AST BALANCED ASSET ALLOCATION
PORTFOLIO
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A1
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A2
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A3
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A4
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A5
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A6
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A7
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A8
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A9
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A10
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A11
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A12
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A13
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A14
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A15
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A16
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A17
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A18
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A19
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A20
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A21
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A22
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A23
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A24
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A25
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A26
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A27
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A28
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A29
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A30
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A31
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A32
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A33
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A34
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A35
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A36
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A37
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A38
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A39
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A40
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A41
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A42
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
A43
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Forward Commitment Contracts: | |||||||||||
U.S. Government Agency Obligations | Interest Rate | Maturity Date | Settlement Date | Principal Amount (000)# | Value | ||||||
Federal National Mortgage Assoc. | 2.000% | TBA | 04/16/24 | $(225) | $(199,360) | ||||||
Federal National Mortgage Assoc. | 3.000% | TBA | 04/11/24 | (915) | (787,093) | ||||||
Federal National Mortgage Assoc. | 3.000% | TBA | 04/16/24 | (180) | (167,516) | ||||||
Federal National Mortgage Assoc. | 3.500% | TBA | 04/11/24 | (2,290) | (2,049,269) | ||||||
Federal National Mortgage Assoc. | 3.500% | TBA | 04/16/24 | (100) | (95,046) | ||||||
Federal National Mortgage Assoc. | 4.000% | TBA | 04/11/24 | (734) | (679,685) | ||||||
Federal National Mortgage Assoc. | 4.000% | TBA | 04/16/24 | (100) | (96,849) | ||||||
Federal National Mortgage Assoc. | 4.500% | TBA | 04/16/24 | (410) | (403,640) | ||||||
Federal National Mortgage Assoc. | 6.500% | TBA | 04/11/24 | (475) | (485,269) | ||||||
Government National Mortgage Assoc. | 2.500% | TBA | 04/18/24 | (200) | (170,323) | ||||||
Government National Mortgage Assoc. | 3.000% | TBA | 04/18/24 | (265) | (233,670) | ||||||
Government National Mortgage Assoc. | 3.500% | TBA | 04/18/24 | (41) | (37,305) | ||||||
Government National Mortgage Assoc. | 4.000% | TBA | 04/18/24 | (650) | (608,198) | ||||||
TOTAL FORWARD COMMITMENT CONTRACTS (proceeds receivable $6,050,055) | $(6,013,223) |
A44
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Futures contracts outstanding at March 31, 2024: | ||||||||
Number of Contracts | Type | Expiration Date | Current Notional Amount | Value / Unrealized Appreciation (Depreciation) | ||||
Long Positions: | ||||||||
186 | 3 Month CME SOFR | Sep. 2024 | $44,112,225 | $30,684 | ||||
2,123 | 2 Year U.S. Treasury Notes | Jun. 2024 | 434,120,330 | (578,414) | ||||
15 | 5 Year Canadian Government Bonds | Jun. 2024 | 1,234,395 | 1,120 | ||||
4,072 | 5 Year U.S. Treasury Notes | Jun. 2024 | 435,767,645 | 581,729 | ||||
23 | 10 Year Canadian Government Bonds | Jun. 2024 | 2,043,350 | (4,809) | ||||
4,076 | 10 Year U.S. Treasury Notes | Jun. 2024 | 451,608,083 | 1,693,481 | ||||
418 | 10 Year U.S. Ultra Treasury Notes | Jun. 2024 | 47,906,721 | 260,988 | ||||
1,048 | 20 Year U.S. Treasury Bonds | Jun. 2024 | 126,218,500 | 1,356,433 | ||||
1,235 | 30 Year U.S. Ultra Treasury Bonds | Jun. 2024 | 159,315,000 | 1,930,064 | ||||
137 | Euro Schatz Index | Jun. 2024 | 15,622,719 | 4,179 | ||||
24 | Euro-BTP Italian Government Bond | Jun. 2024 | 3,081,455 | 42,679 | ||||
3 | Euro-OAT | Jun. 2024 | 414,829 | 2,360 | ||||
1,471 | Mini MSCI EAFE Index | Jun. 2024 | 173,364,705 | 2,134,439 | ||||
317 | Russell 2000 E-Mini Index | Jun. 2024 | 34,012,515 | 589,763 | ||||
2,076 | S&P 500 E-Mini Index | Jun. 2024 | 551,022,300 | 12,173,447 | ||||
20,218,143 | ||||||||
Short Positions: | ||||||||
27 | 2 Year U.S. Treasury Notes | Jun. 2024 | 5,521,078 | 6,315 | ||||
176 | 5 Year Euro-Bobl | Jun. 2024 | 22,453,026 | (138,910) | ||||
54 | 10 Year Australian Treasury Bonds | Jun. 2024 | 4,102,198 | (29,863) | ||||
167 | 10 Year Euro-Bund | Jun. 2024 | 24,030,801 | (218,158) | ||||
18 | 10 Year Japanese Bonds | Jun. 2024 | 17,346,017 | (24,832) | ||||
4 | 10 Year Korea Treasury Bonds | Jun. 2024 | 337,471 | (1,172) | ||||
24 | 10 Year Mini Japanese Government Bonds | Jun. 2024 | 2,310,107 | (2,012) | ||||
47 | 10 Year U.K. Gilt | Jun. 2024 | 5,928,546 | (13,872) | ||||
88 | 10 Year U.S. Treasury Notes | Jun. 2024 | 9,750,125 | (42,415) | ||||
79 | 10 Year U.S. Ultra Treasury Notes | Jun. 2024 | 9,054,141 | (19,684) | ||||
224 | 20 Year U.S. Treasury Bonds | Jun. 2024 | 26,978,000 | (348,869) | ||||
17 | 30 Year Euro Buxl | Jun. 2024 | 2,490,633 | (33,508) | ||||
65 | 30 Year U.S. Ultra Treasury Bonds | Jun. 2024 | 8,385,000 | (85,068) | ||||
52 | British Pound Currency | Jun. 2024 | 4,103,775 | 15,437 | ||||
523 | Euro Currency | Jun. 2024 | 70,745,556 | 742,962 | ||||
183 | Euro Schatz Index | Jun. 2024 | 20,868,303 | (13,970) | ||||
(207,619) | ||||||||
$20,010,524 |
Forward foreign currency exchange
contracts outstanding at March 31, 2024:
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 04/03/24 | BARC | AUD | 8,119 | $5,292,887 | $5,291,616 | $— | $(1,271) | ||||||
Expiring 04/03/24 | BARC | AUD | 6,652 | 4,327,711 | 4,335,488 | 7,777 | — | ||||||
Expiring 04/03/24 | BARC | AUD | 1,682 | 1,096,519 | 1,096,256 | — | (263) | ||||||
Expiring 04/03/24 | BARC | AUD | 965 | 639,292 | 628,945 | — | (10,347) | ||||||
Expiring 04/03/24 | BARC | AUD | 965 | 635,676 | 628,945 | — | (6,731) | ||||||
Expiring 04/03/24 | BNP | AUD | 2,920 | 1,895,492 | 1,903,131 | 7,639 | — | ||||||
Expiring 04/03/24 | BNP | AUD | 1,925 | 1,275,375 | 1,254,633 | — | (20,742) | ||||||
Expiring 04/03/24 | BNP | AUD | 975 | 635,165 | 635,463 | 298 | — | ||||||
Expiring 04/03/24 | CITI | AUD | 490 | 325,185 | 319,361 | — | (5,824) | ||||||
Expiring 04/03/24 | GSI | AUD | 645 | 426,783 | 420,383 | — | (6,400) | ||||||
Expiring 04/03/24 | GSI | AUD | 620 | 404,468 | 404,089 | — | (379) |
A45
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Forward foreign currency exchange
contracts outstanding at March 31, 2024 (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.): | |||||||||||||
Australian Dollar (cont’d.), | |||||||||||||
Expiring 04/03/24 | JPM | AUD | 975 | $634,657 | $635,463 | $806 | $— | ||||||
Expiring 04/03/24 | JPM | AUD | 260 | 169,460 | 169,457 | — | (3) | ||||||
Expiring 04/03/24 | JPM | AUD | 215 | 142,217 | 140,127 | — | (2,090) | ||||||
Expiring 04/03/24 | JPM | AUD | 80 | 52,039 | 52,140 | 101 | — | ||||||
Expiring 04/03/24 | JPM | AUD | 80 | 52,192 | 52,141 | — | (51) | ||||||
Expiring 04/03/24 | MSI | AUD | 645 | 426,478 | 420,383 | — | (6,095) | ||||||
Expiring 04/03/24 | MSI | AUD | 490 | 323,095 | 319,361 | — | (3,734) | ||||||
Expiring 04/03/24 | SG | AUD | 645 | 427,551 | 420,383 | — | (7,168) | ||||||
Expiring 04/03/24 | SSB | AUD | 80 | 52,119 | 52,140 | 21 | — | ||||||
Expiring 04/03/24 | SSB | AUD | 80 | 52,291 | 52,141 | — | (150) | ||||||
Expiring 04/03/24 | TD | AUD | 975 | 639,074 | 635,464 | — | (3,610) | ||||||
Expiring 04/03/24 | WBC | AUD | 645 | 427,784 | 420,383 | — | (7,401) | ||||||
Expiring 04/03/24 | WBC | AUD | 160 | 104,057 | 104,281 | 224 | — | ||||||
Expiring 04/19/24 | BARC | AUD | 373 | 250,135 | 243,521 | — | (6,614) | ||||||
Expiring 05/08/24 | BARC | AUD | 5,424 | 3,539,533 | 3,538,644 | — | (889) | ||||||
Expiring 05/08/24 | DB | AUD | 975 | 633,161 | 636,095 | 2,934 | — | ||||||
Expiring 05/08/24 | GSI | AUD | 165 | 107,762 | 107,646 | — | (116) | ||||||
Brazilian Real, | |||||||||||||
Expiring 04/02/24 | BARC | BRL | 590 | 118,090 | 117,575 | — | (515) | ||||||
Expiring 04/02/24 | BOA | BRL | 3,298 | 665,243 | 657,224 | — | (8,019) | ||||||
Expiring 04/02/24 | CITI | BRL | 4,567 | 919,000 | 910,113 | — | (8,887) | ||||||
Expiring 04/02/24 | CITI | BRL | 4,526 | 908,000 | 901,996 | — | (6,004) | ||||||
Expiring 04/02/24 | CITI | BRL | 2,968 | 594,051 | 591,461 | — | (2,590) | ||||||
Expiring 04/02/24 | CITI | BRL | 1,265 | 254,047 | 252,089 | — | (1,958) | ||||||
Expiring 04/02/24 | DB | BRL | 26,420 | 5,335,623 | 5,264,884 | — | (70,739) | ||||||
Expiring 04/02/24 | MSI | BRL | 260 | 52,117 | 51,813 | — | (304) | ||||||
Expiring 04/02/24 | TD | BRL | 6,786 | 1,352,000 | 1,352,248 | 248 | — | ||||||
Expiring 05/03/24 | CITI | BRL | 32,063 | 6,412,819 | 6,370,739 | — | (42,080) | ||||||
Expiring 05/03/24 | CITI | BRL | 4,233 | 846,177 | 841,078 | — | (5,099) | ||||||
British Pound, | |||||||||||||
Expiring 04/02/24 | BNP | GBP | 296 | 375,126 | 374,235 | — | (891) | ||||||
Expiring 04/02/24 | CITI | GBP | 177 | 224,044 | 223,966 | — | (78) | ||||||
Expiring 04/02/24 | MSI | GBP | 1,999 | 2,519,946 | 2,523,714 | 3,768 | — | ||||||
Expiring 04/02/24 | MSI | GBP | 263 | 333,583 | 331,722 | — | (1,861) | ||||||
Expiring 04/03/24 | BARC | GBP | 499 | 634,885 | 629,833 | — | (5,052) | ||||||
Expiring 04/03/24 | BARC | GBP | 187 | 238,628 | 236,029 | — | (2,599) | ||||||
Expiring 04/03/24 | BNP | GBP | 1,100 | 1,390,399 | 1,388,410 | — | (1,989) | ||||||
Expiring 04/03/24 | BNP | GBP | 1,004 | 1,265,187 | 1,267,240 | 2,053 | — | ||||||
Expiring 04/03/24 | BNP | GBP | 1,001 | 1,276,495 | 1,263,454 | — | (13,041) | ||||||
Expiring 04/03/24 | BNP | GBP | 999 | 1,279,775 | 1,260,929 | — | (18,846) | ||||||
Expiring 04/03/24 | BNP | GBP | 499 | 635,994 | 629,833 | — | (6,161) | ||||||
Expiring 04/03/24 | BNP | GBP | 332 | 422,577 | 419,048 | — | (3,529) | ||||||
Expiring 04/03/24 | BNP | GBP | 125 | 158,654 | 157,774 | — | (880) | ||||||
Expiring 04/03/24 | BNP | GBP | 112 | 144,303 | 141,365 | — | (2,938) | ||||||
Expiring 04/03/24 | BOA | GBP | 3,149 | 3,982,332 | 3,974,639 | — | (7,693) | ||||||
Expiring 04/03/24 | GSI | GBP | 333 | 428,188 | 420,310 | — | (7,878) | ||||||
Expiring 04/03/24 | HSBC | GBP | 9,380 | 11,830,056 | 11,839,353 | 9,297 | — | ||||||
Expiring 04/03/24 | HSBC | GBP | 770 | 971,124 | 971,887 | 763 | — | ||||||
Expiring 04/03/24 | JPM | GBP | 1,000 | 1,272,909 | 1,262,191 | — | (10,718) | ||||||
Expiring 04/03/24 | JPM | GBP | 997 | 1,278,275 | 1,258,405 | — | (19,870) | ||||||
Expiring 04/03/24 | JPM | GBP | 249 | 317,211 | 314,285 | — | (2,926) | ||||||
Expiring 04/03/24 | JPM | GBP | 84 | 106,616 | 106,024 | — | (592) | ||||||
Expiring 04/03/24 | JPM | GBP | 84 | 106,623 | 106,024 | — | (599) | ||||||
Expiring 04/03/24 | JPM | GBP | 42 | 53,292 | 53,012 | — | (280) | ||||||
Expiring 04/03/24 | MSI | GBP | 331 | 424,016 | 417,785 | — | (6,231) |
A46
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Forward foreign currency exchange
contracts outstanding at March 31, 2024 (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 04/03/24 | MSI | GBP | 42 | $53,058 | $53,012 | $— | $(46) | ||||||
Expiring 04/03/24 | RBC | GBP | 331 | 424,052 | 417,785 | — | (6,267) | ||||||
Expiring 04/03/24 | SCB | GBP | 498 | 634,693 | 628,571 | — | (6,122) | ||||||
Expiring 04/03/24 | UAG | GBP | 663 | 850,465 | 836,832 | — | (13,633) | ||||||
Expiring 04/03/24 | UAG | GBP | 42 | 53,270 | 53,012 | — | (258) | ||||||
Expiring 05/08/24 | BARC | GBP | 84 | 106,078 | 106,044 | — | (34) | ||||||
Expiring 05/08/24 | BNP | GBP | 1,006 | 1,270,939 | 1,270,005 | — | (934) | ||||||
Expiring 05/08/24 | HSBC | GBP | 3,149 | 3,972,194 | 3,975,391 | 3,197 | — | ||||||
Expiring 05/08/24 | HSBC | GBP | 391 | 493,946 | 493,610 | — | (336) | ||||||
Expiring 05/08/24 | MSI | GBP | 504 | 634,754 | 636,265 | 1,511 | — | ||||||
Expiring 05/08/24 | MSI | GBP | 168 | 212,262 | 212,088 | — | (174) | ||||||
Canadian Dollar, | |||||||||||||
Expiring 04/03/24 | BNP | CAD | 1,720 | 1,266,189 | 1,269,905 | 3,716 | — | ||||||
Expiring 04/03/24 | BNP | CAD | 1,061 | 788,021 | 783,264 | — | (4,757) | ||||||
Expiring 04/03/24 | BNP | CAD | 664 | 493,228 | 490,332 | — | (2,896) | ||||||
Expiring 04/03/24 | CWMC | CAD | 6,065 | 4,469,698 | 4,477,893 | 8,195 | — | ||||||
Expiring 04/03/24 | CWMC | CAD | 3,668 | 2,703,191 | 2,708,147 | 4,956 | — | ||||||
Expiring 04/03/24 | CWMC | CAD | 175 | 128,921 | 129,206 | 285 | — | ||||||
Expiring 04/03/24 | JPM | CAD | 855 | 630,196 | 631,261 | 1,065 | — | ||||||
Expiring 04/03/24 | RBC | CAD | 8,412 | 6,189,982 | 6,210,723 | 20,741 | — | ||||||
Expiring 04/03/24 | RBC | CAD | 145 | 107,478 | 107,056 | — | (422) | ||||||
Expiring 04/03/24 | SSB | CAD | 145 | 107,389 | 107,056 | — | (333) | ||||||
Expiring 04/03/24 | SSB | CAD | 70 | 51,625 | 51,683 | 58 | — | ||||||
Expiring 04/03/24 | TD | CAD | 70 | 51,582 | 51,682 | 100 | — | ||||||
Expiring 05/08/24 | JPM | CAD | 145 | 106,838 | 107,109 | 271 | — | ||||||
Expiring 05/08/24 | RBC | CAD | 6,065 | 4,465,216 | 4,480,126 | 14,910 | — | ||||||
Expiring 05/08/24 | RBC | CAD | 2,178 | 1,603,502 | 1,608,856 | 5,354 | — | ||||||
Chilean Peso, | |||||||||||||
Expiring 04/03/24 | BARC | CLP | 41,750 | 42,366 | 42,605 | 239 | — | ||||||
