NPORT-EX 2 PIPDMM0ASTFQAbsRetCurrPt.htm
AST FQ ABSOLUTE RETURN CURRENCY PORTFOLIO
SCHEDULE OF INVESTMENTS as of March 31, 2020 (unaudited)
Interest
Rate 		  Maturity
Date 		  Principal
Amount
(000)# 		  Value
Short-Term Investments — 68.7%
Foreign Treasury Obligation(n) — 2.8%
Canadian Treasury Bill
1.627%   04/16/20   CAD 450   $319,729
(cost $339,821)        
    
      Shares  
Unaffiliated Fund — 30.9%
Morgan Stanley Institutional Liquidity Funds-Treasury Portfolio
3,573,312 3,573,312
(cost $3,573,312)    
    
Interest
Rate 		  Maturity
Date 		  Principal
Amount
(000)# 		 
U.S. Treasury Obligations(n) — 35.0%
U.S. Treasury Bills
0.701%   06/18/20(h)     1,250 1,249,716
1.493%   05/21/20     725 724,960
1.525%   04/23/20(h)     2,075 2,074,968
 
Total U.S. Treasury Obligations

(cost $4,044,678)
  4,049,644
 
TOTAL INVESTMENTS—68.7%

(cost $7,957,811)
  7,942,685
 
Other assets in excess of liabilities(z) — 31.3%
  3,619,305
 
Net Assets — 100.0%
  $11,561,990
    
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 March 31, 2020:
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 06/17/20   Barclays Bank PLC   AUD 6,048   $3,732,892   $3,720,951   $—   $(11,941)
Expiring 06/17/20   Barclays Bank PLC   AUD 1,912   1,123,283   1,176,299   53,016   —
Expiring 06/17/20   Barclays Bank PLC   AUD 249   162,241   153,104   —   (9,137)
Expiring 06/17/20   Barclays Bank PLC   AUD 221   133,319   136,049   2,730   —
Expiring 06/17/20   Barclays Bank PLC   AUD 128   78,787   78,919   132   —
Expiring 06/17/20   Morgan Stanley Capital Services LLC   AUD 2,055   1,255,620   1,264,579   8,959   —
Expiring 06/17/20   Morgan Stanley Capital Services LLC   AUD 1,811   1,062,489   1,114,305   51,816   —
Expiring 06/17/20   Morgan Stanley Capital Services LLC   AUD 1,622   1,021,309   997,795   —   (23,514)
Expiring 06/17/20   Morgan Stanley Capital Services LLC   AUD 1,511   931,473   929,298   —   (2,175)
Expiring 06/17/20   Morgan Stanley Capital Services LLC   AUD 347   218,161   213,288   —   (4,873)
British Pound,
Expiring 06/17/20   Barclays Bank PLC   GBP 602   778,889   749,321   —   (29,568)
Expiring 06/17/20   Barclays Bank PLC   GBP 573   669,277   712,143   42,866   —
Expiring 06/17/20   Barclays Bank PLC   GBP 312   367,104   388,571   21,467   —
Expiring 06/17/20   Barclays Bank PLC   GBP 295   385,406   367,022   —   (18,384)
Expiring 06/17/20   Barclays Bank PLC   GBP 130   168,633   162,152   —   (6,481)
Expiring 06/17/20   Barclays Bank PLC   GBP 89   110,551   110,489   —   (62)
Expiring 06/17/20   Barclays Bank PLC   GBP —   639   604   —   (35)
Expiring 06/17/20   Morgan Stanley Capital Services LLC   GBP 1,002   1,234,772   1,246,622   11,850   —
Expiring 06/17/20   Morgan Stanley Capital Services LLC   GBP 806   956,602   1,002,604   46,002   —
Expiring 06/17/20   Morgan Stanley Capital Services LLC   GBP 761   953,892   947,010   —   (6,882)
Expiring 06/17/20   Morgan Stanley Capital Services LLC   GBP 14   17,088   17,598   510   —
A0
AST FQ ABSOLUTE RETURN CURRENCY PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS as of March 31, 2020 (unaudited)
Forward foreign currency exchange contracts outstanding at March 31, 2020 (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.):
