2018 < 0.01%S FRWD CND 7/03/2018 < 0.01%VM CASH CCP CME MSC USD < 0.01%AMERICAN HONDA F 11/05/2021 < 0.01%S FRWD SEK 9/19/2018 < 0.01%S FRWD JPY 9/19/2018 < 0.01%S FRWD SEK 9/19/2018 < 0.01%L FRWD EUR 9/19/2018 < 0.01%S FRWD BRC 1/03/2019 < 0.01%CME IRS USD 2.40000 -5 3/16/2026 < 0.01%PENSKE AUTOMOTIVE GROUP INC < 0.01%L FRWD EUR 7/03/2018 < 0.01%S FRWD JPY 9/19/2018 < 0.01%PERUVIAN INTI < 0.01%S FRWD GBP 9/19/2018 < 0.01%S FRWD KOR 1,0 9/19/2018 < 0.01%RESOURCES CONNECTION INC < 0.01%JP MORGAN MORTGAGE TRUST 8/25/2035 < 0.01%S FRWD BRC 7/03/2018 < 0.01%S FRWD EUR 8/31/2018 < 0.01%VM CASH CCP CME MS EUR < 0.01%MSC INDUSTRIAL DIRECT CO-A < 0.01%S FRWD JPY 9/19/2018 < 0.01%JP MORGAN MORTGAGE TRUST 7/25/2035 < 0.01%NYKREDIT 10/01/2047 < 0.01%FREDDIE MAC 8/15/2033 < 0.01%S FRWD GBP 9/19/2018 < 0.01%S FRWD GBP 9/19/2018 < 0.01%S FRWD JPY 9/19/2018 < 0.01%INDONESIA GOV'T 5/15/2022 < 0.01%S FRWD NZD 9/19/2018 < 0.01%S FRWD JPY 9/19/2018 < 0.01%S FRWD BRC 7/03/2018 < 0.01%(L) LCH INF SWAP US IT 1.55 7/26/2021 < 0.01%S FRWD AUD 9/19/2018 < 0.01%VM CASH FUT FOR GSC JPY < 0.01%S FRWD NZD 9/19/2018 < 0.01%AUSTRALIAN DOLLAR < 0.01%COUNTRYWIDE HOME LOANS 1/19/2034 < 0.01%S FRWD AUD 9/19/2018 < 0.01%S FRWD CND 9/19/2018 < 0.01%

Security % of PortfolioS FRWD CND 7/03/2018 < 0.01%S FRWD NZD 9/19/2018 < 0.01%HYSTER-YALE MATERIALS < 0.01%S FRWD JPY 9/19/2018 < 0.01%(L) LCH INF SWAP US IT 2.21 2/05/2023 < 0.01%S FRWD NZD 9/19/2018 < 0.01%S FRWD GBP 9/19/2018 < 0.01%S FRWD ARA 9/04/2018 < 0.01%VM CASH CCP CME MSC JPY < 0.01%S FRWD EUR 7/13/2018 < 0.01%L FRWD GBP 9/19/2018 < 0.01%VM CASH CCP LCH MSC GBP < 0.01%S FRWD ARA 7/03/2018 < 0.01%S FRWD EUR 7/19/2018 < 0.01%STRUCTURED ADJUSTABLE RATE 12/25/2034 < 0.01%BEAR STEARNS ADJUSTABLE RAT 3/25/2035 < 0.01%VM CASH FUT FOR GSC AUD < 0.01%(L) LCH INF SWAP US IT 1.60 9/12/2021 < 0.01%S FRWD MYR 7/16/2018 < 0.01%S FRWD BRC 7/03/2018 < 0.01%LONG BEACH MORTGAGE LOAN TR 1/25/2046 < 0.01%S FRWD MYR 7/16/2018 < 0.01%INDYMAC INDA MORTGAGE LOAN 11/25/2035 < 0.01%S FRWD EUR 10/05/2018 < 0.01%SOUTH AFRICAN RAN < 0.01%BONTES 18 9/19/2018 < 0.01%S FRWD CNH 10/15/2018 < 0.01%VM CASH CCP ICE MSC USD < 0.01%S FRWD SEK 9/19/2018 < 0.01%IRS GBP INF SWAP GB NI 3.35 5/15/2030 < 0.01%L FRWD SEK 9/19/2018 < 0.01%S FRWD BRC 1/03/2019 < 0.01%S FRWD EUR 9/19/2018 < 0.01%IRO USD 10Y P 2.76500 M / 7/21/2018 < 0.01%S FRWD EUR 7/03/2018 < 0.01%S FRWD JPY 9/19/2018 < 0.01%FTD COS INC < 0.01%(L) CME BRL 11.97 6.25.18 8 1/04/2027 < 0.01%ISHARES JP MORGAN USD EMERG < 0.01%NEW ZEALAND DOLLA < 0.01%S FRWD SEK 9/19/2018 < 0.01%BRFKREDIT A/S 10/01/2047 < 0.01%S FRWD JPY 9/19/2018 < 0.01%S FRWD JPY 9/19/2018 < 0.01%NYKREDIT 10/01/2047 < 0.01%(L) LCH IRS USD 2.220 4/13/2023 < 0.01%LEHMAN RECEIVABLES < 0.01%L FRWD NOK 9/19/2018 < 0.01%VM CASH CCP LCH MSC JPY < 0.01%(L) LCH INF US 2.1675 7/15/2020 < 0.01%(L) LCH INF SWAP US IT 2.06 7/15/2022 < 0.01%LCH INF OTC 2.0265 USD CPUR 11/23/2020 < 0.01%(S) LCH IRS GBP 1.500 9/19/2028 < 0.01%S FRWD SEK 9/19/2018 < 0.01%