Expiring 04/03/24 | GSI | CLP | 41,800 | 42,527 | 42,656 | 129 | — | ||||||
Expiring 04/03/24 | JPM | CLP | 41,800 | 43,116 | 42,656 | — | (460) | ||||||
Expiring 04/03/24 | MSI | CLP | 727,708 | 743,318 | 742,617 | — | (701) | ||||||
Expiring 04/03/24 | MSI | CLP | 160,389 | 163,829 | 163,674 | — | (155) | ||||||
Expiring 04/03/24 | MSI | CLP | 61,800 | 63,040 | 63,066 | 26 | — | ||||||
Expiring 04/03/24 | MSI | CLP | 41,750 | 42,788 | 42,606 | — | (182) | ||||||
Expiring 05/08/24 | JPM | CLP | 53,800 | 54,873 | 54,844 | — | (29) | ||||||
Expiring 05/08/24 | MSI | CLP | 104,800 | 106,495 | 106,834 | 339 | — | ||||||
Expiring 06/21/24 | MSI | CLP | 1,848,739 | 1,952,000 | 1,882,922 | — | (69,078) | ||||||
Chinese Renminbi, | |||||||||||||
Expiring 04/03/24 | JPM | CNH | 14,400 | 1,986,755 | 1,982,905 | — | (3,850) | ||||||
Expiring 04/03/24 | JPM | CNH | 2,558 | 352,925 | 352,241 | — | (684) | ||||||
Expiring 04/03/24 | JPM | CNH | 2,233 | 310,188 | 307,488 | — | (2,700) | ||||||
Expiring 04/03/24 | JPM | CNH | 1,494 | 207,757 | 205,727 | — | (2,030) | ||||||
Expiring 04/03/24 | JPM | CNH | 922 | 128,160 | 126,961 | — | (1,199) | ||||||
Expiring 04/03/24 | JPM | CNH | 762 | 105,901 | 104,929 | — | (972) | ||||||
Expiring 04/03/24 | JPM | CNH | 749 | 104,256 | 103,138 | — | (1,118) | ||||||
Expiring 04/03/24 | SSB | CNH | 3,628 | 505,920 | 499,582 | — | (6,338) | ||||||
Expiring 04/03/24 | SSB | CNH | 801 | 111,541 | 110,299 | — | (1,242) | ||||||
Expiring 04/10/24 | CA | CNH | 5,891 | 834,267 | 811,413 | — | (22,854) | ||||||
Expiring 04/24/24 | BARC | CNH | 1,381 | 192,597 | 190,343 | — | (2,254) | ||||||
Expiring 04/24/24 | CITI | CNH | 23,964 | 3,304,000 | 3,302,694 | — | (1,306) | ||||||
Expiring 04/24/24 | HSBC | CNH | 20,892 | 2,923,000 | 2,879,316 | — | (43,684) | ||||||
Expiring 04/24/24 | JPM | CNH | 21,428 | 2,982,000 | 2,953,150 | — | (28,850) | ||||||
Expiring 04/24/24 | MSI | CNH | 23,433 | 3,237,000 | 3,229,483 | — | (7,517) |
A47
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Forward foreign currency exchange
contracts outstanding at March 31, 2024 (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.): | |||||||||||||
Colombian Peso, | |||||||||||||
Expiring 04/03/24 | BNP | COP | 1,833,412 | $463,357 | $473,746 | $10,389 | $— | ||||||
Expiring 04/03/24 | CITI | COP | 1,337,612 | 347,612 | 345,633 | — | (1,979) | ||||||
Expiring 04/03/24 | JPM | COP | 723,000 | 184,769 | 186,820 | 2,051 | — | ||||||
Expiring 04/03/24 | MSI | COP | 166,400 | 42,526 | 42,997 | 471 | — | ||||||
Expiring 04/03/24 | SCB | COP | 166,400 | 42,514 | 42,997 | 483 | — | ||||||
Expiring 05/08/24 | CITI | COP | 2,043,112 | 528,059 | 524,952 | — | (3,107) | ||||||
Expiring 06/20/24 | BNP | COP | 5,526,060 | 1,395,350 | 1,410,187 | 14,837 | — | ||||||
Expiring 06/20/24 | CITI | COP | 8,581,195 | 2,154,563 | 2,189,821 | 35,258 | — | ||||||
Czech Koruna, | |||||||||||||
Expiring 04/03/24 | BOA | CZK | 4,910 | 211,310 | 209,334 | — | (1,976) | ||||||
Expiring 04/03/24 | JPM | CZK | 2,750 | 119,128 | 117,244 | — | (1,884) | ||||||
Expiring 04/03/24 | MSI | CZK | 9,020 | 385,007 | 384,560 | — | (447) | ||||||
Expiring 04/03/24 | RBC | CZK | 4,920 | 211,959 | 209,760 | — | (2,199) | ||||||
Expiring 04/03/24 | UAG | CZK | 7,702 | 329,935 | 328,368 | — | (1,567) | ||||||
Expiring 05/09/24 | UAG | CZK | 11,770 | 504,092 | 501,749 | — | (2,343) | ||||||
Danish Krone, | |||||||||||||
Expiring 04/03/24 | BARC | DKK | 1,942 | 282,017 | 280,969 | — | (1,048) | ||||||
Euro, | |||||||||||||
Expiring 04/02/24 | BNP | EUR | 39,986 | 43,331,591 | 43,147,136 | — | (184,455) | ||||||
Expiring 04/02/24 | BNP | EUR | 2,093 | 2,275,148 | 2,258,979 | — | (16,169) | ||||||
Expiring 04/03/24 | BARC | EUR | 1,170 | 1,266,702 | 1,262,550 | — | (4,152) | ||||||
Expiring 04/03/24 | BARC | EUR | 779 | 853,341 | 840,621 | — | (12,720) | ||||||
Expiring 04/03/24 | BARC | EUR | 776 | 846,469 | 837,383 | — | (9,086) | ||||||
Expiring 04/03/24 | BARC | EUR | 776 | 845,439 | 837,383 | — | (8,056) | ||||||
Expiring 04/03/24 | BARC | EUR | 389 | 426,000 | 419,771 | — | (6,229) | ||||||
Expiring 04/03/24 | BARC | EUR | 282 | 307,776 | 304,307 | — | (3,469) | ||||||
Expiring 04/03/24 | BARC | EUR | 281 | 307,037 | 303,227 | — | (3,810) | ||||||
Expiring 04/03/24 | BARC | EUR | 115 | 125,747 | 124,097 | — | (1,650) | ||||||
Expiring 04/03/24 | BNP | EUR | 1,172 | 1,273,258 | 1,264,707 | — | (8,551) | ||||||
Expiring 04/03/24 | BNP | EUR | 585 | 633,838 | 631,275 | — | (2,563) | ||||||
Expiring 04/03/24 | BNP | EUR | 393 | 425,135 | 424,087 | — | (1,048) | ||||||
Expiring 04/03/24 | BNP | EUR | 389 | 425,667 | 419,770 | — | (5,897) | ||||||
Expiring 04/03/24 | BNP | EUR | 389 | 425,483 | 419,771 | — | (5,712) | ||||||
Expiring 04/03/24 | BNP | EUR | 330 | 356,866 | 356,104 | — | (762) | ||||||
Expiring 04/03/24 | BNP | EUR | 292 | 315,930 | 315,098 | — | (832) | ||||||
Expiring 04/03/24 | BNP | EUR | 292 | 315,872 | 315,097 | — | (775) | ||||||
Expiring 04/03/24 | BOA | EUR | 211 | 228,842 | 227,691 | — | (1,151) | ||||||
Expiring 04/03/24 | CITI | EUR | 389 | 425,186 | 419,771 | — | (5,415) | ||||||
Expiring 04/03/24 | CITI | EUR | 48 | 52,558 | 51,797 | — | (761) | ||||||
Expiring 04/03/24 | DB | EUR | 56,435 | 61,062,670 | 60,899,121 | — | (163,549) | ||||||
Expiring 04/03/24 | GSI | EUR | 281 | 305,844 | 303,228 | — | (2,616) | ||||||
Expiring 04/03/24 | JPM | EUR | 2,336 | 2,537,081 | 2,520,783 | — | (16,298) | ||||||
Expiring 04/03/24 | JPM | EUR | 586 | 636,903 | 632,354 | — | (4,549) | ||||||
Expiring 04/03/24 | JPM | EUR | 584 | 632,779 | 630,196 | — | (2,583) | ||||||
Expiring 04/03/24 | JPM | EUR | 584 | 632,779 | 630,196 | — | (2,583) | ||||||
Expiring 04/03/24 | JPM | EUR | 271 | 294,538 | 292,437 | — | (2,101) | ||||||
Expiring 04/03/24 | JPM | EUR | 110 | 119,429 | 118,701 | — | (728) | ||||||
Expiring 04/03/24 | MSI | EUR | 14,714 | 15,935,483 | 15,877,907 | — | (57,576) | ||||||
Expiring 04/03/24 | MSI | EUR | 4,115 | 4,456,607 | 4,440,505 | — | (16,102) | ||||||
Expiring 04/03/24 | MSI | EUR | 776 | 846,598 | 837,383 | — | (9,215) | ||||||
Expiring 04/03/24 | SSB | EUR | 390 | 422,353 | 420,850 | — | (1,503) | ||||||
Expiring 04/03/24 | SSB | EUR | 389 | 425,777 | 419,770 | — | (6,007) | ||||||
Expiring 04/03/24 | SSB | EUR | 389 | 421,150 | 419,771 | — | (1,379) | ||||||
Expiring 04/03/24 | UAG | EUR | 390 | 424,249 | 420,850 | — | (3,399) | ||||||
Expiring 04/03/24 | UAG | EUR | 389 | 427,115 | 419,771 | — | (7,344) |
A48
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Forward foreign currency exchange
contracts outstanding at March 31, 2024 (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.): | |||||||||||||
Euro (cont’d.), | |||||||||||||
Expiring 04/03/24 | WBC | EUR | 781 | $854,409 | $842,778 | $— | $(11,631) | ||||||
Expiring 04/19/24 | CITI | EUR | 2,000 | 2,175,479 | 2,159,542 | — | (15,937) | ||||||
Expiring 04/19/24 | CITI | EUR | 844 | 915,000 | 910,917 | — | (4,083) | ||||||
Expiring 05/08/24 | BARC | EUR | 784 | 850,204 | 847,179 | — | (3,025) | ||||||
Expiring 05/08/24 | BARC | EUR | 784 | 847,446 | 847,179 | — | (267) | ||||||
Expiring 05/08/24 | BNP | EUR | 588 | 635,389 | 635,384 | — | (5) | ||||||
Expiring 05/08/24 | BNP | EUR | 588 | 635,299 | 635,384 | 85 | — | ||||||
Expiring 05/08/24 | DB | EUR | 14,714 | 15,942,957 | 15,899,727 | — | (43,230) | ||||||
Expiring 05/08/24 | DB | EUR | 2,544 | 2,756,483 | 2,749,009 | — | (7,474) | ||||||
Expiring 05/08/24 | GSI | EUR | 784 | 847,128 | 847,179 | 51 | — | ||||||
Hong Kong Dollar, | |||||||||||||
Expiring 04/03/24 | SSB | HKD | 15,795 | 2,019,886 | 2,018,470 | — | (1,416) | ||||||
Expiring 04/12/24 | HSBC | HKD | 10,395 | 1,329,986 | 1,328,770 | — | (1,216) | ||||||
Expiring 05/09/24 | HSBC | HKD | 5,405 | 692,101 | 691,479 | — | (622) | ||||||
Hungarian Forint, | |||||||||||||
Expiring 04/03/24 | BARC | HUF | 4,278 | 11,753 | 11,715 | — | (38) | ||||||
Expiring 04/03/24 | DB | HUF | 59,322 | 163,589 | 162,443 | — | (1,146) | ||||||
Expiring 04/19/24 | CITI | HUF | 532,845 | 1,514,668 | 1,457,581 | — | (57,087) | ||||||
Expiring 05/08/24 | SSB | HUF | 50,900 | 138,933 | 139,080 | 147 | — | ||||||
Indian Rupee, | |||||||||||||
Expiring 04/03/24 | CITI | INR | 46,707 | 560,211 | 560,062 | — | (149) | ||||||
Expiring 04/03/24 | DB | INR | 167,083 | 2,010,452 | 2,003,488 | — | (6,964) | ||||||
Expiring 04/03/24 | JPM | INR | 91,740 | 1,100,344 | 1,100,051 | — | (293) | ||||||
Expiring 05/08/24 | DB | INR | 23,383 | 280,368 | 280,097 | — | (271) | ||||||
Expiring 06/20/24 | JPM | INR | 315,433 | 3,796,802 | 3,773,037 | — | (23,765) | ||||||
Indonesian Rupiah, | |||||||||||||
Expiring 04/03/24 | BOA | IDR | 14,485,607 | 915,652 | 912,545 | — | (3,107) | ||||||
Expiring 06/20/24 | BOA | IDR | 28,517,588 | 1,837,000 | 1,792,555 | — | (44,445) | ||||||
Expiring 06/20/24 | MSI | IDR | 192,855,000 | 12,418,863 | 12,122,458 | — | (296,405) | ||||||
Israeli Shekel, | |||||||||||||
Expiring 04/03/24 | BARC | ILS | 1,133 | 309,521 | 308,208 | — | (1,313) | ||||||
Expiring 04/03/24 | BARC | ILS | 445 | 121,568 | 121,052 | — | (516) | ||||||
Expiring 04/03/24 | BARC | ILS | 395 | 110,897 | 107,451 | — | (3,446) | ||||||
Expiring 06/20/24 | BNP | ILS | 2,430 | 667,151 | 663,384 | — | (3,767) | ||||||
Japanese Yen, | |||||||||||||
Expiring 04/03/24 | BARC | JPY | 95,100 | 640,484 | 628,796 | — | (11,688) | ||||||
Expiring 04/03/24 | BARC | JPY | 64,300 | 424,806 | 425,148 | 342 | — | ||||||
Expiring 04/03/24 | BARC | JPY | 64,300 | 425,549 | 425,148 | — | (401) | ||||||
Expiring 04/03/24 | BARC | JPY | 64,100 | 425,746 | 423,825 | — | (1,921) | ||||||
Expiring 04/03/24 | BARC | JPY | 63,700 | 421,691 | 421,181 | — | (510) | ||||||
Expiring 04/03/24 | BARC | JPY | 63,600 | 421,524 | 420,519 | — | (1,005) | ||||||
Expiring 04/03/24 | BARC | JPY | 63,500 | 425,518 | 419,859 | — | (5,659) | ||||||
Expiring 04/03/24 | BARC | JPY | 63,400 | 424,018 | 419,197 | — | (4,821) | ||||||
Expiring 04/03/24 | BARC | JPY | 63,000 | 423,533 | 416,553 | — | (6,980) | ||||||
Expiring 04/03/24 | BARC | JPY | 63,000 | 421,529 | 416,553 | — | (4,976) | ||||||
Expiring 04/03/24 | BARC | JPY | 63,000 | 421,608 | 416,553 | — | (5,055) | ||||||
Expiring 04/03/24 | BARC | JPY | 63,000 | 427,215 | 416,553 | — | (10,662) | ||||||
Expiring 04/03/24 | BARC | JPY | 35,300 | 238,932 | 233,401 | — | (5,531) | ||||||
Expiring 04/03/24 | BNP | JPY | 1,188,248 | 7,856,646 | 7,856,628 | — | (18) | ||||||
Expiring 04/03/24 | BNP | JPY | 191,000 | 1,274,614 | 1,262,881 | — | (11,733) | ||||||
Expiring 04/03/24 | BNP | JPY | 101,200 | 674,924 | 669,128 | — | (5,796) | ||||||
Expiring 04/03/24 | BNP | JPY | 96,200 | 637,058 | 636,069 | — | (989) | ||||||
Expiring 04/03/24 | BNP | JPY | 47,300 | 314,736 | 312,745 | — | (1,991) | ||||||
Expiring 04/03/24 | BNP | JPY | 20,500 | 135,526 | 135,545 | 19 | — | ||||||
Expiring 04/03/24 | BNP | JPY | 16,700 | 111,539 | 110,420 | — | (1,119) |
A49
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Forward foreign currency exchange
contracts outstanding at March 31, 2024 (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.): | |||||||||||||
Japanese Yen (cont’d.), | |||||||||||||
Expiring 04/03/24 | GSI | JPY | 63,700 | $426,448 | $421,181 | $— | $(5,267) | ||||||
Expiring 04/03/24 | GSI | JPY | 62,800 | 424,707 | 415,230 | — | (9,477) | ||||||
Expiring 04/03/24 | GSI | JPY | 62,800 | 426,945 | 415,230 | — | (11,715) | ||||||
Expiring 04/03/24 | MSI | JPY | 939,171 | 6,266,128 | 6,209,745 | — | (56,383) | ||||||
Expiring 04/03/24 | MSI | JPY | 125,500 | 857,472 | 829,799 | — | (27,673) | ||||||
Expiring 04/03/24 | MSI | JPY | 95,500 | 631,758 | 631,441 | — | (317) | ||||||
Expiring 04/03/24 | MSI | JPY | 95,300 | 636,187 | 630,118 | — | (6,069) | ||||||
Expiring 04/03/24 | MSI | JPY | 63,400 | 429,279 | 419,197 | — | (10,082) | ||||||
Expiring 04/03/24 | MSI | JPY | 62,800 | 426,286 | 415,230 | — | (11,056) | ||||||
Expiring 04/03/24 | MSI | JPY | 20,000 | 136,527 | 132,239 | — | (4,288) | ||||||
Expiring 04/03/24 | SSB | JPY | 47,000 | 316,443 | 310,761 | — | (5,682) | ||||||
Expiring 04/03/24 | SSB | JPY | 47,000 | 316,774 | 310,761 | — | (6,013) | ||||||
Expiring 04/03/24 | UAG | JPY | 125,400 | 857,087 | 829,138 | — | (27,949) | ||||||
Expiring 04/03/24 | WBC | JPY | 125,400 | 856,766 | 829,137 | — | (27,629) | ||||||
Expiring 04/19/24 | BOA | JPY | 285,469 | 1,999,850 | 1,891,934 | — | (107,916) | ||||||
Expiring 04/19/24 | SSB | JPY | 478,555 | 3,348,651 | 3,171,604 | — | (177,047) | ||||||
Expiring 05/08/24 | BARC | JPY | 96,300 | 639,194 | 640,134 | 940 | — | ||||||
Expiring 05/08/24 | BNP | JPY | 862,821 | 5,735,406 | 5,735,423 | 17 | — | ||||||
Expiring 05/08/24 | BNP | JPY | 128,400 | 853,169 | 853,513 | 344 | — | ||||||
Expiring 05/08/24 | CA | JPY | 16,100 | 107,167 | 107,021 | — | (146) | ||||||
Expiring 05/08/24 | GSI | JPY | 128,500 | 854,730 | 854,177 | — | (553) | ||||||
Expiring 05/08/24 | MSI | JPY | 193,000 | 1,284,304 | 1,282,928 | — | (1,376) | ||||||
Expiring 05/08/24 | MSI | JPY | 16,100 | 107,266 | 107,021 | — | (245) | ||||||
Expiring 05/08/24 | SSB | JPY | 96,300 | 639,442 | 640,134 | 692 | — | ||||||
Malaysian Ringgit, | |||||||||||||
Expiring 04/03/24 | DB | MYR | 3,593 | 759,941 | 754,289 | — | (5,652) | ||||||
Mexican Peso, | |||||||||||||
Expiring 04/03/24 | BNP | MXN | 5,614 | 332,713 | 337,381 | 4,668 | — | ||||||
Expiring 04/03/24 | CITI | MXN | 2,170 | 128,593 | 130,410 | 1,817 | — | ||||||
Expiring 04/03/24 | CITI | MXN | 1,510 | 90,097 | 90,746 | 649 | — | ||||||
Expiring 04/03/24 | CITI | MXN | 1,430 | 85,537 | 85,937 | 400 | — | ||||||
Expiring 04/03/24 | JPM | MXN | 17,970 | 1,066,114 | 1,079,932 | 13,818 | — | ||||||
Expiring 04/03/24 | JPM | MXN | 17,970 | 1,064,923 | 1,079,933 | 15,010 | — | ||||||
Expiring 04/03/24 | JPM | MXN | 2,670 | 159,644 | 160,458 | 814 | — | ||||||
Expiring 04/03/24 | JPM | MXN | 1,790 | 105,705 | 107,572 | 1,867 | — | ||||||
Expiring 04/03/24 | MSI | MXN | 7,170 | 424,942 | 430,892 | 5,950 | — | ||||||
Expiring 04/03/24 | MSI | MXN | 7,110 | 424,212 | 427,286 | 3,074 | — | ||||||
Expiring 04/03/24 | MSI | MXN | 7,060 | 418,167 | 424,281 | 6,114 | — | ||||||
Expiring 04/03/24 | RBC | MXN | 7,110 | 424,491 | 427,286 | 2,795 | — | ||||||
Expiring 04/03/24 | RBC | MXN | 7,060 | 418,654 | 424,280 | 5,626 | — | ||||||