Canadian Dollar,
Expiring 06/17/20   Barclays Bank PLC   CAD 10,051   $7,216,348   $7,147,347   $—   $(69,001)
Expiring 06/17/20   Barclays Bank PLC   CAD 909   659,888   646,053   —   (13,835)
Expiring 06/17/20   Barclays Bank PLC   CAD 662   461,904   470,867   8,963   —
Expiring 06/17/20   Barclays Bank PLC   CAD 398   281,763   282,848   1,085   —
Expiring 06/17/20   Barclays Bank PLC   CAD 336   239,424   239,209   —   (215)
Expiring 06/17/20   Barclays Bank PLC   CAD 160   113,164   113,947   783   —
Expiring 06/17/20   Barclays Bank PLC   CAD 97   71,954   69,290   —   (2,664)
Expiring 06/17/20   Barclays Bank PLC   CAD 57   40,526   40,517   —   (9)
Expiring 06/17/20   Morgan Stanley Capital Services LLC   CAD 491   338,274   348,915   10,641   —
Euro,
Expiring 06/17/20   Barclays Bank PLC   EUR 10,805   12,407,474   11,952,630   —   (454,844)
Expiring 06/17/20   Barclays Bank PLC   EUR 735   796,141   813,353   17,212   —
Expiring 06/17/20   Barclays Bank PLC   EUR 525   583,596   580,414   —   (3,182)
Expiring 06/17/20   Barclays Bank PLC   EUR 227   258,856   250,859   —   (7,997)
Expiring 06/17/20   Barclays Bank PLC   EUR 201   227,906   222,546   —   (5,360)
Expiring 06/17/20   Barclays Bank PLC   EUR 182   197,560   201,453   3,893   —
Expiring 06/17/20   Barclays Bank PLC   EUR 38   43,061   41,972   —   (1,089)
Japanese Yen,
Expiring 06/17/20   Barclays Bank PLC   JPY 1,186,250   11,644,741   11,068,987   —   (575,754)
Expiring 06/17/20   Barclays Bank PLC   JPY 86,228   810,332   804,599   —   (5,733)
Expiring 06/17/20   Barclays Bank PLC   JPY 70,223   632,627   655,260   22,633   —
Expiring 06/17/20   Barclays Bank PLC   JPY 46,880   425,643   437,445   11,802   —
Expiring 06/17/20   Barclays Bank PLC   JPY 46,817   448,713   436,850   —   (11,863)
Expiring 06/17/20   Barclays Bank PLC   JPY 27,977   260,263   261,055   792   —
Expiring 06/17/20   Morgan Stanley Capital Services LLC   JPY 120,142   1,137,406   1,121,058   —   (16,348)
Expiring 06/17/20   Morgan Stanley Capital Services LLC   JPY 33,131   315,607   309,150   —   (6,457)
New Zealand Dollar,
Expiring 06/17/20   Barclays Bank PLC   NZD 1,712   998,079   1,021,160   23,081   —
Expiring 06/17/20   Barclays Bank PLC   NZD 1,206   760,162   719,015   —   (41,147)
Expiring 06/17/20   Barclays Bank PLC   NZD 1,040   656,697   620,346   —   (36,351)
Expiring 06/17/20   Barclays Bank PLC   NZD 680   427,178   405,325   —   (21,853)
Expiring 06/17/20   Barclays Bank PLC   NZD 492   280,561   293,580   13,019   —
Expiring 06/17/20   Barclays Bank PLC   NZD 458   265,698   273,322   7,624   —
Expiring 06/17/20   Barclays Bank PLC   NZD 333   190,990   198,786   7,796   —
Expiring 06/17/20   Barclays Bank PLC   NZD 162   101,745   96,466   —   (5,279)
Expiring 06/17/20   Morgan Stanley Capital Services LLC   NZD 2,983   1,905,489   1,778,714   —   (126,775)
Expiring 06/17/20   Morgan Stanley Capital Services LLC   NZD 1,193   691,837   711,173   19,336   —
Expiring 06/17/20   Morgan Stanley Capital Services LLC   NZD 926   566,204   552,391   —   (13,813)
Expiring 06/17/20   Morgan Stanley Capital Services LLC   NZD 467   277,787   278,609   822   —
