Advanced Series Trust Portfolio Holdings · Advanced Series Trust Portfolio Holdings As of 11/30/2018 Holdings subject to change without notice. Portfolio holdings are unaudited and

Advanced Series Trust

Portfolio Holdings

As of 12/31/2018

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.

1008161-00001-00 Ed. 10/2018

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 PortfolioTENCENT HOLDINGS LTD 5.36%SAMSUNG ELECTRONICS CO LTD 5.12%PGIM CORE ULTRA SHORT BOND 5.06%(PDLQ) PGIM INST MONEY MARK 4.17%MESH9 MINI MSCI EMG MKT 3/20/2019 3.95%ALIBABA GROUP HOLDING-SP AD 3.22%TAIWAN SEMICONDUCTOR-SP ADR 3.08%CHINA MOBILE LTD 2.76%CHINA CONSTRUCTION BANK-H 2.30%INFOSYS LTD-SP ADR 1.51%SK HYNIX INC 1.37%CHINA PETROLEUM & CHEMICAL- 1.20%CNOOC LTD 1.15%POSCO 1.10%IND & COMM BK OF CHINA-H 1.07%PRESIDENT CHAIN STORE CORP 1.03%E.SUN FINANCIAL HOLDING CO 0.96%CSPC PHARMACEUTICAL GROUP L 0.86%PTT PCL-NVDR 0.85%PETRONAS CHEMICALS GROUP BH 0.84%BAIDU INC - SPON ADR 0.81%GUANGDONG INVESTMENT LTD 0.79%FIRST FINANCIAL HOLDING CO 0.78%CTBC FINANCIAL HOLDING CO L 0.75%UNI-PRESIDENT ENTERPRISES C 0.75%MALAYAN BANKING BHD 0.74%SAMSUNG SDS CO LTD 0.70%HANA FINANCIAL GROUP 0.68%SINO BIOPHARMACEUTICAL 0.66%DAELIM INDUSTRIAL CO LTD 0.66%BANGKOK DUSIT MED SERVI-NVD 0.65%MEXICHEM SAB DE CV-* 0.65%BANK NEGARA INDONESIA PERSE 0.64%QATAR NATIONAL BANK 0.64%FORMOSA CHEMICALS & FIBRE 0.63%PETROCHINA CO LTD-H 0.61%KUMHO PETROCHEMICAL CO LTD 0.61%PICC PROPERTY & CASUALTY-H 0.61%CHINA RESOURCES CEMENT 0.60%ANTA SPORTS PRODUCTS LTD 0.60%HYUNDAI ENGINEERING & CONST 0.59%UNI-PRESIDENT CHINA HOLDING 0.59%LUKOIL PJSC-ADR 0.59%BANCO DE CHILE 0.58%KOREA INVESTMENT HOLDINGS C 0.58%UNITED TRACTORS TBK PT 0.57%THAI OIL PCL-NVDR 0.54%BANK OF CHINA LTD-H 0.54%ADARO ENERGY TBK PT 0.53%ICICI BANK LTD-SPON ADR 0.52%MEDY-TOX INC 0.52%SEVERSTAL - GDR REG S 0.51%WALMART DE MEXICO SAB DE CV 0.50%HARTALEGA HOLDINGS BHD 0.50%

Security % of PortfolioCHINA OVERSEAS LAND & INVES 0.49%PUBLIC BANK BERHAD 0.48%SK INNOVATION CO LTD 0.47%KT CORP-SP ADR 0.47%ENN ENERGY HOLDINGS LTD 0.46%CHINA LIFE INSURANCE CO LTD 0.46%CHINA RESOURCES GAS GROUP L 0.45%GAZPROM PAO -SPON ADR 0.44%TAIWAN BUSINESS BANK 0.44%BANCO SANTANDER-CHILE-ADR 0.42%GROWTHPOINT PROPERTIES LTD 0.42%CREDICORP LTD 0.41%JASTRZEBSKA SPOLKA WEGLOWA 0.41%CHINA COMMUNICATIONS SERVI- 0.40%CHINA RESOURCES LAND LTD 0.39%TOP GLOVE CORP BHD 0.39%PTT GLOBAL CHEMICAL PCL-NVD 0.39%CATCHER TECHNOLOGY CO LTD 0.38%CHINA VANKE CO LTD-H 0.37%BANK RAKYAT INDONESIA PERSE 0.37%LOTTE SHOPPING CO 0.37%SAMSUNG FIRE & MARINE INS 0.36%SHIN KONG FINANCIAL HOLDING 0.35%GOLD FIELDS LTD-SPONS ADR 0.35%NOVATEK OAO-SPONS GDR REG S 0.35%COUNTRY GARDEN HOLDINGS CO 0.34%ZHEN DING TECHNOLOGY HOLDIN 0.34%AIRASIA BHD 0.33%NETEASE INC-ADR 0.33%DIALOG GROUP BHD 0.32%JD.COM INC-ADR 0.31%NANYA TECHNOLOGY CORP 0.31%DR. REDDY'S LABORATORIES-AD 0.30%CHINA DEVELOPMENT FINANCIAL 0.30%TINGYI (CAYMAN ISLN) HLDG C 0.29%FORMOSA PLASTICS CORP 0.29%TRUWORTHS INTERNATIONAL LTD 0.29%LPP SA 0.28%SINOTRUK HONG KONG LTD 0.28%CTRIP.COM INTERNATIONAL-ADR 0.28%PTT EXPLOR & PROD PCL-NVDR 0.28%ALFA S.A.B.-A 0.26%EMPRESAS COPEC SA 0.26%POLSKI KONCERN NAFTOWY ORLE 0.26%YUM CHINA HOLDINGS INC 0.25%CHINA YANGTZE POWER CO LTD- 0.25%TAIWAN COOPERATIVE FINANCIA 0.25%EMPRESAS CMPC SA 0.24%CHINA EVERGRANDE GROUP 0.24%MOL HUNGARIAN OIL AND GAS P 0.23%OTP BANK PLC 0.22%MONDI LTD 0.22%VEDANTA LTD-ADR 0.22%WIPRO LTD-ADR 0.21%

AST Portfolio Holdings

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AST AQR Emerging Markets Equity Portfolio (continued)

Security % of PortfolioSSY GROUP LTD 0.21%SUNAC CHINA HOLDINGS LTD 0.21%TAV HAVALIMANLARI HOLDING A 0.20%CHINA MEDICAL SYSTEM HOLDIN 0.20%SINOPHARM GROUP CO-H 0.20%BUMRUNGRAD HOSPITAL NON-VOT 0.20%PETRONAS DAGANGAN BHD 0.20%DB INSURANCE CO LTD 0.19%FAR EASTERN NEW CENTURY COR 0.19%MOBILE TELESYSTEMS-SP ADR 0.18%HOME PRODUCT CENTER PCL-NVD 0.18%NEW ORIENTAL EDUCATIO-SP AD 0.18%SINOPAC FINANCIAL HOLDINGS 0.18%HAITIAN INTERNATIONAL HLDGS 0.18%CATHAY FINANCIAL HOLDING CO 0.18%HUA NAN FINANCIAL HOLDINGS 0.17%REMGRO LTD 0.17%SIME DARBY BERHAD 0.17%HYUNDAI MARINE & FIRE INS C 0.17%POSCO DAEWOO CORP 0.17%TAL EDUCATION GROUP- ADR 0.17%AGRICULTURAL BANK OF CHINA- 0.17%CHINA NATIONAL BUILDING MA- 0.17%HONG LEONG BANK BERHAD 0.17%SYNNEX TECHNOLOGY INTL CORP 0.16%AGRICULTURAL BANK OF CHINA- 0.16%ZIJIN MINING GROUP CO LTD-H 0.16%ROSNEFT OJSC-GDR 0.15%HYUNDAI DEPT STORE CO 0.15%CHINA RESOURCES PHARMACEUTI 0.15%EVA AIRWAYS CORP 0.14%CHINA AIRLINES LTD 0.13%POLSKIE GORNICTWO NAFTOWE I 0.13%NOVOLIPET STEEL-GDR REG S 0.13%GLOBALWAFERS CO LTD 0.13%SINOPEC ENGINEERING GROUP-H 0.13%YUHAN CORP 0.13%AUTOHOME INC-ADR 0.13%BANK CENTRAL ASIA TBK PT 0.13%CHINA TOWER CORP LTD-H 0.13%SURGUTNEFTEGAS-SP ADR 0.13%EMIRATES TELECOM GROUP CO 0.12%FIBRA UNO ADMINISTRACION SA 0.12%CHINA UNICOM HONG KONG LTD 0.12%FIRST ABU DHABI BANK PJSC 0.12%ACER INC 0.12%SAMSUNG ENGINEERING CO LTD 0.12%MALAYSIA AIRPORTS HLDGS BHD 0.12%SOUTHERN COPPER CORP 0.12%KINGBOARD LAMINATES HLDG LT 0.11%FRASER & NEAVE HOLDINGS BHD 0.11%INTL CONTAINER TERM SVCS IN 0.11%HUAZHU GROUP LTD-ADR 0.11%BANGKOK BANK PUBLIC CO-NVDR 0.11%

Security % of PortfolioSHANDONG WEIGAO GP MEDICAL- 0.11%CHANG HWA COMMERCIAL BANK 0.11%CHINA LONGYUAN POWER GROUP- 0.10%KRUNG THAI BANK - NVDR 0.10%FIBRIA CELULOSE SA 0.10%HOTEL SHILLA CO LTD 0.10%METRO PACIFIC INVESTMENTS C 0.10%SM PRIME HOLDINGS INC 0.09%58.COM INC-ADR 0.09%SINOPEC SHANGHAI PETROCHEM- 0.09%TAIWAN CEMENT 0.09%RELIANCE INDS-SPONS GDR 144 0.09%WALSIN TECHNOLOGY CORP 0.09%ANGLO AMERICAN PLATINUM LTD 0.09%AYALA LAND INC 0.09%EMBRAER SA-SPON ADR 0.09%WEIBO CORP-SPON ADR 0.09%MALAYSIA RINGGIT 0.09%SINA CORP 0.08%TATNEFT PAO-SPONSORED ADR 0.08%REDEFINE PROPERTIES LTD 0.08%IND & COMM BK OF CHINA-A 0.08%NEPI ROCKCASTLE PLC 0.08%PGE SA 0.08%YY INC-ADR 0.08%MOMO INC-SPON ADR 0.08%CHINA PETROLEUM & CHEMICAL- 0.08%ASIA CEMENT CORP 0.08%AYALA CORPORATION 0.08%INDUSTRIES QATAR 0.07%NOVATEK MICROELECTRONICS CO 0.07%INDAH KIAT PULP & PAPER TBK 0.07%HAIER ELECTRONICS GROUP CO 0.07%YAGEO CORPORATION 0.07%BANCO SANTANDER MEXICO -ADR 0.07%ALIBABA HEALTH INFORMATION 0.07%GS ENGINEERING & CONSTRUCT 0.06%KINGSOFT CORP LTD 0.06%GENTING BHD 0.06%SK TELECOM 0.06%CHINA SHENHUA ENERGY CO-H 0.06%L FRWD IND 3/20/2019 0.06%VIROMED CO LTD 0.06%CHINA RESOURCES POWER HOLDI 0.05%BANCO DE CREDITO E INVERSIO 0.05%PICK N PAY STORES LTD 0.05%CELLTRION INC 0.05%BANK MANDIRI PERSERO TBK PT 0.05%ALIOR BANK SA 0.05%HUANENG RENEWABLES CORP-H 0.05%L FRWD MXP 3/20/2019 0.05%VIPSHOP HOLDINGS LTD - ADR 0.04%MEXICAN PESO 0.04%LONGFOR GROUP HOLDINGS LTD 0.04%


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Security % of PortfolioTAISHIN FINANCIAL HOLDING 0.04%EMAAR PROPERTIES PJSC 0.04%L FRWD IND 3/20/2019 0.04%BDO UNIBANK INC 0.04%SUL AMERICA SA - UNITS 0.04%EREGLI DEMIR VE CELIK FABRI 0.04%IRPC PCL - NVDR 0.04%YANZHOU COAL MINING CO-H 0.04%L FRWD MXP 3/20/2019 0.04%PERUSAHAAN GAS NEGARA PERSE 0.04%PPB GROUP BERHAD 0.04%SHIMAO PROPERTY HOLDINGS LT 0.04%L FRWD IND 3/20/2019 0.04%SHANGHAI PHARMACEUTICALS-H 0.04%TONG REN TANG TECHNOLOGIES- 0.04%CHINA TAIPING INSURANCE HOL 0.04%KCC CORP 0.03%TURK HAVA YOLLARI AO 0.03%BANK OF CHINA LTD-A 0.03%POLAND ZLOTY 0.03%DOOSAN BOBCAT INC 0.03%BRAZILIAN REAL 0.03%NESTLE (MALAYSIA) BERHAD 0.03%LG CORP 0.03%FAR EAST HORIZON LTD 0.03%L FRWD IND 3/20/2019 0.03%L FRWD MXP 3/20/2019 0.03%CHILEAN PESO 0.03%L FRWD MXP 3/20/2019 0.03%GENTING MALAYSIA BHD 0.03%HONG KONG DOLLAR 0.03%L FRWD MXP 3/20/2019 0.03%L FRWD MXP 3/20/2019 0.03%L FRWD IND 3/20/2019 0.03%SIAM COMMERCIAL BANK P-NVDR 0.03%MMI HOLDINGS LTD 0.03%L FRWD MXP 3/20/2019 0.03%L FRWD MXP 3/20/2019 0.03%INDONESIAN RUPIAH 0.03%DGB FINANCIAL GROUP INC 0.03%L FRWD MXP 3/20/2019 0.02%L FRWD MXP 3/20/2019 0.02%L FRWD MXP 3/20/2019 0.02%L FRWD MXP 3/20/2019 0.02%L FRWD MXP 3/20/2019 0.02%L FRWD MXP 3/20/2019 0.02%L FRWD MXP 3/20/2019 0.02%S FRWD RUB 3/20/2019 0.02%QATAR ISLAMIC BANK 0.02%S FRWD RUB 3/20/2019 0.01%L FRWD MXP 3/20/2019 0.01%S FRWD BRC 3/20/2019 0.01%KOREAN WON 0.01%S FRWD CLP 6 3/20/2019 0.01%

Security % of PortfolioQATAR RIALS 0.01%L FRWD KOR 1,1 3/20/2019 0.01%S FRWD KOR 1,1 3/20/2019 0.01%S FRWD KOR 1,1 3/20/2019 0.01%SINGAPORE DOLLAR 0.01%S FRWD CLP 6 3/20/2019 0.01%L FRWD SGD 3/20/2019 0.01%S FRWD COP 3,1 3/20/2019 0.01%L FRWD PHP 3/20/2019 0.01%S FRWD CLP 6 3/20/2019 0.01%S FRWD CLP 6 3/20/2019 0.01%L FRWD IND 3/20/2019 0.01%L FRWD MXP 3/20/2019 0.01%S FRWD COP 3,1 3/20/2019 0.01%S FRWD COP 3,1 3/20/2019 0.01%S FRWD CLP 6 3/20/2019 0.01%S FRWD CLP 6 3/20/2019 0.01%S FRWD CLP 6 3/20/2019 0.01%TOWNGAS CHINA CO LTD 0.01%L FRWD BRC 3/20/2019 0.01%PHILIPPINES PESO 0.01%L FRWD IND 3/20/2019 0.01%SOUTH AFRICAN RAN 0.01%L FRWD SGD 3/20/2019 0.01%S FRWD CLP 6 3/20/2019 0.01%S FRWD COP 3,2 3/20/2019 0.01%S FRWD BRC 3/20/2019 0.01%L FRWD PLZ 3/20/2019 0.01%S FRWD BRC 3/20/2019 0.01%S FRWD RUB 3/20/2019 0.01%L FRWD BRC 3/20/2019 0.01%S FRWD COP 3,2 3/20/2019 0.01%S FRWD COP 3,1 3/20/2019 0.01%UNITED ARAB EMERI 0.01%L FRWD IND 3/20/2019 0.01%S FRWD BRC 3/20/2019 0.01%VALE SA-SP ADR 0.01%S FRWD COP 3,2 3/20/2019 0.01%S FRWD KOR 1,1 3/20/2019 0.01%L FRWD IND 3/20/2019 < 0.01%L FRWD PLZ 3/20/2019 < 0.01%L FRWD HUF 2 3/20/2019 < 0.01%L FRWD IND 3/20/2019 < 0.01%L FRWD IDR ,8 3/20/2019 < 0.01%L FRWD PLZ 3/20/2019 < 0.01%L FRWD PLZ 3/20/2019 < 0.01%S FRWD RUB 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%L FRWD IND 3/20/2019 < 0.01%S FRWD CLP 6 3/20/2019 < 0.01%S FRWD CLP 6 3/20/2019 < 0.01%L FRWD IDR ,7 3/20/2019 < 0.01%L FRWD PLZ 3/20/2019 < 0.01%L FRWD PLZ 3/20/2019 < 0.01%