Expiring 04/03/24 | SSB | MXN | 14,300 | 843,122 | 859,379 | 16,257 | — | ||||||
Expiring 04/03/24 | SSB | MXN | 12,940 | 766,350 | 777,648 | 11,298 | — | ||||||
Expiring 04/03/24 | SSB | MXN | 12,930 | 761,015 | 777,046 | 16,031 | — | ||||||
Expiring 04/03/24 | SSB | MXN | 7,150 | 421,438 | 429,689 | 8,251 | — | ||||||
Expiring 04/03/24 | SSB | MXN | 7,146 | 423,523 | 429,449 | 5,926 | — | ||||||
Expiring 04/03/24 | SSB | MXN | 3,860 | 230,744 | 231,972 | 1,228 | — | ||||||
Expiring 04/03/24 | UAG | MXN | 38,397 | 2,304,465 | 2,307,522 | 3,057 | — | ||||||
Expiring 04/03/24 | UAG | MXN | 32,122 | 1,927,860 | 1,930,417 | 2,557 | — | ||||||
Expiring 06/20/24 | BARC | MXN | 7,505 | 443,291 | 445,591 | 2,300 | — | ||||||
Expiring 06/20/24 | BOA | MXN | 194,406 | 11,485,293 | 11,541,635 | 56,342 | — | ||||||
Expiring 06/20/24 | BOA | MXN | 40,188 | 2,375,000 | 2,385,896 | 10,896 | — | ||||||
New Taiwanese Dollar, | |||||||||||||
Expiring 04/03/24 | CITI | TWD | 14,015 | 445,553 | 437,845 | — | (7,708) | ||||||
Expiring 04/03/24 | GSI | TWD | 4,775 | 151,525 | 149,177 | — | (2,348) | ||||||
Expiring 04/03/24 | JPM | TWD | 5,540 | 176,856 | 173,076 | — | (3,780) |
A50
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Forward foreign currency exchange
contracts outstanding at March 31, 2024 (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.): | |||||||||||||
New Taiwanese Dollar (cont’d.), | |||||||||||||
Expiring 05/08/24 | BOA | TWD | 4,905 | $153,955 | $153,425 | $— | $(530) | ||||||
Expiring 06/20/24 | BOA | TWD | 107,175 | 3,365,000 | 3,362,625 | — | (2,375) | ||||||
Expiring 06/20/24 | BOA | TWD | 100,661 | 3,157,000 | 3,158,238 | 1,238 | — | ||||||
Expiring 06/20/24 | CITI | TWD | 110,777 | 3,522,000 | 3,475,644 | — | (46,356) | ||||||
Expiring 06/20/24 | HSBC | TWD | 95,903 | 3,020,000 | 3,008,961 | — | (11,039) | ||||||
Expiring 06/20/24 | MSI | TWD | 125,498 | 3,963,000 | 3,937,486 | — | (25,514) | ||||||
New Zealand Dollar, | |||||||||||||
Expiring 04/03/24 | BARC | NZD | 513 | 312,802 | 306,493 | — | (6,309) | ||||||
Expiring 04/03/24 | BARC | NZD | 58 | 35,225 | 34,512 | — | (713) | ||||||
Expiring 04/03/24 | BNP | NZD | 4,532 | 2,718,430 | 2,707,647 | — | (10,783) | ||||||
Expiring 04/03/24 | BNP | NZD | 2,085 | 1,262,047 | 1,245,685 | — | (16,362) | ||||||
Expiring 04/03/24 | BNP | NZD | 1,040 | 632,323 | 621,349 | — | (10,974) | ||||||
Expiring 04/03/24 | GSI | NZD | 700 | 420,928 | 418,216 | — | (2,712) | ||||||
Expiring 04/03/24 | GSI | NZD | 520 | 316,903 | 310,674 | — | (6,229) | ||||||
Expiring 04/03/24 | GSI | NZD | 520 | 317,201 | 310,674 | — | (6,527) | ||||||
Expiring 04/03/24 | JPM | NZD | 1,040 | 633,116 | 621,349 | — | (11,767) | ||||||
Expiring 04/03/24 | JPM | NZD | 175 | 107,328 | 104,554 | — | (2,774) | ||||||
Expiring 04/03/24 | MSI | NZD | 1,385 | 844,721 | 827,469 | — | (17,252) | ||||||
Expiring 04/03/24 | MSI | NZD | 1,030 | 626,078 | 615,374 | — | (10,704) | ||||||
Expiring 04/03/24 | MSI | NZD | 1,025 | 624,752 | 612,387 | — | (12,365) | ||||||
Expiring 04/03/24 | MSI | NZD | 685 | 417,140 | 409,254 | — | (7,886) | ||||||
Expiring 04/03/24 | MSI | NZD | 177 | 108,187 | 105,889 | — | (2,298) | ||||||
Expiring 04/03/24 | NWS | NZD | 695 | 424,075 | 415,228 | — | (8,847) | ||||||
Expiring 04/03/24 | SSB | NZD | 685 | 417,391 | 409,253 | — | (8,138) | ||||||
Expiring 04/03/24 | SSB | NZD | 520 | 317,209 | 310,674 | — | (6,535) | ||||||
Expiring 04/03/24 | SSB | NZD | 510 | 310,037 | 304,700 | — | (5,337) | ||||||
Expiring 04/03/24 | SSB | NZD | 85 | 52,076 | 50,783 | — | (1,293) | ||||||
Expiring 04/19/24 | CITI | NZD | 1,331 | 818,861 | 795,314 | — | (23,547) | ||||||
Expiring 04/19/24 | CITI | NZD | 859 | 528,313 | 513,121 | — | (15,192) | ||||||
Expiring 05/08/24 | BNP | NZD | 5,007 | 3,003,475 | 2,991,584 | — | (11,891) | ||||||
Expiring 05/08/24 | BNP | NZD | 175 | 105,070 | 104,559 | — | (511) | ||||||
Expiring 05/08/24 | MSI | NZD | 175 | 104,471 | 104,559 | 88 | — | ||||||
Expiring 05/08/24 | MSI | NZD | 175 | 104,718 | 104,559 | — | (159) | ||||||
Norwegian Krone, | |||||||||||||
Expiring 04/03/24 | BNP | NOK | 13,390 | 1,264,661 | 1,233,560 | — | (31,101) | ||||||
Expiring 04/03/24 | BNP | NOK | 560 | 53,088 | 51,590 | — | (1,498) | ||||||
Expiring 04/03/24 | DB | NOK | 4,450 | 425,083 | 409,959 | — | (15,124) | ||||||
Expiring 04/03/24 | DB | NOK | 4,450 | 421,286 | 409,959 | — | (11,327) | ||||||
Expiring 04/03/24 | DB | NOK | 1,590 | 150,186 | 146,480 | — | (3,706) | ||||||
Expiring 04/03/24 | DB | NOK | 560 | 53,195 | 51,590 | — | (1,605) | ||||||
Expiring 04/03/24 | GSI | NOK | 4,470 | 424,662 | 411,801 | — | (12,861) | ||||||
Expiring 04/03/24 | GSI | NOK | 4,450 | 424,317 | 409,959 | — | (14,358) | ||||||
Expiring 04/03/24 | GSI | NOK | 252 | 23,870 | 23,216 | — | (654) | ||||||
Expiring 04/03/24 | JPM | NOK | 6,700 | 633,031 | 617,241 | — | (15,790) | ||||||
Expiring 04/03/24 | JPM | NOK | 4,460 | 421,251 | 410,879 | — | (10,372) | ||||||
Expiring 04/03/24 | JPM | NOK | 4,450 | 423,179 | 409,959 | — | (13,220) | ||||||
Expiring 04/03/24 | JPM | NOK | 4,430 | 424,540 | 408,116 | — | (16,424) | ||||||
Expiring 04/03/24 | JPM | NOK | 2,230 | 210,870 | 205,440 | — | (5,430) | ||||||
Expiring 04/03/24 | JPM | NOK | 2,210 | 211,268 | 203,597 | — | (7,671) | ||||||
Expiring 04/03/24 | JPM | NOK | 2,210 | 211,400 | 203,598 | — | (7,802) | ||||||
Expiring 04/03/24 | JPM | NOK | 1,180 | 111,145 | 108,708 | — | (2,437) | ||||||
Expiring 04/03/24 | JPM | NOK | 840 | 79,389 | 77,385 | — | (2,004) | ||||||
Expiring 04/03/24 | MSI | NOK | 4,500 | 423,885 | 414,565 | — | (9,320) | ||||||
Expiring 04/03/24 | MSI | NOK | 252 | 23,882 | 23,215 | — | (667) | ||||||
Expiring 04/03/24 | SCB | NOK | 336 | 31,857 | 30,954 | — | (903) |
A51
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Forward foreign currency exchange
contracts outstanding at March 31, 2024 (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 04/03/24 | SSB | NOK | 5,900 | $557,686 | $543,540 | $— | $(14,146) | ||||||
Expiring 04/03/24 | TD | NOK | 11,723 | 1,107,367 | 1,079,987 | — | (27,380) | ||||||
Expiring 04/03/24 | TD | NOK | 5,508 | 511,183 | 507,427 | — | (3,756) | ||||||
Expiring 04/19/24 | CITI | NOK | 4,539 | 436,968 | 418,364 | — | (18,604) | ||||||
Expiring 05/08/24 | JPM | NOK | 9,120 | 847,465 | 840,902 | — | (6,563) | ||||||
Expiring 05/08/24 | TD | NOK | 32,293 | 2,999,693 | 2,977,546 | — | (22,147) | ||||||
Peruvian Nuevo Sol, | |||||||||||||
Expiring 04/03/24 | CITI | PEN | 1,079 | 289,680 | 290,030 | 350 | — | ||||||
Expiring 04/03/24 | CITI | PEN | 152 | 40,031 | 40,857 | 826 | — | ||||||
Expiring 05/08/24 | CITI | PEN | 152 | 40,781 | 40,828 | 47 | — | ||||||
Expiring 06/20/24 | CITI | PEN | 11,021 | 2,981,000 | 2,958,275 | — | (22,725) | ||||||
Philippine Peso, | |||||||||||||
Expiring 04/03/24 | JPM | PHP | 2,165 | 38,586 | 38,528 | — | (58) | ||||||
Expiring 05/08/24 | BOA | PHP | 2,165 | 38,462 | 38,515 | 53 | — | ||||||
Expiring 06/20/24 | CITI | PHP | 453,924 | 8,194,319 | 8,072,112 | — | (122,207) | ||||||
Expiring 06/20/24 | JPM | PHP | 167,419 | 3,022,000 | 2,977,200 | — | (44,800) | ||||||
Expiring 06/20/24 | MSI | PHP | 532,868 | 9,628,544 | 9,475,959 | — | (152,585) | ||||||
Polish Zloty, | |||||||||||||
Expiring 04/03/24 | BARC | PLN | 1,420 | 355,744 | 355,492 | — | (252) | ||||||
Expiring 04/03/24 | BARC | PLN | 425 | 108,153 | 106,398 | — | (1,755) | ||||||
Expiring 04/03/24 | BNP | PLN | 1,050 | 264,146 | 262,864 | — | (1,282) | ||||||
Expiring 04/03/24 | JPM | PLN | 900 | 226,405 | 225,312 | — | (1,093) | ||||||
Expiring 04/03/24 | RBC | PLN | 410 | 103,694 | 102,642 | — | (1,052) | ||||||
Expiring 04/03/24 | SSB | PLN | 840 | 212,550 | 210,292 | — | (2,258) | ||||||
Expiring 04/19/24 | CITI | PLN | 7,739 | 1,965,000 | 1,937,258 | — | (27,742) | ||||||
Expiring 04/19/24 | GSI | PLN | 4,692 | 1,157,558 | 1,174,501 | 16,943 | — | ||||||
Expiring 04/19/24 | HSBC | PLN | 6,417 | 1,590,785 | 1,606,236 | 15,451 | — | ||||||
Expiring 04/19/24 | JPM | PLN | 2,725 | 673,442 | 682,102 | 8,660 | — | ||||||
Expiring 05/08/24 | BARC | PLN | 239 | 59,953 | 59,813 | — | (140) | ||||||
Expiring 05/08/24 | BARC | PLN | 52 | 13,045 | 13,014 | — | (31) | ||||||
Expiring 05/08/24 | JPM | PLN | 425 | 106,573 | 106,362 | — | (211) | ||||||
Romanian Leu, | |||||||||||||
Expiring 04/03/24 | BARC | RON | 215 | 46,875 | 46,669 | — | (206) | ||||||
Expiring 04/03/24 | BNP | RON | 833 | 181,585 | 180,815 | — | (770) | ||||||
Expiring 04/03/24 | GSI | RON | 469 | 102,044 | 101,804 | — | (240) | ||||||
Expiring 04/03/24 | UAG | RON | 622 | 135,558 | 135,014 | — | (544) | ||||||
Expiring 05/08/24 | GSI | RON | 469 | 102,177 | 101,738 | — | (439) | ||||||
Singapore Dollar, | |||||||||||||
Expiring 04/03/24 | JPM | SGD | 691 | 513,602 | 511,899 | — | (1,703) | ||||||
Expiring 04/03/24 | JPM | SGD | 638 | 474,208 | 472,635 | — | (1,573) | ||||||
Expiring 04/03/24 | JPM | SGD | 170 | 127,960 | 125,938 | — | (2,022) | ||||||
South African Rand, | |||||||||||||
Expiring 04/03/24 | BNP | ZAR | 7,090 | 377,551 | 374,168 | — | (3,383) | ||||||
Expiring 04/03/24 | BOA | ZAR | 9,930 | 535,483 | 524,046 | — | (11,437) | ||||||
Expiring 04/03/24 | BOA | ZAR | 3,990 | 210,349 | 210,569 | 220 | — | ||||||
Expiring 04/03/24 | GSI | ZAR | 7,190 | 379,291 | 379,445 | 154 | — | ||||||
Expiring 04/03/24 | MSI | ZAR | 11,180 | 578,687 | 590,014 | 11,327 | — | ||||||
Expiring 04/03/24 | MSI | ZAR | 10,000 | 528,961 | 527,741 | — | (1,220) | ||||||
Expiring 04/03/24 | MSI | ZAR | 1,010 | 52,169 | 53,302 | 1,133 | — | ||||||
Expiring 06/20/24 | BNP | ZAR | 75,196 | 3,987,885 | 3,942,949 | — | (44,936) | ||||||
Expiring 06/20/24 | GSI | ZAR | 66,549 | 3,546,374 | 3,489,565 | — | (56,809) | ||||||
South Korean Won, | |||||||||||||
Expiring 04/03/24 | BARC | KRW | 568,570 | 424,966 | 421,531 | — | (3,435) | ||||||
Expiring 04/03/24 | BARC | KRW | 171,290 | 129,976 | 126,993 | — | (2,983) | ||||||
Expiring 04/03/24 | BARC | KRW | 140,530 | 105,438 | 104,187 | — | (1,251) |
A52
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Forward foreign currency exchange
contracts outstanding at March 31, 2024 (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.): | |||||||||||||
South Korean Won (cont’d.), | |||||||||||||
Expiring 04/03/24 | BARC | KRW | 140,440 | $105,206 | $104,121 | $— | $(1,085) | ||||||
Expiring 04/03/24 | BARC | KRW | 70,140 | 52,561 | 52,001 | — | (560) | ||||||
Expiring 04/03/24 | BOA | KRW | 565,740 | 425,145 | 419,433 | — | (5,712) | ||||||
Expiring 04/03/24 | BOA | KRW | 564,520 | 424,164 | 418,528 | — | (5,636) | ||||||
Expiring 04/03/24 | BOA | KRW | 563,290 | 428,325 | 417,617 | — | (10,708) | ||||||
Expiring 04/03/24 | BOA | KRW | 562,110 | 422,100 | 416,742 | — | (5,358) | ||||||
Expiring 04/03/24 | BOA | KRW | 557,800 | 424,441 | 413,546 | — | (10,895) | ||||||
Expiring 04/03/24 | CITI | KRW | 3,352,118 | 2,482,131 | 2,485,220 | 3,089 | — | ||||||
Expiring 04/03/24 | CITI | KRW | 1,002,500 | 764,625 | 743,241 | — | (21,384) | ||||||
Expiring 04/03/24 | CITI | KRW | 562,240 | 423,087 | 416,838 | — | (6,249) | ||||||
Expiring 04/03/24 | CITI | KRW | 557,800 | 424,602 | 413,546 | — | (11,056) | ||||||
Expiring 04/03/24 | CITI | KRW | 421,580 | 315,106 | 312,555 | — | (2,551) | ||||||
Expiring 04/03/24 | CITI | KRW | 122,437 | 92,084 | 90,773 | — | (1,311) | ||||||
Expiring 04/03/24 | JPM | KRW | 566,060 | 427,473 | 419,670 | — | (7,803) | ||||||
Expiring 04/03/24 | JPM | KRW | 564,520 | 423,671 | 418,529 | — | (5,142) | ||||||
Expiring 04/03/24 | JPM | KRW | 279,730 | 210,650 | 207,389 | — | (3,261) | ||||||
Expiring 04/03/24 | MSI | KRW | 279,180 | 211,397 | 206,981 | — | (4,416) | ||||||
Expiring 05/08/24 | BNP | KRW | 426,360 | 316,549 | 316,619 | 70 | — | ||||||
Expiring 05/08/24 | BOA | KRW | 1,024,870 | 764,258 | 761,078 | — | (3,180) | ||||||
Expiring 05/08/24 | BOA | KRW | 568,230 | 421,849 | 421,973 | 124 | — | ||||||
Expiring 05/08/24 | CITI | KRW | 2,104,487 | 1,561,053 | 1,562,811 | 1,758 | — | ||||||
Expiring 06/20/24 | BOA | KRW | 2,403,113 | 1,816,000 | 1,788,478 | — | (27,522) | ||||||
Expiring 06/20/24 | CITI | KRW | 773,972 | 590,539 | 576,016 | — | (14,523) | ||||||
Swedish Krona, | |||||||||||||
Expiring 04/03/24 | BNP | SEK | 13,300 | 1,273,807 | 1,242,824 | — | (30,983) | ||||||
Expiring 04/03/24 | BNP | SEK | 9,855 | 944,524 | 920,904 | — | (23,620) | ||||||
Expiring 04/03/24 | BNP | SEK | 3,285 | 314,850 | 306,968 | — | (7,882) | ||||||
Expiring 04/03/24 | BNP | SEK | 550 | 53,205 | 51,395 | — | (1,810) | ||||||
Expiring 04/03/24 | CITI | SEK | 13,070 | 1,280,388 | 1,221,331 | — | (59,057) | ||||||
Expiring 04/03/24 | DB | SEK | 1,110 | 106,579 | 103,724 | — | (2,855) | ||||||
Expiring 04/03/24 | GSI | SEK | 6,570 | 634,781 | 613,936 | — | (20,845) | ||||||
Expiring 04/03/24 | GSI | SEK | 6,570 | 635,043 | 613,936 | — | (21,107) | ||||||
Expiring 04/03/24 | JPM | SEK | 6,730 | 637,177 | 628,887 | — | (8,290) | ||||||
Expiring 04/03/24 | JPM | SEK | 4,480 | 424,460 | 418,635 | — | (5,825) | ||||||
Expiring 04/03/24 | JPM | SEK | 4,410 | 424,648 | 412,094 | — | (12,554) | ||||||
Expiring 04/03/24 | JPM | SEK | 4,360 | 421,033 | 407,421 | — | (13,612) | ||||||
Expiring 04/03/24 | JPM | SEK | 2,465 | 235,970 | 230,343 | — | (5,627) | ||||||
Expiring 04/03/24 | JPM | SEK | 1,120 | 105,822 | 104,659 | — | (1,163) | ||||||
Expiring 04/03/24 | JPM | SEK | 1,100 | 105,909 | 102,790 | — | (3,119) | ||||||
Expiring 04/03/24 | JPM | SEK | 25 | 2,393 | 2,336 | — | (57) | ||||||
Expiring 04/03/24 | MSI | SEK | 4,350 | 425,140 | 406,487 | — | (18,653) | ||||||
Expiring 04/03/24 | SG | SEK | 1,100 | 105,716 | 102,790 | — | (2,926) | ||||||
Expiring 04/03/24 | SG | SEK | 1,100 | 105,529 | 102,790 | — | (2,739) | ||||||
Expiring 04/03/24 | SSB | SEK | 4,380 | 422,074 | 409,290 | — | (12,784) | ||||||
Expiring 04/03/24 | TD | SEK | 4,595 | 433,654 | 429,381 | — | (4,273) | ||||||
Expiring 04/03/24 | TD | SEK | 2,137 | 201,680 | 199,693 | — | (1,987) | ||||||
Expiring 04/19/24 | GSI | SEK | 5,157 | 496,961 | 482,214 | — | (14,747) | ||||||
Expiring 05/08/24 | DB | SEK | 4,490 | 424,362 | 420,157 | — | (4,205) | ||||||
Swiss Franc, | |||||||||||||
Expiring 04/03/24 | BARC | CHF | 1,312 | 1,447,978 | 1,455,747 | 7,769 | — | ||||||
Expiring 04/03/24 | BARC | CHF | 1,154 | 1,273,602 | 1,280,435 | 6,833 | — | ||||||
Expiring 04/03/24 | BARC | CHF | 45 | 51,142 | 49,930 | — | (1,212) | ||||||
