NPORT-EX 2 PIPDMM0ASTFQAbsReturnCurrncy.htm AST FQ Absolute Return Currency - [809840.TX]
AST FQ ABSOLUTE RETURN CURRENCY PORTFOLIO
SCHEDULE OF INVESTMENTS as of September 30, 2019 (unaudited)
Interest
Rate 		  Maturity
Date 		  Principal
Amount
(000)# 		  Value
Short-Term Investments — 74.5%    
Foreign Treasury Obligations(n) — 7.8%
Canadian Treasury Bills
1.635%   11/14/19   CAD 450   $ 338,975
United Kingdom Treasury Bills
0.710%   02/10/20   GBP 350   429,169
 
Total Foreign Treasury Obligations

(cost $760,112)
   768,144
    
      Shares  
Unaffiliated Mutual Fund — 21.5%
Morgan Stanley Institutional Liquidity Funds-Treasury Portfolio
 2,134,828 2,134,828
(cost $2,134,828)    
    
Interest
Rate 		  Maturity
Date 		  Principal
Amount
(000)# 		 
U.S. Treasury Obligations(n) — 45.2%
U.S. Treasury Bills
1.848%   01/30/20(h)     1,800 1,789,231
1.985%   12/05/19(h)     1,250 1,245,971
2.122%   11/07/19(h)     725 723,718
2.323%   10/10/19     725 724,680
 
Total U.S. Treasury Obligations

(cost $4,482,467)
   4,483,600
 
TOTAL INVESTMENTS—74.5%

(cost $7,377,407)
   7,386,572
 
Other assets in excess of liabilities(z) — 25.5%
   2,532,463
 
Net Assets — 100.0%
   $ 9,919,035
    
Below is a list of the abbreviation(s) used in the quarterly schedule of portfolio holdings:
AUD Australian Dollar
CAD Canadian Dollar
EUR Euro
GBP British Pound
JPY Japanese Yen
NOK Norwegian Krone
NZD New Zealand Dollar
SEK Swedish Krona
SGD Singapore Dollar
    