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Security % of PortfolioS FRWD CLP 6 3/20/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%L FRWD PLZ 3/20/2019 < 0.01%S FRWD RUB 3/20/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%L FRWD PLZ 3/20/2019 < 0.01%L FRWD IND 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%L FRWD IND 3/20/2019 < 0.01%L FRWD IDR ,8 3/20/2019 < 0.01%L FRWD IDR ,8 3/20/2019 < 0.01%S FRWD BRC 3/20/2019 < 0.01%S FRWD ILS 3/20/2019 < 0.01%S FRWD RUB 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%L FRWD THB 3/20/2019 < 0.01%L FRWD IND 3/20/2019 < 0.01%L FRWD PLZ 3/20/2019 < 0.01%THAILAND BAHT < 0.01%S FRWD ILS 3/20/2019 < 0.01%S FRWD RUB 3/20/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%L FRWD IDR ,7 3/20/2019 < 0.01%L FRWD IDR ,7 3/20/2019 < 0.01%S FRWD RUB 3/20/2019 < 0.01%L FRWD IDR ,7 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%S FRWD RUB 3/20/2019 < 0.01%S FRWD PHP 3/20/2019 < 0.01%L FRWD SGD 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%L FRWD BRC 3/20/2019 < 0.01%L SPOT CNH 1/02/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%L FRWD KOR 1,1 3/20/2019 < 0.01%L FRWD IDR ,6 3/20/2019 < 0.01%L FRWD MXP 3/20/2019 < 0.01%L FRWD KOR 1,1 3/20/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%L FRWD IDR ,7 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%L FRWD KOR 1,1 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%L FRWD PLZ 3/20/2019 < 0.01%EVA AIRWAYS RIGHTS EX < 0.01%S FRWD TWD 3/20/2019 < 0.01%L FRWD KOR 1,1 3/20/2019 < 0.01%L FRWD ZAR 3/20/2019 < 0.01%L FRWD IND 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%TURKISH LIRA < 0.01%S FRWD RUB 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%

Security % of PortfolioL FRWD KOR 1,1 3/20/2019 < 0.01%S FRWD CLP 6 3/20/2019 < 0.01%L FRWD IND 3/20/2019 < 0.01%S FRWD COP 3,1 3/20/2019 < 0.01%L FRWD IND 3/20/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%S FRWD CLP 6 3/20/2019 < 0.01%S FRWD COP 3,2 3/20/2019 < 0.01%S FRWD BRC 3/20/2019 < 0.01%S FRWD IDR ,4 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%S FRWD BRC 3/20/2019 < 0.01%GOLDMAN-FS TI-IN < 0.01%S FRWD CLP 6 3/20/2019 < 0.01%L FRWD ZAR 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%S FRWD COP 3,1 3/20/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%L FRWD MXP 3/20/2019 < 0.01%L FRWD MXP 3/20/2019 < 0.01%L FRWD IDR ,7 3/20/2019 < 0.01%S FRWD COP 3,2 3/20/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%L FRWD THB 3/20/2019 < 0.01%L FRWD PHP 3/20/2019 < 0.01%L FRWD KOR 1,1 3/20/2019 < 0.01%L FRWD THB 3/20/2019 < 0.01%L FRWD KOR 1,1 3/20/2019 < 0.01%TAIWAN DOLLAR < 0.01%L FRWD KOR 1,1 3/20/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%S FRWD BRC 3/20/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%L FRWD IDR ,6 3/20/2019 < 0.01%L FRWD IND 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%L FRWD PHP 3/20/2019 < 0.01%S FRWD COP 3,2 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%L FRWD THB 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD IDR ,5 3/20/2019 < 0.01%L FRWD THB 3/20/2019 < 0.01%L FRWD HUF 2 3/20/2019 < 0.01%L FRWD THB 3/20/2019 < 0.01%S FRWD IDR ,4 3/20/2019 < 0.01%L FRWD THB 3/20/2019 < 0.01%L FRWD THB 3/20/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%


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Security % of PortfolioL FRWD EUR 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD MXP 3/20/2019 < 0.01%S FRWD COP 3,2 3/20/2019 < 0.01%L FRWD PLZ 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%S FRWD ILS 3/20/2019 < 0.01%L FRWD THB 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD COP 3,2 3/20/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%L FRWD PEI 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%S FRWD COP 3,2 3/20/2019 < 0.01%S FRWD BRC 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD KOR 1,1 3/20/2019 < 0.01%L FRWD THB 3/20/2019 < 0.01%L FRWD MXP 3/20/2019 < 0.01%S FRWD COP 3,2 3/20/2019 < 0.01%L FRWD IDR ,5 3/20/2019 < 0.01%L FRWD PHP 3/20/2019 < 0.01%L FRWD CLP 6 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD CSK 3/20/2019 < 0.01%L FRWD PEI 3/20/2019 < 0.01%L FRWD HUF 2 3/20/2019 < 0.01%L FRWD TWD 3/20/2019 < 0.01%L FRWD BRC 3/20/2019 < 0.01%S FRWD CLP 6 3/20/2019 < 0.01%S FRWD PHP 3/20/2019 < 0.01%S FRWD IDR ,4 3/20/2019 < 0.01%L FRWD PHP 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%L FRWD KOR 1,1 3/20/2019 < 0.01%L FRWD PEI 3/20/2019 < 0.01%S FRWD PHP 3/20/2019 < 0.01%S FRWD KOR 1,1 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%HUNGARIAN FORINT < 0.01%L FRWD PLZ 3/20/2019 < 0.01%L FRWD PEI 3/20/2019 < 0.01%L FRWD THB 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%S FRWD PEI 3/20/2019 < 0.01%

Security % of PortfolioS FRWD CLP 6 3/20/2019 < 0.01%S FRWD PEI 3/20/2019 < 0.01%HONG KONG DOLLAR < 0.01%MEXICO PESO < 0.01%SINGAPORE DOLLAR < 0.01%SOUTH AFRICA RAND < 0.01%TURKISH LIRA < 0.01%S FRWD HUF 2 3/20/2019 < 0.01%L FRWD PEI 3/20/2019 < 0.01%L FRWD PHP 3/20/2019 < 0.01%S FRWD KOR 1,1 3/20/2019 < 0.01%L FRWD PEI 3/20/2019 < 0.01%S SPOT MYR 1/02/2019 < 0.01%S FRWD IND 3/20/2019 < 0.01%S FRWD THB 3/20/2019 < 0.01%L FRWD RUB 3/20/2019 < 0.01%S FRWD EUR 3/20/2019 < 0.01%S FRWD EUR 3/20/2019 < 0.01%L FRWD TWD 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD THB 3/20/2019 < 0.01%S FRWD COP 3,2 3/20/2019 < 0.01%S FRWD BRC 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%L FRWD ZAR 3/20/2019 < 0.01%S FRWD HUF 2 3/20/2019 < 0.01%S FRWD EUR 3/20/2019 < 0.01%S FRWD IND 3/20/2019 < 0.01%L FRWD BRC 3/20/2019 < 0.01%S FRWD PHP 3/20/2019 < 0.01%S FRWD PLZ 3/20/2019 < 0.01%S FRWD THB 3/20/2019 < 0.01%S FRWD EUR 3/20/2019 < 0.01%S FRWD PLZ 3/20/2019 < 0.01%S FRWD THB 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%S FRWD IND 3/20/2019 < 0.01%S FRWD PEI 3/20/2019 < 0.01%L FRWD RUB 3/20/2019 < 0.01%S FRWD EUR 3/20/2019 < 0.01%S FRWD PEI 3/20/2019 < 0.01%S FRWD IND 3/20/2019 < 0.01%L FRWD RUB 3/20/2019 < 0.01%S FRWD KOR 1,1 3/20/2019 < 0.01%S FRWD PLZ 3/20/2019 < 0.01%S FRWD PLZ 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%S FRWD PLZ 3/20/2019 < 0.01%S FRWD PLZ 3/20/2019 < 0.01%S FRWD PLZ 3/20/2019 < 0.01%S FRWD KOR 1,1 3/20/2019 < 0.01%S FRWD PLZ 3/20/2019 < 0.01%S FRWD PLZ 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%


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Security % of PortfolioS FRWD KOR 1,1 3/20/2019 < 0.01%S FRWD PEI 3/20/2019 < 0.01%S FRWD COP 3,2 3/20/2019 < 0.01%S FRWD PHP 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%S FRWD PLZ 3/20/2019 < 0.01%L FRWD COP 3,2 3/20/2019 < 0.01%S FRWD IND 3/20/2019 < 0.01%S FRWD BRC 3/20/2019 < 0.01%S FRWD HUF 2 3/20/2019 < 0.01%S FRWD THB 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%S FRWD THB 3/20/2019 < 0.01%S FRWD BRC 3/20/2019 < 0.01%S FRWD PHP 3/20/2019 < 0.01%S FRWD BRC 3/20/2019 < 0.01%S FRWD THB 3/20/2019 < 0.01%S FRWD ILS 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%S FRWD THB 3/20/2019 < 0.01%L FRWD TWD 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%S FRWD PHP 3/20/2019 < 0.01%S SPOT MYR 1/02/2019 < 0.01%S FRWD COP 3,2 3/20/2019 < 0.01%L FRWD ILS 3/20/2019 < 0.01%S FRWD IND 3/20/2019 < 0.01%L FRWD IDR ,4 3/20/2019 < 0.01%S FRWD EUR 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%S FRWD MXP 3/20/2019 < 0.01%S FRWD MXP 3/20/2019 < 0.01%S FRWD PHP 3/20/2019 < 0.01%L FRWD PHP 3/20/2019 < 0.01%S FRWD THB 3/20/2019 < 0.01%S FRWD THB 3/20/2019 < 0.01%S FRWD CLP 6 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%L FRWD RUB 3/20/2019 < 0.01%S FRWD MXP 3/20/2019 < 0.01%S FRWD HUF 2 3/20/2019 < 0.01%S FRWD IDR ,6 3/20/2019 < 0.01%S FRWD MXP 3/20/2019 < 0.01%S FRWD KOR 1,1 3/20/2019 < 0.01%S FRWD MXP 3/20/2019 < 0.01%S FRWD MXP 3/20/2019 < 0.01%S FRWD PLZ 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%S FRWD THB 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%L FRWD BRC 3/20/2019 < 0.01%L FRWD ILS 3/20/2019 < 0.01%

Security % of PortfolioS FRWD MXP 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%S FRWD MXP 3/20/2019 < 0.01%S FRWD MXP 3/20/2019 < 0.01%S FRWD MXP 3/20/2019 < 0.01%S FRWD MXP 3/20/2019 < 0.01%S FRWD MXP 3/20/2019 < 0.01%S FRWD IDR ,5 3/20/2019 < 0.01%S FRWD MXP 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%S FRWD SGD 3/20/2019 < 0.01%S FRWD BRC 3/20/2019 < 0.01%L FRWD ILS 3/20/2019 < 0.01%S FRWD BRC 3/20/2019 < 0.01%L FRWD RUB 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%S FRWD CLP 6 3/20/2019 < 0.01%S FRWD IDR ,5 3/20/2019 < 0.01%S FRWD PEI 3/20/2019 < 0.01%S FRWD ILS 3/20/2019 < 0.01%L FRWD ILS 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%L FRWD ZAR 3/20/2019 < 0.01%S FRWD PHP 3/20/2019 < 0.01%S FRWD CSK 3/20/2019 < 0.01%L FRWD IDR ,4 3/20/2019 < 0.01%S FRWD PHP 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%S FRWD IND 3/20/2019 < 0.01%L FRWD PHP 3/20/2019 < 0.01%S FRWD IND 3/20/2019 < 0.01%L FRWD BRC 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%L FRWD RUB 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%S FRWD KOR 1,1 3/20/2019 < 0.01%L FRWD CLP 6 3/20/2019 < 0.01%S FRWD PLZ 3/20/2019 < 0.01%L FRWD PHP 3/20/2019 < 0.01%S FRWD CSK 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%S FRWD IND 3/20/2019 < 0.01%S FRWD KOR 1,1 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%S FRWD IND 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%S FRWD IND 3/20/2019 < 0.01%L FRWD PHP 3/20/2019 < 0.01%S FRWD MXP 3/20/2019 < 0.01%S FRWD IDR ,7 3/20/2019 < 0.01%L FRWD RUB 3/20/2019 < 0.01%


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Security % of PortfolioS SPOT CNH 1/02/2019 < 0.01%S FRWD IDR ,7 3/20/2019 < 0.01%L FRWD CLP 6 3/20/2019 < 0.01%S FRWD IND 3/20/2019 < 0.01%S FRWD IDR ,7 3/20/2019 < 0.01%L FRWD ZAR 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%S FRWD CSK 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%S FRWD IDR ,8 3/20/2019 < 0.01%S FRWD CSK 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 -0.01%L FRWD CLP 6 3/20/2019 -0.01%S FRWD MXP 3/20/2019 -0.01%S FRWD KOR 1,1 3/20/2019 -0.01%S FRWD BRC 3/20/2019 -0.01%S FRWD CSK 3/20/2019 -0.01%L FRWD ZAR 3/20/2019 -0.01%S FRWD IND 3/20/2019 -0.01%L FRWD BRC 3/20/2019 -0.01%S FRWD ZAR 3/20/2019 -0.01%L FRWD CLP 6 3/20/2019 -0.01%L FRWD ZAR 3/20/2019 -0.01%S FRWD KOR 1,1 3/20/2019 -0.01%S FRWD MXP 3/20/2019 -0.01%L FRWD ZAR 3/20/2019 -0.01%L FRWD ZAR 3/20/2019 -0.02%S FRWD THB 3/20/2019 -0.02%S FRWD CNH 3/20/2019 -0.02%L FRWD ZAR 3/20/2019 -0.02%S FRWD CNH 3/20/2019 -0.02%S FRWD KOR 1,1 3/20/2019 -0.02%S FRWD CNH 3/20/2019 -0.02%S FRWD KOR 1,1 3/20/2019 -0.03%S FRWD CNH 3/20/2019 -0.03%S FRWD KOR 1,1 3/20/2019 -0.03%L FRWD ZAR 3/20/2019 -0.03%L FRWD BRC 3/20/2019 -0.03%L FRWD ZAR 3/20/2019 -0.03%L FRWD ZAR 3/20/2019 -0.03%L FRWD ZAR 3/20/2019 -0.04%L FRWD RUB 3/20/2019 -0.05%L FRWD RUB 3/20/2019 -0.05%L FRWD RUB 3/20/2019 -0.05%L FRWD RUB 3/20/2019 -0.06%


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AST AQR Emerging Markets Equity Portfolio

Security % of PortfolioTENCENT HOLDINGS LTD 5.36%SAMSUNG ELECTRONICS CO LTD 5.12%PGIM CORE ULTRA SHORT BOND 5.06%(PDLQ) PGIM INST MONEY MARK 4.17%MESH9 MINI MSCI EMG MKT 3/20/2019 3.95%ALIBABA GROUP HOLDING-SP AD 3.22%TAIWAN SEMICONDUCTOR-SP ADR 3.08%CHINA MOBILE LTD 2.76%CHINA CONSTRUCTION BANK-H 2.30%INFOSYS LTD-SP ADR 1.51%SK HYNIX INC 1.37%CHINA PETROLEUM & CHEMICAL- 1.20%CNOOC LTD 1.15%POSCO 1.10%IND & COMM BK OF CHINA-H 1.07%PRESIDENT CHAIN STORE CORP 1.03%E.SUN FINANCIAL HOLDING CO 0.96%CSPC PHARMACEUTICAL GROUP L 0.86%PTT PCL-NVDR 0.85%PETRONAS CHEMICALS GROUP BH 0.84%BAIDU INC - SPON ADR 0.81%GUANGDONG INVESTMENT LTD 0.79%FIRST FINANCIAL HOLDING CO 0.78%CTBC FINANCIAL HOLDING CO L 0.75%UNI-PRESIDENT ENTERPRISES C 0.75%MALAYAN BANKING BHD 0.74%SAMSUNG SDS CO LTD 0.70%HANA FINANCIAL GROUP 0.68%SINO BIOPHARMACEUTICAL 0.66%DAELIM INDUSTRIAL CO LTD 0.66%BANGKOK DUSIT MED SERVI-NVD 0.65%MEXICHEM SAB DE CV-* 0.65%BANK NEGARA INDONESIA PERSE 0.64%QATAR NATIONAL BANK 0.64%FORMOSA CHEMICALS & FIBRE 0.63%PETROCHINA CO LTD-H 0.61%KUMHO PETROCHEMICAL CO LTD 0.61%PICC PROPERTY & CASUALTY-H 0.61%CHINA RESOURCES CEMENT 0.60%ANTA SPORTS PRODUCTS LTD 0.60%HYUNDAI ENGINEERING & CONST 0.59%UNI-PRESIDENT CHINA HOLDING 0.59%LUKOIL PJSC-ADR 0.59%BANCO DE CHILE 0.58%KOREA INVESTMENT HOLDINGS C 0.58%UNITED TRACTORS TBK PT 0.57%THAI OIL PCL-NVDR 0.54%BANK OF CHINA LTD-H 0.54%ADARO ENERGY TBK PT 0.53%ICICI BANK LTD-SPON ADR 0.52%MEDY-TOX INC 0.52%SEVERSTAL - GDR REG S 0.51%WALMART DE MEXICO SAB DE CV 0.50%HARTALEGA HOLDINGS BHD 0.50%