Expiring 04/03/24 | BNP | CHF | 1,120 | 1,279,854 | 1,242,710 | — | (37,144) | ||||||
Expiring 04/03/24 | BNP | CHF | 560 | 624,324 | 621,355 | — | (2,969) | ||||||
Expiring 04/03/24 | BNP | CHF | 45 | 51,104 | 49,931 | — | (1,173) |
A53
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Forward foreign currency exchange
contracts outstanding at March 31, 2024 (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.): | |||||||||||||
Swiss Franc (cont’d.), | |||||||||||||
Expiring 04/03/24 | GSI | CHF | 95 | $106,504 | $105,408 | $— | $(1,096) | ||||||
Expiring 04/03/24 | GSI | CHF | 45 | 51,171 | 49,930 | — | (1,241) | ||||||
Expiring 04/03/24 | HSBC | CHF | 400 | 456,353 | 443,825 | — | (12,528) | ||||||
Expiring 04/03/24 | JPM | CHF | 1,130 | 1,260,518 | 1,253,806 | — | (6,712) | ||||||
Expiring 04/03/24 | JPM | CHF | 1,125 | 1,266,839 | 1,248,258 | — | (18,581) | ||||||
Expiring 04/03/24 | JPM | CHF | 560 | 633,914 | 621,355 | — | (12,559) | ||||||
Expiring 04/03/24 | JPM | CHF | 555 | 633,297 | 615,807 | — | (17,490) | ||||||
Expiring 04/03/24 | JPM | CHF | 280 | 317,410 | 310,678 | — | (6,732) | ||||||
Expiring 04/03/24 | JPM | CHF | 95 | 106,505 | 105,408 | — | (1,097) | ||||||
Expiring 04/03/24 | MSI | CHF | 375 | 428,054 | 416,086 | — | (11,968) | ||||||
Expiring 04/03/24 | SG | CHF | 95 | 105,793 | 105,409 | — | (384) | ||||||
Expiring 04/03/24 | SSB | CHF | 750 | 856,779 | 832,172 | — | (24,607) | ||||||
Expiring 04/03/24 | SSB | CHF | 375 | 425,678 | 416,086 | — | (9,592) | ||||||
Expiring 04/03/24 | SSB | CHF | 280 | 317,309 | 310,678 | — | (6,631) | ||||||
Expiring 04/03/24 | SSB | CHF | 95 | 105,822 | 105,409 | — | (413) | ||||||
Expiring 04/03/24 | SSB | CHF | 45 | 51,280 | 49,930 | — | (1,350) | ||||||
Expiring 04/03/24 | UAG | CHF | 555 | 631,015 | 615,808 | — | (15,207) | ||||||
Expiring 04/03/24 | UAG | CHF | 45 | 51,390 | 49,930 | — | (1,460) | ||||||
Expiring 04/19/24 | BNP | CHF | 316 | 373,429 | 351,448 | — | (21,981) | ||||||
Expiring 05/08/24 | BNP | CHF | 95 | 105,326 | 105,810 | 484 | — | ||||||
Expiring 05/08/24 | DB | CHF | 380 | 422,483 | 423,243 | 760 | — | ||||||
Expiring 05/08/24 | JPM | CHF | 95 | 105,629 | 105,811 | 182 | — | ||||||
Expiring 05/08/24 | MSI | CHF | 95 | 105,736 | 105,810 | 74 | — | ||||||
Expiring 05/08/24 | SSB | CHF | 380 | 422,597 | 423,242 | 645 | — | ||||||
Thai Baht, | |||||||||||||
Expiring 04/03/24 | BARC | THB | 28,717 | 791,080 | 787,453 | — | (3,627) | ||||||
Expiring 04/03/24 | BARC | THB | 17,220 | 474,367 | 472,192 | — | (2,175) | ||||||
Expiring 04/03/24 | BARC | THB | 4,530 | 128,111 | 124,218 | — | (3,893) | ||||||
Expiring 04/03/24 | BARC | THB | 3,800 | 106,667 | 104,200 | — | (2,467) | ||||||
Expiring 04/03/24 | JPM | THB | 4,840 | 136,376 | 132,718 | — | (3,658) | ||||||
Expiring 04/03/24 | SCB | THB | 4,560 | 128,241 | 125,040 | — | (3,201) | ||||||
Expiring 04/03/24 | UAG | THB | 4,960 | 137,785 | 136,008 | — | (1,777) | ||||||
Expiring 06/20/24 | MSI | THB | 66,000 | 1,822,000 | 1,821,333 | — | (667) | ||||||
$539,854,888 | $536,241,134 | 442,170 | (4,055,924) |
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 04/03/24 | BARC | AUD | 7,509 | $4,885,265 | $4,894,044 | $— | $(8,779) | ||||||
Expiring 04/03/24 | BARC | AUD | 5,424 | 3,535,980 | 3,535,131 | 849 | — | ||||||
Expiring 04/03/24 | BARC | AUD | 1,682 | 1,094,289 | 1,096,255 | — | (1,966) | ||||||
Expiring 04/03/24 | BARC | AUD | 483 | 314,163 | 314,799 | — | (636) | ||||||
Expiring 04/03/24 | BNP | AUD | 1,955 | 1,284,297 | 1,274,185 | 10,112 | — | ||||||
Expiring 04/03/24 | BNP | AUD | 1,945 | 1,265,442 | 1,267,668 | — | (2,226) | ||||||
Expiring 04/03/24 | BNP | AUD | 1,930 | 1,283,627 | 1,257,891 | 25,736 | — | ||||||
Expiring 04/03/24 | BNP | AUD | 1,300 | 846,823 | 847,284 | — | (461) | ||||||
Expiring 04/03/24 | BNP | AUD | 970 | 641,156 | 632,205 | 8,951 | — | ||||||
Expiring 04/03/24 | BNP | AUD | 645 | 428,690 | 420,383 | 8,307 | — | ||||||
Expiring 04/03/24 | BNP | AUD | 23 | 15,008 | 15,021 | — | (13) | ||||||
Expiring 04/03/24 | DB | AUD | 160 | 104,408 | 104,281 | 127 | — | ||||||
Expiring 04/03/24 | GSI | AUD | 970 | 642,482 | 632,204 | 10,278 | — | ||||||
Expiring 04/03/24 | JPM | AUD | 1,230 | 812,691 | 801,661 | 11,030 | — |
A54
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Forward foreign currency exchange
contracts outstanding at March 31, 2024 (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.): | |||||||||||||
Australian Dollar (cont’d.), | |||||||||||||
Expiring 04/03/24 | JPM | AUD | 485 | $315,512 | $316,102 | $— | $(590) | ||||||
Expiring 04/03/24 | JPM | AUD | 130 | 84,661 | 84,729 | — | (68) | ||||||
Expiring 04/03/24 | MSI | AUD | 970 | 630,296 | 632,204 | — | (1,908) | ||||||
Expiring 04/03/24 | MSI | AUD | 965 | 627,291 | 628,946 | — | (1,655) | ||||||
Expiring 04/03/24 | MSI | AUD | 80 | 52,110 | 52,141 | — | (31) | ||||||
Expiring 04/03/24 | RBC | AUD | 65 | 42,320 | 42,364 | — | (44) | ||||||
Expiring 04/03/24 | RBC | AUD | 42 | 27,328 | 27,343 | — | (15) | ||||||
Expiring 04/03/24 | SSB | AUD | 480 | 311,841 | 312,843 | — | (1,002) | ||||||
Expiring 04/03/24 | SSB | AUD | 390 | 253,961 | 254,185 | — | (224) | ||||||
Expiring 04/03/24 | SSB | AUD | 80 | 52,254 | 52,140 | 114 | — | ||||||
Expiring 04/03/24 | SSB | AUD | 80 | 52,172 | 52,140 | 32 | — | ||||||
Expiring 04/03/24 | WBC | AUD | 650 | 423,281 | 423,642 | — | (361) | ||||||
Expiring 04/03/24 | WBC | AUD | 645 | 428,717 | 420,383 | 8,334 | — | ||||||
Expiring 05/08/24 | BARC | AUD | 8,119 | 5,298,205 | 5,296,875 | 1,330 | — | ||||||
Expiring 05/08/24 | BARC | AUD | 1,682 | 1,097,621 | 1,097,345 | 276 | — | ||||||
Expiring 05/08/24 | MSI | AUD | 650 | 424,654 | 424,063 | 591 | — | ||||||
Brazilian Real, | |||||||||||||
Expiring 04/02/24 | BARC | BRL | 590 | 118,317 | 117,575 | 742 | — | ||||||
Expiring 04/02/24 | BOA | BRL | 3,298 | 660,102 | 657,224 | 2,878 | — | ||||||
Expiring 04/02/24 | CITI | BRL | 32,063 | 6,433,148 | 6,389,459 | 43,689 | — | ||||||
Expiring 04/02/24 | CITI | BRL | 4,233 | 848,807 | 843,550 | 5,257 | — | ||||||
Expiring 04/02/24 | GSI | BRL | 10,236 | 2,052,000 | 2,039,782 | 12,218 | — | ||||||
Expiring 04/02/24 | MSI | BRL | 260 | 52,040 | 51,813 | 227 | — | ||||||
Expiring 05/03/24 | CITI | BRL | 4,567 | 915,000 | 907,389 | 7,611 | — | ||||||
British Pound, | |||||||||||||
Expiring 04/02/24 | HSBC | GBP | 2,559 | 3,245,020 | 3,229,671 | 15,349 | — | ||||||
Expiring 04/03/24 | BARC | GBP | 84 | 105,997 | 106,024 | — | (27) | ||||||
Expiring 04/03/24 | BMO | GBP | 333 | 428,730 | 420,310 | 8,420 | — | ||||||
Expiring 04/03/24 | BNP | GBP | 2,498 | 3,167,903 | 3,152,953 | 14,950 | — | ||||||
Expiring 04/03/24 | BNP | GBP | 999 | 1,284,115 | 1,260,929 | 23,186 | — | ||||||
Expiring 04/03/24 | BNP | GBP | 334 | 423,807 | 421,572 | 2,235 | — | ||||||
Expiring 04/03/24 | BNP | GBP | 319 | 402,849 | 402,639 | 210 | — | ||||||
Expiring 04/03/24 | BNP | GBP | 318 | 403,932 | 401,377 | 2,555 | — | ||||||
Expiring 04/03/24 | BNP | GBP | 293 | 374,185 | 369,822 | 4,363 | — | ||||||
Expiring 04/03/24 | BNP | GBP | 222 | 281,599 | 280,206 | 1,393 | — | ||||||
Expiring 04/03/24 | BNP | GBP | 119 | 151,108 | 150,201 | 907 | — | ||||||
Expiring 04/03/24 | BNP | GBP | 99 | 126,035 | 124,957 | 1,078 | — | ||||||
Expiring 04/03/24 | BNP | GBP | 42 | 53,125 | 53,013 | 112 | — | ||||||
Expiring 04/03/24 | BOA | GBP | 6,823 | 8,628,598 | 8,611,930 | 16,668 | — | ||||||
Expiring 04/03/24 | BOA | GBP | 1,830 | 2,314,280 | 2,309,810 | 4,470 | — | ||||||
Expiring 04/03/24 | DB | GBP | 83 | 105,719 | 104,762 | 957 | — | ||||||
Expiring 04/03/24 | GSI | GBP | 1,022 | 1,295,804 | 1,289,959 | 5,845 | — | ||||||
Expiring 04/03/24 | GSI | GBP | 251 | 318,824 | 316,810 | 2,014 | — | ||||||
Expiring 04/03/24 | HSBC | GBP | 3,149 | 3,971,519 | 3,974,640 | — | (3,121) | ||||||
Expiring 04/03/24 | JPM | GBP | 502 | 637,038 | 633,620 | 3,418 | — | ||||||
Expiring 04/03/24 | JPM | GBP | 499 | 631,854 | 629,834 | 2,020 | — | ||||||
Expiring 04/03/24 | JPM | GBP | 42 | 53,136 | 53,012 | 124 | — | ||||||
Expiring 04/03/24 | MSI | GBP | 994 | 1,270,675 | 1,254,618 | 16,057 | — | ||||||
Expiring 04/03/24 | MSI | GBP | 83 | 105,704 | 104,762 | 942 | — | ||||||
Expiring 04/03/24 | SSB | GBP | 333 | 429,085 | 420,309 | 8,776 | — | ||||||
Expiring 04/03/24 | SSB | GBP | 333 | 428,548 | 420,310 | 8,238 | — | ||||||
Expiring 04/03/24 | SSB | GBP | 333 | 428,659 | 420,309 | 8,350 | — | ||||||
Expiring 04/03/24 | SSB | GBP | 332 | 424,010 | 419,047 | 4,963 | — | ||||||
Expiring 04/03/24 | SSB | GBP | 251 | 318,726 | 316,810 | 1,916 | — | ||||||
Expiring 04/03/24 | SSB | GBP | 149 | 189,918 | 188,066 | 1,852 | — |
A55
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Forward foreign currency exchange
contracts outstanding at March 31, 2024 (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.): | |||||||||||||
British Pound (cont’d.), | |||||||||||||
Expiring 04/03/24 | SSB | GBP | 42 | $53,057 | $53,012 | $45 | $— | ||||||
Expiring 04/03/24 | SSB | GBP | 42 | 53,110 | 53,012 | 98 | — | ||||||
Expiring 04/19/24 | BOA | GBP | 804 | 1,023,826 | 1,015,244 | 8,582 | — | ||||||
Expiring 04/19/24 | HSBC | GBP | 10,770 | 13,719,179 | 13,595,389 | 123,790 | — | ||||||
Expiring 04/19/24 | JPM | GBP | 644 | 816,000 | 812,859 | 3,141 | — | ||||||
Expiring 04/19/24 | SSB | GBP | 459 | 586,585 | 578,963 | 7,622 | — | ||||||
Expiring 05/02/24 | BNP | GBP | 1,100 | 1,390,620 | 1,388,625 | 1,995 | — | ||||||
Expiring 05/02/24 | BNP | GBP | 261 | 330,301 | 330,026 | 275 | — | ||||||
Expiring 05/02/24 | MSI | GBP | 1,999 | 2,520,355 | 2,524,117 | — | (3,762) | ||||||
Expiring 05/08/24 | GSI | GBP | 122 | 154,149 | 154,017 | 132 | — | ||||||
Expiring 05/08/24 | HSBC | GBP | 9,380 | 11,832,068 | 11,841,590 | — | (9,522) | ||||||
Expiring 05/08/24 | HSBC | GBP | 770 | 971,289 | 972,071 | — | (782) | ||||||
Canadian Dollar, | |||||||||||||
Expiring 04/03/24 | BARC | CAD | 1,730 | 1,280,656 | 1,277,288 | 3,368 | — | ||||||
Expiring 04/03/24 | BARC | CAD | 575 | 423,505 | 424,533 | — | (1,028) | ||||||
Expiring 04/03/24 | BARC | CAD | 170 | 126,026 | 125,514 | 512 | — | ||||||
Expiring 04/03/24 | BNP | CAD | 1,715 | 1,267,198 | 1,266,214 | 984 | — | ||||||
Expiring 04/03/24 | BNP | CAD | 300 | 222,084 | 221,495 | 589 | — | ||||||
Expiring 04/03/24 | BOA | CAD | 285 | 209,803 | 210,421 | — | (618) | ||||||
Expiring 04/03/24 | CWMC | CAD | 8,412 | 6,199,357 | 6,210,723 | — | (11,366) | ||||||
Expiring 04/03/24 | GSI | CAD | 235 | 173,129 | 173,504 | — | (375) | ||||||
Expiring 04/03/24 | JPM | CAD | 860 | 633,583 | 634,953 | — | (1,370) | ||||||
Expiring 04/03/24 | JPM | CAD | 145 | 106,934 | 107,056 | — | (122) | ||||||
Expiring 04/03/24 | JPM | CAD | 145 | 106,887 | 107,056 | — | (169) | ||||||
Expiring 04/03/24 | RBC | CAD | 6,065 | 4,462,939 | 4,477,893 | — | (14,954) | ||||||
Expiring 04/03/24 | RBC | CAD | 2,178 | 1,602,684 | 1,608,054 | — | (5,370) | ||||||
Expiring 04/03/24 | RBC | CAD | 235 | 173,753 | 173,504 | 249 | — | ||||||
Expiring 04/19/24 | BNP | CAD | 1,286 | 957,114 | 949,896 | 7,218 | — | ||||||
Expiring 04/19/24 | JPM | CAD | 350 | 259,761 | 258,564 | 1,197 | — | ||||||
Expiring 05/08/24 | BNP | CAD | 1,735 | 1,281,627 | 1,281,619 | 8 | — | ||||||
Expiring 05/08/24 | BNP | CAD | 1,155 | 853,348 | 853,181 | 167 | — | ||||||
Expiring 05/08/24 | RBC | CAD | 8,412 | 6,193,140 | 6,213,820 | — | (20,680) | ||||||
Chilean Peso, | |||||||||||||
Expiring 04/03/24 | BOA | CLP | 56,250 | 58,140 | 57,403 | 737 | — | ||||||
Expiring 04/03/24 | DB | CLP | 224,800 | 232,351 | 229,405 | 2,946 | — | ||||||
Expiring 04/03/24 | MSI | CLP | 390,408 | 398,628 | 398,407 | 221 | — | ||||||
Expiring 04/03/24 | MSI | CLP | 100,000 | 105,452 | 102,049 | 3,403 | — | ||||||
Expiring 04/03/24 | MSI | CLP | 99,900 | 102,575 | 101,946 | 629 | — | ||||||
Expiring 04/03/24 | MSI | CLP | 89,389 | 91,271 | 91,220 | 51 | — | ||||||
Expiring 04/03/24 | MSI | CLP | 56,250 | 58,320 | 57,402 | 918 | — | ||||||
Expiring 04/03/24 | MSI | CLP | 50,000 | 51,099 | 51,025 | 74 | — | ||||||
Expiring 04/03/24 | MSI | CLP | 50,000 | 51,387 | 51,024 | 363 | — | ||||||
Expiring 05/08/24 | MSI | CLP | 727,708 | 742,264 | 741,838 | 426 | — | ||||||
Expiring 05/08/24 | MSI | CLP | 160,389 | 163,597 | 163,503 | 94 | — | ||||||
Expiring 06/21/24 | TD | CLP | 3,911,667 | 4,124,055 | 3,983,992 | 140,063 | — | ||||||
Chinese Renminbi, | |||||||||||||
Expiring 04/03/24 | JPM | CNH | 5,625 | 774,075 | 774,573 | — | (498) | ||||||
Expiring 04/03/24 | JPM | CNH | 5,285 | 733,712 | 727,754 | 5,958 | — | ||||||
Expiring 04/03/24 | JPM | CNH | 4,633 | 639,431 | 637,972 | 1,459 | — | ||||||
Expiring 04/03/24 | JPM | CNH | 4,583 | 635,116 | 631,087 | 4,029 | — | ||||||
Expiring 04/03/24 | JPM | CNH | 3,433 | 476,883 | 472,730 | 4,153 | — | ||||||
Expiring 04/03/24 | JPM | CNH | 2,558 | 355,125 | 352,241 | 2,884 | — | ||||||
Expiring 04/03/24 | JPM | CNH | 1,430 | 198,412 | 196,914 | 1,498 | — | ||||||
Expiring 04/10/24 | BOA | CNH | 5,891 | 875,686 | 811,413 | 64,273 | — | ||||||
Expiring 04/24/24 | CITI | CNH | 24,301 | 3,383,000 | 3,349,179 | 33,821 | — |
A56
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Forward foreign currency exchange
contracts outstanding at March 31, 2024 (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.): | |||||||||||||
Chinese Renminbi (cont’d.), | |||||||||||||
Expiring 04/24/24 | CITI | CNH | 24,223 | $3,371,000 | $3,338,460 | $32,540 | $— | ||||||
Expiring 04/24/24 | HSBC | CNH | 45,570 | 6,345,000 | 6,280,518 | 64,482 | — | ||||||
Expiring 04/24/24 | HSBC | CNH | 24,417 | 3,366,000 | 3,365,147 | 853 | — | ||||||
Expiring 04/24/24 | JPM | CNH | 2,964 | 412,931 | 408,461 | 4,470 | — | ||||||
Expiring 04/24/24 | MSI | CNH | 141,888 | 19,869,189 | 19,554,991 | 314,198 | — | ||||||
Expiring 04/24/24 | MSI | CNH | 78,586 | 11,004,687 | 10,830,666 | 174,021 | — | ||||||
Expiring 04/24/24 | MSI | CNH | 3,807 | 533,489 | 524,704 | 8,785 | — | ||||||
Expiring 05/08/24 | JPM | CNH | 14,400 | 1,990,325 | 1,985,956 | 4,369 | — | ||||||
Expiring 05/08/24 | JPM | CNH | 2,558 | 353,559 | 352,783 | 776 | — | ||||||
Expiring 05/08/24 | JPM | CNH | 1,095 | 151,313 | 151,015 | 298 | — | ||||||
Colombian Peso, | |||||||||||||
Expiring 04/03/24 | BARC | COP | 417,500 | 107,348 | 107,880 | — | (532) | ||||||
Expiring 04/03/24 | BNP | COP | 997,712 | 252,151 | 257,804 | — | (5,653) | ||||||