Expiring 06/17/20   Morgan Stanley Capital Services LLC   NZD 343   209,890   204,778   —   (5,112)
Norwegian Krone,
Expiring 06/17/20   Barclays Bank PLC   NOK 15,527   1,368,857   1,493,892   125,035   —
Expiring 06/17/20   Barclays Bank PLC   NOK 15,432   1,368,604   1,484,753   116,149   —
Expiring 06/17/20   Barclays Bank PLC   NOK 13,515   1,399,828   1,300,302   —   (99,526)
Expiring 06/17/20   Barclays Bank PLC   NOK 7,890   679,298   759,131   79,833   —
Expiring 06/17/20   Barclays Bank PLC   NOK 5,765   601,476   554,723   —   (46,753)
Expiring 06/17/20   Barclays Bank PLC   NOK 5,377   517,364   517,324   —   (40)
Expiring 06/17/20   Barclays Bank PLC   NOK 3,155   297,811   303,550   5,739   —
Expiring 06/17/20   Barclays Bank PLC   NOK 1,760   158,403   169,319   10,916   —
Expiring 06/17/20   Barclays Bank PLC   NOK 795   85,602   76,503   —   (9,099)
Expiring 06/17/20   Morgan Stanley Capital Services LLC   NOK 12,556   1,156,483   1,208,063   51,580   —
Expiring 06/17/20   Morgan Stanley Capital Services LLC   NOK 12,255   1,227,927   1,179,103   —   (48,824)
Expiring 06/17/20   Morgan Stanley Capital Services LLC   NOK 9,045   866,496   870,261   3,765   —
Expiring 06/17/20   Morgan Stanley Capital Services LLC   NOK 5,553   540,971   534,305   —   (6,666)
Expiring 06/17/20   Morgan Stanley Capital Services LLC   NOK 1,372   134,742   131,995   —   (2,747)
A1
AST FQ ABSOLUTE RETURN CURRENCY PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS as of March 31, 2020 (unaudited)
Forward foreign currency exchange contracts outstanding at March 31, 2020 (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.):
Singapore Dollar,
Expiring 06/17/20   Barclays Bank PLC   SGD 1,947   $1,359,630   $1,371,184   $11,554   $—
Expiring 06/17/20   Barclays Bank PLC   SGD 1,709   1,182,407   1,203,697   21,290   —
Expiring 06/17/20   Barclays Bank PLC   SGD 1,132   780,907   797,186   16,279   —
Expiring 06/17/20   Barclays Bank PLC   SGD 568   399,372   400,226   854   —
Expiring 06/17/20   Barclays Bank PLC   SGD 523   366,791   368,542   1,751   —
Expiring 06/17/20   Barclays Bank PLC   SGD 452   310,160   318,680   8,520   —
Expiring 06/17/20   Barclays Bank PLC   SGD 335   235,788   235,884   96   —
Expiring 06/17/20   Barclays Bank PLC   SGD 196   135,169   138,163   2,994   —
Expiring 06/17/20   Barclays Bank PLC   SGD 183   133,109   129,129   —   (3,980)
Expiring 06/17/20   Morgan Stanley Capital Services LLC   SGD 445   315,269   313,176   —   (2,093)
Expiring 06/17/20   Morgan Stanley Capital Services LLC   SGD 443   310,487   312,138   1,651   —
Swedish Krona,
Expiring 06/17/20   Barclays Bank PLC   SEK 76,771   8,113,132   7,773,837   —   (339,295)
Expiring 06/17/20   Barclays Bank PLC   SEK 12,126   1,286,430   1,227,902   —   (58,528)
Expiring 06/17/20   Barclays Bank PLC   SEK 8,337   816,477   844,160   27,683   —
Expiring 06/17/20   Barclays Bank PLC   SEK 8,296   874,935   840,006   —   (34,929)
Expiring 06/17/20   Barclays Bank PLC   SEK 7,769   758,933   786,722   27,789   —
Expiring 06/17/20   Barclays Bank PLC   SEK 7,404   784,897   749,695   —   (35,202)