# Principal amount is shown in U.S. dollars unless otherwise stated.
(h) Represents security, or a portion thereof, segregated as collateral for OTC derivatives.
(n) Rate shown reflects yield to maturity at purchased date.
(z) Includes net unrealized appreciation/(depreciation) and/or market value of the below holdings which are excluded from the Schedule of Investments:
Forward foreign currency exchange contracts outstanding at September 30, 2019:
Purchase
Contracts 		  Counterparty   Notional
Amount
(000) 		  Value at
Settlement
Date 		  Current
Value 		  Unrealized
Appreciation 		  Unrealized
Depreciation
OTC Forward Foreign Currency Exchange Contracts:
Australian Dollar,
Expiring 12/18/19   Barclays Bank PLC   AUD 1,252   $ 860,857   $ 846,992   $ —   $ (13,865)
Expiring 12/18/19   Barclays Bank PLC   AUD 1,213   833,667   820,580   —   (13,087 )
Expiring 12/18/19   Barclays Bank PLC   AUD 957   649,397   647,380   —   (2,017 )
Expiring 12/18/19   Barclays Bank PLC   AUD 888   607,013   600,865   —   (6,148 )
Expiring 12/18/19   Barclays Bank PLC   AUD 844   581,886   571,124   —   (10,762 )
Expiring 12/18/19   Barclays Bank PLC   AUD 719   492,281   486,841   —   (5,440 )
Expiring 12/18/19   Barclays Bank PLC   AUD 646   444,599   436,806   —   (7,793 )
Expiring 12/18/19   Barclays Bank PLC   AUD 619   427,452   419,042   —   (8,410 )
Expiring 12/18/19   Barclays Bank PLC   AUD 530   363,753   358,657   —   (5,096 )
Expiring 12/18/19   Barclays Bank PLC   AUD 303   206,612   204,836   —   (1,776 )
Expiring 12/18/19   Barclays Bank PLC   AUD 256   176,213   173,483   —   (2,730 )
Expiring 12/18/19   Barclays Bank PLC   AUD 222   152,300   150,277   —   (2,023 )
Expiring 12/18/19   Barclays Bank PLC   AUD 98   66,700   66,493   —   (207 )
British Pound,
Expiring 12/18/19   Barclays Bank PLC   GBP 1,632   2,026,597   2,013,366   —   (13,231 )
Expiring 12/18/19   Barclays Bank PLC   GBP 1,259   1,558,531   1,553,310   —   (5,221 )
Expiring 12/18/19   Barclays Bank PLC   GBP 715   882,133   881,920   —   (213 )
A1
AST FQ ABSOLUTE RETURN CURRENCY PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS as of September 30, 2019 (unaudited)
Forward foreign currency exchange contracts outstanding at September 30, 2019 (continued):
Purchase
Contracts 		  Counterparty   Notional
Amount
(000) 		  Value at
Settlement
Date 		  Current
Value 		  Unrealized
Appreciation 		  Unrealized
Depreciation
OTC Forward Foreign Currency Exchange Contracts (cont’d.):
British Pound (cont’d.),
Expiring 12/18/19   Barclays Bank PLC   GBP 688   $ 861,577   $ 848,539   $ —   $ (13,038)
Expiring 12/18/19   Barclays Bank PLC   GBP 613   761,021   756,511   —   (4,510 )
Expiring 12/18/19   Barclays Bank PLC   GBP 563   695,248   694,721   —   (527 )
Expiring 12/18/19   Barclays Bank PLC   GBP 478   599,187   590,212   —   (8,975 )
Expiring 12/18/19   Barclays Bank PLC   GBP 366   453,403   451,468   —   (1,935 )
Expiring 12/18/19   Barclays Bank PLC   GBP 352   433,982   434,585   603   —