Expiring 04/03/24 | BNP | COP | 513,300 | 129,392 | 132,634 | — | (3,242) | ||||||
Expiring 04/03/24 | CITI | COP | 2,043,112 | 530,954 | 527,931 | 3,023 | — | ||||||
Expiring 04/03/24 | GSI | COP | 255,200 | 65,064 | 65,943 | — | (879) | ||||||
Expiring 05/08/24 | BOA | COP | 513,200 | 133,131 | 131,860 | 1,271 | — | ||||||
Expiring 05/08/24 | CITI | COP | 1,337,612 | 345,717 | 343,683 | 2,034 | — | ||||||
Czech Koruna, | |||||||||||||
Expiring 04/03/24 | BARC | CZK | 4,910 | 210,033 | 209,334 | 699 | — | ||||||
Expiring 04/03/24 | DB | CZK | 2,470 | 106,658 | 105,306 | 1,352 | — | ||||||
Expiring 04/03/24 | MSI | CZK | 5,202 | 222,041 | 221,783 | 258 | — | ||||||
Expiring 04/03/24 | SG | CZK | 2,460 | 105,602 | 104,880 | 722 | — | ||||||
Expiring 04/03/24 | UAG | CZK | 11,770 | 504,198 | 501,804 | 2,394 | — | ||||||
Expiring 04/03/24 | UAG | CZK | 2,490 | 107,398 | 106,159 | 1,239 | — | ||||||
Expiring 04/19/24 | BARC | CZK | 41,382 | 1,777,000 | 1,764,109 | 12,891 | — | ||||||
Expiring 04/19/24 | BARC | CZK | 21,484 | 934,836 | 915,856 | 18,980 | — | ||||||
Expiring 04/19/24 | BARC | CZK | 21,245 | 925,164 | 905,682 | 19,482 | — | ||||||
Expiring 04/19/24 | BNP | CZK | 50,596 | 2,159,000 | 2,156,874 | 2,126 | — | ||||||
Expiring 04/19/24 | BOA | CZK | 48,366 | 2,116,000 | 2,061,799 | 54,201 | — | ||||||
Expiring 04/19/24 | BOA | CZK | 44,833 | 1,892,000 | 1,911,194 | — | (19,194) | ||||||
Expiring 04/19/24 | GSI | CZK | 55,290 | 2,363,000 | 2,356,984 | 6,016 | — | ||||||
Expiring 04/19/24 | GSI | CZK | 28,019 | 1,181,432 | 1,194,427 | — | (12,995) | ||||||
Expiring 04/19/24 | JPM | CZK | 19,906 | 841,568 | 848,586 | — | (7,018) | ||||||
Expiring 04/19/24 | MSI | CZK | 52,059 | 2,215,000 | 2,219,244 | — | (4,244) | ||||||
Expiring 05/09/24 | UAG | CZK | 7,702 | 329,866 | 328,333 | 1,533 | — | ||||||
Danish Krone, | |||||||||||||
Expiring 04/03/24 | BARC | DKK | 1,942 | 282,254 | 280,968 | 1,286 | — | ||||||
Expiring 05/08/24 | BARC | DKK | 1,942 | 282,506 | 281,454 | 1,052 | — | ||||||
Euro, | |||||||||||||
Expiring 04/02/24 | BNP | EUR | 41,315 | 44,902,944 | 44,581,799 | 321,145 | — | ||||||
Expiring 04/02/24 | MSI | EUR | 222 | 243,642 | 239,908 | 3,734 | — | ||||||
Expiring 04/02/24 | SSB | EUR | 542 | 585,301 | 584,408 | 893 | — | ||||||
Expiring 04/03/24 | BARC | EUR | 1,172 | 1,281,903 | 1,264,707 | 17,196 | — | ||||||
Expiring 04/03/24 | BARC | EUR | 778 | 849,981 | 839,542 | 10,439 | — | ||||||
Expiring 04/03/24 | BARC | EUR | 585 | 634,213 | 631,275 | 2,938 | — | ||||||
Expiring 04/03/24 | BARC | EUR | 390 | 423,848 | 420,850 | 2,998 | — | ||||||
Expiring 04/03/24 | BARC | EUR | 292 | 320,242 | 315,098 | 5,144 | — | ||||||
Expiring 04/03/24 | BNP | EUR | 1,267 | 1,375,921 | 1,367,222 | 8,699 | — | ||||||
Expiring 04/03/24 | BNP | EUR | 1,193 | 1,291,333 | 1,287,369 | 3,964 | — | ||||||
Expiring 04/03/24 | BNP | EUR | 1,171 | 1,281,592 | 1,263,628 | 17,964 | — | ||||||
Expiring 04/03/24 | BNP | EUR | 1,031 | 1,123,255 | 1,112,554 | 10,701 | — | ||||||
Expiring 04/03/24 | BNP | EUR | 491 | 533,317 | 529,839 | 3,478 | — | ||||||
Expiring 04/03/24 | BNP | EUR | 451 | 493,053 | 486,675 | 6,378 | — | ||||||
Expiring 04/03/24 | BNP | EUR | 393 | 426,210 | 424,087 | 2,123 | — |
A57
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Forward foreign currency exchange
contracts outstanding at March 31, 2024 (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.): | |||||||||||||
Euro (cont’d.), | |||||||||||||
Expiring 04/03/24 | BNP | EUR | 393 | $425,969 | $424,087 | $1,882 | $— | ||||||
Expiring 04/03/24 | BNP | EUR | 212 | 230,341 | 228,769 | 1,572 | — | ||||||
Expiring 04/03/24 | CITI | EUR | 1,178 | 1,276,733 | 1,271,182 | 5,551 | — | ||||||
Expiring 04/03/24 | DB | EUR | 14,714 | 15,920,548 | 15,877,907 | 42,641 | — | ||||||
Expiring 04/03/24 | DB | EUR | 2,544 | 2,752,608 | 2,745,235 | 7,373 | — | ||||||
Expiring 04/03/24 | DB | EUR | 140 | 153,415 | 151,075 | 2,340 | — | ||||||
Expiring 04/03/24 | GSI | EUR | 1,557 | 1,708,157 | 1,680,162 | 27,995 | — | ||||||
Expiring 04/03/24 | GSI | EUR | 781 | 854,252 | 842,779 | 11,473 | — | ||||||
Expiring 04/03/24 | GSI | EUR | 778 | 852,752 | 839,542 | 13,210 | — | ||||||
Expiring 04/03/24 | GSI | EUR | 389 | 422,108 | 419,771 | 2,337 | — | ||||||
Expiring 04/03/24 | GSI | EUR | 277 | 300,627 | 298,911 | 1,716 | — | ||||||
Expiring 04/03/24 | JPM | EUR | 1,170 | 1,274,575 | 1,262,550 | 12,025 | — | ||||||
Expiring 04/03/24 | JPM | EUR | 1,168 | 1,277,916 | 1,260,391 | 17,525 | — | ||||||
Expiring 04/03/24 | JPM | EUR | 1,164 | 1,264,774 | 1,256,074 | 8,700 | — | ||||||
Expiring 04/03/24 | JPM | EUR | 586 | 636,033 | 632,353 | 3,680 | — | ||||||
Expiring 04/03/24 | JPM | EUR | 389 | 424,995 | 419,771 | 5,224 | — | ||||||
Expiring 04/03/24 | JPM | EUR | 237 | 259,139 | 255,748 | 3,391 | — | ||||||
Expiring 04/03/24 | MSI | EUR | 50,838 | 55,058,317 | 54,859,387 | 198,930 | — | ||||||
Expiring 04/03/24 | MSI | EUR | 49 | 53,225 | 52,876 | 349 | — | ||||||
Expiring 04/03/24 | MSI | EUR | 48 | 52,545 | 51,797 | 748 | — | ||||||
Expiring 04/03/24 | RBC | EUR | 1,731 | 1,872,601 | 1,867,926 | 4,675 | — | ||||||
Expiring 04/03/24 | RBC | EUR | 390 | 423,506 | 420,850 | 2,656 | — | ||||||
Expiring 04/03/24 | SSB | EUR | 393 | 426,215 | 424,088 | 2,127 | — | ||||||
Expiring 04/03/24 | SSB | EUR | 393 | 426,081 | 424,087 | 1,994 | — | ||||||
Expiring 04/03/24 | SSB | EUR | 389 | 426,280 | 419,770 | 6,510 | — | ||||||
Expiring 04/03/24 | TD | EUR | 293 | 319,566 | 316,177 | 3,389 | — | ||||||
Expiring 04/03/24 | TD | EUR | 292 | 316,795 | 315,098 | 1,697 | — | ||||||
Expiring 04/03/24 | UAG | EUR | 584 | 639,039 | 630,195 | 8,844 | — | ||||||
Expiring 04/03/24 | UAG | EUR | 287 | 311,036 | 309,703 | 1,333 | — | ||||||
Expiring 04/19/24 | BARC | EUR | 2,163 | 2,361,000 | 2,336,039 | 24,961 | — | ||||||
Expiring 04/19/24 | BARC | EUR | 1,583 | 1,698,606 | 1,709,276 | — | (10,670) | ||||||
Expiring 04/19/24 | BOA | EUR | 21,151 | 23,094,380 | 22,838,025 | 256,355 | — | ||||||
Expiring 04/19/24 | CITI | EUR | 837 | 910,274 | 903,768 | 6,506 | — | ||||||
Expiring 04/19/24 | CITI | EUR | 760 | 830,000 | 820,629 | 9,371 | — | ||||||
Expiring 04/19/24 | CITI | EUR | 756 | 822,000 | 816,557 | 5,443 | — | ||||||
Expiring 04/19/24 | CITI | EUR | 748 | 825,000 | 807,929 | 17,071 | — | ||||||
Expiring 04/19/24 | DB | EUR | 6,930 | 7,556,718 | 7,482,584 | 74,134 | — | ||||||
Expiring 04/19/24 | HSBC | EUR | 9,532 | 10,414,566 | 10,292,187 | 122,379 | — | ||||||
Expiring 04/19/24 | HSBC | EUR | 3,369 | 3,653,637 | 3,637,748 | 15,889 | — | ||||||
Expiring 04/19/24 | JPM | EUR | 14,602 | 15,831,790 | 15,766,626 | 65,164 | — | ||||||
Expiring 04/19/24 | JPM | EUR | 200 | 219,464 | 215,954 | 3,510 | — | ||||||
Expiring 04/19/24 | MSI | EUR | 225 | 245,518 | 242,611 | 2,907 | — | ||||||
Expiring 04/19/24 | MSI | EUR | 122 | 133,382 | 131,790 | 1,592 | — | ||||||
Expiring 04/19/24 | SSB | EUR | 34,221 | 37,605,806 | 36,950,502 | 655,304 | — | ||||||
Expiring 04/19/24 | TD | EUR | 31,726 | 34,645,759 | 34,257,038 | 388,721 | — | ||||||
Expiring 05/02/24 | BNP | EUR | 39,986 | 43,383,653 | 43,197,605 | 186,048 | — | ||||||
Expiring 05/02/24 | BNP | EUR | 964 | 1,042,692 | 1,041,803 | 889 | — | ||||||
Expiring 05/08/24 | DB | EUR | 56,435 | 61,148,621 | 60,982,814 | 165,807 | — | ||||||
Expiring 05/08/24 | GSI | EUR | 783 | 848,583 | 846,099 | 2,484 | — | ||||||
Expiring 05/08/24 | GSI | EUR | 479 | 518,036 | 517,601 | 435 | — | ||||||
Expiring 05/08/24 | JPM | EUR | 98 | 105,906 | 105,898 | 8 | — | ||||||
Expiring 05/08/24 | MSI | EUR | 258 | 278,876 | 278,791 | 85 | — | ||||||
Expiring 05/08/24 | RBC | EUR | 784 | 849,754 | 847,179 | 2,575 | — | ||||||
Expiring 05/08/24 | SSB | EUR | 392 | 426,076 | 423,589 | 2,487 | — |
A58
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Forward foreign currency exchange
contracts outstanding at March 31, 2024 (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.): | |||||||||||||
Hong Kong Dollar, | |||||||||||||
Expiring 04/03/24 | HSBC | HKD | 15,795 | $2,020,172 | $2,018,470 | $1,702 | $— | ||||||
Expiring 04/12/24 | SCB | HKD | 10,395 | 1,338,216 | 1,328,770 | 9,446 | — | ||||||
Expiring 05/09/24 | SCB | HKD | 10,340 | 1,329,613 | 1,322,830 | 6,783 | — | ||||||
Hungarian Forint, | |||||||||||||
Expiring 04/03/24 | DB | HUF | 31,800 | 86,708 | 87,079 | — | (371) | ||||||
Expiring 04/03/24 | UAG | HUF | 31,800 | 86,685 | 87,079 | — | (394) | ||||||
Expiring 04/19/24 | BARC | HUF | 816,431 | 2,228,000 | 2,233,320 | — | (5,320) | ||||||
Expiring 04/19/24 | BARC | HUF | 629,893 | 1,745,000 | 1,723,052 | 21,948 | — | ||||||
Expiring 04/19/24 | BOA | HUF | 1,123,009 | 3,193,814 | 3,071,956 | 121,858 | — | ||||||
Expiring 04/19/24 | CITI | HUF | 476,712 | 1,317,467 | 1,304,032 | 13,435 | — | ||||||
Expiring 04/19/24 | GSI | HUF | 2,069,171 | 5,946,918 | 5,660,152 | 286,766 | — | ||||||
Expiring 04/19/24 | HSBC | HUF | 743,889 | 2,051,576 | 2,034,886 | 16,690 | — | ||||||
Expiring 04/19/24 | UAG | HUF | 541,983 | 1,510,000 | 1,482,577 | 27,423 | — | ||||||
Expiring 05/08/24 | BARC | HUF | 4,278 | 11,725 | 11,689 | 36 | — | ||||||
Indian Rupee, | |||||||||||||
Expiring 04/03/24 | CITI | INR | 20,440 | 246,347 | 245,096 | 1,251 | — | ||||||
Expiring 04/03/24 | CITI | INR | 15,757 | 189,714 | 188,942 | 772 | — | ||||||
Expiring 04/03/24 | CITI | INR | 10,510 | 126,756 | 126,025 | 731 | — | ||||||
Expiring 04/03/24 | DB | INR | 138,447 | 1,660,556 | 1,660,115 | 441 | — | ||||||
Expiring 04/03/24 | DB | INR | 23,383 | 280,607 | 280,385 | 222 | — | ||||||
Expiring 04/03/24 | DB | INR | 5,253 | 63,243 | 62,988 | 255 | — | ||||||
Expiring 04/03/24 | JPM | INR | 23,700 | 284,719 | 284,186 | 533 | — | ||||||
Expiring 04/03/24 | JPM | INR | 21,673 | 259,415 | 259,880 | — | (465) | ||||||
Expiring 04/03/24 | JPM | INR | 15,180 | 182,386 | 182,023 | 363 | — | ||||||
Expiring 04/03/24 | JPM | INR | 12,735 | 152,415 | 152,705 | — | (290) | ||||||
Expiring 04/03/24 | JPM | INR | 9,515 | 113,911 | 114,094 | — | (183) | ||||||
Expiring 04/03/24 | JPM | INR | 8,937 | 106,959 | 107,163 | — | (204) | ||||||
Expiring 06/20/24 | JPM | INR | 273,004 | 3,284,000 | 3,265,527 | 18,473 | — | ||||||
Expiring 06/20/24 | JPM | INR | 267,316 | 3,215,000 | 3,197,492 | 17,508 | — | ||||||
Expiring 06/20/24 | JPM | INR | 260,008 | 3,112,000 | 3,110,073 | 1,927 | — | ||||||
Indonesian Rupiah, | |||||||||||||
Expiring 04/03/24 | JPM | IDR | 14,485,607 | 924,181 | 912,545 | 11,636 | — | ||||||
Expiring 05/08/24 | BOA | IDR | 14,485,607 | 914,669 | 911,580 | 3,089 | — | ||||||
Expiring 06/20/24 | CITI | IDR | 14,283,621 | 902,000 | 897,838 | 4,162 | — | ||||||
Israeli Shekel, | |||||||||||||
Expiring 04/03/24 | BARC | ILS | 643 | 177,796 | 174,914 | 2,882 | — | ||||||
Expiring 04/03/24 | BARC | ILS | 400 | 110,604 | 108,811 | 1,793 | — | ||||||
Expiring 04/03/24 | BNP | ILS | 245 | 68,098 | 66,647 | 1,451 | — | ||||||
Expiring 04/03/24 | GSI | ILS | 195 | 53,582 | 53,046 | 536 | — | ||||||
Expiring 04/03/24 | JPM | ILS | 490 | 136,873 | 133,293 | 3,580 | — | ||||||
Expiring 05/08/24 | BARC | ILS | 1,133 | 309,948 | 308,645 | 1,303 | — | ||||||
Expiring 05/08/24 | BARC | ILS | 445 | 121,736 | 121,224 | 512 | — | ||||||
Japanese Yen, | |||||||||||||
Expiring 04/03/24 | BARC | JPY | 126,900 | 853,006 | 839,055 | 13,951 | — | ||||||
Expiring 04/03/24 | BARC | JPY | 94,500 | 640,947 | 624,829 | 16,118 | — | ||||||
Expiring 04/03/24 | BARC | JPY | 63,400 | 430,019 | 419,197 | 10,822 | — | ||||||
Expiring 04/03/24 | BARC | JPY | 62,800 | 428,986 | 415,230 | 13,756 | — | ||||||
Expiring 04/03/24 | BARC | JPY | 26,300 | 175,914 | 173,894 | 2,020 | — | ||||||
Expiring 04/03/24 | BARC | JPY | 7,900 | 52,831 | 52,235 | 596 | — | ||||||
Expiring 04/03/24 | BNP | JPY | 862,821 | 5,704,936 | 5,704,923 | 13 | — | ||||||
Expiring 04/03/24 | BNP | JPY | 94,150 | 622,535 | 622,514 | 21 | — | ||||||
Expiring 04/03/24 | BOA | JPY | 94,500 | 645,408 | 624,829 | 20,579 | — | ||||||
Expiring 04/03/24 | CITI | JPY | 191,000 | 1,278,628 | 1,262,881 | 15,747 | — | ||||||
Expiring 04/03/24 | DB | JPY | 64,200 | 425,315 | 424,487 | 828 | — | ||||||
Expiring 04/03/24 | GSI | JPY | 157,500 | 1,075,648 | 1,041,381 | 34,267 | — |
A59
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Forward foreign currency exchange
contracts outstanding at March 31, 2024 (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.): | |||||||||||||
Japanese Yen (cont’d.), | |||||||||||||
Expiring 04/03/24 | GSI | JPY | 64,100 | $424,617 | $423,826 | $791 | $— | ||||||
Expiring 04/03/24 | GSI | JPY | 63,500 | 426,948 | 419,858 | 7,090 | — | ||||||
Expiring 04/03/24 | GSI | JPY | 49,400 | 332,365 | 326,630 | 5,735 | — | ||||||
Expiring 04/03/24 | JPM | JPY | 95,100 | 640,222 | 628,796 | 11,426 | — | ||||||
Expiring 04/03/24 | JPM | JPY | 94,500 | 644,954 | 624,828 | 20,126 | — | ||||||
Expiring 04/03/24 | JPM | JPY | 63,400 | 430,517 | 419,197 | 11,320 | — | ||||||
Expiring 04/03/24 | JPM | JPY | 61,900 | 413,450 | 409,279 | 4,171 | — | ||||||
Expiring 04/03/24 | MSI | JPY | 1,289,448 | 8,603,168 | 8,525,756 | 77,412 | — | ||||||
Expiring 04/03/24 | MSI | JPY | 250,700 | 1,705,918 | 1,657,614 | 48,304 | — | ||||||
Expiring 04/03/24 | MSI | JPY | 127,200 | 848,300 | 841,039 | 7,261 | — | ||||||
Expiring 04/03/24 | MSI | JPY | 96,200 | 640,060 | 636,069 | 3,991 | — | ||||||
Expiring 04/03/24 | MSI | JPY | 39,800 | 269,952 | 263,155 | 6,797 | — | ||||||
Expiring 04/03/24 | RBC | JPY | 94,500 | 626,830 | 624,829 | 2,001 | — | ||||||
Expiring 04/03/24 | SSB | JPY | 190,500 | 1,291,138 | 1,259,575 | 31,563 | — | ||||||
Expiring 04/19/24 | BOA | JPY | 272,016 | 1,801,000 | 1,802,774 | — | (1,774) | ||||||
Expiring 04/22/24 | CBA | JPY | 357,250 | 2,442,259 | 2,368,699 | 73,560 | — | ||||||
Expiring 05/07/24 | BNP | JPY | 2,027,500 | 13,944,857 | 13,475,131 | 469,726 | — | ||||||
Expiring 05/08/24 | BARC | JPY | 16,100 | 106,993 | 107,021 | — | (28) | ||||||
Expiring 05/08/24 | BNP | JPY | 1,188,248 | 7,898,608 | 7,898,632 | — | (24) | ||||||
Expiring 05/08/24 | BNP | JPY | 37,400 | 248,707 | 248,609 | 98 | — | ||||||
Expiring 05/08/24 | GSI | JPY | 16,100 | 106,988 | 107,021 | — | (33) | ||||||
Expiring 05/08/24 | MSI | JPY | 128,500 | 853,539 | 854,177 | — | (638) | ||||||
Malaysian Ringgit, | |||||||||||||
Expiring 04/03/24 | BNP | MYR | 3,593 | 756,150 | 754,288 | 1,862 | — | ||||||
Expiring 05/08/24 | DB | MYR | 3,593 | 761,665 | 754,093 | 7,572 | — | ||||||
