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International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -11726.08000000 -0.01777805365 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 505000.00000000 AUD 342723.30000000 USD 2020-01-10 -11726.08 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -1.00000000 NC USD 492.80000000 0.000747140121 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short 5 Year US Treasury Note FVH0 Comdty 2020-03-31 -119102.18 USD 492.8 N N N NETHERLANDS GOVERNMENT 254900G14ALGVKORFN62 000000000 18000.00000000 PA 32734.65000000 0.049629404202 Long DBT NUSS NL N 2 2047-01-15 Fixed 2.75000000 N N N N N N 2020-01-29 ANCHOR SERIES TRUST Shawn Parry Shawn Parry Assistant Treasurer