Expiring 12/18/19   Barclays Bank PLC   GBP 326   403,552   402,090   —   (1,462 )
Expiring 12/18/19   Barclays Bank PLC   GBP 289   362,561   357,068   —   (5,493 )
Expiring 12/18/19   Barclays Bank PLC   GBP 25   30,361   30,230   —   (131 )
Canadian Dollar,
Expiring 12/18/19   Barclays Bank PLC   CAD 4,926   3,724,803   3,723,003   —   (1,800 )
Expiring 12/18/19   Barclays Bank PLC   CAD 1,882   1,423,048   1,422,393   —   (655 )
Expiring 12/18/19   Barclays Bank PLC   CAD 296   224,510   223,907   —   (603 )
Expiring 12/18/19   Barclays Bank PLC   CAD 248   187,249   187,214   —   (35 )
Expiring 12/18/19   Barclays Bank PLC   CAD 131   99,098   98,785   —   (313 )
Expiring 12/18/19   Barclays Bank PLC   CAD 61   46,482   46,159   —   (323 )
Expiring 12/18/19   Barclays Bank PLC   CAD 55   41,796   41,887   91   —
Euro,
Expiring 12/18/19   Barclays Bank PLC   EUR 10,365   11,513,294   11,366,441   —   (146,853 )
Expiring 12/18/19   Barclays Bank PLC   EUR 75   82,675   81,860   —   (815 )
Expiring 12/18/19   Barclays Bank PLC   EUR 50   55,332   54,833   —   (499 )
Expiring 12/18/19   Barclays Bank PLC   EUR 48   52,666   52,469   —   (197 )
Expiring 12/18/19   Barclays Bank PLC   EUR 37   40,755   40,237   —   (518 )
Expiring 12/18/19   Barclays Bank PLC   EUR 24   26,295   26,084   —   (211 )
Expiring 12/18/19   Barclays Bank PLC   EUR 5   5,003   4,947   —   (56 )
Japanese Yen,
Expiring 12/18/19   Barclays Bank PLC   JPY 964,916   9,117,103   8,976,365   —   (140,738 )
Expiring 12/18/19   Barclays Bank PLC   JPY 92,524   861,829   860,724   —   (1,105 )
Expiring 12/18/19   Barclays Bank PLC   JPY 65,345   609,407   607,888   —   (1,519 )
Expiring 12/18/19   Barclays Bank PLC   JPY 32,292   300,385   300,401   16   —
Expiring 12/18/19   Barclays Bank PLC   JPY 23,882   222,537   222,172   —   (365 )
Expiring 12/18/19   Barclays Bank PLC   JPY 12,527   118,316   116,533   —   (1,783 )
Expiring 12/18/19   Barclays Bank PLC   JPY 10,506   97,611   97,730   119   —
Expiring 12/18/19   Barclays Bank PLC   JPY 10,448   97,359   97,197   —   (162 )
Expiring 12/18/19   Barclays Bank PLC   JPY 6,557   61,663   61,000   —   (663 )
Expiring 12/18/19   Barclays Bank PLC   JPY 6,114   56,991   56,881   —   (110 )
Expiring 12/18/19   Barclays Bank PLC   JPY 266   2,475   2,477   2   —
New Zealand Dollar,
Expiring 12/18/19   Barclays Bank PLC   NZD 5,234   3,340,382   3,283,426   —   (56,956 )
Expiring 12/18/19   Barclays Bank PLC   NZD 1,392   875,878   873,522   —   (2,356 )
Expiring 12/18/19   Barclays Bank PLC   NZD 1,251   794,195   784,929   —   (9,266 )
Expiring 12/18/19   Barclays Bank PLC   NZD 1,029   648,446   645,628   —   (2,818 )
Expiring 12/18/19   Barclays Bank PLC   NZD 957   609,498   600,193   —   (9,305 )
Expiring 12/18/19   Barclays Bank PLC   NZD 813   514,124   509,888   —   (4,236 )
Expiring 12/18/19   Barclays Bank PLC   NZD 776   491,158   486,679   —   (4,479 )
Expiring 12/18/19   Barclays Bank PLC   NZD 482   305,925   302,415   —   (3,510 )
Expiring 12/18/19   Barclays Bank PLC   NZD 331   207,857   207,848   —   (9 )