Security % of PortfolioCHINA OVERSEAS LAND & INVES 0.49%PUBLIC BANK BERHAD 0.48%SK INNOVATION CO LTD 0.47%KT CORP-SP ADR 0.47%ENN ENERGY HOLDINGS LTD 0.46%CHINA LIFE INSURANCE CO LTD 0.46%CHINA RESOURCES GAS GROUP L 0.45%GAZPROM PAO -SPON ADR 0.44%TAIWAN BUSINESS BANK 0.44%BANCO SANTANDER-CHILE-ADR 0.42%GROWTHPOINT PROPERTIES LTD 0.42%CREDICORP LTD 0.41%JASTRZEBSKA SPOLKA WEGLOWA 0.41%CHINA COMMUNICATIONS SERVI- 0.40%CHINA RESOURCES LAND LTD 0.39%TOP GLOVE CORP BHD 0.39%PTT GLOBAL CHEMICAL PCL-NVD 0.39%CATCHER TECHNOLOGY CO LTD 0.38%CHINA VANKE CO LTD-H 0.37%BANK RAKYAT INDONESIA PERSE 0.37%LOTTE SHOPPING CO 0.37%SAMSUNG FIRE & MARINE INS 0.36%SHIN KONG FINANCIAL HOLDING 0.35%GOLD FIELDS LTD-SPONS ADR 0.35%NOVATEK OAO-SPONS GDR REG S 0.35%COUNTRY GARDEN HOLDINGS CO 0.34%ZHEN DING TECHNOLOGY HOLDIN 0.34%AIRASIA BHD 0.33%NETEASE INC-ADR 0.33%DIALOG GROUP BHD 0.32%JD.COM INC-ADR 0.31%NANYA TECHNOLOGY CORP 0.31%DR. REDDY'S LABORATORIES-AD 0.30%CHINA DEVELOPMENT FINANCIAL 0.30%TINGYI (CAYMAN ISLN) HLDG C 0.29%FORMOSA PLASTICS CORP 0.29%TRUWORTHS INTERNATIONAL LTD 0.29%LPP SA 0.28%SINOTRUK HONG KONG LTD 0.28%CTRIP.COM INTERNATIONAL-ADR 0.28%PTT EXPLOR & PROD PCL-NVDR 0.28%ALFA S.A.B.-A 0.26%EMPRESAS COPEC SA 0.26%POLSKI KONCERN NAFTOWY ORLE 0.26%YUM CHINA HOLDINGS INC 0.25%CHINA YANGTZE POWER CO LTD- 0.25%TAIWAN COOPERATIVE FINANCIA 0.25%EMPRESAS CMPC SA 0.24%CHINA EVERGRANDE GROUP 0.24%MOL HUNGARIAN OIL AND GAS P 0.23%OTP BANK PLC 0.22%MONDI LTD 0.22%VEDANTA LTD-ADR 0.22%WIPRO LTD-ADR 0.21%


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Security % of PortfolioSSY GROUP LTD 0.21%SUNAC CHINA HOLDINGS LTD 0.21%TAV HAVALIMANLARI HOLDING A 0.20%CHINA MEDICAL SYSTEM HOLDIN 0.20%SINOPHARM GROUP CO-H 0.20%BUMRUNGRAD HOSPITAL NON-VOT 0.20%PETRONAS DAGANGAN BHD 0.20%DB INSURANCE CO LTD 0.19%FAR EASTERN NEW CENTURY COR 0.19%MOBILE TELESYSTEMS-SP ADR 0.18%HOME PRODUCT CENTER PCL-NVD 0.18%NEW ORIENTAL EDUCATIO-SP AD 0.18%SINOPAC FINANCIAL HOLDINGS 0.18%HAITIAN INTERNATIONAL HLDGS 0.18%CATHAY FINANCIAL HOLDING CO 0.18%HUA NAN FINANCIAL HOLDINGS 0.17%REMGRO LTD 0.17%SIME DARBY BERHAD 0.17%HYUNDAI MARINE & FIRE INS C 0.17%POSCO DAEWOO CORP 0.17%TAL EDUCATION GROUP- ADR 0.17%AGRICULTURAL BANK OF CHINA- 0.17%CHINA NATIONAL BUILDING MA- 0.17%HONG LEONG BANK BERHAD 0.17%SYNNEX TECHNOLOGY INTL CORP 0.16%AGRICULTURAL BANK OF CHINA- 0.16%ZIJIN MINING GROUP CO LTD-H 0.16%ROSNEFT OJSC-GDR 0.15%HYUNDAI DEPT STORE CO 0.15%CHINA RESOURCES PHARMACEUTI 0.15%EVA AIRWAYS CORP 0.14%CHINA AIRLINES LTD 0.13%POLSKIE GORNICTWO NAFTOWE I 0.13%NOVOLIPET STEEL-GDR REG S 0.13%GLOBALWAFERS CO LTD 0.13%SINOPEC ENGINEERING GROUP-H 0.13%YUHAN CORP 0.13%AUTOHOME INC-ADR 0.13%BANK CENTRAL ASIA TBK PT 0.13%CHINA TOWER CORP LTD-H 0.13%SURGUTNEFTEGAS-SP ADR 0.13%EMIRATES TELECOM GROUP CO 0.12%FIBRA UNO ADMINISTRACION SA 0.12%CHINA UNICOM HONG KONG LTD 0.12%FIRST ABU DHABI BANK PJSC 0.12%ACER INC 0.12%SAMSUNG ENGINEERING CO LTD 0.12%MALAYSIA AIRPORTS HLDGS BHD 0.12%SOUTHERN COPPER CORP 0.12%KINGBOARD LAMINATES HLDG LT 0.11%FRASER & NEAVE HOLDINGS BHD 0.11%INTL CONTAINER TERM SVCS IN 0.11%HUAZHU GROUP LTD-ADR 0.11%BANGKOK BANK PUBLIC CO-NVDR 0.11%

Security % of PortfolioSHANDONG WEIGAO GP MEDICAL- 0.11%CHANG HWA COMMERCIAL BANK 0.11%CHINA LONGYUAN POWER GROUP- 0.10%KRUNG THAI BANK - NVDR 0.10%FIBRIA CELULOSE SA 0.10%HOTEL SHILLA CO LTD 0.10%METRO PACIFIC INVESTMENTS C 0.10%SM PRIME HOLDINGS INC 0.09%58.COM INC-ADR 0.09%SINOPEC SHANGHAI PETROCHEM- 0.09%TAIWAN CEMENT 0.09%RELIANCE INDS-SPONS GDR 144 0.09%WALSIN TECHNOLOGY CORP 0.09%ANGLO AMERICAN PLATINUM LTD 0.09%AYALA LAND INC 0.09%EMBRAER SA-SPON ADR 0.09%WEIBO CORP-SPON ADR 0.09%MALAYSIA RINGGIT 0.09%SINA CORP 0.08%TATNEFT PAO-SPONSORED ADR 0.08%REDEFINE PROPERTIES LTD 0.08%IND & COMM BK OF CHINA-A 0.08%NEPI ROCKCASTLE PLC 0.08%PGE SA 0.08%YY INC-ADR 0.08%MOMO INC-SPON ADR 0.08%CHINA PETROLEUM & CHEMICAL- 0.08%ASIA CEMENT CORP 0.08%AYALA CORPORATION 0.08%INDUSTRIES QATAR 0.07%NOVATEK MICROELECTRONICS CO 0.07%INDAH KIAT PULP & PAPER TBK 0.07%HAIER ELECTRONICS GROUP CO 0.07%YAGEO CORPORATION 0.07%BANCO SANTANDER MEXICO -ADR 0.07%ALIBABA HEALTH INFORMATION 0.07%GS ENGINEERING & CONSTRUCT 0.06%KINGSOFT CORP LTD 0.06%GENTING BHD 0.06%SK TELECOM 0.06%CHINA SHENHUA ENERGY CO-H 0.06%L FRWD IND 3/20/2019 0.06%VIROMED CO LTD 0.06%CHINA RESOURCES POWER HOLDI 0.05%BANCO DE CREDITO E INVERSIO 0.05%PICK N PAY STORES LTD 0.05%CELLTRION INC 0.05%BANK MANDIRI PERSERO TBK PT 0.05%ALIOR BANK SA 0.05%HUANENG RENEWABLES CORP-H 0.05%L FRWD MXP 3/20/2019 0.05%VIPSHOP HOLDINGS LTD - ADR 0.04%MEXICAN PESO 0.04%LONGFOR GROUP HOLDINGS LTD 0.04%


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Security % of PortfolioTAISHIN FINANCIAL HOLDING 0.04%EMAAR PROPERTIES PJSC 0.04%L FRWD IND 3/20/2019 0.04%BDO UNIBANK INC 0.04%SUL AMERICA SA - UNITS 0.04%EREGLI DEMIR VE CELIK FABRI 0.04%IRPC PCL - NVDR 0.04%YANZHOU COAL MINING CO-H 0.04%L FRWD MXP 3/20/2019 0.04%PERUSAHAAN GAS NEGARA PERSE 0.04%PPB GROUP BERHAD 0.04%SHIMAO PROPERTY HOLDINGS LT 0.04%L FRWD IND 3/20/2019 0.04%SHANGHAI PHARMACEUTICALS-H 0.04%TONG REN TANG TECHNOLOGIES- 0.04%CHINA TAIPING INSURANCE HOL 0.04%KCC CORP 0.03%TURK HAVA YOLLARI AO 0.03%BANK OF CHINA LTD-A 0.03%POLAND ZLOTY 0.03%DOOSAN BOBCAT INC 0.03%BRAZILIAN REAL 0.03%NESTLE (MALAYSIA) BERHAD 0.03%LG CORP 0.03%FAR EAST HORIZON LTD 0.03%L FRWD IND 3/20/2019 0.03%L FRWD MXP 3/20/2019 0.03%CHILEAN PESO 0.03%L FRWD MXP 3/20/2019 0.03%GENTING MALAYSIA BHD 0.03%HONG KONG DOLLAR 0.03%L FRWD MXP 3/20/2019 0.03%L FRWD MXP 3/20/2019 0.03%L FRWD IND 3/20/2019 0.03%SIAM COMMERCIAL BANK P-NVDR 0.03%MMI HOLDINGS LTD 0.03%L FRWD MXP 3/20/2019 0.03%L FRWD MXP 3/20/2019 0.03%INDONESIAN RUPIAH 0.03%DGB FINANCIAL GROUP INC 0.03%L FRWD MXP 3/20/2019 0.02%L FRWD MXP 3/20/2019 0.02%L FRWD MXP 3/20/2019 0.02%L FRWD MXP 3/20/2019 0.02%L FRWD MXP 3/20/2019 0.02%L FRWD MXP 3/20/2019 0.02%L FRWD MXP 3/20/2019 0.02%S FRWD RUB 3/20/2019 0.02%QATAR ISLAMIC BANK 0.02%S FRWD RUB 3/20/2019 0.01%L FRWD MXP 3/20/2019 0.01%S FRWD BRC 3/20/2019 0.01%KOREAN WON 0.01%S FRWD CLP 6 3/20/2019 0.01%

Security % of PortfolioQATAR RIALS 0.01%L FRWD KOR 1,1 3/20/2019 0.01%S FRWD KOR 1,1 3/20/2019 0.01%S FRWD KOR 1,1 3/20/2019 0.01%SINGAPORE DOLLAR 0.01%S FRWD CLP 6 3/20/2019 0.01%L FRWD SGD 3/20/2019 0.01%S FRWD COP 3,1 3/20/2019 0.01%L FRWD PHP 3/20/2019 0.01%S FRWD CLP 6 3/20/2019 0.01%S FRWD CLP 6 3/20/2019 0.01%L FRWD IND 3/20/2019 0.01%L FRWD MXP 3/20/2019 0.01%S FRWD COP 3,1 3/20/2019 0.01%S FRWD COP 3,1 3/20/2019 0.01%S FRWD CLP 6 3/20/2019 0.01%S FRWD CLP 6 3/20/2019 0.01%S FRWD CLP 6 3/20/2019 0.01%TOWNGAS CHINA CO LTD 0.01%L FRWD BRC 3/20/2019 0.01%PHILIPPINES PESO 0.01%L FRWD IND 3/20/2019 0.01%SOUTH AFRICAN RAN 0.01%L FRWD SGD 3/20/2019 0.01%S FRWD CLP 6 3/20/2019 0.01%S FRWD COP 3,2 3/20/2019 0.01%S FRWD BRC 3/20/2019 0.01%L FRWD PLZ 3/20/2019 0.01%S FRWD BRC 3/20/2019 0.01%S FRWD RUB 3/20/2019 0.01%L FRWD BRC 3/20/2019 0.01%S FRWD COP 3,2 3/20/2019 0.01%S FRWD COP 3,1 3/20/2019 0.01%UNITED ARAB EMERI 0.01%L FRWD IND 3/20/2019 0.01%S FRWD BRC 3/20/2019 0.01%VALE SA-SP ADR 0.01%S FRWD COP 3,2 3/20/2019 0.01%S FRWD KOR 1,1 3/20/2019 0.01%L FRWD IND 3/20/2019 < 0.01%L FRWD PLZ 3/20/2019 < 0.01%L FRWD HUF 2 3/20/2019 < 0.01%L FRWD IND 3/20/2019 < 0.01%L FRWD IDR ,8 3/20/2019 < 0.01%L FRWD PLZ 3/20/2019 < 0.01%L FRWD PLZ 3/20/2019 < 0.01%S FRWD RUB 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%L FRWD IND 3/20/2019 < 0.01%S FRWD CLP 6 3/20/2019 < 0.01%S FRWD CLP 6 3/20/2019 < 0.01%L FRWD IDR ,7 3/20/2019 < 0.01%L FRWD PLZ 3/20/2019 < 0.01%L FRWD PLZ 3/20/2019 < 0.01%


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Security % of PortfolioS FRWD CLP 6 3/20/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%L FRWD PLZ 3/20/2019 < 0.01%S FRWD RUB 3/20/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%L FRWD PLZ 3/20/2019 < 0.01%L FRWD IND 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%L FRWD IND 3/20/2019 < 0.01%L FRWD IDR ,8 3/20/2019 < 0.01%L FRWD IDR ,8 3/20/2019 < 0.01%S FRWD BRC 3/20/2019 < 0.01%S FRWD ILS 3/20/2019 < 0.01%S FRWD RUB 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%L FRWD THB 3/20/2019 < 0.01%L FRWD IND 3/20/2019 < 0.01%L FRWD PLZ 3/20/2019 < 0.01%THAILAND BAHT < 0.01%S FRWD ILS 3/20/2019 < 0.01%S FRWD RUB 3/20/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%L FRWD IDR ,7 3/20/2019 < 0.01%L FRWD IDR ,7 3/20/2019 < 0.01%S FRWD RUB 3/20/2019 < 0.01%L FRWD IDR ,7 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%S FRWD RUB 3/20/2019 < 0.01%S FRWD PHP 3/20/2019 < 0.01%L FRWD SGD 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%L FRWD BRC 3/20/2019 < 0.01%L SPOT CNH 1/02/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%L FRWD KOR 1,1 3/20/2019 < 0.01%L FRWD IDR ,6 3/20/2019 < 0.01%L FRWD MXP 3/20/2019 < 0.01%L FRWD KOR 1,1 3/20/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%L FRWD IDR ,7 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%L FRWD KOR 1,1 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%L FRWD PLZ 3/20/2019 < 0.01%EVA AIRWAYS RIGHTS EX < 0.01%S FRWD TWD 3/20/2019 < 0.01%L FRWD KOR 1,1 3/20/2019 < 0.01%L FRWD ZAR 3/20/2019 < 0.01%L FRWD IND 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%TURKISH LIRA < 0.01%S FRWD RUB 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%