Mexican Peso, | |||||||||||||
Expiring 04/03/24 | BARC | MXN | 5,150 | 303,377 | 309,496 | — | (6,119) | ||||||
Expiring 04/03/24 | BNP | MXN | 12,790 | 763,933 | 768,633 | — | (4,700) | ||||||
Expiring 04/03/24 | BNP | MXN | 7,180 | 425,603 | 431,493 | — | (5,890) | ||||||
Expiring 04/03/24 | BNP | MXN | 7,180 | 426,346 | 431,493 | — | (5,147) | ||||||
Expiring 04/03/24 | BNP | MXN | 7,110 | 424,276 | 427,286 | — | (3,010) | ||||||
Expiring 04/03/24 | BNP | MXN | 6,490 | 378,399 | 390,025 | — | (11,626) | ||||||
Expiring 04/03/24 | BNP | MXN | 1,800 | 106,718 | 108,173 | — | (1,455) | ||||||
Expiring 04/03/24 | BOA | MXN | 7,190 | 422,263 | 432,093 | — | (9,830) | ||||||
Expiring 04/03/24 | GSI | MXN | 7,180 | 426,416 | 431,492 | — | (5,076) | ||||||
Expiring 04/03/24 | GSI | MXN | 7,110 | 424,833 | 427,286 | — | (2,453) | ||||||
Expiring 04/03/24 | GSI | MXN | 3,870 | 228,585 | 232,573 | — | (3,988) | ||||||
Expiring 04/03/24 | GSI | MXN | 1,790 | 107,101 | 107,572 | — | (471) | ||||||
Expiring 04/03/24 | GSI | MXN | 1,790 | 107,075 | 107,572 | — | (497) | ||||||
Expiring 04/03/24 | GSI | MXN | 1,790 | 107,075 | 107,572 | — | (497) | ||||||
Expiring 04/03/24 | JPM | MXN | 12,930 | 758,496 | 777,047 | — | (18,551) | ||||||
Expiring 04/03/24 | JPM | MXN | 12,770 | 762,003 | 767,432 | — | (5,429) | ||||||
Expiring 04/03/24 | JPM | MXN | 10,640 | 634,441 | 639,426 | — | (4,985) | ||||||
Expiring 04/03/24 | JPM | MXN | 7,200 | 419,919 | 432,694 | — | (12,775) | ||||||
Expiring 04/03/24 | JPM | MXN | 2,200 | 130,513 | 132,213 | — | (1,700) | ||||||
Expiring 04/03/24 | JPM | MXN | 1,450 | 85,821 | 87,140 | — | (1,319) | ||||||
Expiring 04/03/24 | JPM | MXN | 890 | 52,588 | 53,486 | — | (898) | ||||||
Expiring 04/03/24 | MSI | MXN | 7,180 | 425,216 | 431,493 | — | (6,277) | ||||||
Expiring 04/03/24 | MSI | MXN | 4,000 | 238,009 | 240,386 | — | (2,377) | ||||||
Expiring 04/03/24 | MSI | MXN | 1,830 | 108,602 | 109,976 | — | (1,374) | ||||||
Expiring 04/03/24 | RBC | MXN | 7,150 | 422,395 | 429,689 | — | (7,294) | ||||||
Expiring 04/03/24 | SSB | MXN | 780 | 45,632 | 46,876 | — | (1,244) | ||||||
Expiring 04/03/24 | UAG | MXN | 46,057 | 2,682,372 | 2,767,860 | — | (85,488) | ||||||
Expiring 04/03/24 | UAG | MXN | 21,982 | 1,280,238 | 1,321,040 | — | (40,802) | ||||||
Expiring 05/08/24 | BNP | MXN | 5,320 | 318,944 | 317,977 | 967 | — |
A60
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Forward foreign currency exchange
contracts outstanding at March 31, 2024 (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.): | |||||||||||||
Mexican Peso (cont’d.), | |||||||||||||
Expiring 05/08/24 | BNP | MXN | 5,320 | $318,778 | $317,977 | $801 | $— | ||||||
Expiring 05/08/24 | DB | MXN | 1,540 | 92,195 | 92,046 | 149 | — | ||||||
Expiring 05/08/24 | JPM | MXN | 14,200 | 846,336 | 848,736 | — | (2,400) | ||||||
Expiring 05/08/24 | UAG | MXN | 38,397 | 2,291,776 | 2,294,993 | — | (3,217) | ||||||
Expiring 05/08/24 | UAG | MXN | 32,122 | 1,917,245 | 1,919,936 | — | (2,691) | ||||||
Expiring 06/20/24 | GSI | MXN | 44,527 | 2,650,000 | 2,643,505 | 6,495 | — | ||||||
New Taiwanese Dollar, | |||||||||||||
Expiring 04/03/24 | BOA | TWD | 4,905 | 153,714 | 153,238 | 476 | — | ||||||
Expiring 04/03/24 | JPM | TWD | 19,425 | 615,358 | 606,859 | 8,499 | — | ||||||
Expiring 06/20/24 | GSI | TWD | 495,002 | 15,862,399 | 15,530,693 | 331,706 | — | ||||||
New Zealand Dollar, | |||||||||||||
Expiring 04/03/24 | BNP | NZD | 5,007 | 3,003,350 | 2,991,437 | 11,913 | — | ||||||
Expiring 04/03/24 | BNP | NZD | 425 | 258,888 | 253,916 | 4,972 | — | ||||||
Expiring 04/03/24 | CITI | NZD | 523 | 322,909 | 312,467 | 10,442 | — | ||||||
Expiring 04/03/24 | JPM | NZD | 695 | 423,158 | 415,229 | 7,929 | — | ||||||
Expiring 04/03/24 | JPM | NZD | 175 | 106,481 | 104,554 | 1,927 | — | ||||||
Expiring 04/03/24 | MSI | NZD | 4,202 | 2,562,800 | 2,510,489 | 52,311 | — | ||||||
Expiring 04/03/24 | MSI | NZD | 3,576 | 2,181,002 | 2,136,484 | 44,518 | — | ||||||
Expiring 04/03/24 | MSI | NZD | 2,095 | 1,276,083 | 1,251,659 | 24,424 | — | ||||||
Expiring 04/03/24 | MSI | NZD | 522 | 321,054 | 311,869 | 9,185 | — | ||||||
Expiring 04/03/24 | MSI | NZD | 330 | 200,737 | 197,158 | 3,579 | — | ||||||
Expiring 04/03/24 | MSI | NZD | 175 | 105,125 | 104,554 | 571 | — | ||||||
Expiring 04/03/24 | MSI | NZD | 85 | 51,790 | 50,784 | 1,006 | — | ||||||
Expiring 04/03/24 | SSB | NZD | 85 | 51,772 | 50,784 | 988 | — | ||||||
Expiring 04/03/24 | SSB | NZD | 85 | 51,742 | 50,783 | 959 | — | ||||||
Expiring 04/19/24 | CITI | NZD | 1,331 | 811,848 | 795,313 | 16,535 | — | ||||||
Expiring 05/08/24 | BNP | NZD | 4,532 | 2,718,544 | 2,707,781 | 10,763 | — | ||||||
Expiring 05/08/24 | BNP | NZD | 1,415 | 850,323 | 845,434 | 4,889 | — | ||||||
Expiring 05/08/24 | JPM | NZD | 175 | 105,177 | 104,559 | 618 | — | ||||||
Expiring 05/08/24 | MSI | NZD | 880 | 528,271 | 525,783 | 2,488 | — | ||||||
Norwegian Krone, | |||||||||||||
Expiring 04/03/24 | BARC | NOK | 4,470 | 423,337 | 411,801 | 11,536 | — | ||||||
Expiring 04/03/24 | GSI | NOK | 6,695 | 635,887 | 616,780 | 19,107 | — | ||||||
Expiring 04/03/24 | GSI | NOK | 6,695 | 636,044 | 616,780 | 19,264 | — | ||||||
Expiring 04/03/24 | GSI | NOK | 6,650 | 642,806 | 612,635 | 30,171 | — | ||||||
Expiring 04/03/24 | GSI | NOK | 4,440 | 428,394 | 409,038 | 19,356 | — | ||||||
Expiring 04/03/24 | GSI | NOK | 4,440 | 426,968 | 409,037 | 17,931 | — | ||||||
Expiring 04/03/24 | JPM | NOK | 2,240 | 213,010 | 206,361 | 6,649 | — | ||||||
Expiring 04/03/24 | JPM | NOK | 2,230 | 214,028 | 205,440 | 8,588 | — | ||||||
Expiring 04/03/24 | JPM | NOK | 560 | 52,917 | 51,590 | 1,327 | — | ||||||
Expiring 04/03/24 | SSB | NOK | 4,480 | 426,699 | 412,723 | 13,976 | — | ||||||
Expiring 04/03/24 | TD | NOK | 32,293 | 2,997,030 | 2,975,009 | 22,021 | — | ||||||
Expiring 04/03/24 | TD | NOK | 15,908 | 1,502,686 | 1,465,532 | 37,154 | — | ||||||
Expiring 05/08/24 | GSI | NOK | 9,160 | 846,218 | 844,590 | 1,628 | — | ||||||
Expiring 05/08/24 | JPM | NOK | 9,100 | 847,661 | 839,057 | 8,604 | — | ||||||
Expiring 05/08/24 | TD | NOK | 5,508 | 511,637 | 507,859 | 3,778 | — | ||||||
Peruvian Nuevo Sol, | |||||||||||||
Expiring 04/03/24 | BOA | PEN | 315 | 85,329 | 84,671 | 658 | — | ||||||
Expiring 04/03/24 | CITI | PEN | 764 | 201,206 | 205,360 | — | (4,154) | ||||||
Expiring 04/03/24 | CITI | PEN | 152 | 40,808 | 40,857 | — | (49) | ||||||
Expiring 05/08/24 | CITI | PEN | 1,079 | 289,493 | 289,829 | — | (336) | ||||||
Expiring 06/20/24 | BARC | PEN | 6,073 | 1,604,448 | 1,630,052 | — | (25,604) | ||||||
Expiring 06/20/24 | CITI | PEN | 9,367 | 2,544,536 | 2,514,449 | 30,087 | — | ||||||
Philippine Peso, | |||||||||||||
Expiring 04/03/24 | BOA | PHP | 2,165 | 38,482 | 38,529 | — | (47) |
A61
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Forward foreign currency exchange
contracts outstanding at March 31, 2024 (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.): | |||||||||||||
Philippine Peso (cont’d.), | |||||||||||||
Expiring 06/20/24 | CITI | PHP | 167,587 | $2,996,000 | $2,980,195 | $15,805 | $— | ||||||
Polish Zloty, | |||||||||||||
Expiring 04/03/24 | BARC | PLN | 2,628 | 659,055 | 657,911 | 1,144 | — | ||||||
Expiring 04/03/24 | BARC | PLN | 1,711 | 429,088 | 428,343 | 745 | — | ||||||
Expiring 04/03/24 | BARC | PLN | 239 | 59,975 | 59,833 | 142 | — | ||||||
Expiring 04/03/24 | BARC | PLN | 52 | 13,049 | 13,018 | 31 | — | ||||||
Expiring 04/03/24 | MSI | PLN | 415 | 105,826 | 103,894 | 1,932 | — | ||||||
Expiring 04/19/24 | CITI | PLN | 6,417 | 1,597,331 | 1,606,237 | — | (8,906) | ||||||
Expiring 04/19/24 | CITI | PLN | 4,935 | 1,228,541 | 1,235,390 | — | (6,849) | ||||||
Expiring 04/19/24 | CITI | PLN | 2,723 | 673,333 | 681,646 | — | (8,313) | ||||||
Expiring 04/19/24 | GSI | PLN | 6,232 | 1,538,667 | 1,559,994 | — | (21,327) | ||||||
Expiring 04/19/24 | HSBC | PLN | 5,979 | 1,482,129 | 1,496,525 | — | (14,396) | ||||||
Expiring 05/08/24 | MSI | PLN | 420 | 105,244 | 105,111 | 133 | — | ||||||
Romanian Leu, | |||||||||||||
Expiring 04/03/24 | BARC | RON | 215 | 46,786 | 46,669 | 117 | — | ||||||
Expiring 04/03/24 | BNP | RON | 833 | 181,257 | 180,816 | 441 | — | ||||||
Expiring 04/03/24 | GSI | RON | 469 | 102,224 | 101,804 | 420 | — | ||||||
Expiring 04/03/24 | UAG | RON | 622 | 135,325 | 135,015 | 310 | — | ||||||
Expiring 05/08/24 | BARC | RON | 215 | 46,853 | 46,639 | 214 | — | ||||||
Expiring 05/08/24 | BNP | RON | 833 | 181,495 | 180,699 | 796 | — | ||||||
Expiring 05/08/24 | UAG | RON | 622 | 135,503 | 134,928 | 575 | — | ||||||
Singapore Dollar, | |||||||||||||
Expiring 04/03/24 | JPM | SGD | 281 | 209,007 | 208,167 | 840 | — | ||||||
Expiring 04/03/24 | JPM | SGD | 278 | 206,776 | 205,945 | 831 | — | ||||||
Expiring 04/03/24 | JPM | SGD | 235 | 174,595 | 174,090 | 505 | — | ||||||
Expiring 04/03/24 | MSI | SGD | 155 | 116,387 | 114,825 | 1,562 | — | ||||||
Expiring 04/03/24 | MSI | SGD | 100 | 74,429 | 74,081 | 348 | — | ||||||
Expiring 04/03/24 | MSI | SGD | 85 | 63,298 | 62,969 | 329 | — | ||||||
Expiring 04/03/24 | MSI | SGD | 70 | 52,368 | 51,857 | 511 | — | ||||||
Expiring 04/03/24 | SCB | SGD | 150 | 111,769 | 111,122 | 647 | — | ||||||
Expiring 04/03/24 | SSB | SGD | 145 | 107,968 | 107,417 | 551 | — | ||||||
Expiring 05/08/24 | JPM | SGD | 691 | 514,395 | 512,714 | 1,681 | — | ||||||
Expiring 05/08/24 | JPM | SGD | 638 | 474,941 | 473,389 | 1,552 | — | ||||||
Expiring 05/08/24 | SCB | SGD | 70 | 52,164 | 51,939 | 225 | — | ||||||
Expiring 06/20/24 | MSI | SGD | 6,744 | 5,064,213 | 5,013,285 | 50,928 | — | ||||||
South African Rand, | |||||||||||||
Expiring 04/03/24 | BARC | ZAR | 2,030 | 106,023 | 107,131 | — | (1,108) | ||||||
Expiring 04/03/24 | BNP | ZAR | 7,240 | 378,537 | 382,085 | — | (3,548) | ||||||
Expiring 04/03/24 | BOA | ZAR | 1,350 | 71,083 | 71,245 | — | (162) | ||||||
Expiring 04/03/24 | DB | ZAR | 4,130 | 220,810 | 217,957 | 2,853 | — | ||||||
Expiring 04/03/24 | DB | ZAR | 1,990 | 106,446 | 105,021 | 1,425 | — | ||||||
Expiring 04/03/24 | GSI | ZAR | 14,480 | 763,411 | 764,168 | — | (757) | ||||||
Expiring 04/03/24 | GSI | ZAR | 7,280 | 381,521 | 384,195 | — | (2,674) | ||||||
Expiring 04/03/24 | GSI | ZAR | 4,610 | 242,881 | 243,289 | — | (408) | ||||||
Expiring 04/03/24 | GSI | ZAR | 3,590 | 192,111 | 189,459 | 2,652 | — | ||||||
Expiring 04/03/24 | GSI | ZAR | 1,350 | 71,084 | 71,245 | — | (161) | ||||||
Expiring 04/03/24 | RBC | ZAR | 2,340 | 122,669 | 123,491 | — | (822) | ||||||
Expiring 05/08/24 | BARC | ZAR | 3,990 | 208,631 | 209,984 | — | (1,353) | ||||||
Expiring 05/08/24 | MSI | ZAR | 10,000 | 527,454 | 526,276 | 1,178 | — | ||||||
South Korean Won, | |||||||||||||
Expiring 04/03/24 | BARC | KRW | 566,670 | 428,063 | 420,122 | 7,941 | — | ||||||
Expiring 04/03/24 | BNP | KRW | 1,006,010 | 768,919 | 745,843 | 23,076 | — | ||||||
Expiring 04/03/24 | BOA | KRW | 849,090 | 644,226 | 629,505 | 14,721 | — | ||||||
Expiring 04/03/24 | CITI | KRW | 3,352,118 | 2,521,110 | 2,485,220 | 35,890 | — | ||||||
Expiring 04/03/24 | CITI | KRW | 2,104,487 | 1,558,302 | 1,560,241 | — | (1,939) |
A62
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Forward foreign currency exchange
contracts outstanding at March 31, 2024 (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.): | |||||||||||||
South Korean Won (cont’d.), | |||||||||||||
Expiring 04/03/24 | CITI | KRW | 849,090 | $646,532 | $629,505 | $17,027 | $— | ||||||
Expiring 04/03/24 | CITI | KRW | 566,960 | 431,312 | 420,337 | 10,975 | — | ||||||
Expiring 04/03/24 | CITI | KRW | 566,060 | 430,857 | 419,670 | 11,187 | — | ||||||
Expiring 04/03/24 | CITI | KRW | 559,210 | 426,780 | 414,591 | 12,189 | — | ||||||
Expiring 04/03/24 | CITI | KRW | 234,540 | 174,873 | 173,885 | 988 | — | ||||||
Expiring 04/03/24 | JPM | KRW | 566,070 | 431,127 | 419,677 | 11,450 | — | ||||||
Expiring 04/03/24 | JPM | KRW | 193,650 | 147,021 | 143,570 | 3,451 | — | ||||||
Expiring 04/03/24 | MSI | KRW | 198,640 | 151,512 | 147,270 | 4,242 | — | ||||||
Expiring 05/08/24 | CITI | KRW | 3,352,118 | 2,486,513 | 2,489,314 | — | (2,801) | ||||||
Expiring 06/20/24 | CITI | KRW | 4,848,907 | 3,699,705 | 3,608,721 | 90,984 | — | ||||||
Expiring 06/20/24 | HSBC | KRW | 4,658,448 | 3,481,000 | 3,466,974 | 14,026 | — | ||||||
Expiring 06/20/24 | MSI | KRW | 2,433,645 | 1,822,000 | 1,811,201 | 10,799 | — | ||||||
Swedish Krona, | |||||||||||||
Expiring 04/03/24 | BARC | SEK | 31,667 | 3,063,361 | 2,959,134 | 104,227 | — | ||||||
Expiring 04/03/24 | BARC | SEK | 4,595 | 444,505 | 429,381 | 15,124 | — | ||||||
Expiring 04/03/24 | BARC | SEK | 2,220 | 210,413 | 207,449 | 2,964 | — | ||||||
Expiring 04/03/24 | BNP | SEK | 6,650 | 636,106 | 621,411 | 14,695 | — | ||||||
Expiring 04/03/24 | DB | SEK | 3,280 | 317,590 | 306,501 | 11,089 | — | ||||||
Expiring 04/03/24 | GSI | SEK | 4,360 | 428,640 | 407,421 | 21,219 | — | ||||||
Expiring 04/03/24 | GSI | SEK | 1,630 | 159,450 | 152,316 | 7,134 | — | ||||||
Expiring 04/03/24 | JPM | SEK | 19,710 | 1,898,945 | 1,841,807 | 57,138 | — | ||||||
Expiring 04/03/24 | JPM | SEK | 6,550 | 635,237 | 612,068 | 23,169 | — | ||||||
Expiring 04/03/24 | JPM | SEK | 4,370 | 427,771 | 408,356 | 19,415 | — | ||||||
Expiring 04/03/24 | JPM | SEK | 4,370 | 428,408 | 408,356 | 20,052 | — | ||||||
Expiring 04/03/24 | JPM | SEK | 1,230 | 120,904 | 114,938 | 5,966 | — | ||||||
Expiring 04/03/24 | JPM | SEK | 550 | 53,113 | 51,395 | 1,718 | — | ||||||
Expiring 04/03/24 | MSI | SEK | 1,110 | 105,457 | 103,724 | 1,733 | — | ||||||
Expiring 04/03/24 | SG | SEK | 4,370 | 427,007 | 408,356 | 18,651 | — | ||||||
Expiring 05/08/24 | BNP | SEK | 1,120 | 105,715 | 104,805 | 910 | — | ||||||
Expiring 05/08/24 | BNP | SEK | 1,120 | 105,794 | 104,806 | 988 | — | ||||||
Expiring 05/08/24 | CITI | SEK | 2,450 | 229,462 | 229,262 | 200 | — | ||||||
Expiring 05/08/24 | JPM | SEK | 4,490 | 425,999 | 420,157 | 5,842 | — | ||||||
Expiring 05/08/24 | TD | SEK | 4,595 | 434,268 | 429,983 | 4,285 | — | ||||||
Expiring 05/08/24 | TD | SEK | 2,137 | 201,965 | 199,972 | 1,993 | — | ||||||
Swiss Franc, | |||||||||||||
Expiring 04/03/24 | BNP | CHF | 1,145 | 1,272,518 | 1,270,450 | 2,068 | — | ||||||
Expiring 04/03/24 | BNP | CHF | 750 | 858,048 | 832,172 | 25,876 | — | ||||||
Expiring 04/03/24 | BNP | CHF | 553 | 626,794 | 613,060 | 13,734 | — | ||||||
Expiring 04/03/24 | BNP | CHF | 45 | 50,846 | 49,930 | 916 | — | ||||||