Expiring 12/18/19   Barclays Bank PLC   NZD 168   105,998   105,331   —   (667 )
Expiring 12/18/19   Morgan Stanley Capital Services LLC   NZD 2,983   1,906,470   1,871,122   —   (35,348 )
Norwegian Krone,
Expiring 12/18/19   Barclays Bank PLC   NOK 6,371   707,372   701,160   —   (6,212 )
Expiring 12/18/19   Barclays Bank PLC   NOK 4,774   531,896   525,463   —   (6,433 )
Expiring 12/18/19   Barclays Bank PLC   NOK 3,762   420,299   414,077   —   (6,222 )
Expiring 12/18/19   Barclays Bank PLC   NOK 930   102,840   102,328   —   (512 )
Expiring 12/18/19   Barclays Bank PLC   NOK 511   56,329   56,244   —   (85 )
A2
AST FQ ABSOLUTE RETURN CURRENCY PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS as of September 30, 2019 (unaudited)
Forward foreign currency exchange contracts outstanding at September 30, 2019 (continued):
Purchase
Contracts 		  Counterparty   Notional
Amount
(000) 		  Value at
Settlement
Date 		  Current
Value 		  Unrealized
Appreciation 		  Unrealized
Depreciation
OTC Forward Foreign Currency Exchange Contracts (cont’d.):
Norwegian Krone (cont’d.),
Expiring 12/18/19   Barclays Bank PLC   NOK 75   $ 8,225   $ 8,215   $ —   $ (10)
Singapore Dollar,
Expiring 12/18/19   Barclays Bank PLC   SGD 922   670,324   667,346   —   (2,978 )
Expiring 12/18/19   Barclays Bank PLC   SGD 608   440,361   440,199   —   (162 )
Expiring 12/18/19   Barclays Bank PLC   SGD 448   325,104   324,683   —   (421 )
Expiring 12/18/19   Barclays Bank PLC   SGD 253   183,322   183,423   101   —
Expiring 12/18/19   Barclays Bank PLC   SGD 103   74,478   74,395   —   (83 )
Expiring 12/18/19   Barclays Bank PLC   SGD 64   46,355   46,060   —   (295 )
Swedish Krona,
Expiring 12/18/19   Barclays Bank PLC   SEK 87,190   9,059,204   8,905,496   —   (153,708 )
Expiring 12/18/19   Barclays Bank PLC   SEK 15,168   1,561,715   1,549,266   —   (12,449 )
Expiring 12/18/19   Barclays Bank PLC   SEK 15,099   1,557,276   1,542,154   —   (15,122 )
Expiring 12/18/19   Barclays Bank PLC   SEK 14,637   1,513,533   1,495,002   —   (18,531 )
Expiring 12/18/19   Barclays Bank PLC   SEK 13,315   1,381,925   1,360,016   —   (21,909 )
Expiring 12/18/19   Barclays Bank PLC   SEK 8,835   919,371   902,444   —   (16,927 )
Expiring 12/18/19   Barclays Bank PLC   SEK 5,861   609,697   598,628   —   (11,069 )
Expiring 12/18/19   Barclays Bank PLC   SEK 5,633   586,210   575,311   —   (10,899 )
Expiring 12/18/19   Barclays Bank PLC   SEK 4,863   502,609   496,679   —   (5,930 )
Expiring 12/18/19   Barclays Bank PLC   SEK 4,394   455,973   448,774   —   (7,199 )
Expiring 12/18/19   Barclays Bank PLC   SEK 2,095   218,700   214,018   —   (4,682 )
Expiring 12/18/19   Barclays Bank PLC   SEK 1,371   142,807   140,080   —   (2,727 )
Expiring 12/18/19   Barclays Bank PLC   SEK 621   64,443   63,477   —   (966 )
Expiring 12/18/19   Barclays Bank PLC   SEK 563   58,160   57,501   —   (659 )
Expiring 12/18/19   Barclays Bank PLC   SEK 433   44,431   44,225   —   (206 )
              $76,042,455   $75,174,628   932   (868,759 )
    