Security % of PortfolioL FRWD KOR 1,1 3/20/2019 < 0.01%S FRWD CLP 6 3/20/2019 < 0.01%L FRWD IND 3/20/2019 < 0.01%S FRWD COP 3,1 3/20/2019 < 0.01%L FRWD IND 3/20/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%S FRWD CLP 6 3/20/2019 < 0.01%S FRWD COP 3,2 3/20/2019 < 0.01%S FRWD BRC 3/20/2019 < 0.01%S FRWD IDR ,4 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%S FRWD BRC 3/20/2019 < 0.01%GOLDMAN-FS TI-IN < 0.01%S FRWD CLP 6 3/20/2019 < 0.01%L FRWD ZAR 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%S FRWD COP 3,1 3/20/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%L FRWD MXP 3/20/2019 < 0.01%L FRWD MXP 3/20/2019 < 0.01%L FRWD IDR ,7 3/20/2019 < 0.01%S FRWD COP 3,2 3/20/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%L FRWD THB 3/20/2019 < 0.01%L FRWD PHP 3/20/2019 < 0.01%L FRWD KOR 1,1 3/20/2019 < 0.01%L FRWD THB 3/20/2019 < 0.01%L FRWD KOR 1,1 3/20/2019 < 0.01%TAIWAN DOLLAR < 0.01%L FRWD KOR 1,1 3/20/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%S FRWD BRC 3/20/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%L FRWD IDR ,6 3/20/2019 < 0.01%L FRWD IND 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%L FRWD PHP 3/20/2019 < 0.01%S FRWD COP 3,2 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%L FRWD THB 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD IDR ,5 3/20/2019 < 0.01%L FRWD THB 3/20/2019 < 0.01%L FRWD HUF 2 3/20/2019 < 0.01%L FRWD THB 3/20/2019 < 0.01%S FRWD IDR ,4 3/20/2019 < 0.01%L FRWD THB 3/20/2019 < 0.01%L FRWD THB 3/20/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%


13 of 683


Security % of PortfolioL FRWD EUR 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD MXP 3/20/2019 < 0.01%S FRWD COP 3,2 3/20/2019 < 0.01%L FRWD PLZ 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%S FRWD ILS 3/20/2019 < 0.01%L FRWD THB 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD COP 3,2 3/20/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%L FRWD PEI 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%S FRWD COP 3,2 3/20/2019 < 0.01%S FRWD BRC 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD KOR 1,1 3/20/2019 < 0.01%L FRWD THB 3/20/2019 < 0.01%L FRWD MXP 3/20/2019 < 0.01%S FRWD COP 3,2 3/20/2019 < 0.01%L FRWD IDR ,5 3/20/2019 < 0.01%L FRWD PHP 3/20/2019 < 0.01%L FRWD CLP 6 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD CSK 3/20/2019 < 0.01%L FRWD PEI 3/20/2019 < 0.01%L FRWD HUF 2 3/20/2019 < 0.01%L FRWD TWD 3/20/2019 < 0.01%L FRWD BRC 3/20/2019 < 0.01%S FRWD CLP 6 3/20/2019 < 0.01%S FRWD PHP 3/20/2019 < 0.01%S FRWD IDR ,4 3/20/2019 < 0.01%L FRWD PHP 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%L FRWD KOR 1,1 3/20/2019 < 0.01%L FRWD PEI 3/20/2019 < 0.01%S FRWD PHP 3/20/2019 < 0.01%S FRWD KOR 1,1 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%HUNGARIAN FORINT < 0.01%L FRWD PLZ 3/20/2019 < 0.01%L FRWD PEI 3/20/2019 < 0.01%L FRWD THB 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD CNH 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%S FRWD PEI 3/20/2019 < 0.01%

Security % of PortfolioS FRWD CLP 6 3/20/2019 < 0.01%S FRWD PEI 3/20/2019 < 0.01%HONG KONG DOLLAR < 0.01%MEXICO PESO < 0.01%SINGAPORE DOLLAR < 0.01%SOUTH AFRICA RAND < 0.01%TURKISH LIRA < 0.01%S FRWD HUF 2 3/20/2019 < 0.01%L FRWD PEI 3/20/2019 < 0.01%L FRWD PHP 3/20/2019 < 0.01%S FRWD KOR 1,1 3/20/2019 < 0.01%L FRWD PEI 3/20/2019 < 0.01%S SPOT MYR 1/02/2019 < 0.01%S FRWD IND 3/20/2019 < 0.01%S FRWD THB 3/20/2019 < 0.01%L FRWD RUB 3/20/2019 < 0.01%S FRWD EUR 3/20/2019 < 0.01%S FRWD EUR 3/20/2019 < 0.01%L FRWD TWD 3/20/2019 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD THB 3/20/2019 < 0.01%S FRWD COP 3,2 3/20/2019 < 0.01%S FRWD BRC 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%L FRWD ZAR 3/20/2019 < 0.01%S FRWD HUF 2 3/20/2019 < 0.01%S FRWD EUR 3/20/2019 < 0.01%S FRWD IND 3/20/2019 < 0.01%L FRWD BRC 3/20/2019 < 0.01%S FRWD PHP 3/20/2019 < 0.01%S FRWD PLZ 3/20/2019 < 0.01%S FRWD THB 3/20/2019 < 0.01%S FRWD EUR 3/20/2019 < 0.01%S FRWD PLZ 3/20/2019 < 0.01%S FRWD THB 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%S FRWD IND 3/20/2019 < 0.01%S FRWD PEI 3/20/2019 < 0.01%L FRWD RUB 3/20/2019 < 0.01%S FRWD EUR 3/20/2019 < 0.01%S FRWD PEI 3/20/2019 < 0.01%S FRWD IND 3/20/2019 < 0.01%L FRWD RUB 3/20/2019 < 0.01%S FRWD KOR 1,1 3/20/2019 < 0.01%S FRWD PLZ 3/20/2019 < 0.01%S FRWD PLZ 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%S FRWD PLZ 3/20/2019 < 0.01%S FRWD PLZ 3/20/2019 < 0.01%S FRWD PLZ 3/20/2019 < 0.01%S FRWD KOR 1,1 3/20/2019 < 0.01%S FRWD PLZ 3/20/2019 < 0.01%S FRWD PLZ 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%


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Security % of PortfolioS FRWD KOR 1,1 3/20/2019 < 0.01%S FRWD PEI 3/20/2019 < 0.01%S FRWD COP 3,2 3/20/2019 < 0.01%S FRWD PHP 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%S FRWD PLZ 3/20/2019 < 0.01%L FRWD COP 3,2 3/20/2019 < 0.01%S FRWD IND 3/20/2019 < 0.01%S FRWD BRC 3/20/2019 < 0.01%S FRWD HUF 2 3/20/2019 < 0.01%S FRWD THB 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%S FRWD THB 3/20/2019 < 0.01%S FRWD BRC 3/20/2019 < 0.01%S FRWD PHP 3/20/2019 < 0.01%S FRWD BRC 3/20/2019 < 0.01%S FRWD THB 3/20/2019 < 0.01%S FRWD ILS 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%S FRWD THB 3/20/2019 < 0.01%L FRWD TWD 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%S FRWD PHP 3/20/2019 < 0.01%S SPOT MYR 1/02/2019 < 0.01%S FRWD COP 3,2 3/20/2019 < 0.01%L FRWD ILS 3/20/2019 < 0.01%S FRWD IND 3/20/2019 < 0.01%L FRWD IDR ,4 3/20/2019 < 0.01%S FRWD EUR 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%S FRWD MXP 3/20/2019 < 0.01%S FRWD MXP 3/20/2019 < 0.01%S FRWD PHP 3/20/2019 < 0.01%L FRWD PHP 3/20/2019 < 0.01%S FRWD THB 3/20/2019 < 0.01%S FRWD THB 3/20/2019 < 0.01%S FRWD CLP 6 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%L FRWD RUB 3/20/2019 < 0.01%S FRWD MXP 3/20/2019 < 0.01%S FRWD HUF 2 3/20/2019 < 0.01%S FRWD IDR ,6 3/20/2019 < 0.01%S FRWD MXP 3/20/2019 < 0.01%S FRWD KOR 1,1 3/20/2019 < 0.01%S FRWD MXP 3/20/2019 < 0.01%S FRWD MXP 3/20/2019 < 0.01%S FRWD PLZ 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%S FRWD THB 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%L FRWD BRC 3/20/2019 < 0.01%L FRWD ILS 3/20/2019 < 0.01%

Security % of PortfolioS FRWD MXP 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%S FRWD MXP 3/20/2019 < 0.01%S FRWD MXP 3/20/2019 < 0.01%S FRWD MXP 3/20/2019 < 0.01%S FRWD MXP 3/20/2019 < 0.01%S FRWD MXP 3/20/2019 < 0.01%S FRWD IDR ,5 3/20/2019 < 0.01%S FRWD MXP 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%S FRWD SGD 3/20/2019 < 0.01%S FRWD BRC 3/20/2019 < 0.01%L FRWD ILS 3/20/2019 < 0.01%S FRWD BRC 3/20/2019 < 0.01%L FRWD RUB 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%S FRWD CLP 6 3/20/2019 < 0.01%S FRWD IDR ,5 3/20/2019 < 0.01%S FRWD PEI 3/20/2019 < 0.01%S FRWD ILS 3/20/2019 < 0.01%L FRWD ILS 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%L FRWD ZAR 3/20/2019 < 0.01%S FRWD PHP 3/20/2019 < 0.01%S FRWD CSK 3/20/2019 < 0.01%L FRWD IDR ,4 3/20/2019 < 0.01%S FRWD PHP 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%S FRWD IND 3/20/2019 < 0.01%L FRWD PHP 3/20/2019 < 0.01%S FRWD IND 3/20/2019 < 0.01%L FRWD BRC 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 < 0.01%L FRWD RUB 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%S FRWD KOR 1,1 3/20/2019 < 0.01%L FRWD CLP 6 3/20/2019 < 0.01%S FRWD PLZ 3/20/2019 < 0.01%L FRWD PHP 3/20/2019 < 0.01%S FRWD CSK 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%S FRWD IND 3/20/2019 < 0.01%S FRWD KOR 1,1 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%S FRWD IND 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%S FRWD IND 3/20/2019 < 0.01%L FRWD PHP 3/20/2019 < 0.01%S FRWD MXP 3/20/2019 < 0.01%S FRWD IDR ,7 3/20/2019 < 0.01%L FRWD RUB 3/20/2019 < 0.01%


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Security % of PortfolioS SPOT CNH 1/02/2019 < 0.01%S FRWD IDR ,7 3/20/2019 < 0.01%L FRWD CLP 6 3/20/2019 < 0.01%S FRWD IND 3/20/2019 < 0.01%S FRWD IDR ,7 3/20/2019 < 0.01%L FRWD ZAR 3/20/2019 < 0.01%S FRWD CNH 3/20/2019 < 0.01%S FRWD CSK 3/20/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%S FRWD IDR ,8 3/20/2019 < 0.01%S FRWD CSK 3/20/2019 < 0.01%S FRWD ZAR 3/20/2019 -0.01%L FRWD CLP 6 3/20/2019 -0.01%S FRWD MXP 3/20/2019 -0.01%S FRWD KOR 1,1 3/20/2019 -0.01%S FRWD BRC 3/20/2019 -0.01%S FRWD CSK 3/20/2019 -0.01%L FRWD ZAR 3/20/2019 -0.01%S FRWD IND 3/20/2019 -0.01%L FRWD BRC 3/20/2019 -0.01%S FRWD ZAR 3/20/2019 -0.01%L FRWD CLP 6 3/20/2019 -0.01%L FRWD ZAR 3/20/2019 -0.01%S FRWD KOR 1,1 3/20/2019 -0.01%S FRWD MXP 3/20/2019 -0.01%L FRWD ZAR 3/20/2019 -0.01%L FRWD ZAR 3/20/2019 -0.02%S FRWD THB 3/20/2019 -0.02%S FRWD CNH 3/20/2019 -0.02%L FRWD ZAR 3/20/2019 -0.02%S FRWD CNH 3/20/2019 -0.02%S FRWD KOR 1,1 3/20/2019 -0.02%S FRWD CNH 3/20/2019 -0.02%S FRWD KOR 1,1 3/20/2019 -0.03%S FRWD CNH 3/20/2019 -0.03%S FRWD KOR 1,1 3/20/2019 -0.03%L FRWD ZAR 3/20/2019 -0.03%L FRWD BRC 3/20/2019 -0.03%L FRWD ZAR 3/20/2019 -0.03%L FRWD ZAR 3/20/2019 -0.03%L FRWD ZAR 3/20/2019 -0.04%L FRWD RUB 3/20/2019 -0.05%L FRWD RUB 3/20/2019 -0.05%L FRWD RUB 3/20/2019 -0.05%L FRWD RUB 3/20/2019 -0.06%


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AST AQR Large-Cap Portfolio

Security % of PortfolioMICROSOFT CORP 4.52%(PDLQ) PGIM INST MONEY MARK 3.45%APPLE INC 3.04%PFIZER INC 2.37%MERCK & CO. INC. 2.31%BOEING CO/THE 2.21%INTEL CORP 2.16%FACEBOOK INC-CLASS A 2.16%WALMART INC 2.03%JOHNSON & JOHNSON 1.99%ADOBE INC 1.91%COSTCO WHOLESALE CORP 1.79%BERKSHIRE HATHAWAY INC-CL B 1.78%ESH9 S&P500 EMINI FUT 3/20/2019 1.74%BRISTOL-MYERS SQUIBB CO 1.61%MARATHON PETROLEUM CORP 1.58%ROSS STORES INC 1.58%TJX COMPANIES INC 1.57%HUMANA INC 1.56%ALPHABET INC-CL A 1.52%ALPHABET INC-CL C 1.50%CIGNA CORP NEW 1.49%SOUTHWEST AIRLINES CO 1.48%KROGER CO 1.47%FOOT LOCKER INC 1.47%ANTHEM INC 1.40%AMAZON.COM INC 1.40%ALLSTATE CORP 1.38%COGNIZANT TECH SOLUTIONS-A 1.37%TARGET CORP 1.30%BIOGEN INC 1.24%CONOCOPHILLIPS 1.19%VALERO ENERGY CORP 1.12%CENTENE CORP 1.11%HCA HEALTHCARE INC 1.06%UNITED CONTINENTAL HOLDINGS 1.04%ELI LILLY & CO 1.01%HP INC 0.97%MICHAEL KORS HOLDINGS LTD 0.92%DELTA AIR LINES INC 0.92%RAYTHEON COMPANY 0.91%RALPH LAUREN CORP 0.90%AMERICAN TOWER CORP 0.88%AFLAC INC 0.84%COMCAST CORP-CLASS A 0.83%INTL BUSINESS MACHINES CORP 0.83%HOME DEPOT INC 0.83%SYNCHRONY FINANCIAL 0.80%MCKESSON CORP 0.79%HOLLYFRONTIER CORP 0.79%INTUIT INC 0.78%MACY'S INC 0.70%NRG ENERGY INC 0.70%FIFTH THIRD BANCORP 0.67%

Security % of PortfolioMASTERCARD INC - A 0.66%NETFLIX INC 0.66%LYONDELLBASELL INDU-CL A 0.62%MICRON TECHNOLOGY INC 0.62%ZOETIS INC 0.61%TRAVELERS COS INC/THE 0.59%ROBERT HALF INTL INC 0.59%LOWE'S COS INC 0.58%KOHLS CORP 0.56%SIMON PROPERTY GROUP INC 0.56%DARDEN RESTAURANTS INC 0.53%ELECTRONIC ARTS INC 0.52%ANADARKO PETROLEUM CORP 0.52%AKAMAI TECHNOLOGIES INC 0.51%CROWN CASTLE INTL CORP 0.50%MYLAN NV 0.50%PHILLIPS 66 0.50%BEST BUY CO INC 0.49%CISCO SYSTEMS INC 0.47%GAP INC/THE 0.44%AES CORP 0.44%ABIOMED INC 0.42%PGIM CORE ULTRA SHORT BOND 0.42%NIKE INC -CL B 0.41%DXC TECHNOLOGY CO 0.39%PUBLIC STORAGE 0.38%PROCTER & GAMBLE CO/THE 0.37%WASTE MANAGEMENT INC 0.34%ACTIVISION BLIZZARD INC 0.34%SEAGATE TECHNOLOGY 0.31%CHIPOTLE MEXICAN GRILL INC 0.30%CELGENE CORP 0.30%PAYPAL HOLDINGS INC 0.29%PUBLIC SERVICE ENTERPRISE G 0.28%TWENTY-FIRST CENTURY FOX-A 0.27%TYSON FOODS INC-CL A 0.26%PROLOGIS INC 0.26%CENTERPOINT ENERGY INC 0.25%EQUINIX INC 0.23%S&P GLOBAL INC 0.22%NETAPP INC 0.21%FREEPORT-MCMORAN INC 0.21%LINCOLN NATIONAL CORP 0.20%SYMANTEC CORP 0.19%ALLERGAN PLC 0.18%TE CONNECTIVITY LTD 0.15%AGILENT TECHNOLOGIES INC 0.15%PIONEER NATURAL RESOURCES C 0.14%RED HAT INC 0.14%BROADRIDGE FINANCIAL SOLUTI 0.14%VERISIGN INC 0.13%F5 NETWORKS INC 0.13%MOODY'S CORP 0.12%HONEYWELL INTERNATIONAL INC 0.12%