Expiring 06/17/20   Barclays Bank PLC   SEK 6,790   658,233   687,591   29,358   —
Expiring 06/17/20   Barclays Bank PLC   SEK 5,469   545,334   553,793   8,459   —
Expiring 06/17/20   Barclays Bank PLC   SEK 3,754   378,733   380,140   1,407   —
Expiring 06/17/20   Barclays Bank PLC   SEK 82   8,019   8,272   253   —
Expiring 06/17/20   Morgan Stanley Capital Services LLC   SEK 6,230   641,951   630,807   —   (11,144)
Expiring 06/17/20   Morgan Stanley Capital Services LLC   SEK 6,060   626,912   613,664   —   (13,248)
Expiring 06/17/20   Morgan Stanley Capital Services LLC   SEK 4,073   417,313   412,395   —   (4,918)
              $94,152,165   $92,839,225   941,785   (2,254,725)
    
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 06/17/20   Barclays Bank PLC   AUD 2,434   $1,444,442   $1,497,737   $—   $(53,295)
Expiring 06/17/20   Barclays Bank PLC   AUD 2,372   1,564,098   1,459,144   104,954   —
Expiring 06/17/20   Barclays Bank PLC   AUD 1,919   1,111,930   1,180,504   —   (68,574)
Expiring 06/17/20   Barclays Bank PLC   AUD 1,480   880,216   910,787   —   (30,571)
Expiring 06/17/20   Barclays Bank PLC   AUD 1,357   899,939   834,726   65,213   —
Expiring 06/17/20   Barclays Bank PLC   AUD 727   473,479   446,972   26,507   —
Expiring 06/17/20   Barclays Bank PLC   AUD 405   236,345   249,250   —   (12,905)
Expiring 06/17/20   Barclays Bank PLC   AUD 345   212,983   212,507   476   —
Expiring 06/17/20   Barclays Bank PLC   AUD 270   165,800   166,407   —   (607)
Expiring 06/17/20   Barclays Bank PLC   AUD 38   25,519   23,536   1,983   —
Expiring 06/17/20   Morgan Stanley Capital Services LLC   AUD 10,784   6,638,881   6,634,305   4,576   —
British Pound,
Expiring 06/17/20   Barclays Bank PLC   GBP 1,226   1,507,246   1,524,337   —   (17,091)
Expiring 06/17/20   Barclays Bank PLC   GBP 1,057   1,373,022   1,314,382   58,640   —
Expiring 06/17/20   Barclays Bank PLC   GBP 735   914,285   914,008   277   —
Expiring 06/17/20   Barclays Bank PLC   GBP 716   836,291   890,637   —   (54,346)
Expiring 06/17/20   Barclays Bank PLC   GBP 670   776,049   833,889   —   (57,840)
Expiring 06/17/20   Barclays Bank PLC   GBP 376   466,641   468,095   —   (1,454)
Expiring 06/17/20   Barclays Bank PLC   GBP 375   451,455   466,222   —   (14,767)
Expiring 06/17/20   Barclays Bank PLC   GBP 31   36,728   38,666   —   (1,938)
Expiring 06/17/20   Morgan Stanley Capital Services LLC   GBP 2,221   2,758,331   2,762,851   —   (4,520)
Expiring 06/17/20   Morgan Stanley Capital Services LLC   GBP 85   107,384   105,947   1,437   —
A2
AST FQ ABSOLUTE RETURN CURRENCY PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS as of March 31, 2020 (unaudited)
Forward foreign currency exchange contracts outstanding at March 31, 2020 (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,
Expiring 06/17/20   Barclays Bank PLC   CAD 4,681   $3,409,080   $3,328,925   $80,155   $—
Expiring 06/17/20   Barclays Bank PLC   CAD 1,234   918,838   877,157   41,681   —
Expiring 06/17/20   Barclays Bank PLC   CAD 1,069   743,773   760,492   —   (16,719)
Expiring 06/17/20   Barclays Bank PLC   CAD 1,002   690,626   712,696   —   (22,070)
Expiring 06/17/20   Barclays Bank PLC   CAD 600   415,058   426,947   —   (11,889)