Expiring 04/03/24 | BNP | CHF | 12 | 14,136 | 13,843 | 293 | — | ||||||
Expiring 04/03/24 | GSI | CHF | 1,125 | 1,286,404 | 1,248,258 | 38,146 | — | ||||||
Expiring 04/03/24 | GSI | CHF | 45 | 51,134 | 49,930 | 1,204 | — | ||||||
Expiring 04/03/24 | JPM | CHF | 1,125 | 1,289,805 | 1,248,258 | 41,547 | — | ||||||
Expiring 04/03/24 | JPM | CHF | 750 | 859,461 | 832,172 | 27,289 | — | ||||||
Expiring 04/03/24 | JPM | CHF | 375 | 428,225 | 416,086 | 12,139 | — | ||||||
Expiring 04/03/24 | JPM | CHF | 95 | 107,998 | 105,408 | 2,590 | — | ||||||
Expiring 04/03/24 | MSI | CHF | 95 | 107,317 | 105,408 | 1,909 | — | ||||||
Expiring 04/03/24 | SSB | CHF | 45 | 50,877 | 49,930 | 947 | — | ||||||
Expiring 04/03/24 | TD | CHF | 45 | 50,884 | 49,930 | 954 | — | ||||||
Expiring 04/03/24 | UAG | CHF | 3,212 | 3,662,264 | 3,563,915 | 98,349 | — | ||||||
Expiring 04/03/24 | UAG | CHF | 1,154 | 1,315,770 | 1,280,435 | 35,335 | — | ||||||
Expiring 04/03/24 | UAG | CHF | 565 | 631,444 | 626,903 | 4,541 | — | ||||||
Expiring 05/08/24 | BARC | CHF | 1,312 | 1,453,585 | 1,461,301 | — | (7,716) | ||||||
Expiring 05/08/24 | BARC | CHF | 1,154 | 1,278,534 | 1,285,321 | — | (6,787) | ||||||
Expiring 05/08/24 | BNP | CHF | 770 | 857,104 | 857,623 | — | (519) |
A63
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Forward foreign currency exchange
contracts outstanding at March 31, 2024 (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.): | |||||||||||||
Swiss Franc (cont’d.), | |||||||||||||
Expiring 05/08/24 | BNP | CHF | 95 | $105,424 | $105,810 | $— | $(386) | ||||||
Expiring 05/08/24 | GSI | CHF | 575 | 640,831 | 640,433 | 398 | — | ||||||
Expiring 05/08/24 | GSI | CHF | 95 | 105,876 | 105,810 | 66 | — | ||||||
Expiring 05/08/24 | MSI | CHF | 190 | 210,641 | 211,621 | — | (980) | ||||||
Expiring 05/08/24 | MSI | CHF | 95 | 105,875 | 105,810 | 65 | — | ||||||
Expiring 05/08/24 | MSI | CHF | 95 | 105,367 | 105,810 | — | (443) | ||||||
Expiring 05/08/24 | MSI | CHF | 95 | 105,255 | 105,810 | — | (555) | ||||||
Thai Baht, | |||||||||||||
Expiring 04/03/24 | BARC | THB | 32,287 | 898,084 | 885,347 | 12,737 | — | ||||||
Expiring 04/03/24 | BARC | THB | 31,150 | 866,457 | 854,168 | 12,289 | — | ||||||
Expiring 04/03/24 | GSI | THB | 1,400 | 39,015 | 38,390 | 625 | — | ||||||
Expiring 04/03/24 | UAG | THB | 3,790 | 106,074 | 103,926 | 2,148 | — | ||||||
Expiring 05/08/24 | BARC | THB | 28,717 | 792,499 | 789,642 | 2,857 | — | ||||||
Expiring 05/08/24 | BARC | THB | 17,220 | 475,218 | 473,505 | 1,713 | — | ||||||
Expiring 05/08/24 | GSI | THB | 4,140 | 113,968 | 113,839 | 129 | — | ||||||
Expiring 06/20/24 | GSI | THB | 125,280 | 3,483,000 | 3,457,216 | 25,784 | — | ||||||
Expiring 06/20/24 | JPM | THB | 84,923 | 2,392,000 | 2,343,532 | 48,468 | — | ||||||
Expiring 06/20/24 | MSI | THB | 252,967 | 7,127,327 | 6,980,844 | 146,483 | — | ||||||
$862,776,041 | $855,442,973 | 7,883,642 | (550,574) | ||||||||||
$8,325,812 | $(4,606,498) |
Cross currency exchange contracts outstanding at March 31, 2024: | ||||||||||||||
Settlement | Type | Notional Amount (000) | In Exchange For (000) | Unrealized Appreciation | Unrealized Depreciation | Counterparty | ||||||||
OTC Cross Currency Exchange Contracts: | ||||||||||||||
04/19/24 | Buy | PLN | 3,302 | EUR | 761 | $4,750 | $— | BOA | ||||||
04/19/24 | Buy | PLN | 3,616 | EUR | 843 | — | (5,178) | SSB | ||||||
04/19/24 | Buy | PLN | 16,568 | EUR | 3,797 | 47,210 | — | BOA | ||||||
$51,960 | $(5,178) |
Credit default swap agreements
outstanding at March 31, 2024:
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at March 31, 2024(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)**: | |||||||||||||||||
Arab Republic of Egypt | 12/20/28 | 1.000%(Q) | 500 | 5.297% | $(80,841) | $(319) | $(80,522) | GSI | |||||||||
Dominican Republic | 12/20/28 | 1.000%(Q) | 500 | 1.479% | (9,878) | (319) | (9,559) | GSI | |||||||||
Emirate of Abu Dhabi | 12/20/28 | 1.000%(Q) | 500 | 0.338% | 14,381 | (319) | 14,700 | GSI | |||||||||
Federal Republic of Nigeria | 12/20/28 | 1.000%(Q) | 500 | 4.769% | (72,298) | (319) | (71,979) | GSI | |||||||||
Federation of Malaysia | 12/20/28 | 1.000%(Q) | 750 | 0.387% | 19,910 | (478) | 20,388 | GSI | |||||||||
Federative Republic of Brazil | 12/20/28 | 1.000%(Q) | 2,250 | 1.246% | (22,551) | (1,434) | (21,117) | GSI | |||||||||
Kingdom of Bahrain | 12/20/28 | 1.000%(Q) | 500 | 1.795% | (16,310) | (319) | (15,991) | GSI | |||||||||
Kingdom of Morocco | 12/20/28 | 1.000%(Q) | 500 | 0.886% | 2,587 | (319) | 2,906 | GSI | |||||||||
Kingdom of Saudi Arabia | 12/20/28 | 1.000%(Q) | 1,000 | 0.478% | 22,664 | (637) | 23,301 | GSI | |||||||||
People’s Republic of China | 12/20/28 | 1.000%(Q) | 2,250 | 0.668% | 32,396 | (1,434) | 33,830 | GSI |
A64
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Credit default swap agreements
outstanding at March 31, 2024 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at March 31, 2024(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)**(cont’d.): | |||||||||||||||||
Republic of Argentina | 12/20/28 | 1.000%(Q) | 500 | 26.204% | $(291,206) | $(319) | $(290,887) | GSI | |||||||||
Republic of Chile | 12/20/28 | 1.000%(Q) | 1,750 | 0.494% | 38,468 | (1,116) | 39,584 | GSI | |||||||||
Republic of Colombia | 12/20/28 | 1.000%(Q) | 1,500 | 1.555% | (34,400) | (956) | (33,444) | GSI | |||||||||
Republic of Indonesia | 12/20/28 | 1.000%(Q) | 2,250 | 0.670% | 32,271 | (1,434) | 33,705 | GSI | |||||||||
Republic of Panama | 12/20/28 | 1.000%(Q) | 500 | 1.670% | (13,828) | (319) | (13,509) | GSI | |||||||||
Republic of Peru | 12/20/28 | 1.000%(Q) | 750 | 0.601% | 13,034 | (478) | 13,512 | GSI | |||||||||
Republic of Philippines | 12/20/28 | 1.000%(Q) | 750 | 0.575% | 13,844 | (478) | 14,322 | GSI | |||||||||
Republic of South Africa | 12/20/28 | 1.000%(Q) | 2,250 | 2.407% | (129,021) | (1,434) | (127,587) | GSI | |||||||||
Republic of Turkey | 12/20/28 | 1.000%(Q) | 2,250 | 2.850% | (167,813) | (1,434) | (166,379) | GSI | |||||||||
State of Qatar | 12/20/28 | 1.000%(Q) | 500 | 0.347% | 14,190 | (319) | 14,509 | GSI | |||||||||
Sultanate of Oman | 12/20/28 | 1.000%(Q) | 500 | 0.966% | 889 | (319) | 1,208 | GSI | |||||||||
United Mexican States | 12/20/28 | 1.000%(Q) | 2,250 | 0.835% | 16,532 | (1,434) | 17,966 | GSI | |||||||||
$(616,980) | $(15,937) | $(601,043) |
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
OTC Packaged Credit Default Swap Agreement on credit indices— Buy Protection(1)**: | ||||||||||||||||
CDX.EM.40.V1 | 12/20/28 | 1.000%(Q) | 25,000 | $598,416 | $(7,968) | $606,384 | GSI |
** | The Portfolio entered into multiple credit default swap agreements in a packaged trade consisting of two parts. The Portfolio bought/sold protection on an Emerging Market CDX Index and bought/sold protection on the countries which comprise the index. The upfront premium is attached to the index of the trade for the Emerging Markets CDX package(s). Each swap is priced individually. If any of the component swaps are closed out early, the Index exposure will be reduced by an amount proportionate to the terminated swap(s). |
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1): | ||||||||||||||||
Gazprom PAO | 06/20/24 | 1.000%(Q) | 606 | $20,903 | $42,627 | $(21,724) | BARC | |||||||||
Kingdom of Morocco | 12/20/27 | 1.000%(Q) | 485 | (5,375) | 9,710 | (15,085) | BNP | |||||||||
Republic of Italy | 12/20/27 | 1.000%(Q) | EUR | 700 | (24,537) | (19,654) | (4,883) | BARC | ||||||||
Republic of South Africa | 12/20/28 | 1.000%(Q) | 1,600 | 91,749 | 147,681 | (55,932) | JPM | |||||||||
Republic of South Africa | 12/20/28 | 1.000%(Q) | 1,200 | 68,811 | 108,396 | (39,585) | MSI | |||||||||
$151,551 | $288,760 | $(137,209) |
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at March 31, 2024(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2): | |||||||||||||||||
Bank of America Corp. | 06/20/24 | 1.000%(Q) | 2,480 | 0.171% | $5,559 | $265 | $5,294 | GSI | |||||||||
Emirate of Abu Dhabi | 06/20/24 | 1.000%(Q) | 440 | 0.101% | 1,056 | 834 | 222 | BNP | |||||||||
Republic of Estonia | 12/20/26 | 1.000%(Q) | 250 | 0.374% | 4,110 | 1,289 | 2,821 | JPM | |||||||||
Republic of Poland | 06/20/24 | 1.000%(Q) | 585 | 0.212% | 1,255 | 100 | 1,155 | BNP | |||||||||
U.S. Treasury Notes | 06/20/24 | 0.250%(Q) | EUR | 815 | 0.047% | 485 | (280) | 765 | BNP |
A65
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Credit default swap agreements
outstanding at March 31, 2024 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at March 31, 2024(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont’d.): | |||||||||||||||||
U.S. Treasury Notes | 12/20/24 | 0.250%(Q) | EUR | 5,000 | 0.084% | $6,970 | $(8,503) | $15,473 | BNP | ||||||||
$19,435 | $(6,295) | $25,730 |
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at March 31, 2024(4) | Value at Trade Date | Value at March 31, 2024 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2): | |||||||||||||||
CDX.NA.HY.41.V2 | 12/20/28 | 5.000%(Q) | 1,634 | 3.116% | $89,652 | $122,982 | $33,330 | ||||||||
CDX.NA.HY.42.V1 | 06/20/29 | 5.000%(Q) | 6,700 | 3.289% | 467,402 | 494,115 | 26,713 | ||||||||
$557,054 | $617,097 | $60,043 |
The Portfolio entered into
credit default swaps (“CDS”) to provide a measure of protection against defaults or to take an active long or short position with respect to the likelihood of a particular issuer’s default or the
reference entity’s credit soundness. CDS contracts generally trade based on a spread which represents the cost a protection buyer has to pay the protection seller. The protection buyer is said to be short the
credit as the value of the contract rises the more the credit deteriorates. The value of the CDS contract increases for the protection buyer if the spread increases.
(1) | If the Portfolio is a buyer of protection, it pays the fixed rate. When a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and make delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
(2) | If the Portfolio is a seller of protection, it receives the fixed rate. When a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
(3) | Notional amount represents the maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
(4) | Implied credit spreads, represented in absolute terms, utilized in determining the fair value of credit default swap agreements where the Portfolio is the seller of protection as of the reporting date serve as an indicator of the current status of the payment/ performance risk and represent the likelihood of risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include up-front payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement. |
Inflation swap agreements outstanding at March 31, 2024: | ||||||||||||||
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at March 31, 2024 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Inflation Swap Agreement: | ||||||||||||||
EUR | 625 | 01/15/29 | 2.012%(T) | Eurostat Eurozone HICP ex Tobacco(1)(T) | $— | $1,853 | $1,853 |
A66
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Inflation swap agreements outstanding at March 31, 2024: | |||||||||||||||
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | ||||||||
OTC Inflation Swap Agreements: | |||||||||||||||
EUR | 3,282 | 02/15/28 | 2.403%(T) | Eurostat Eurozone HICP ex Tobacco(2)(T) | $42,645 | $— | $42,645 | MSI | |||||||
EUR | 3,260 | 02/15/28 | 2.405%(T) | Eurostat Eurozone HICP ex Tobacco(2)(T) | 42,710 | — | 42,710 | MSI | |||||||
EUR | 3,260 | 02/15/33 | 2.380%(T) | Eurostat Eurozone HICP ex Tobacco(1)(T) | (60,614) | — | (60,614) | MSI | |||||||
EUR | 3,282 | 02/15/33 | 2.395%(T) | Eurostat Eurozone HICP ex Tobacco(1)(T) | (66,322) | — | (66,322) | MSI | |||||||
3,120 | 09/15/28 | 2.605%(T) | U.S. CPI Urban Consumers NSA Index(2)(T) | 13,200 | — | 13,200 | JPM | ||||||||
928 | 09/15/28 | 2.615%(T) | U.S. CPI Urban Consumers NSA Index(2)(T) | 4,357 | — | 4,357 | CITI | ||||||||
3,120 | 09/15/33 | 2.631%(T) | U.S. CPI Urban Consumers NSA Index(1)(T) | (20,453) | — | (20,453) | JPM | ||||||||
928 | 09/15/33 | 2.650%(T) | U.S. CPI Urban Consumers NSA Index(1)(T) | (7,619) | — | (7,619) | CITI | ||||||||
$(52,096) | $— | $(52,096) |
(1) | The Portfolio pays the fixed rate and receives the floating rate. |
(2) | The Portfolio pays the floating rate and receives the fixed rate. |
Interest rate swap agreements
outstanding at March 31, 2024:
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at March 31, 2024 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Interest Rate Swap Agreements: | ||||||||||||||
AUD | 2,010 | 03/20/27 | 3.940%(Q) | 3 Month BBSW(1)(Q)/ 4.344% | $(103) | $(4,048) | $(3,945) | |||||||
AUD | 815 | 12/03/27 | 2.600%(S) | 6 Month BBSW(2)(S)/ 4.499% | (22,116) | (28,321) | (6,205) | |||||||
AUD | 1,371 | 09/16/29 | 3.844%(Q) | 3 Month BBSW(2)(Q)/ 4.344% | (1,298) | 559 | 1,857 | |||||||
AUD | 871 | 09/18/29 | 3.969%(S) | 6 Month BBSW(2)(S)/ 4.499% | (1,048) | 536 | 1,584 | |||||||
AUD | 1,785 | 12/03/31 | 2.750%(S) | 6 Month BBSW(2)(S)/ 4.499% | 138,833 | (112,200) | (251,033) | |||||||
AUD | 805 | 12/03/33 | 2.800%(S) | 6 Month BBSW(2)(S)/ 4.499% | (64,714) | (62,447) | 2,267 | |||||||
AUD | 438 | 09/18/34 | 4.250%(S) | 6 Month BBSW(2)(S)/ 4.499% | (1,055) | 643 | 1,698 | |||||||
AUD | 1,051 | 09/19/34 | 4.594%(S) | 6 Month BBSW(2)(S)/ 4.499% | (1,187) | 934 | 2,121 | |||||||
AUD | 160 | 12/03/38 | 2.900%(S) | 6 Month BBSW(2)(S)/ 4.499% | (17,513) | (17,292) | 221 | |||||||
AUD | 530 | 12/03/52 | 2.900%(S) | 6 Month BBSW(2)(S)/ 4.499% | (52,283) | (78,760) | (26,477) | |||||||
BRL | 1,224 | 01/02/29 | 10.247%(T) | 1 Day BROIS(2)(T)/ 0.040% | — | (2,933) | (2,933) | |||||||
BRL | 1,154 | 01/02/29 | 10.265%(T) | 1 Day BROIS(2)(T)/ 0.040% | — | 3,078 | 3,078 | |||||||
CAD | 3,505 | 12/03/26 | 2.550%(S) | 3 Month CDOR(2)(S)/ 5.295% | 90,137 | (137,326) | (227,463) | |||||||
CAD | 1,224 | 09/16/29 | 3.000%(S) | 1 Day CORRA(1)(S)/ 5.050% | 2,559 | 771 | (1,788) | |||||||
CAD | 1,612 | 09/18/29 | 3.313%(S) | 1 Day CORRA(1)(S)/ 5.050% | 5,465 | 1,921 | (3,544) | |||||||
CAD | 805 | 12/03/30 | 3.500%(S) | 1 Day CORRA(2)(S)/ 5.050% | (3,799) | (1,527) | 2,272 | |||||||
CAD | 600 | 03/20/34 | 3.560%(S) | 1 Day CORRA(1)(S)/ 5.050% | (114) | (3,189) | (3,075) | |||||||
CAD | 382 | 09/18/34 | 3.344%(S) | 1 Day CORRA(1)(S)/ 5.050% | 2,575 | 1,151 | (1,424) | |||||||
CAD | 900 | 09/19/34 | 3.406%(S) | 1 Day CORRA(2)(S)/ 5.050% | (2,301) | (996) | 1,305 | |||||||