17 of 683

AST AQR Large-Cap Portfolio (continued)

Security % of PortfolioFLIR SYSTEMS INC 0.12%PROGRESSIVE CORP 0.12%TEXAS INSTRUMENTS INC 0.11%TWENTY-FIRST CENTURY FOX - 0.11%NUCOR CORP 0.10%L3 TECHNOLOGIES INC 0.10%GILEAD SCIENCES INC 0.08%NORDSTROM INC 0.08%LOCKHEED MARTIN CORP 0.07%NORFOLK SOUTHERN CORP 0.07%JPMORGAN CHASE & CO 0.06%VIACOM INC-CLASS B 0.06%APPLIED MATERIALS INC 0.05%METLIFE INC 0.05%EVEREST RE GROUP LTD 0.04%CBS CORP-CLASS B NON VOTING 0.04%ACCENTURE PLC-CL A 0.02%KIMBERLY-CLARK CORP 0.02%H&R BLOCK INC 0.01%AVERY DENNISON CORP 0.01%


18 of 683

AST AQR Large-Cap Portfolio

Security % of PortfolioMICROSOFT CORP 4.52%(PDLQ) PGIM INST MONEY MARK 3.45%APPLE INC 3.04%PFIZER INC 2.37%MERCK & CO. INC. 2.31%BOEING CO/THE 2.21%INTEL CORP 2.16%FACEBOOK INC-CLASS A 2.16%WALMART INC 2.03%JOHNSON & JOHNSON 1.99%ADOBE INC 1.91%COSTCO WHOLESALE CORP 1.79%BERKSHIRE HATHAWAY INC-CL B 1.78%ESH9 S&P500 EMINI FUT 3/20/2019 1.74%BRISTOL-MYERS SQUIBB CO 1.61%MARATHON PETROLEUM CORP 1.58%ROSS STORES INC 1.58%TJX COMPANIES INC 1.57%HUMANA INC 1.56%ALPHABET INC-CL A 1.52%ALPHABET INC-CL C 1.50%CIGNA CORP NEW 1.49%SOUTHWEST AIRLINES CO 1.48%KROGER CO 1.47%FOOT LOCKER INC 1.47%ANTHEM INC 1.40%AMAZON.COM INC 1.40%ALLSTATE CORP 1.38%COGNIZANT TECH SOLUTIONS-A 1.37%TARGET CORP 1.30%BIOGEN INC 1.24%CONOCOPHILLIPS 1.19%VALERO ENERGY CORP 1.12%CENTENE CORP 1.11%HCA HEALTHCARE INC 1.06%UNITED CONTINENTAL HOLDINGS 1.04%ELI LILLY & CO 1.01%HP INC 0.97%MICHAEL KORS HOLDINGS LTD 0.92%DELTA AIR LINES INC 0.92%RAYTHEON COMPANY 0.91%RALPH LAUREN CORP 0.90%AMERICAN TOWER CORP 0.88%AFLAC INC 0.84%COMCAST CORP-CLASS A 0.83%INTL BUSINESS MACHINES CORP 0.83%HOME DEPOT INC 0.83%SYNCHRONY FINANCIAL 0.80%MCKESSON CORP 0.79%HOLLYFRONTIER CORP 0.79%INTUIT INC 0.78%MACY'S INC 0.70%NRG ENERGY INC 0.70%FIFTH THIRD BANCORP 0.67%

Security % of PortfolioMASTERCARD INC - A 0.66%NETFLIX INC 0.66%LYONDELLBASELL INDU-CL A 0.62%MICRON TECHNOLOGY INC 0.62%ZOETIS INC 0.61%TRAVELERS COS INC/THE 0.59%ROBERT HALF INTL INC 0.59%LOWE'S COS INC 0.58%KOHLS CORP 0.56%SIMON PROPERTY GROUP INC 0.56%DARDEN RESTAURANTS INC 0.53%ELECTRONIC ARTS INC 0.52%ANADARKO PETROLEUM CORP 0.52%AKAMAI TECHNOLOGIES INC 0.51%CROWN CASTLE INTL CORP 0.50%MYLAN NV 0.50%PHILLIPS 66 0.50%BEST BUY CO INC 0.49%CISCO SYSTEMS INC 0.47%GAP INC/THE 0.44%AES CORP 0.44%ABIOMED INC 0.42%PGIM CORE ULTRA SHORT BOND 0.42%NIKE INC -CL B 0.41%DXC TECHNOLOGY CO 0.39%PUBLIC STORAGE 0.38%PROCTER & GAMBLE CO/THE 0.37%WASTE MANAGEMENT INC 0.34%ACTIVISION BLIZZARD INC 0.34%SEAGATE TECHNOLOGY 0.31%CHIPOTLE MEXICAN GRILL INC 0.30%CELGENE CORP 0.30%PAYPAL HOLDINGS INC 0.29%PUBLIC SERVICE ENTERPRISE G 0.28%TWENTY-FIRST CENTURY FOX-A 0.27%TYSON FOODS INC-CL A 0.26%PROLOGIS INC 0.26%CENTERPOINT ENERGY INC 0.25%EQUINIX INC 0.23%S&P GLOBAL INC 0.22%NETAPP INC 0.21%FREEPORT-MCMORAN INC 0.21%LINCOLN NATIONAL CORP 0.20%SYMANTEC CORP 0.19%ALLERGAN PLC 0.18%TE CONNECTIVITY LTD 0.15%AGILENT TECHNOLOGIES INC 0.15%PIONEER NATURAL RESOURCES C 0.14%RED HAT INC 0.14%BROADRIDGE FINANCIAL SOLUTI 0.14%VERISIGN INC 0.13%F5 NETWORKS INC 0.13%MOODY'S CORP 0.12%HONEYWELL INTERNATIONAL INC 0.12%


19 of 683

AST AQR Large-Cap Portfolio (continued)

Security % of PortfolioFLIR SYSTEMS INC 0.12%PROGRESSIVE CORP 0.12%TEXAS INSTRUMENTS INC 0.11%TWENTY-FIRST CENTURY FOX - 0.11%NUCOR CORP 0.10%L3 TECHNOLOGIES INC 0.10%GILEAD SCIENCES INC 0.08%NORDSTROM INC 0.08%LOCKHEED MARTIN CORP 0.07%NORFOLK SOUTHERN CORP 0.07%JPMORGAN CHASE & CO 0.06%VIACOM INC-CLASS B 0.06%APPLIED MATERIALS INC 0.05%METLIFE INC 0.05%EVEREST RE GROUP LTD 0.04%CBS CORP-CLASS B NON VOTING 0.04%ACCENTURE PLC-CL A 0.02%KIMBERLY-CLARK CORP 0.02%H&R BLOCK INC 0.01%AVERY DENNISON CORP 0.01%


20 of 683

AST Academic Strategies Asset Allocation Portfolio

Security % of Portfolio(PDBL) GLOBAL REAL ESTATE P 7.17%(PD40) INT'L VALUE PORTFOLI 6.72%PGIM CORE ULTRA SHORT BOND 5.42%(PDMP) QMA INTL CORE EQUITY 5.03%(PDAU) QMA US EQUITY ALPHA 4.64%(PD20) HIGH YIELD BOND PORT 4.61%(PD50) INT'L GROWTH PORTFOL 4.58%(3035) COHEN & STEERS REALT 3.74%(PDBX) AQR EMERGING MARKETS 2.69%(3094) GS MID-CAP GROWTH 2.64%(3036) GS SMALL-CAP VALUE 2.60%(PDW0) WEDGE CAPITAL MID CA 2.50%(296655) PGIM CORE BOND POR 2.46%SPH9 S&P 500 FUTURE 3/20/2019 2.44%(PDZ0) NB/LSV MID-CAP VALUE 2.28%(PDBD) WESTERN ASSET CORE P 2.02%(PDLQ) PGIM INST MONEY MARK 1.45%EDM9 90DAY EURO$ FUTR 6/22/2019 1.44%(PDBM) PARAMETRIC EMERGING 1.40%(PDBV) MFS LARGE-CAP VALUE 1.29%TSY INFL IX N/B 7/15/2020 1.21%TSY INFL IX N/B 1/15/2025 1.16%US TBILL 0% 2/28/2019 1.10%US TBILL 0% 4/25/2019 1.08%MFSH9 MINI MSCI EAFE 3/20/2019 0.93%(PDRX) AST BLACKROCK/LOOMIS 0.77%(30A0) SMALL CAP VALUE PORT 0.73%TSY INFL IX N/B 4/15/2028 0.73%TSY INFL IX N/B 1/15/2026 0.71%(PDML) TROWE LARGE CAP VALU 0.69%MS LIQ-TREA-INS 0.66%(PDX0) HOTCHKIS & WILEY LRG 0.63%TUH9 US 2YR NOTE (CBT) 4/08/2019 0.62%TSY INFL IX N/B 4/15/2020 0.60%TSY INFL IX N/B 1/15/2026 0.59%(3018) TROWE NATURAL RESOUR 0.55%US TBILL 0% 1/31/2019 0.54%(PDBW) CLEARBRIDGE DIVIDEND 0.50%FINANCIAL SELECT SECTOR SPD 0.49%TSY INFL IX N/B 4/15/2022 0.49%FANNIE MAE 1/01/2047 0.47%FANNIE MAE 1/01/2040 0.46%FANNIE MAE 2/10/2041 0.45%TPH9 TOPIX INDX FUTR 2/05/2019 0.42%NEXTERA ENERGY INC 0.39%US TBILL 0% 3/28/2019 0.38%TSY INFL IX N/B 1/15/2029 0.37%(PDMU) AST WELLINGTON REAL 0.36%(PDMT) AST NEUBERGER BERMAN 0.31%TSY INFL IX N/B 2/15/2046 0.30%FANNIE MAE 2/01/2047 0.29%TSY INFL IX N/B 4/15/2019 0.29%TSY INFL IX N/B 7/15/2025 0.29%(PDBJ) LOOMIS SAYLES LARGE 0.28%

Security % of PortfolioTSY INFL IX N/B 2/15/2048 0.28%(PD90) SMALL-CAP GROWTH 0.28%TSY INFL IX N/B 4/15/2021 0.27%US TBILL 0% 4/25/2019 0.26%AMERICAN ELECTRIC POWER 0.26%TSY INFL IX N/B 1/15/2025 0.26%FIRSTENERGY CORP 0.25%EVERGY INC 0.24%(PD80) SMALL CAP GROWTH OPP 0.24%ONEOK INC 0.24%RXH9 EURO-BUND FUTURE 4/05/2019 0.24%TSY INFL IX N/B 7/15/2026 0.23%TBILL 2.355889 3/21/2019 0.23%TYH9 US 10YR NOTE (CBT) 4/05/2019 0.23%ISHARES MSCI BRAZIL ETF 0.22%TSY INFL IX N/B 2/15/2044 0.21%EXELON CORP 0.21%CHENIERE ENERGY INC 0.21%TSY INFL IX N/B 2/15/2047 0.21%FERROVIAL SA 0.19%SCANA CORP 0.19%(PDVZ) GS STRATEGIC INCOME 0.19%VINCI SA 0.18%UNION PACIFIC CORP 0.18%WILLIAMS COS INC 0.17%TSY INFL IX N/B 2/15/2040 0.17%NRG ENERGY INC 0.17%TSY INFL IX N/B 7/15/2024 0.16%ITALGAS SPA 0.16%IBERDROLA SA 0.16%ENEL SPA 0.16%SEMPRA ENERGY 0.16%CSX CORP 0.16%TSY INFL IX N/B 1/15/2024 0.15%TSY INFL IX N/B 2/15/2041 0.15%EIFFAGE 0.15%ENBRIDGE INC 0.14%TRANSURBAN GROUP 0.14%(296111) JENNISON LARGE-CAP 0.12%PEMBINA PIPELINE CORP 0.12%RED ELECTRICA CORPORACION S 0.12%ADP 0.12%EDISON INTERNATIONAL 0.12%ISHARES MSCI EMERGING MARKE 0.11%AMERICAN TOWER CORP 0.11%RWE AG 0.11%AUCKLAND INTL AIRPORT LTD 0.11%KINDER MORGAN INC 0.11%(PDBK) TROWE LARGE CAP GROW 0.11%WASTE CONNECTIONS INC 0.11%CHINA TOWER CORP LTD-H 0.11%ATLAS ARTERIA 0.11%E.ON SE 0.11%ENAV SPA 0.11%


21 of 683

AST Academic Strategies Asset Allocation Portfolio (continued)

Security % of PortfolioCELLNEX TELECOM SA 0.11%US TREASURY N/B 2/15/2024 0.11%REPUBLIC SERVICES INC 0.10%RTYH9 RUSSELL 2000 MINI 3/20/2019 0.10%TSY INFL IX N/B 4/15/2029 0.10%TSY INFL IX N/B 7/15/2023 0.10%EQUINIX INC 0.09%TSY INFL IX N/B 1/15/2023 0.09%UK TSY I/L GILT 3/22/2026 0.09%WESTSHORE TERMINALS INVESTM 0.08%TSY INFL IX N/B 1/15/2028 0.08%TSY INFL IX N/B 4/15/2023 0.08%TSY INFL IX N/B 2/15/2045 0.08%ATLANTIA SPA 0.07%INDONESIA (REP) 1/17/2042 0.07%GETLINK SE 0.07%TSY INFL IX N/B 1/15/2027 0.07%P G & E CORP 0.07%UNITED MEXICAN 1/23/2046 0.07%NATIONAL GRID PLC 0.07%DUKE ENERGY CORP 0.07%TSY INFL IX N/B 4/15/2032 0.07%CFE CAPITAL S DE RL DE CV 0.07%(3044) MFS GROWTH PORTFOLIO 0.07%BARCLAYS BK NY 10/25/2019 0.06%UNICREDIT SPA 12/04/2023 0.06%HUANENG RENEWABLES CORP-H 0.06%UK TSY GILT 9/07/2037 0.06%ERAC USA FINANCE 8/16/2021 0.06%OJSC RUSS AGRIC 10/16/2023 0.06%CYRUSONE INC 0.06%MALAYSIA AIRPORTS HLDGS BHD 0.05%NTT FINANCE 7/21/2021 0.05%TORONTO DOM BANK 1/02/2019 0.05%INDONESIA (REP) 1/15/2024 0.05%SABINE PASS LIQU 2/01/2021 0.05%NOMURA HOME EQUITY LOAN INC 5/25/2035 0.05%DIAMOND 1 FIN/DI 6/15/2021 0.05%SOUTH AFRICA 7/24/2044 0.05%JAPAN YEN 0.05%TELSTRA CORP LTD 10/12/2021 0.05%PETROLEOS MEXICA 1/18/2024 0.04%T-BILL 2.20000 1/24/2019 0.04%T-BILL 2.27499 2/21/2019 0.04%AUSTRALIAN GOVT. 9/20/2025 0.04%RUSSIA-OFZ 7/20/2022 0.04%US TREASURY N/B 7/31/2024 0.04%COLOMBIA REP OF 6/15/2045 0.04%SINOPEC GRP OVER 4/10/2024 0.04%PETROBRAS GLOB 6/05/2099 0.04%TRANSCANADA PL 10/01/2020 0.04%BAT CAPITAL CORP 8/14/2020 0.04%TURKEY REP OF 4/16/2043 0.04%KAZAKHSTAN 10/14/2024 0.04%