Expiring 06/17/20   Barclays Bank PLC   CAD 306   227,997   217,770   10,227   —
Expiring 06/17/20   Barclays Bank PLC   CAD 121   83,915   86,334   —   (2,419)
Expiring 06/17/20   Morgan Stanley Capital Services LLC   CAD 3,251   2,331,520   2,311,925   19,595   —
Expiring 06/17/20   Morgan Stanley Capital Services LLC   CAD 2,672   1,921,274   1,900,031   21,243   —
Expiring 06/17/20   Morgan Stanley Capital Services LLC   CAD 1,149   831,595   817,398   14,197   —
Expiring 06/17/20   Morgan Stanley Capital Services LLC   CAD 128   91,767   91,006   761   —
Expiring 06/17/20   Morgan Stanley Capital Services LLC   CAD 119   84,123   84,815   —   (692)
Euro,
Expiring 06/17/20   Barclays Bank PLC   EUR 1,495   1,605,823   1,653,510   —   (47,687)
Expiring 06/17/20   Barclays Bank PLC   EUR 873   937,831   965,975   —   (28,144)
Expiring 06/17/20   Barclays Bank PLC   EUR 856   934,674   947,319   —   (12,645)
Expiring 06/17/20   Barclays Bank PLC   EUR 294   319,384   325,476   —   (6,092)
Expiring 06/17/20   Barclays Bank PLC   EUR 264   290,236   291,839   —   (1,603)
Expiring 06/17/20   Barclays Bank PLC   EUR 210   232,440   232,716   —   (276)
Expiring 06/17/20   Barclays Bank PLC   EUR 201   221,737   222,390   —   (653)
Expiring 06/17/20   Barclays Bank PLC   EUR 85   95,381   93,906   1,475   —
Expiring 06/17/20   Barclays Bank PLC   EUR 25   28,707   27,673   1,034   —
Expiring 06/17/20   Morgan Stanley Capital Services LLC   EUR 2,040   2,278,153   2,256,575   21,578   —
Expiring 06/17/20   Morgan Stanley Capital Services LLC   EUR 1,827   2,015,255   2,020,568   —   (5,313)
Expiring 06/17/20   Morgan Stanley Capital Services LLC   EUR 1,426   1,641,343   1,577,300   64,043   —
Expiring 06/17/20   Morgan Stanley Capital Services LLC   EUR 195   217,290   215,385   1,905   —
Expiring 06/17/20   Morgan Stanley Capital Services LLC   EUR 175   195,268   193,493   1,775   —
Japanese Yen,
Expiring 06/17/20   Barclays Bank PLC   JPY 105,277   962,495   982,345   —   (19,850)
Expiring 06/17/20   Barclays Bank PLC   JPY 68,287   656,665   637,195   19,470   —
Expiring 06/17/20   Barclays Bank PLC   JPY 62,520   595,280   583,381   11,899   —
Expiring 06/17/20   Barclays Bank PLC   JPY 57,917   529,214   540,428   —   (11,214)
Expiring 06/17/20   Barclays Bank PLC   JPY 57,792   538,050   539,263   —   (1,213)
Expiring 06/17/20   Barclays Bank PLC   JPY 37,599   349,243   350,836   —   (1,593)
Expiring 06/17/20   Barclays Bank PLC   JPY 14,074   130,917   131,330   —   (413)
Expiring 06/17/20   Barclays Bank PLC   JPY 9,371   84,615   87,444   —   (2,829)
Expiring 06/17/20   Barclays Bank PLC   JPY 2,672   26,219   24,931   1,288   —
Expiring 06/17/20   Morgan Stanley Capital Services LLC   JPY 589,931   5,799,325   5,504,687   294,638   —
Expiring 06/17/20   Morgan Stanley Capital Services LLC   JPY 95,510   893,339   891,212   2,127   —
Expiring 06/17/20   Morgan Stanley Capital Services LLC   JPY 79,916   750,326   745,699   4,627   —
New Zealand Dollar,
Expiring 06/17/20   Barclays Bank PLC   NZD 10,295   6,221,321   6,139,437   81,884   —
Expiring 06/17/20   Barclays Bank PLC   NZD 1,976   1,148,048   1,178,608   —   (30,560)