Sale
Contracts 		  Counterparty   Notional
Amount
(000) 		  Value at
Settlement
Date 		  Current
Value 		  Unrealized
Appreciation 		  Unrealized
Depreciation
OTC Forward Foreign Currency Exchange Contracts:
Australian Dollar,
Expiring 12/18/19   Barclays Bank PLC   AUD 1,359   $ 928,590   $ 919,492   $ 9,098   $ —
Expiring 12/18/19   Barclays Bank PLC   AUD 755   511,175   510,617   558   —
Expiring 12/18/19   Barclays Bank PLC   AUD 577   390,432   390,676   —   (244 )
Expiring 12/18/19   Barclays Bank PLC   AUD 258   174,586   174,495   91   —
Expiring 12/18/19   Barclays Bank PLC   AUD 101   68,312   68,218   94   —
Expiring 12/18/19   Barclays Bank PLC   AUD 65   44,554   44,269   285   —
Expiring 12/18/19   Morgan Stanley Capital Services LLC   AUD 10,784   7,364,967   7,296,567   68,400   —
British Pound,
Expiring 12/18/19   Barclays Bank PLC   GBP 1,930   2,368,069   2,380,967   —   (12,898 )
Expiring 12/18/19   Barclays Bank PLC   GBP 705   882,516   869,124   13,392   —
Expiring 12/18/19   Barclays Bank PLC   GBP 547   678,243   674,921   3,322   —
Expiring 12/18/19   Barclays Bank PLC   GBP 283   354,418   349,202   5,216   —
Expiring 12/18/19   Barclays Bank PLC   GBP 253   314,704   311,519   3,185   —
Expiring 12/18/19   Barclays Bank PLC   GBP 85   104,028   104,436   —   (408 )
Expiring 12/18/19   Barclays Bank PLC   GBP 6   7,918   7,818   100   —
Expiring 12/18/19   Morgan Stanley Capital Services LLC   GBP 2,221   2,725,431   2,740,182   —   (14,751 )
Canadian Dollar,
Expiring 12/18/19   Barclays Bank PLC   CAD 1,284   968,598   970,338   —   (1,740 )
Expiring 12/18/19   Barclays Bank PLC   CAD 1,137   859,498   859,270   228   —
Expiring 12/18/19   Barclays Bank PLC   CAD 1,097   827,897   828,853   —   (956 )
Expiring 12/18/19   Barclays Bank PLC   CAD 820   623,982   619,391   4,591   —
Expiring 12/18/19   Barclays Bank PLC   CAD 785   592,531   593,052   —   (521 )
Expiring 12/18/19   Barclays Bank PLC   CAD 497   375,324   375,869   —   (545 )
A3
AST FQ ABSOLUTE RETURN CURRENCY PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS as of September 30, 2019 (unaudited)
Forward foreign currency exchange contracts outstanding at September 30, 2019 (continued):
Sale
Contracts 		  Counterparty   Notional
Amount
(000) 		  Value at
Settlement
Date 		  Current
Value 		  Unrealized
Appreciation 		  Unrealized
Depreciation
OTC Forward Foreign Currency Exchange Contracts (cont’d.):
Canadian Dollar (cont’d.),
Expiring 12/18/19   Barclays Bank PLC   CAD 492   $ 370,950   $ 371,767   $ —   $ (817)
Expiring 12/18/19   Barclays Bank PLC   CAD 439   331,147   331,934   —   (787 )
Expiring 12/18/19   Barclays Bank PLC   CAD 367   278,332   277,021   1,311   —
Expiring 12/18/19   Barclays Bank PLC   CAD 145   109,302   109,306   —   (4 )
Expiring 12/18/19   Barclays Bank PLC   CAD 63   47,462   47,393   69   —
Expiring 12/18/19   Barclays Bank PLC   CAD 38   28,705   28,556   149   —
Expiring 12/18/19   Morgan Stanley Capital Services LLC   CAD 128   96,784   96,727   57   —
Euro,
Expiring 12/18/19   Barclays Bank PLC   EUR 134   148,668   146,517   2,151   —
Expiring 12/18/19   Barclays Bank PLC   EUR 82   90,805   89,642   1,163   —
Expiring 12/18/19   Barclays Bank PLC   EUR 74   82,332   81,169   1,163   —
Expiring 12/18/19   Barclays Bank PLC   EUR 55   60,470   60,466   4   —
Expiring 12/18/19   Barclays Bank PLC   EUR 30   33,730   33,247   483   —
Expiring 12/18/19   Barclays Bank PLC   EUR 25   27,519   27,409   110   —
Expiring 12/18/19   Barclays Bank PLC   EUR 24   26,735   26,331   404   —
Expiring 12/18/19   Barclays Bank PLC   EUR 21   23,670   23,382   288   —
Expiring 12/18/19   Barclays Bank PLC   EUR 19   20,605   20,567   38   —
Expiring 12/18/19   Barclays Bank PLC   EUR 8   8,704   8,615   89   —
Expiring 12/18/19   Barclays Bank PLC   EUR 7   7,435   7,304   131   —
Expiring 12/18/19   Barclays Bank PLC   EUR 4   4,273   4,213   60   —
Expiring 12/18/19   Morgan Stanley Capital Services LLC   EUR 1,426   1,584,151   1,563,693   20,458   —
Japanese Yen,
Expiring 12/18/19   Barclays Bank PLC   JPY 53,854   507,232   500,992   6,240   —
Expiring 12/18/19   Barclays Bank PLC   JPY 50,638   474,807   471,071   3,736   —
Expiring 12/18/19   Barclays Bank PLC   JPY 46,729   436,236   434,703   1,533   —
Expiring 12/18/19   Barclays Bank PLC   JPY 43,807   409,827   407,522   2,305   —
Expiring 12/18/19   Barclays Bank PLC   JPY 26,164   245,421   243,400   2,021   —
Expiring 12/18/19   Barclays Bank PLC   JPY 22,923   213,874   213,251   623   —