Security % of PortfolioCASH COLLATERAL FUT GSC USD 0.04%SPRINT CORP 9/15/2021 0.04%RUSSIA-EUROBOND 4/04/2042 0.04%CNAC HK FINBRID 7/19/2027 0.04%DOMINICAN REPUBL 1/27/2025 0.04%ARGENTINA 6/28/2049 0.04%PERTAMINA 5/03/2042 0.03%REPUBLIC OF ECUA 1/23/2028 0.03%CREDIT-BASED ASSET SERVICIN 7/25/2037 0.03%TARGA RESOURCES CORP 0.03%HUNGARY 11/22/2023 0.03%THREE GORGES FIN 6/10/2025 0.03%TURKEY REP OF 3/23/2023 0.03%JOHN DEERE CAP 6/22/2020 0.03%UKRAINE GOVERNMENT 9/25/2032 0.03%GEN MOTORS FIN 7/13/2020 0.03%TSY INFL IX N/B 7/15/2028 0.03%INDONESIA (REP) 4/15/2023 0.03%REPUBLIC OF PERU 3/14/2037 0.03%CITIGROUP MORTGAGE LOAN TRU 8/25/2036 0.03%IMP TOBACCO FIN 7/21/2020 0.03%TSY INFL IX N/B 1/15/2027 0.03%L FRWD JPY 3/20/2019 0.03%CASH COLLATERAL LCH MSC USD 0.03%CAN IMPERIAL BK 1/03/2019 0.03%BANCO NAC DE COM 10/14/2025 0.03%AT&T INC 7/15/2021 0.03%MASCO CORP 4/01/2021 0.03%DUKE ENERGY COR 5/14/2021 0.03%MCDONALD'S CORP 10/28/2021 0.03%COUNTRYWIDE ASSET-BACKED CE 11/25/2037 0.03%DEUTSCHE BANK NY 10/14/2021 0.03%LUKOIL INTL FIN 6/07/2022 0.03%PERUSAHAAN LISTR 11/22/2021 0.03%PETROBRAS GLOB 1/27/2028 0.03%(PDBT) GS LARGE CAP VALUE 0.03%BRAZIL REP OF 1/13/2028 0.03%J.P. MORGAN ALTERNATIVE LOA 3/25/2036 0.03%CANADA-GOV'T RRB 12/01/2026 0.03%PETROBRAS GLOB 1/17/2027 0.03%BANCO MERC NORTE 6/30/2049 0.02%S FRWD AUD 3/20/2019 0.02%VENEZUELA 9/15/2027 0.02%INTL LEASE FIN 5/15/2019 0.02%ENBRIDGE INC 6/15/2020 0.02%UK TSY I/L GILT 11/22/2047 0.02%ZIMMER BIOMET 3/19/2021 0.02%EUROPEAN CURRENCY 0.02%PERU B SOBERANO 8/12/2032 0.02%JAPANESE YEN 0.02%TC ZIRAAT BANKAS 5/03/2022 0.02%PHILIPPINES(REP) 1/20/2040 0.02%SOUTH AFRICA 4/14/2026 0.02%AUSTRALIAN GOVT. 2/21/2022 0.02%


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Security % of PortfolioCME CCP MARGIN COLLATERAL 0.02%LLOYDS BK GR PLC 12/31/2099 0.02%L FRWD EUR 3/20/2019 0.02%NEW ZEALAND I/L 9/20/2025 0.02%PROV BUENOS AIRE 3/16/2024 0.02%ARGENTINA POM 6/21/2020 0.02%(PDMY) BLACKROCK LOW DURATI 0.02%KAZMUNAYGAS NAT 4/19/2047 0.02%BAYVIEW OPPORTUNITY MASTER 10/29/2033 0.02%DUQUESNE LIGHT 9/15/2020 0.02%ROMANIA 1/22/2024 0.02%LEBANESE REP 11/04/2024 0.02%ENEL CHILE SA 6/12/2028 0.02%TC ZIRAAT BANKAS 4/29/2021 0.02%INDONESIA ASAHAN 11/15/2023 0.02%ST BK INDIA/LON 4/06/2020 0.02%UBS AG LONDON 6/08/2020 0.02%HARBORVIEW MORTGAGE LOAN TR 6/20/2035 0.02%TURKEY REP OF 4/14/2026 0.02%ARAB REP EGYPT 1/31/2027 0.02%ITAU UNIBANCO/KY 12/31/2099 0.02%QATAR STATE OF 4/23/2048 0.02%SPRINT SPECTRUM 9/20/2021 0.02%PHILIPPINES(REP) 1/13/2037 0.02%SINOPEC OVERSEAS 9/13/2047 0.02%OMAN INTRNL BOND 1/17/2028 0.02%ARGENT-$DIS 12/31/2033 0.02%NELNET INC-CL A 0.02%MASIMO CORP 0.02%PETROLEOS MEXICA 6/02/2041 0.02%PAMPA ENERGIA 1/24/2027 0.02%INDONESIA GOV'T 3/15/2034 0.02%FRANCE O.A.T.I/L 7/25/2027 0.02%UGI CORP 0.02%ENTERGY CORP 9/15/2020 0.02%KAZTRANSGAS JSC 9/26/2027 0.02%VORNADO DP LLC 9/13/2028 0.02%AES CORP 0.02%ZOETIS INC 0.02%ALPHABET INC-CL C 0.02%INTL LEASE FIN 4/01/2019 0.02%BIOGEN INC 0.02%COUNTRY GARDEN 4/04/2021 0.02%MACQUARIE BK LTD 4/04/2019 0.02%AKELIUS RESIDENT 9/23/2020 0.02%NEXTERA ENERGY 8/21/2020 0.02%FORTINET INC 0.02%SYNOPSYS INC 0.02%ENBRIDGE INC 1/10/2020 0.02%FIRST FRANKLIN MTG LOAN ASS 9/25/2035 0.02%EQUIFAX INC 8/15/2021 0.02%CBRE GROUP INC - A 0.02%DISH DBS CORP 5/01/2020 0.02%PETROLEOS MEXICA 1/24/2022 0.02%

Security % of PortfolioALLY FINANCIAL 4/15/2021 0.02%REP OF NIGERIA 11/28/2047 0.02%ADOBE INC 0.02%BANK OF MONTREAL 1/03/2019 0.02%TEXTRON INC 11/10/2020 0.02%AMGEN INC 0.02%VERTEX PHARMACEUTICALS INC 0.02%TURK EXIMBANK 9/23/2021 0.02%BOOZ ALLEN HAMILTON HOLDING 0.02%JPMORGAN CHASE & CO 0.02%BONO AJUSTE CER 2/08/2019 0.02%CDW CORP/DE 0.02%ANGOLA REP OF 5/08/2048 0.02%MONDELEZ INTL 10/28/2021 0.02%UNITEDHEALTH GROUP INC 0.02%ILLUMINA INC 0.02%DICK'S SPORTING GOODS INC 0.02%CNOOC CURTIS 10/03/2023 0.02%INSPERITY INC 0.02%REP OF NIGERIA 11/21/2025 0.02%FONDO MIVIVIE SA 1/31/2023 0.02%KOHLS CORP 0.02%CITY OF BUENOS 6/01/2027 0.02%RUSSIA-OFZ 1/19/2028 0.02%MACY'S INC 0.02%CHARLES RIVER LABORATORIES 0.02%CITIGROUP MORTGAGE LOAN TRU 3/25/2037 0.02%CIT MORTGAGE LOAN TRUST 10/25/2037 0.02%EL SALVADOR REP 1/18/2027 0.02%IDEXX LABORATORIES INC 0.02%NEXTERA ENERGY 9/03/2019 0.02%ULTA SALON COSMETICS & FRAG 0.02%SPIRIT REALTY CAPITAL INC 0.02%HERBALIFE LTD 0.02%EDWARDS LIFESCIENCES CORP 0.02%CADENCE DESIGN SYS INC 0.02%CENTENE CORP 0.02%UK POUND STERLING 0.02%TSY INFL IX N/B 2/15/2043 0.02%LYONDELLBASELL INDU-CL A 0.02%ENTERPRISE PRODU 9/01/2020 0.02%CENTERPOINT ENERGY INC 0.02%TORONTO DOM BANK 1/03/2019 0.02%VEEVA SYSTEMS INC-CLASS A 0.01%TRNSPRTA DE GAS 11/01/2028 0.01%URUGUAY 4/20/2055 0.01%VEREIT INC 0.01%GOLDMAN SACHS GP 9/15/2020 0.01%COGNIZANT TECH SOLUTIONS-A 0.01%SLM STUDENT LOAN TRUST 10/25/2064 0.01%UNIBAIL-RODAMCO 4/16/2019 0.01%TAQA ABU DHABI 4/23/2030 0.01%COOPERATIEVE RAB 12/31/2069 0.01%FREDDIE MAC 7/15/2044 0.01%


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Security % of PortfolioAT&T INC 6/01/2021 0.01%HYUNDAI CAP AMER 7/01/2019 0.01%VOLKSWAGEN GRP 11/13/2020 0.01%URUGUAY 6/20/2022 0.01%EMCOR GROUP INC 0.01%BAT CAPITAL CORP 8/14/2020 0.01%PELABUHAN INDONE 10/01/2024 0.01%EDZ9 90DAY EURO$ FUTR 12/21/2019 0.01%EDU9 90DAY EURO$ FUTR 9/21/2019 0.01%EDM9 90DAY EURO$ FUTR 3/23/2019 0.01%TRIBUNE MEDIA CO - A 0.01%UK TSY GILT 12/07/2027 0.01%GEO GROUP INC/THE 0.01%OLD DOMINION FREIGHT LINE 0.01%PETROLEOS DEL PE 6/19/2032 0.01%FIRST FRANKLIN MTG LOAN ASS 7/25/2036 0.01%VICI PROPERTIES INC 0.01%OCP SA 10/22/2025 0.01%PETROBRAS GLOB 1/27/2025 0.01%OLD REPUBLIC INTL CORP 0.01%VIETNAM (REP OF) 11/19/2024 0.01%STEEL DYNAMICS INC 0.01%GOHL CAPITAL LTD 1/24/2027 0.01%NUCOR CORP 0.01%S FRWD NOK 3/20/2019 0.01%HOST HOTELS & RESORTS INC 0.01%INCYTE CORP 0.01%ARISTA NETWORKS INC 0.01%BAXTER INTERNATIONAL INC 0.01%BRAZIL NTN-F 1/01/2021 0.01%ALEXION PHARMACEUTICALS INC 0.01%CITIGROUP MORTGAGE LOAN TRU 10/25/2035 0.01%BRIXMOR PROPERTY GROUP INC 0.01%METLIFE INC 0.01%REPUBLIC OF ECUA 12/13/2026 0.01%DAE FUNDING 8/01/2024 0.01%PAYCOM SOFTWARE INC 0.01%UK TSY I/L GILT 11/22/2022 0.01%UKRAINE GOVT 9/01/2021 0.01%ON SEMICONDUCTOR CORP 0.01%VALERO ENERGY CORP 0.01%ARGENTINA 4/22/2026 0.01%JAMAICA GOVT 4/28/2028 0.01%CITIGROUP MORTGAGE LOAN TRU 6/25/2047 0.01%PANAMA 3/16/2025 0.01%CUMMINS INC 0.01%ABU DHABI GOVT 10/11/2047 0.01%ABU DHABI CRUDE 11/02/2047 0.01%OSHKOSH CORP 0.01%UK TSY I/L GILT 3/22/2046 0.01%TRANSPORT GAS PE 4/30/2028 0.01%REP OF SRI LANKA 7/27/2021 0.01%DP WORLD LTD 9/25/2048 0.01%GHANA REP OF 5/16/2029 0.01%

Security % of PortfolioUK TSY I/L GILT 11/22/2065 0.01%MEXICHEM SAB 9/17/2044 0.01%SOCIAL PROFESSIONAL LOAN PR 1/25/2041 0.01%HP INC 0.01%ECOPETROL SA 9/18/2023 0.01%HEWLETT PACKARD ENTERPRISE 0.01%TELEFONICA EMIS 2/16/2021 0.01%NVR INC 0.01%ARCHER-DANIELS-MIDLAND CO 0.01%KENYA REP OF 2/28/2028 0.01%CITRIX SYSTEMS INC 0.01%BBVA COLOMBIA SA 4/21/2025 0.01%AMERIPRISE FINANCIAL INC 0.01%MOLINA HEALTHCARE INC 0.01%URUGUAY 6/20/2022 0.01%BG ENERGY CAP 10/15/2021 0.01%CELGENE CORP 0.01%JORDAN 1/31/2027 0.01%S FRWD AUD 3/20/2019 0.01%EMPRESA METRO 1/25/2047 0.01%DOMINION ENERGY 6/15/2021 0.01%RAYTHEON COMPANY 0.01%LKQ CORP 0.01%RUSSIA-EUROBOND 3/31/2030 0.01%ALIGN TECHNOLOGY INC 0.01%CHN OVERSEAS FIN 11/15/2022 0.01%BRASKEM NL 1/10/2028 0.01%BAYER US FIN II 6/25/2021 0.01%COUNTRYWIDE ASSET-BACKED CE 2/25/2036 0.01%LLOYDS BK GR PLC 6/21/2021 0.01%TORONTO DOM BANK 3/15/2021 0.01%CRCC YUXIANG LTD 5/16/2023 0.01%KOMATSU FIN AMER 9/11/2020 0.01%PERU B SOBERANO 2/12/2029 0.01%GNR 2017-H10 FB 1MLIB+75BP 4/20/2067 0.01%PHILLIPS 66 0.01%BAHIA SUL HLDGS 7/14/2026 0.01%CITIZENS FINANCIAL GROUP 0.01%DANONE 11/02/2021 0.01%RADIAN GROUP INC 0.01%UNITED CONTINENTAL HOLDINGS 0.01%PARAGUAY 4/15/2026 0.01%DEUTSCHE TEL FIN 9/19/2021 0.01%ARGENTINA 1/26/2027 0.01%QURATE RETAIL INC 0.01%HUNTINGTON INGALLS INDUSTRI 0.01%LEIDOS HOLDINGS INC 0.01%ARMENIA 9/30/2020 0.01%COMISION FEDERAL 1/15/2024 0.01%REP OF GUATEMALA 6/05/2027 0.01%TURK EXIMBANK 4/24/2019 0.01%ARGENT-$PAR 12/31/2038 0.01%BANK OF MONTREAL 1/04/2019 0.01%STATE STREET CORP 0.01%


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Security % of PortfolioALCOA CORP 0.01%OLIN CORP 0.01%HILL-ROM HOLDINGS INC 0.01%MKS INSTRUMENTS INC 0.01%PERUSAHAAN LISTR 10/24/2042 0.01%ARAB REP EGYPT 1/31/2047 0.01%VERICREST OPPORTUNITY LOAN 9/25/2047 0.01%REP OF SRI LANKA 5/11/2027 0.01%PELABUHAN IND II 5/05/2025 0.01%TAPESTRY INC 0.01%SOUNDVIEW HOME EQUITY LOAN 6/25/2037 0.01%SHENANDOAH TELECOMMUNICATIO 0.01%FCE BANK PLC 2/11/2021 0.01%GHANA REP OF 8/07/2023 0.01%ARAB REP EGYPT 4/30/2040 0.01%WESTLAKE CHEMICAL CORP 0.01%UKRAINE GOVT 9/01/2020 0.01%SENEGAL REP OF 5/23/2033 0.01%MIH BV 7/06/2027 0.01%AMERICAN FINANCIAL GROUP IN 0.01%HUNTSMAN CORP 0.01%COMMSCOPE HOLDING CO INC 0.01%ATHENAHEALTH INC 0.01%CITIGROUP MORTGAGE LOAN TRU 9/25/2036 0.01%PARK HOTELS & RESORTS INC 0.01%GILEAD SCIENCES INC 0.01%PBF ENERGY INC-CLASS A 0.01%CERRO DEL AGUILA 8/16/2027 0.01%COSTA RICA GOVT 4/04/2044 0.01%T-MOBILE US INC 0.01%CYPRESS SEMICONDUCTOR CORP 0.01%PROV DE CORDOBA 9/01/2024 0.01%KORN/FERRY INTERNATIONAL 0.01%KUWAIT INTL BOND 3/20/2027 0.01%QATAR STATE OF 4/23/2023 0.01%MILLICOM INTL 1/15/2028 0.01%NAVIENT STUDENT LOAN TRUST 3/25/2066 0.01%EXP-IMP BK CHINA 7/31/2024 0.01%SENEGAL REP OF 3/13/2048 0.01%SOUTHERN POWER 12/20/2020 0.01%HILTON GRAND VACATIONS INC 0.01%DOMINICAN REPUBL 1/27/2045 0.01%ING BANK NV 12/05/2022 0.01%CHANDRA ASRI PET 11/08/2024 0.01%CORECIVIC INC 0.01%ANGOLA REP OF 11/12/2025 0.01%ABIOMED INC 0.01%DXC TECHNOLOGY CO 0.01%IVORY COAST 6/15/2033 0.01%XILINX INC 0.01%ARGENTINA 1/11/2028 0.01%ROYAL BK SCOTLND 6/25/2024 0.01%TRINSEO SA 0.01%MOSAIC CO/THE 0.01%