Expiring 06/17/20   Barclays Bank PLC   NZD 1,295   780,088   772,125   7,963   —
Expiring 06/17/20   Barclays Bank PLC   NZD 1,205   722,408   718,470   3,938   —
Expiring 06/17/20   Barclays Bank PLC   NZD 695   410,126   414,271   —   (4,145)
Expiring 06/17/20   Barclays Bank PLC   NZD 65   38,416   38,567   —   (151)
Expiring 06/17/20   Barclays Bank PLC   NZD 1   625   580   45   —
Expiring 06/17/20   Morgan Stanley Capital Services LLC   NZD 553   334,285   329,688   4,597   —
Norwegian Krone,
Expiring 06/17/20   Barclays Bank PLC   NOK 100,610   10,552,991   9,680,174   872,817   —
Expiring 06/17/20   Barclays Bank PLC   NOK 10,232   980,158   984,478   —   (4,320)
Expiring 06/17/20   Barclays Bank PLC   NOK 8,640   785,053   831,298   —   (46,245)
Expiring 06/17/20   Barclays Bank PLC   NOK 6,077   577,779   584,675   —   (6,896)
Expiring 06/17/20   Barclays Bank PLC   NOK 1,100   118,567   105,844   12,723   —
A3
AST FQ ABSOLUTE RETURN CURRENCY PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS as of March 31, 2020 (unaudited)
Forward foreign currency exchange contracts outstanding at March 31, 2020 (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 06/17/20   Barclays Bank PLC   NOK 608   $63,852   $58,486   $5,366   $—
Expiring 06/17/20   Morgan Stanley Capital Services LLC   NOK 3,424   356,779   329,457   27,322   —
Singapore Dollar,
Expiring 06/17/20   Barclays Bank PLC   SGD 3,959   2,791,460   2,788,979   2,481   —
Expiring 06/17/20   Barclays Bank PLC   SGD 2,622   1,888,830   1,847,060   41,770   —
Expiring 06/17/20   Barclays Bank PLC   SGD 759   547,809   534,615   13,194   —
Expiring 06/17/20   Barclays Bank PLC   SGD 135   93,344   95,400   —   (2,056)
Expiring 06/17/20   Barclays Bank PLC   SGD 17   12,623   12,294   329   —
Expiring 06/17/20   Barclays Bank PLC   SGD 5   3,655   3,580   75   —
Expiring 06/17/20   Morgan Stanley Capital Services LLC   SGD 1,716   1,239,349   1,208,566   30,783   —
Expiring 06/17/20   Morgan Stanley Capital Services LLC   SGD 1,692   1,171,438   1,191,573   —   (20,135)
Expiring 06/17/20   Morgan Stanley Capital Services LLC   SGD 522   367,302   367,596   —   (294)
Expiring 06/17/20   Morgan Stanley Capital Services LLC   SGD 51   36,320   36,016   304   —
Swedish Krona,
Expiring 06/17/20   Barclays Bank PLC   SEK 5,777   568,280   584,983   —   (16,703)
Expiring 06/17/20   Barclays Bank PLC   SEK 3,705   396,758   375,197   21,561   —
Expiring 06/17/20   Barclays Bank PLC   SEK 2,987   299,368   302,500   —   (3,132)
Expiring 06/17/20   Barclays Bank PLC   SEK 1,418   142,890   143,539   —   (649)
Expiring 06/17/20   Barclays Bank PLC   SEK 24   2,513   2,389   124   —
Expiring 06/17/20   Morgan Stanley Capital Services LLC   SEK 59,116   6,252,232   5,986,076   266,156   —
Expiring 06/17/20   Morgan Stanley Capital Services LLC   SEK 3,766   370,818   381,344   —   (10,526)
Expiring 06/17/20   Morgan Stanley Capital Services LLC   SEK 1,959   197,547   198,409   —   (862)
              $96,432,872   $94,819,555   2,271,213   (657,896)
                      $3,212,998   $(2,912,621)
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).
A4