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Security % of PortfolioS FRWD IND 8/14/2018 < 0.01%S FRWD BRC 10/15/2018 < 0.01%VM CASH CCP CME MSC NZD < 0.01%GSR MORTGAGE LOAN TRUST 1/25/2035 < 0.01%S FRWD NZD 9/19/2018 < 0.01%REALKREDIT DNMRK 7/01/2047 < 0.01%(L)LCH INF SWAP USD 2.02125 11/25/2020 < 0.01%S FRWD JPY 9/19/2018 < 0.01%VM CASH FUT FOR GSC EUR < 0.01%S FRWD JPY 9/19/2018 < 0.01%(S) LCH IRS INF GBP 3.35 4/15/2035 < 0.01%S FRWD GBP 9/19/2018 < 0.01%S FRWD JPY 9/19/2018 < 0.01%POLAND ZLOTY < 0.01%S FRWD IDR 7/16/2018 < 0.01%S FRWD CND 7/03/2018 < 0.01%S FRWD GBP 9/19/2018 < 0.01%S FRWD DKK 7/02/2018 < 0.01%L FRWD CND 9/19/2018 < 0.01%S FRWD EUR 9/19/2018 < 0.01%L FRWD NOK 9/19/2018 < 0.01%ARGNT-BOCON PR15 10/04/2022 < 0.01%S FRWD AUD 9/19/2018 < 0.01%(S) LCH IRS GBP 1.500 3/21/2068 < 0.01%S FRWD CNH 10/15/2018 < 0.01%L FRWD AUD 9/19/2018 < 0.01%CANADIAN DOLLAR < 0.01%S FRWD JPY 9/19/2018 < 0.01%S FRWD JPY 7/03/2018 < 0.01%L SPOT EUR 7/02/2018 < 0.01%VM CASH CCP LCH MSC EUR < 0.01%S FRWD EUR 10/05/2018 < 0.01%S FRWD GBP 9/19/2018 < 0.01%S FRWD SEK 9/19/2018 < 0.01%S FRWD CNH 10/15/2018 < 0.01%DANISH KRONE < 0.01%S FRWD GBP 7/03/2018 < 0.01%(L) LCH INF USD 2.07 3/23/2019 < 0.01%AVON PRODUCTS INC < 0.01%S FRWD JPY 9/19/2018 < 0.01%S FRWD IND 9/19/2018 < 0.01%CDS CMBX.NA.AAA.8 .5% 10/17/2057 < 0.01%S FRWD PEI 7/19/2018 < 0.01%S FRWD PEI 9/18/2018 < 0.01%S FRWD AUD 9/19/2018 < 0.01%S FRWD JPY 9/19/2018 < 0.01%LCH INF SWAP 1.165% 12/15/2021 < 0.01%(S) LCH INF SWAP FR NI 1.91 1/15/2038 < 0.01%WAMU MORTGAGE PASS-THROUGH 8/25/2035 < 0.01%L FRWD COP 2,9 9/18/2018 < 0.01%S FRWD EUR 7/13/2018 < 0.01%S FRWD SEK 9/19/2018 < 0.01%(S) LCH IRS INF SWAP GBP NI 10/15/2031 < 0.01%L FRWD RUB 7/10/2018 < 0.01%

Security % of Portfolio(S) LCH INF EUR 1.535 6/15/2023 < 0.01%S FRWD GBP 9/19/2018 < 0.01%S FRWD CND 7/05/2018 < 0.01%CDS OTC 1.000% ITALY GOVT D 3/20/2019 < 0.01%(S) ICE DAIMLER AG 5% 12/20/2020 < 0.01%L FRWD SGD 9/19/2018 < 0.01%S FRWD KOR 1,1 9/19/2018 < 0.01%L FRWD NZD 9/19/2018 < 0.01%S FRWD TWD 9/19/2018 < 0.01%L FRWD CND 9/19/2018 < 0.01%(L) LCH INF SWAP US IT 2.26 4/27/2023 < 0.01%INDONESIAN RUPIAH < 0.01%L FRWD AUD 9/19/2018 < 0.01%(S) LCH OIS USD 2.4275 /4 12/20/2047 < 0.01%L FRWD CND 9/19/2018 &

Advanced Series Trust Portfolio Holdings · Advanced Series Trust Portfolio Holdings ... WEICHAI POWER CO LTD-H 0.32% ... SM INVESTMENTS CORP 0.09%

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