Security % of PortfolioSYNNEX CORP 0.01%ASPEN TECHNOLOGY INC 0.01%AT&T INC 2/15/2050 0.01%BRUKER CORP 0.01%(S) CME IRS USD 2.000 7/27/2026 0.01%FREDDIEMAC STRIP 9/15/2042 0.01%FREEPORT-MCMORAN INC 0.01%HOLLYFRONTIER CORP 0.01%AVNET INC 0.01%THOR INDUSTRIES INC 0.01%GRAND CANYON EDUCATION INC 0.01%REP OF SRI LANKA 7/18/2026 0.01%MDU RESOURCES GROUP INC 0.01%MORGAN STANLEY CAPITAL INC 1/25/2035 0.01%EXTENDED STAY AMERICA INC 0.01%HORIZON PHARMA P 0.01%TOLL BROTHERS INC 0.01%ARMSTRONG WORLD INDUSTRIES 0.01%VALE OVERSEAS 11/21/2036 0.01%BLOOMIN' BRANDS INC 0.01%TECH DATA CORP 0.01%OWENS-ILLINOIS INC 0.01%BTPS I/L 9/15/2024 0.01%(S) CME IRS USD 1.75 6/20/2020 0.01%PROGRESS SOFTWARE CORP 0.01%NEW ZEALAND ILB 9/20/2030 0.01%LPL FINANCIAL HOLDINGS INC 0.01%(3003) GOVERNMENT MONEY MAR 0.01%SLM STUDENT LOAN TRUST 1/25/2024 0.01%LAMB WESTON HOLDINGS INC 0.01%CHEMOURS CO/THE 0.01%AGCO CORP 0.01%S FRWD CND 3/20/2019 0.01%LUMENTUM HOLDINGS INC 0.01%SOUTHERN COPPER 4/16/2040 0.01%MIH BV 7/21/2025 0.01%EXELIXIS INC 0.01%QORVO INC 0.01%LINCOLN NATIONAL CORP 0.01%UK TSY I/L GILT 8/10/2048 0.01%INVESCO MORTGAGE CAPITAL 0.01%BRAZIL-LTN 4/01/2019 0.01%REGAL BELOIT CORP 0.01%CASH COLLATERAL ICE MSC USD 0.01%CACI INTERNATIONAL INC -CL 0.01%WESTROCK CO 0.01%MURPHY OIL CORP 0.01%GHANA REP OF 1/18/2026 0.01%NEUROCRINE BIOSCIENCES INC 0.01%LLOYDS BK GR PLC 12/31/2099 0.01%MEXICAN BONOS 5/29/2031 0.01%TEGNA INC 0.01%MEDPACE HOLDINGS INC 0.01%CHARTER COMM OPT 7/23/2022 0.01%


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Security % of PortfolioEUROSAIL PLC 6/13/2045 0.01%MALLINCKRODT PLC 0.01%LA-Z-BOY INC 0.01%ASBURY AUTOMOTIVE GROUP 0.01%GREIF INC-CL A 0.01%CAMDEN PROPERTY TRUST 0.01%WAMU MORTGAGE PASS-THROUGH 7/25/2046 0.01%UNIVERSAL HEALTH SERVICES-B 0.01%NEWFIELD EXPLORATION CO 0.01%BBVA BANCOMER SA 1/18/2033 0.01%FOOT LOCKER INC 0.01%STEPAN CO 0.01%L FRWD JPY 3/20/2019 0.01%LOUISIANA-PACIFIC CORP 0.01%GENOMIC HEALTH INC 0.01%BONO AJUSTE CER 3/06/2020 0.01%SINOPEC GRP OVER 10/17/2023 0.01%AIRCASTLE LTD 3/15/2021 0.01%UBS GROUP FUNDIN 4/14/2021 0.01%TSY INFL IX N/B 2/15/2042 0.01%NEWS CORP - CLASS A 0.01%DAVITA INC 0.01%ATRION CORPORATION 0.01%NATL RURAL UTIL 6/30/2021 0.01%ROYAL BK SCOTLND 12/31/2069 0.01%WESCO INTERNATIONAL INC 0.01%DELL TECHNOLOGIES CL C 0.01%URUGUAY 6/18/2050 0.01%ROYAL BK SCOTLND 6/25/2024 0.01%UNITED THERAPEUTICS CORP 0.01%EQT CORP 10/01/2020 0.01%PETROLEOS DE VEN 11/17/2021 0.01%WAMU MORTGAGE PASS-THROUGH 11/25/2036 0.01%SLM STUDENT LOAN TRUST 6/16/2042 0.01%VERISIGN INC 0.01%URUGUAY 10/27/2027 0.01%ETHIOPIA BOND 12/11/2024 0.01%COLOMBIA REP OF 4/25/2027 0.01%HEALTHEQUITY INC 0.01%EMERGENT BIOSOLUTIONS INC 0.01%TELEPHONE AND DATA SYSTEMS 0.01%LOGMEIN INC 0.01%RYMAN HOSPITALITY PROPERTIE 0.01%REPUBLIC OF ECUA 6/02/2023 0.01%ANIXTER INTERNATIONAL INC 0.01%VANDA PHARMACEUTICALS INC 0.01%TRAVELPORT WORLDWIDE LTD 0.01%ARGENTINE PESO 0.01%TENET HEALTHCARE CORP 0.01%SAXON ASSET SECURITIES TRUS 9/25/2047 0.01%ENERSYS 0.01%AMERICAN ASSETS TRUST INC 0.01%BANK OF AMER CRP 12/31/2099 0.01%ARAB REP EGYPT 2/21/2048 0.01%

Security % of PortfolioPORTLAND GENERAL ELECTRIC C < 0.01%DENTSPLY SIRONA INC < 0.01%SS&C TECHNOLOGIES HOLDINGS < 0.01%TEXAS ROADHOUSE INC < 0.01%TIMKEN CO < 0.01%S FRWD AUD 1/11/2019 < 0.01%NEW ZEALAND ILB 9/20/2035 < 0.01%NU SKIN ENTERPRISES INC - A < 0.01%MEDNAX INC < 0.01%EVERCORE INC - A < 0.01%NCUA GUARANTEED NOTES 12/08/2020 < 0.01%TWO HARBORS INVESTMENT CORP < 0.01%SMART GLOBAL HOLDINGS INC < 0.01%PILGRIM'S PRIDE CORP < 0.01%ARCONIC INC < 0.01%CABOT MICROELECTRONICS CORP < 0.01%NAVIENT CORP < 0.01%NUANCE COMMUNICATIONS INC < 0.01%WORLD FUEL SERVICES CORP < 0.01%APPLE HOSPITALITY REIT INC < 0.01%MEDIFAST INC < 0.01%SPS COMMERCE INC < 0.01%WOLVERINE WORLD WIDE INC < 0.01%S FRWD CND 3/20/2019 < 0.01%LULULEMON ATHLETICA INC < 0.01%OUTFRONT MEDIA INC < 0.01%ZEBRA TECHNOLOGIES CORP-CL < 0.01%LEXINGTON REALTY TRUST < 0.01%SLM STUDENT LOAN TRUST 6/17/2030 < 0.01%USANA HEALTH SCIENCES INC < 0.01%YUM CHINA HOLDINGS INC < 0.01%HMS HOLDINGS CORP < 0.01%S FRWD GBP 3/20/2019 < 0.01%TENNECO INC-CLASS A < 0.01%RETAIL PROPERTIES OF AME - < 0.01%(S) CME IRS USD 2.5% 6/20/2048 < 0.01%NAVIENT CORP 6/17/2019 < 0.01%MEXICAN PESO < 0.01%STRUCTURED ASSET MORTGAGE I 7/19/2035 < 0.01%LANDSTAR SYSTEM INC < 0.01%LADDER CAPITAL CORP-REIT < 0.01%BURLINGTON STORES INC < 0.01%SWAP CASH COLLATERAL < 0.01%F5 NETWORKS INC < 0.01%ENVESTNET INC < 0.01%JONES LANG LASALLE INC < 0.01%(S) LCH OIS USD 2.000 12/15/2047 < 0.01%SITE CENTERS CORP < 0.01%ACORDA THERAPEUTICS INC < 0.01%BANK OF AMERICA CORP < 0.01%RESMED INC < 0.01%PATRICK INDUSTRIES INC < 0.01%DIAMONDROCK HOSPITALITY CO < 0.01%BLUCORA INC < 0.01%


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Security % of PortfolioCONTINENTAL BUILDING PRODUC < 0.01%S FRWD BRC 1/03/2019 < 0.01%INTEGER HOLDINGS CORP < 0.01%BBVA BANCO CONT 9/22/2029 < 0.01%UNUM GROUP < 0.01%ADVANCED ENERGY INDUSTRIES < 0.01%MARRIOTT VACATIONS WORLD < 0.01%GENESCO INC < 0.01%GEN DE CATALUNYA 2/11/2020 < 0.01%SYNOVUS FINANCIAL CORP < 0.01%MYRIAD GENETICS INC < 0.01%GREENPOINT MORTGAGE FUNDING 9/25/2046 < 0.01%TSY INFL IX N/B 1/15/2021 < 0.01%STEELCASE INC-CL A < 0.01%VERSUM MATERIALS INC < 0.01%GAMING AND LEISURE PROPERTI < 0.01%HARBORVIEW MORTGAGE LOAN TR 2/19/2036 < 0.01%ARROW ELECTRONICS INC < 0.01%MACQUARIE INFRASTRUCTURE CO < 0.01%ARGNT BONAR 4/03/2022 < 0.01%HERMAN MILLER INC < 0.01%POPULAR INC < 0.01%HYATT HOTELS CORP - CL A < 0.01%VM CASH FUT DOM GSC USD < 0.01%MANHATTAN ASSOCIATES INC < 0.01%TOTAL SYSTEM SERVICES INC < 0.01%(S) LCH IRS USD 1.750 12/21/2026 < 0.01%FRANKLIN STREET PROPERTIES < 0.01%MAXIMUS INC < 0.01%ARCHROCK INC < 0.01%TELEDYNE TECHNOLOGIES INC < 0.01%S FRWD CND 3/20/2019 < 0.01%INSIGHT ENTERPRISES INC < 0.01%UNIT CORP < 0.01%SUPERIOR ENERGY SERVICES IN < 0.01%AERCAP IRELAND 10/30/2020 < 0.01%JEFFERIES FINANCIAL GROUP I < 0.01%VM CASH CCP CME MSC USD < 0.01%CONTINENTAL RESOURCES INC/O < 0.01%RYDER SYSTEM INC 9/03/2019 < 0.01%SPECTRA PARTNERS 6/05/2020 < 0.01%ATKORE INTERNATIONAL GROUP < 0.01%ENANTA PHARMACEUTICALS INC < 0.01%RESIDENTIAL ASSET SECURITIE 4/25/2036 < 0.01%SEMPRA ENERGY 3/15/2021 < 0.01%UNIVERSAL FOREST PRODUCTS < 0.01%S FRWD CND 3/20/2019 < 0.01%CHIMERA INVESTMENT CORP < 0.01%L FRWD GBP 3/20/2019 < 0.01%FIRST AMERICAN FINANCIAL < 0.01%ANTERO RESOURCES CORP < 0.01%PETROLEOS DE VEN 5/16/2024 < 0.01%AT&T INC 8/15/2058 < 0.01%(S) LCH INF SWAP FR NI 1.62 7/15/2028 < 0.01%

Security % of PortfolioHOME EQUITY ASSET TRUST 8/25/2034 < 0.01%CURTISS-WRIGHT CORP < 0.01%L FRWD SEK 3/20/2019 < 0.01%LONG BEACH MORTGAGE LOAN TR 8/25/2036 < 0.01%HARSCO CORP < 0.01%SENIOR HOUSING PROP TRUST < 0.01%FINANCIAL INSTITUTIONS INC < 0.01%SCIENCE APPLICATIONS INTE < 0.01%L FRWD SEK 3/20/2019 < 0.01%S FRWD NOK 3/20/2019 < 0.01%WEST PHARMACEUTICAL SERVICE < 0.01%COLFAX CORP < 0.01%AFFILIATED MANAGERS GROUP < 0.01%QUANTA SERVICES INC < 0.01%XENIA HOTELS & RESORTS INC < 0.01%MARCUS & MILLICHAP INC < 0.01%AUTONATION INC < 0.01%ONEMAIN HOLDINGS INC < 0.01%BORGWARNER INC < 0.01%S FRWD BRC 1/03/2019 < 0.01%L FRWD SEK 3/20/2019 < 0.01%INTL FCSTONE INC < 0.01%SKYWEST INC < 0.01%L FRWD SEK 3/20/2019 < 0.01%S FRWD ARA 1/15/2019 < 0.01%MAGELLAN HEALTH INC < 0.01%AMERICAN HOMES 4 RENT- A < 0.01%LAREDO PETROLEUM INC < 0.01%WELLS FARGO MORTGAGE BACKED 3/25/2036 < 0.01%PENN NATIONAL GAMING INC < 0.01%S FRWD ARA 1/15/2019 < 0.01%UNIVAR INC < 0.01%CONSOL ENERGY INC < 0.01%RUSSIAN ROUBLE < 0.01%S FRWD CND 1/11/2019 < 0.01%HOULIHAN LOKEY INC < 0.01%EUROSAIL PLC 6/13/2045 < 0.01%CHURCHILL DOWNS INC < 0.01%BCAP LLC TRUST 8/26/2037 < 0.01%ARGENTINA T-BILL 2/28/2019 < 0.01%S FRWD CND 3/20/2019 < 0.01%ICF INTERNATIONAL INC < 0.01%S FRWD NOK 3/20/2019 < 0.01%GROUPON INC < 0.01%MERITAGE HOMES CORP < 0.01%BANKUNITED INC < 0.01%S FRWD CND 3/20/2019 < 0.01%MAMMOTH ENERGY SERVICES INC < 0.01%NATIONAL INSTRUMENTS CORP < 0.01%HARRIS CORP < 0.01%GENUINE PARTS CO < 0.01%ARGENTINA T-BILL 4/30/2019 < 0.01%BMC STOCK HOLDINGS INC < 0.01%SECURITIZED ASSET BACKED RE 7/25/2036 < 0.01%


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Security % of PortfolioPLANTRONICS INC < 0.01%NCUA GUARANTEED NOTES 10/07/2020 < 0.01%ASSET BACKED FUNDING CERTIF 10/25/2034 < 0.01%FIBROGEN INC < 0.01%APPLIED INDUSTRIAL TECH INC < 0.01%SLM STUDENT LOAN TRUST 6/17/2024 < 0.01%SEMTECH CORP < 0.01%STERIS PLC < 0.01%L FRWD SEK 3/20/2019 < 0.01%AAR CORP < 0.01%SPECTRUM BRANDS HOLDINGS IN < 0.01%YELP INC < 0.01%HELIX ENERGY SOLUTIONS GROU < 0.01%S FRWD BRC 1/03/2019 < 0.01%S FRWD CND 1/02/2019 < 0.01%COOPER-STANDARD HOLDING < 0.01%(S) LCH INF SWAP US IT 2.33 2/05/2028 < 0.01%SCANSOURCE INC < 0.01%NUTRISYSTEM INC < 0.01%VISTA OUTDOOR INC < 0.01%ACTIVISION BLIZZARD INC < 0.01%USD PUT/INR CALL 73 1/12/2019 < 0.01%INTUIT INC < 0.01%L FRWD SEK 3/20/2019 < 0.01%ARCH COAL INC < 0.01%L FRWD NOK 3/20/2019 < 0.01%BIGLARI HOLDINGS INC-B < 0.01%STRATEGIC EDUCATION INC < 0.01%BGC PARTNERS INC-CL A < 0.01%S FRWD BRC 1/03/2019 < 0.01%SPIRIT MTA REIT < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD MXP 1/15/2019 < 0.01%FIRST DEFIANCE FINL CORP < 0.01%L FRWD SEK 3/20/2019 < 0.01%COMMVAULT SYSTEMS INC < 0.01%BRAZILIAN REAL < 0.01%S FRWD CND 3/20/2019 < 0.01%COMMERCIAL METALS CO < 0.01%MATSON INC < 0.01%L FRWD SEK 3/20/2019 < 0.01%IDEX CORP < 0.01%CORNERSTONE ONDEMAND INC < 0.01%GLOBAL BRASS & COPPER HOLDI < 0.01%PERUVIAN INTI < 0.01%NETSCOUT SYSTEMS INC < 0.01%PNM RESOURCES INC < 0.01%S FRWD CND 3/20/2019 < 0.01%BRANDYWINE REALTY TRUST < 0.01%CNA FINANCIAL CORP < 0.01%EMPIRE STATE REALTY TRUST-A < 0.01%S FRWD CND 3/20/2019 < 0.01%L FRWD JPY 1/11/2019 < 0.01%AG MORTGAGE INVESTMENT TRUS < 0.01%