Expiring 12/18/19   Barclays Bank PLC   JPY 9,261   86,344   86,153   191   —
Expiring 12/18/19   Barclays Bank PLC   JPY 7,863   73,251   73,143   108   —
Expiring 12/18/19   Morgan Stanley Capital Services LLC   JPY 589,931   5,573,925   5,487,970   85,955   —
New Zealand Dollar,
Expiring 12/18/19   Barclays Bank PLC   NZD 2,157   1,389,437   1,353,018   36,419   —
Expiring 12/18/19   Barclays Bank PLC   NZD 1,766   1,137,176   1,107,756   29,420   —
Expiring 12/18/19   Barclays Bank PLC   NZD 1,013   652,940   635,527   17,413   —
Expiring 12/18/19   Barclays Bank PLC   NZD 789   497,587   495,175   2,412   —
Expiring 12/18/19   Barclays Bank PLC   NZD 685   437,864   429,981   7,883   —
Expiring 12/18/19   Barclays Bank PLC   NZD 658   424,638   412,715   11,923   —
Expiring 12/18/19   Barclays Bank PLC   NZD 542   347,212   340,124   7,088   —
Expiring 12/18/19   Barclays Bank PLC   NZD 243   155,960   152,438   3,522   —
Expiring 12/18/19   Barclays Bank PLC   NZD 225   141,714   141,404   310   —
Norwegian Krone,
Expiring 12/18/19   Barclays Bank PLC   NOK 53,221   5,925,662   5,857,329   68,333   —
Expiring 12/18/19   Barclays Bank PLC   NOK 9,492   1,049,850   1,044,680   5,170   —
Expiring 12/18/19   Barclays Bank PLC   NOK 9,195   1,026,168   1,011,947   14,221   —
Expiring 12/18/19   Barclays Bank PLC   NOK 8,676   973,351   954,846   18,505   —
Expiring 12/18/19   Barclays Bank PLC   NOK 7,334   819,144   807,136   12,008   —
Expiring 12/18/19   Barclays Bank PLC   NOK 6,941   776,461   763,904   12,557   —
Expiring 12/18/19   Barclays Bank PLC   NOK 3,446   385,427   379,226   6,201   —
Expiring 12/18/19   Barclays Bank PLC   NOK 3,177   354,906   349,620   5,286   —
Expiring 12/18/19   Barclays Bank PLC   NOK 2,847   318,783   313,349   5,434   —
Expiring 12/18/19   Barclays Bank PLC   NOK 744   83,321   81,924   1,397   —
Expiring 12/18/19   Barclays Bank PLC   NOK 672   74,759   73,989   770   —
Expiring 12/18/19   Barclays Bank PLC   NOK 589   65,130   64,830   300   —
Expiring 12/18/19   Barclays Bank PLC   NOK 563   62,084   62,010   74   —
A4
AST FQ ABSOLUTE RETURN CURRENCY PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS as of September 30, 2019 (unaudited)
Forward foreign currency exchange contracts outstanding at September 30, 2019 (continued):
Sale
Contracts 		  Counterparty   Notional
Amount
(000) 		  Value at
Settlement
Date 		  Current
Value 		  Unrealized
Appreciation 		  Unrealized
Depreciation
OTC Forward Foreign Currency Exchange Contracts (cont’d.):
Norwegian Krone (cont’d.),
Expiring 12/18/19   Morgan Stanley Capital Services LLC   NOK 3,424   $ 381,154   $ 376,858   $ 4,296   $ —
Singapore Dollar,
Expiring 12/18/19   Barclays Bank PLC   SGD 6,031   4,363,882   4,367,624   —   (3,742 )
Expiring 12/18/19   Barclays Bank PLC   SGD 2,018   1,470,933   1,461,373   9,560   —
Expiring 12/18/19   Barclays Bank PLC   SGD 1,195   869,546   865,578   3,968   —
Expiring 12/18/19   Barclays Bank PLC   SGD 750   542,281   543,062   —   (781 )
Expiring 12/18/19   Barclays Bank PLC   SGD 713   518,753   516,203   2,550   —
Expiring 12/18/19   Barclays Bank PLC   SGD 708   512,558   512,480   78   —
Expiring 12/18/19   Barclays Bank PLC   SGD 435   314,660   314,879   —   (219 )
Expiring 12/18/19   Barclays Bank PLC   SGD 430   312,906   311,677   1,229   —
Expiring 12/18/19   Barclays Bank PLC   SGD 275   199,629   199,095   534   —
Expiring 12/18/19   Barclays Bank PLC   SGD 266   193,215   192,567   648   —
Expiring 12/18/19   Barclays Bank PLC   SGD 246   178,410   177,943   467   —
Expiring 12/18/19   Barclays Bank PLC   SGD 105   76,382   76,080   302   —
Expiring 12/18/19   Barclays Bank PLC   SGD 18   12,985   12,958   27   —
Expiring 12/18/19   Morgan Stanley Capital Services LLC   SGD 1,716   1,241,212   1,242,508   —   (1,296 )
Swedish Krona,
Expiring 12/18/19   Barclays Bank PLC   SEK 14,605   1,516,742   1,491,777   24,965   —
Expiring 12/18/19   Barclays Bank PLC   SEK 5,539   579,562   565,775   13,787   —
Expiring 12/18/19   Barclays Bank PLC   SEK 2,972   308,247   303,506   4,741   —
Expiring 12/18/19   Barclays Bank PLC   SEK 162   16,560   16,547   13   —
Expiring 12/18/19   Morgan Stanley Capital Services LLC   SEK 59,116   6,141,624   6,038,036   103,588   —
              $69,419,284   $68,782,194   676,799   (39,709 )
                      $677,731   $(908,468 )
Other information regarding the Portfolio is available in the Portfolio’s most recent Report to Shareholders. This information is available on the Securities and Exchange Commission’s website (www.sec.gov).
A5