Security % of PortfolioEUR PUT/USD CALL 1.15 10/27/2019 < 0.01%KFORCE INC < 0.01%DELUXE CORP < 0.01%LIBERTY TRIPADVISOR HDG-A < 0.01%S FRWD RUB 1/15/2019 < 0.01%COUNTRYWIDE HOME LOANS 4/25/2036 < 0.01%WP CAREY INC < 0.01%CONDUENT INC < 0.01%GENWORTH FINANCIAL INC-CL A < 0.01%SPX FLOW INC < 0.01%AMKOR TECHNOLOGY INC < 0.01%FIRST BANCORP PUERTO RICO < 0.01%CIRRUS LOGIC INC < 0.01%KAR AUCTION SERVICES INC < 0.01%PARAMOUNT GROUP INC < 0.01%VERICREST OPPORTUNITY LOAN 6/25/2047 < 0.01%SEQUOIA MORTGAGE TRUST 7/20/2036 < 0.01%GMS INC < 0.01%NEWMARK GROUP INC-CLASS A < 0.01%L FRWD JPY 3/20/2019 < 0.01%CONN'S INC < 0.01%FACEBOOK INC-CLASS A < 0.01%CAVCO INDUSTRIES INC < 0.01%CONMED CORP < 0.01%FORWARD AIR CORP < 0.01%(S) CME IRS USD 1.850 7/27/2026 < 0.01%TRINET GROUP INC < 0.01%L FRWD SEK 3/20/2019 < 0.01%PIEDMONT OFFICE REALTY TRU- < 0.01%CME IRS USD 2.30000 -5 4/27/2026 < 0.01%JAZZ PHARMACEUTICALS INC < 0.01%TURKISH LIRA < 0.01%NCI BUILDING SYSTEMS INC < 0.01%S FRWD NZD 3/20/2019 < 0.01%(L) LCH INF SWAP GB NI 3.42 3/15/2047 < 0.01%L FRWD JPY 1 3/20/2019 < 0.01%WABASH NATIONAL CORP < 0.01%L FRWD ARA 1/15/2019 < 0.01%SKECHERS USA INC-CL A < 0.01%ROBERT HALF INTL INC < 0.01%S FRWD NZD 1/11/2019 < 0.01%KOPPERS HOLDINGS INC < 0.01%PETROBRAS GLOB 1/17/2022 < 0.01%AMERICAN EQUITY INVT LIFE H < 0.01%S FRWD CND 1/03/2019 < 0.01%(S) LCH INF SWAP US IT 2.36 5/10/2028 < 0.01%NATIONAL HEALTHCARE CORP < 0.01%(L) CME IRS MXP 9.182 11/28/2028 < 0.01%(S) LCH INF SWAP US IT 2.36 5/09/2028 < 0.01%COMFORT SYSTEMS USA INC < 0.01%ASHFORD HOSPITALITY TRUST < 0.01%ARGENTINA T-BILL 4/12/2019 < 0.01%KNOLL INC < 0.01%HUB GROUP INC-CL A < 0.01%


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Security % of Portfolio(S) CME IRS USD 2.750 12/20/2047 < 0.01%KNOWLES CORP < 0.01%RCI HOSPITALITY HOLDINGS IN < 0.01%L FRWD GBP 3/20/2019 < 0.01%IRS INF OTC 1.57 USD 11/23/2020 < 0.01%VM CASH CCP CME MSC MXN < 0.01%L FRWD GBP 3/20/2019 < 0.01%S FRWD AUD 3/20/2019 < 0.01%QUAD GRAPHICS INC < 0.01%CME IRS USD 2.30000 4/21/2026 < 0.01%S FRWD NOK 3/20/2019 < 0.01%COMERICA INC < 0.01%WYNDHAM HOTELS & RESORTS IN < 0.01%VM CASH CCP LCH MSC USD < 0.01%S FRWD GBP 1/11/2019 < 0.01%L FRWD SEK 3/20/2019 < 0.01%L FRWD SEK 3/20/2019 < 0.01%BENCHMARK ELECTRONICS INC < 0.01%(S) LCH INF SWAP EM NI 1.80 11/15/2038 < 0.01%BUILDERS FIRSTSOURCE INC < 0.01%PENSKE AUTOMOTIVE GROUP INC < 0.01%S FRWD NZD 3/20/2019 < 0.01%LCH INF IRS EUR 1.62 5/15/2028 < 0.01%S FRWD GBP 3/20/2019 < 0.01%(L) LCH EUR INF 1.535 3/15/2028 < 0.01%L FRWD SGD 3/20/2019 < 0.01%RETAIL VALUE INC < 0.01%POLYONE CORPORATION < 0.01%RUTH'S HOSPITALITY GROUP IN < 0.01%CAPITAL ONE FINANCIAL CORP < 0.01%S FRWD MXP 1/15/2019 < 0.01%INDONESIA GOV'T 5/15/2022 < 0.01%VM CASH FUT FOR GSC EUR < 0.01%JP MORGAN MORTGAGE TRUST 8/25/2035 < 0.01%VM CASH CCP LCH MSC JPY < 0.01%L FRWD SGD 3/20/2019 < 0.01%(S) LCH INF SWAP FR NI 1.91 1/15/2038 < 0.01%WORTHINGTON INDUSTRIES < 0.01%JP MORGAN MORTGAGE TRUST 7/25/2035 < 0.01%NYKREDIT 10/01/2047 < 0.01%S FRWD AUD 3/20/2019 < 0.01%L FRWD SEK 3/20/2019 < 0.01%(S) LCH INF SWAP EM NI 1.79 11/15/2038 < 0.01%(S) CME IRS USD 2.400 12/07/2026 < 0.01%(S) LCH INF SWAP US IT 2.35 5/09/2028 < 0.01%(L) CME IRS USD 2.75 12/19/2023 < 0.01%KOSMOS ENERGY LTD < 0.01%(S) LCH INF SWAP FR NI 1.35 1/15/2023 < 0.01%L FRWD SGD 3/20/2019 < 0.01%S FRWD RUB 1/15/2019 < 0.01%(S) LCH INF SWAP US IT 2.15 10/17/2027 < 0.01%VM CASH CCP CME MSC JPY < 0.01%ARGENTINA T-BILL 1/31/2019 < 0.01%(S) LCH INF EUR 1.946 3/15/2048 < 0.01%

Security % of PortfolioS FRWD CND 1/03/2019 < 0.01%L FRWD BRC 1/03/2019 < 0.01%VERINT SYSTEMS INC < 0.01%VM CASH CCP CME MS EUR < 0.01%VM CASH FUT FOR GSC GBP < 0.01%VM CASH CCP LCH MSC EUR < 0.01%(S) LCH INF EUR 1.52 11/15/2027 < 0.01%S FRWD CND 1/03/2019 < 0.01%S FRWD BRC 1/03/2019 < 0.01%S FRWD CND 3/20/2019 < 0.01%(S) LCH INF SWAP FR NI 1.57 1/15/2028 < 0.01%YPF SOCIEDAD ANO 5/09/2022 < 0.01%L FRWD SGD 3/20/2019 < 0.01%BEAR STEARNS ADJUSTABLE RAT 3/25/2035 < 0.01%L FRWD GBP 3/20/2019 < 0.01%(S) LCH INF SWAP FR NI 1.59 2/15/2028 < 0.01%L FRWD GBP 3/20/2019 < 0.01%(S) LCH INF SWAP EM NI 1.94 11/15/2048 < 0.01%S FRWD AUD 3/20/2019 < 0.01%L FRWD SEK 3/20/2019 < 0.01%SOUTH AFRICAN RAN < 0.01%VM CASH FUT FOR GSC AUD < 0.01%VM CASH FUT FOR GSC JPY < 0.01%INDYMAC INDA MORTGAGE LOAN 11/25/2035 < 0.01%AUSTRALIAN DOLLAR < 0.01%CME IRS USD 2.40000 -5 3/16/2026 < 0.01%L FRWD SGD 3/20/2019 < 0.01%S FRWD AUD 3/20/2019 < 0.01%S FRWD CND 1/04/2019 < 0.01%FREDDIE MAC 8/15/2033 < 0.01%L FRWD GBP 3/20/2019 < 0.01%L FRWD SEK 3/20/2019 < 0.01%L FRWD BRC 1/03/2019 < 0.01%NEW ZEALAND DOLLA < 0.01%(S) LCH INF SWAP FR NI 1.60 2/15/2028 < 0.01%GROUP 1 AUTOMOTIVE INC < 0.01%VM CASH CCP CME MSC NZD < 0.01%(S) LCH INF SWAP US IT 2.08 7/25/2027 < 0.01%L FRWD NOK 3/20/2019 < 0.01%(L) LCH INF SWAP US IT 1.55 7/26/2021 < 0.01%LCH INF SWAP US IT 2.18 / 9/20/2027 < 0.01%COUNTRYWIDE HOME LOANS 1/19/2034 < 0.01%L FRWD BRC 1/03/2019 < 0.01%L FRWD SEK 3/20/2019 < 0.01%L FRWD EUR 1/11/2019 < 0.01%JYSKE REALKREDIT 10/01/2047 < 0.01%S FRWD EUR 1/18/2019 < 0.01%WALKER & DUNLOP INC < 0.01%S FRWD SAR 11/14/2019 < 0.01%L FRWD NOK 3/20/2019 < 0.01%(S) LCH INF SWAP US IT 2.15 9/25/2027 < 0.01%(S) LCH INF SWAP US IT 2.37 6/06/2028 < 0.01%S FRWD BRC 2/04/2019 < 0.01%NYKREDIT 10/01/2047 < 0.01%


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Security % of PortfolioL FRWD GBP 3/20/2019 < 0.01%L FRWD SGD 3/20/2019 < 0.01%L FRWD NOK 3/20/2019 < 0.01%(S) LCH INF SWAP GB NI 3.63 12/15/2028 < 0.01%REALKREDIT DNMRK 7/01/2047 < 0.01%STRUCTURED ADJUSTABLE RATE 12/25/2034 < 0.01%L FRWD IND 3/20/2019 < 0.01%CANADIAN DOLLAR < 0.01%POLAND ZLOTY < 0.01%S FRWD CND 3/20/2019 < 0.01%L FRWD IDR ,7 3/20/2019 < 0.01%S FRWD BRC 1/03/2019 < 0.01%(S) LCH INF SWAP GB NI 3.57 11/15/2028 < 0.01%LEHMAN RECEIVABLES < 0.01%(L) LCH INF SWAP US IT 1.60 9/12/2021 < 0.01%GSR MORTGAGE LOAN TRUST 1/25/2035 < 0.01%L FRWD NOK 3/20/2019 < 0.01%L FRWD BRC 1/03/2019 < 0.01%(S) LCH INF SWAP GB NI 3.60 11/15/2028 < 0.01%S FRWD EUR 3/20/2019 < 0.01%S FRWD EUR 1/18/2019 < 0.01%S FRWD NZD 3/20/2019 < 0.01%ARGNT-BOCON PR15 10/04/2022 < 0.01%L FRWD SGD 3/20/2019 < 0.01%CME IRS USD 2.68100 12/12/2023 < 0.01%S FRWD NZD 3/20/2019 < 0.01%CME IRS USD 2.67750 10/25/2023 < 0.01%VM CASH CCP ICE MSC USD < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD SGD 3/20/2019 < 0.01%(S) LCH OIS USD 2.478 12/20/2047 < 0.01%CDX.O P 1.60 IG31 5Y V1 I 0 2/25/2019 < 0.01%S FRWD NOK 3/20/2019 < 0.01%CME IRS USD 2.67000 11/19/2023 < 0.01%L FRWD SGD 3/20/2019 < 0.01%(S) LCH OIS USD 2.4275 /4 12/20/2047 < 0.01%L FRWD CNH 4/15/2019 < 0.01%(S) OTC IRS ILS 0.290 2/16/2020 < 0.01%(S) LCH INF GBP 3.579 10/15/2033 < 0.01%L FRWD BRC 1/03/2019 < 0.01%S FRWD NZD 3/20/2019 < 0.01%L FRWD GBP 3/20/2019 < 0.01%S FRWD CND 3/20/2019 < 0.01%(S) OTC IRS ILS 0.270 3/21/2020 < 0.01%L FRWD ARA 1/11/2019 < 0.01%L FRWD BRC 2/04/2019 < 0.01%AVON PRODUCTS INC < 0.01%L FRWD NOK 3/20/2019 < 0.01%S FRWD BRC 1/03/2019 < 0.01%CDS CMBX.NA.AAA.8 .5% 10/17/2057 < 0.01%(S) OTC IRS ILS 0.374 6/20/2020 < 0.01%WAMU MORTGAGE PASS-THROUGH 8/25/2035 < 0.01%(S) LCH INF SWAP GB NI 3.59 11/15/2028 < 0.01%L FRWD EUR 3/20/2019 < 0.01%

Security % of Portfolio(S) ICE DAIMLER AG 5% 12/20/2020 < 0.01%ISRAELI SHEKEL < 0.01%S FRWD DKK 1/02/2019 < 0.01%L FRWD GBP 3/20/2019 < 0.01%(S) OTC IRS ILS 0.420 6/20/2020 < 0.01%(S) OTC IRS ILS 0.370 6/20/2020 < 0.01%L FRWD EUR 3/20/2019 < 0.01%L FRWD ARA 1/16/2019 < 0.01%L FRWD GBP 3/20/2019 < 0.01%CDS OTC 1.000% ITALY GOVT D 3/20/2019 < 0.01%L FRWD EUR 1/18/2019 < 0.01%(S) OTC IRS ILS 0.370 6/20/2020 < 0.01%S FRWD NZD 3/20/2019 < 0.01%VM CASH CCP LCH MSC GBP < 0.01%(S) LCH OIS USD 2.4993 12/20/2047 < 0.01%L FRWD JPY 3/20/2019 < 0.01%L FRWD SAR 11/14/2019 < 0.01%DANISH KRONE < 0.01%S FRWD RUB 1/15/2019 < 0.01%L FRWD NOK 3/20/2019 < 0.01%LONG BEACH MORTGAGE LOAN TR 1/25/2046 < 0.01%L FRWD BRC 1/03/2019 < 0.01%L FRWD GBP 3/20/2019 < 0.01%S SPOT AUD 1/02/2019 < 0.01%L FRWD GBP 1/11/2019 < 0.01%L FRWD DKK 1/02/2019 < 0.01%NORDEA KREDIT 10/01/2047 < 0.01%CDX.O P 2.00 IG31 5Y V1 I 0 2/25/2019 < 0.01%S SPOT CND 1/02/2019 < 0.01%S FRWD NZD 3/20/2019 < 0.01%L FRWD GBP 3/20/2019 < 0.01%HUNGARIAN FORINT < 0.01%CBOT APUT USTN FUT @ 111. 2/28/2019 < 0.01%CBOT ACAL 5YR FUT @ 122 2/28/2019 < 0.01%INF FLOOR USD CPURNSA 217.9 10/07/2020 < 0.01%USD CALL/INR PUT 78 1/15/2019 < 0.01%INF FLOOR USD CPURNSA 216.6 4/07/2020 < 0.01%INF CAP US @ 4 10Y 5/23/2024 < 0.01%INF CAP US @ 4 -10Y JP 4/22/2024 < 0.01%L FRWD GBP 3/20/2019 < 0.01%S FRWD EUR 3/20/2019 < 0.01%S SPOT HK 1/03/2019 < 0.01%L FRWD CND 3/20/2019 < 0.01%S FRWD DKK 4/01/2019 < 0.01%S FRWD BRC 4/02/2019 < 0.01%S SPOT NZD 1/03/2019 < 0.01%S FRWD SGD 3/20/2019 < 0.01%S FRWD EUR 3/20/2019 < 0.01%CDX.O P 1.00 IG31 5Y V1 I 0 1/21/2019 < 0.01%S FRWD BRC 1/03/2019 < 0.01%(S) ICE DEUTSCHE 1.00% 12/20/2019 < 0.01%ITRAXX.O P 2.40 EU30 5Y I 0 9/23/2019 < 0.01%CDX.O P 1.10 IG31 5Y 2/25/2019 < 0.01%CDX.O P 1.10 IG31 5Y 2/25/2019 < 0.01%


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Security % of PortfolioCDX.O P 1.10 IG31 5Y V1 I 0 2/25/2019 < 0.01%S FRWD TWD 3/20/2019 < 0.01%L FRWD AUD 3/20/2019 < 0.01%(L) OTC IRS ILS 2.078 6/20/2028 < 0.01%(S) LCH IRS INF SWAP GBP NI 10/15/2031 < 0.01%CDX.O P 0.95 IG31 5Y 1/19/2019 < 0.01%S FRWD GBP 3/20/2019 < 0.01%OTC EPUT EUR VS USD @ 1.1 H 2/16/2019 < 0.01%INF FLR US Y

Documents

Advanced Series Trust Portfolio Holdings · Advanced Series Trust Portfolio Holdings As of 11/30/2018 Holdings subject to change without notice. Portfolio holdings are unaudited and