CAD | 575 | 12/03/41 | 2.800%(S) | 3 Month CDOR(2)(S)/ 5.295% | 48,336 | (65,208) | (113,544) | |||||||
CAD | 145 | 12/03/43 | 3.550%(S) | 1 Day CORRA(2)(S)/ 5.050% | (130) | (783) | (653) | |||||||
CAD | 2,020 | 12/03/50 | 2.800%(S) | 3 Month CDOR(2)(S)/ 5.295% | 208,219 | (260,222) | (468,441) | |||||||
CHF | 1,500 | 08/10/31 | (0.220)%(A) | 1 Day SARON(2)(A)/ 1.464% | — | (176,676) | (176,676) | |||||||
CHF | 680 | 03/20/34 | 1.258%(A) | 1 Day SARON(2)(A)/ 1.464% | — | 7,904 | 7,904 | |||||||
CLP | 278,800 | 08/12/26 | 3.620%(S) | 1 Day CLOIS(2)(S)/ 7.250% | — | (10,936) | (10,936) | |||||||
CLP | 800,000 | 02/06/33 | 5.200%(S) | 1 Day CLOIS(1)(S)/ 7.250% | — | (3,025) | (3,025) | |||||||
CLP | 339,000 | 02/23/33 | 5.570%(S) | 1 Day CLOIS(1)(S)/ 7.250% | — | (10,989) | (10,989) | |||||||
CLP | 693,000 | 02/27/33 | 5.550%(S) | 1 Day CLOIS(1)(S)/ 7.250% | — | (21,588) | (21,588) | |||||||
CLP | 267,243 | 06/21/34 | 5.106%(S) | 1 Day CLOIS(1)(S)/ 7.250% | — | 704 | 704 |
A67
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at March 31, 2024 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Interest Rate Swap Agreements (cont’d.): | ||||||||||||||
CNH | 40,450 | 05/11/25 | 2.300%(Q) | 7 Day China Fixing Repo Rates(2)(Q)/ 2.020% | $10,337 | $22,458 | $12,121 | |||||||
CNH | 109,540 | 08/20/26 | 2.440%(Q) | 7 Day China Fixing Repo Rates(2)(Q)/ 2.020% | (238) | 174,852 | 175,090 | |||||||
CNH | 60,000 | 12/06/27 | 2.820%(Q) | 7 Day China Fixing Repo Rates(2)(Q)/ 2.020% | — | 234,269 | 234,269 | |||||||
CNH | 6,425 | 04/26/28 | 2.790%(Q) | 7 Day China Fixing Repo Rates(2)(Q)/ 2.020% | — | 26,367 | 26,367 | |||||||
CNH | 35,760 | 05/11/28 | 2.600%(Q) | 7 Day China Fixing Repo Rates(2)(Q)/ 2.020% | 94,603 | 107,954 | 13,351 | |||||||
CNH | 13,300 | 06/01/28 | 2.473%(Q) | 7 Day China Fixing Repo Rates(2)(Q)/ 2.020% | — | 30,270 | 30,270 | |||||||
CNH | 136,479 | 06/20/29 | 2.130%(Q) | 7 Day China Fixing Repo Rates(2)(Q)/ 2.020% | 6,463 | 11,089 | 4,626 | |||||||
CNH | 9,532 | 06/20/29 | 2.286%(Q) | 7 Day China Fixing Repo Rates(2)(Q)/ 2.020% | 4,397 | 10,364 | 5,967 | |||||||
COP | 952,000 | 08/12/31 | 5.910%(Q) | 1 Day COOIS(2)(Q)/ 11.39% | — | (24,294) | (24,294) | |||||||
CZK | 25,000 | 08/12/26 | 2.062%(A) | 6 Month PRIBOR(2)(S)/ 5.230% | — | (41,107) | (41,107) | |||||||
DKK | 4,500 | 04/08/32 | 1.581%(A) | 6 Month CIBOR(2)(S)/ 3.927% | (26,936) | (57,346) | (30,410) | |||||||
EUR | 34,170 | 11/23/24 | (0.046)%(A) | 6 Month EURIBOR(2)(S)/ 3.851% | — | (1,469,872) | (1,469,872) | |||||||
EUR | 18,860 | 12/02/24 | (0.285)%(A) | 6 Month EURIBOR(2)(S)/ 3.851% | — | (846,648) | (846,648) | |||||||
EUR | 827 | 06/17/29 | 2.438%(A) | 6 Month EURIBOR(2)(S)/ 3.851% | (38) | 2,650 | 2,688 | |||||||
EUR | 534 | 09/18/29 | 2.531%(A) | 6 Month EURIBOR(2)(S)/ 3.851% | (1,041) | 390 | 1,431 | |||||||
EUR | 2,870 | 03/20/33 | 2.996%(A) | 6 Month EURIBOR(2)(S)/ 3.851% | — | 99,030 | 99,030 | |||||||
EUR | 750 | 03/20/34 | 2.560%(A) | 1 Day EuroSTR(1)(A)/ 3.899% | — | (8,568) | (8,568) | |||||||
EUR | 2,501 | 03/21/34 | 2.720%(A) | 6 Month EURIBOR(1)(S)/ 3.851% | (1,538) | (25,278) | (23,740) | |||||||
EUR | 252 | 09/18/34 | 2.563%(A) | 6 Month EURIBOR(2)(S)/ 3.851% | (416) | 1,005 | 1,421 | |||||||
EUR | 2,055 | 03/20/38 | 2.982%(A) | 6 Month EURIBOR(1)(S)/ 3.851% | — | (94,796) | (94,796) | |||||||
EUR | 950 | 11/24/41 | 0.565%(A) | 6 Month EURIBOR(1)(S)/ 3.851% | — | 148,864 | 148,864 | |||||||
EUR | 950 | 11/24/41 | 0.600%(A) | 3 Month EURIBOR(2)(Q)/ 3.892% | — | (155,717) | (155,717) | |||||||
EUR | 2,303 | 11/25/41 | 0.629%(A) | 6 Month EURIBOR(1)(S)/ 3.851% | — | 349,275 | 349,275 | |||||||
EUR | 2,303 | 11/25/41 | 0.663%(A) | 3 Month EURIBOR(2)(Q)/ 3.892% | — | (366,159) | (366,159) | |||||||
EUR | 1,355 | 02/17/42 | 0.536%(A) | 6 Month EURIBOR(2)(S)/ 3.851% | — | (431,715) | (431,715) | |||||||
EUR | 1,140 | 03/22/42 | 1.257%(A) | 6 Month EURIBOR(1)(S)/ 3.851% | — | 115,450 | 115,450 | |||||||
EUR | 1,140 | 03/22/42 | 1.310%(A) | 3 Month EURIBOR(2)(Q)/ 3.892% | — | (122,523) | (122,523) | |||||||
EUR | 1,720 | 02/24/43 | 2.910%(A) | 6 Month EURIBOR(1)(S)/ 3.851% | 1,426 | (93,437) | (94,863) | |||||||
EUR | 1,720 | 02/24/43 | 2.960%(A) | 3 Month EURIBOR(2)(Q)/ 3.892% | (850) | 92,763 | 93,613 | |||||||
EUR | 1,000 | 05/11/44 | 1.150%(A) | 1 Day EuroSTR(2)(A)/ 3.899% | (251,945) | (255,645) | (3,700) | |||||||
EUR | 400 | 07/06/51 | 2.500%(A) | 6 Month EURIBOR(1)(S)/ 3.851% | (554) | (9,691) | (9,137) | |||||||
EUR | 880 | 03/16/54 | 2.090%(A) | 6 Month EURIBOR(1)(S)/ 3.851% | (3,236) | (13,231) | (9,995) | |||||||
GBP | 1,630 | 05/08/25 | 1.000%(A) | 1 Day SONIA(2)(A)/ 5.191% | (62,663) | (158,890) | (96,227) | |||||||
GBP | 1,770 | 05/08/26 | 1.000%(A) | 1 Day SONIA(1)(A)/ 5.191% | (64,763) | 229,656 | 294,419 | |||||||
GBP | 5,720 | 05/08/26 | 1.000%(A) | 1 Day SONIA(1)(A)/ 5.191% | (79,241) | 742,166 | 821,407 | |||||||
GBP | 145 | 05/08/27 | 1.050%(A) | 1 Day SONIA(1)(A)/ 5.191% | 6,877 | 22,514 | 15,637 | |||||||
GBP | 6,520 | 05/08/27 | 1.050%(A) | 1 Day SONIA(1)(A)/ 5.191% | 336,565 | 1,012,349 | 675,784 | |||||||
GBP | 4,685 | 05/08/28 | 1.100%(A) | 1 Day SONIA(1)(A)/ 5.191% | 722,360 | 836,521 | 114,161 | |||||||
GBP | 1,395 | 05/08/29 | 1.100%(A) | 1 Day SONIA(2)(A)/ 5.191% | (217,447) | (278,523) | (61,076) | |||||||
GBP | 749 | 06/17/29 | 3.500%(A) | 1 Day SONIA(1)(A)/ 5.191% | 154 | (3,411) | (3,565) | |||||||
GBP | 944 | 06/19/29 | 3.813%(A) | 1 Day SONIA(1)(A)/ 5.191% | 2 | (5,011) | (5,013) | |||||||
GBP | 4,145 | 05/08/30 | 1.100%(A) | 1 Day SONIA(2)(A)/ 5.191% | (770,339) | (922,231) | (151,892) | |||||||
GBP | 6,335 | 05/08/31 | 1.150%(A) | 1 Day SONIA(1)(A)/ 5.191% | (488,139) | 1,518,722 | 2,006,861 | |||||||
GBP | 600 | 05/08/31 | 1.150%(A) | 1 Day SONIA(1)(A)/ 5.191% | (13,825) | 143,841 | 157,666 | |||||||
GBP | 3,585 | 05/08/33 | 1.150%(A) | 1 Day SONIA(2)(A)/ 5.191% | (768,826) | (1,021,151) | (252,325) | |||||||
GBP | 2,360 | 03/21/34 | 3.780%(A) | 1 Day SONIA(2)(A)/ 5.191% | 10,549 | 33,919 | 23,370 | |||||||
GBP | 250 | 05/08/34 | 1.200%(A) | 1 Day SONIA(2)(A)/ 5.191% | (69,401) | (75,583) | (6,182) | |||||||
GBP | 221 | 06/19/34 | 3.719%(A) | 1 Day SONIA(1)(A)/ 5.191% | 44 | (2,285) | (2,329) | |||||||
GBP | 569 | 06/20/34 | 3.531%(A) | 1 Day SONIA(2)(A)/ 5.191% | (403) | 805 | 1,208 | |||||||
GBP | 3,285 | 05/08/37 | 1.200%(A) | 1 Day SONIA(1)(A)/ 5.191% | 1,030,864 | 1,209,255 | 178,391 | |||||||
GBP | 3,600 | 05/08/38 | 1.200%(A) | 1 Day SONIA(2)(A)/ 5.191% | (1,044,629) | (1,390,859) | (346,230) | |||||||
GBP | 1,680 | 05/08/41 | 1.250%(A) | 1 Day SONIA(2)(A)/ 5.191% | 232,129 | (731,166) | (963,295) | |||||||
GBP | 1,280 | 05/08/42 | 1.250%(A) | 1 Day SONIA(1)(A)/ 5.191% | 127,544 | 579,578 | 452,034 | |||||||
GBP | 1,110 | 05/08/43 | 1.250%(A) | 1 Day SONIA(1)(A)/ 5.191% | 420,545 | 517,977 | 97,432 | |||||||
GBP | 5,675 | 05/08/46 | 1.250%(A) | 1 Day SONIA(2)(A)/ 5.191% | 213,963 | (2,900,598) | (3,114,561) | |||||||
GBP | 900 | 05/08/48 | 1.250%(A) | 1 Day SONIA(1)(A)/ 5.191% | 385,636 | 481,114 | 95,478 | |||||||
HUF | 70,000 | 08/10/31 | 2.748%(A) | 6 Month BUBOR(2)(S)/ 7.580% | — | (41,267) | (41,267) | |||||||
ILS | 1,445 | 08/12/31 | 1.120%(A) | 3 Month TELBOR(2)(Q)/ 4.350% | — | (70,926) | (70,926) | |||||||
JPY | 280,000 | 07/08/24 | (0.050)%(A) | 1 Day TONAR(2)(A)/ 0.074% | (1,005) | (1,045) | (40) |
A68
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at March 31, 2024 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Interest Rate Swap Agreements (cont’d.): | ||||||||||||||
JPY | 1,100,000 | 03/06/25 | 0.197%(A) | 1 Day TONAR(2)(A)/ 0.074% | $— | $2,507 | $2,507 | |||||||
JPY | 349,000 | 07/08/26 | (0.050)%(A) | 1 Day TONAR(2)(A)/ 0.074% | 4,909 | (20,071) | (24,980) | |||||||
JPY | 870,000 | 07/08/28 | (0.050)%(A) | 1 Day TONAR(2)(A)/ 0.074% | 6,452 | (126,585) | (133,037) | |||||||
JPY | 237,600 | 07/31/28 | 0.268%(A) | 1 Day TONAR(2)(A)/ 0.074% | — | (10,510) | (10,510) | |||||||
JPY | 320,000 | 07/08/29 | (0.050)%(A) | 1 Day TONAR(2)(A)/ 0.074% | (67,629) | (64,309) | 3,320 | |||||||
JPY | 117,055 | 09/16/29 | 0.719%(A) | 1 Day TONAR(2)(A)/ 0.074% | (383) | 180 | 563 | |||||||
JPY | 180,000 | 07/08/30 | (0.050)%(A) | 1 Day TONAR(1)(A)/ 0.074% | 59,416 | 48,615 | (10,801) | |||||||
JPY | 930,000 | 07/08/31 | 0.000%(A) | 1 Day TONAR(2)(A)/ 0.074% | 12,638 | (290,995) | (303,633) | |||||||
JPY | 561,000 | 07/08/32 | 0.050%(A) | 1 Day TONAR(2)(A)/ 0.074% | (188,414) | (202,626) | (14,212) | |||||||
JPY | 36,070 | 06/19/34 | 1.094%(A) | 1 Day TONAR(2)(A)/ 0.074% | (24) | 5,044 | 5,068 | |||||||
JPY | 80,000 | 07/08/34 | 0.100%(A) | 1 Day TONAR(2)(A)/ 0.074% | (44,613) | (39,290) | 5,323 | |||||||
JPY | 81,000 | 07/08/37 | 0.150%(A) | 1 Day TONAR(2)(A)/ 0.074% | (50,060) | (57,944) | (7,884) | |||||||
JPY | 130,000 | 07/08/38 | 0.200%(A) | 1 Day TONAR(2)(A)/ 0.074% | (108,653) | (99,134) | 9,519 | |||||||
JPY | 553,500 | 07/08/41 | 0.250%(A) | 1 Day TONAR(2)(A)/ 0.074% | 20,178 | (552,494) | (572,672) | |||||||
JPY | 52,000 | 09/02/41 | 0.227%(A) | 1 Day TONAR(2)(A)/ 0.074% | — | (54,161) | (54,161) | |||||||
JPY | 330,000 | 07/08/46 | 0.350%(A) | 1 Day TONAR(2)(A)/ 0.074% | 40,571 | (429,557) | (470,128) | |||||||
JPY | 50,000 | 07/08/48 | 0.450%(A) | 1 Day TONAR(2)(A)/ 0.074% | (41,976) | (65,279) | (23,303) | |||||||
JPY | 387,000 | 07/08/51 | 0.450%(A) | 1 Day TONAR(2)(A)/ 0.074% | 46,016 | (578,671) | (624,687) | |||||||
JPY | 36,000 | 09/02/51 | 0.393%(A) | 1 Day TONAR(2)(A)/ 0.074% | — | (57,574) | (57,574) | |||||||
JPY | 45,300 | 07/31/53 | 1.102%(A) | 1 Day TONAR(1)(A)/ 0.074% | — | 24,071 | 24,071 | |||||||
KRW | 1,837,000 | 08/04/24 | 3.145%(Q) | 3 Month KWCDC(2)(Q)/ 3.640% | — | (3,503) | (3,503) | |||||||
KRW | 1,138,000 | 03/02/25 | 3.810%(Q) | 3 Month KWCDC(2)(Q)/ 3.640% | — | 2,153 | 2,153 | |||||||
KRW | 270,000 | 04/19/28 | 3.135%(Q) | 3 Month KWCDC(2)(Q)/ 3.640% | — | (1,165) | (1,165) | |||||||
KRW | 5,400,000 | 08/13/31 | 1.630%(Q) | 3 Month KWCDC(2)(Q)/ 3.640% | — | (437,545) | (437,545) | |||||||
KRW | 790,215 | 03/10/33 | 3.150%(Q) | 3 Month KWCDC(2)(Q)/ 3.640% | (11,896) | (4,191) | 7,705 | |||||||
KRW | 125,000 | 11/24/33 | 3.610%(Q) | 3 Month KWCDC(2)(Q)/ 3.640% | — | 2,911 | 2,911 | |||||||
MXN | 3,816 | 09/13/28 | 8.224%(M) | 28 Day Mexican Interbank Rate(2)(M)/ 11.249% | — | (6,332) | (6,332) | |||||||
MXN | 3,684 | 12/13/28 | 8.900%(M) | 28 Day Mexican Interbank Rate(2)(M)/ 11.249% | — | (112) | (112) | |||||||
MXN | 6,773 | 06/13/29 | 8.485%(M) | 28 Day Mexican Interbank Rate(2)(M)/ 11.249% | — | (3,378) | (3,378) | |||||||
MXN | 13,200 | 04/19/32 | 8.945%(M) | 28 Day Mexican Interbank Rate(2)(M)/ 11.249% | — | 7,844 | 7,844 | |||||||
MXN | 2,099 | 12/07/33 | 9.730%(M) | 28 Day Mexican Interbank Rate(2)(M)/ 11.249% | — | 8,087 | 8,087 | |||||||
MXN | 2,252 | 03/08/34 | 8.325%(M) | 28 Day Mexican Interbank Rate(2)(M)/ 11.249% | — | (4,048) | (4,048) | |||||||
MXN | 2,684 | 06/07/34 | 8.495%(M) | 28 Day Mexican Interbank Rate(2)(M)/ 11.249% | — | (1,859) | (1,859) | |||||||
MXN | 2,765 | 06/07/34 | 8.516%(M) | 28 Day Mexican Interbank Rate(2)(M)/ 11.249% | — | (1,689) | (1,689) | |||||||
NOK | 9,578 | 03/18/29 | 3.938%(A) | 6 Month NIBOR(1)(S)/ 4.870% | 260 | (9,069) | (9,329) | |||||||
NOK | 43,209 | 03/20/29 | 3.780%(A) | 6 Month NIBOR(2)(S)/ 4.870% | 11,037 | (23,708) | (34,745) | |||||||
NOK | 6,101 | 09/18/29 | 3.563%(A) | 6 Month NIBOR(2)(S)/ 4.870% | (1,068) | (4,807) | (3,739) | |||||||
NOK | 2,085 | 08/10/31 | 1.460%(A) | 6 Month NIBOR(2)(S)/ 4.870% | — | (27,955) | (27,955) | |||||||
NOK | 4,700 | 03/20/34 | 3.910%(A) | 6 Month NIBOR(2)(S)/ 4.870% | 437 | 6,554 | 6,117 | |||||||
NOK | 3,024 | 06/19/34 | 3.688%(A) | 6 Month NIBOR(1)(S)/ 4.870% | 501 | (10) | (511) | |||||||
NZD | 2,009 | 06/19/29 | 4.563%(S) | 3 Month BBR(2)(Q)/ 5.635% | (14,895) | (17,934) | (3,039) | |||||||
NZD | 795 | 08/10/31 | 1.876%(S) | 3 Month BBR(2)(Q)/ 5.635% | — | (74,786) | (74,786) | |||||||
NZD | 1,142 | 12/20/33 | 4.625%(S) | 3 Month BBR(2)(Q)/ 5.635% | (1,606) | 5,337 | 6,943 | |||||||
NZD | 3,836 | 06/19/34 | 4.410%(S) | 3 Month BBR(1)(Q)/ 5.635% | (5,464) | (13,273) | (7,809) | |||||||
NZD | 478 | 06/19/34 | 4.656%(S) | 3 Month BBR(2)(Q)/ 5.635% | (1,412) | 7,294 | 8,706 | |||||||
PLN | 1,000 | 11/09/31 | 2.845%(A) | 6 Month WIBOR(2)(S)/ 5.860% | — | (34,455) | (34,455) | |||||||
SEK | 42,083 | 03/20/29 | 2.660%(A) | 3 Month STIBOR(1)(Q)/ 4.025% | (15,775) | 15,181 | 30,956 | |||||||
SEK | 9,273 | 06/18/29 | 2.406%(A) | 3 Month STIBOR(2)(Q)/ 4.025% | (206) | 770 | 976 | |||||||
SEK | 6,137 | 06/19/29 | 2.469%(A) | 3 Month STIBOR(2)(Q)/ 4.025% | (5,198) | (4,790) | 408 | |||||||
SEK | 7,600 | 08/10/31 | 0.530%(A) | 3 Month STIBOR(2)(Q)/ 4.025% | — | (101,725) | (101,725) | |||||||
SGD | 1,200 | 07/29/31 | 1.120%(S) | 1 Day SORA(2)(S)/ 3.685% | (3,775) | (112,139) | (108,364) |
A69
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at March 31, 2024 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Interest Rate Swap Agreements (cont’d.): | ||||||||||||||
THB | 38,500 | 08/17/31 | 1.320%(Q) | 1 Day THOR(2)(Q)/ 2.491% | $— | $(75,723) | $(75,723) | |||||||
TWD | 62,800 | 02/17/28 | 1.390%(Q) | 3 Month TAIBOR(1)(Q)/ 1.620% | — | 23,944 | 23,944 | |||||||
36,490 | 07/31/24 | 5.406%(T) | 1 Day SOFR(2)(T)/ 5.340% | — | (10,893) | (10,893) | ||||||||
73,405 | 08/14/24 | 5.298%(T) | 1 Day SOFR(2)(T)/ 5.340% | — | (94,979) | (94,979) | ||||||||
248,560 | 08/31/24 | 5.384%(T) | 1 Day SOFR(2)(T)/ 5.340% | — | (75,901) | (75,901) | ||||||||
35,230 | 10/04/24 | 5.472%(T) | 1 Day SOFR(2)(T)/ 5.340% | — | 43,323 | 43,323 | ||||||||
24,592 | 03/08/25 | 4.946%(A) | 1 Day SOFR(2)(A)/ 5.340% | — | (37,392) | (37,392) | ||||||||
31,376 | 03/09/25 | 5.110%(A) | 1 Day SOFR(2)(A)/ 5.340% | — | 3,612 | 3,612 | ||||||||
71,142 | 03/10/25 | 5.088%(A) | 1 Day SOFR(2)(A)/ 5.340% | — | (6,342) | (6,342) | ||||||||
88,635 | 08/31/25 | 4.805%(A) | 1 Day SOFR(1)(A)/ 5.340% | — | 356,875 | 356,875 | ||||||||
16,320 | 09/25/26 | 4.699%(A) | 1 Day SOFR(1)(A)/ 5.340% | 3,019 | (62,209) | (65,228) | ||||||||
6,390 | 09/25/26 | 4.699%(A) | 1 Day SOFR(1)(A)/ 5.340% | — | (24,358) | (24,358) | ||||||||
1,330 | 03/20/27 | 4.250%(A) | 1 Day SOFR(2)(A)/ 5.340% | (549) | (867) | (318) | ||||||||
3,453 | 08/15/28 | 1.220%(A) | 1 Day SOFR(1)(A)/ 5.340% | — | 477,829 | 477,829 | ||||||||
4,670 | 09/05/28 | 4.027%(A) | 1 Day SOFR(1)(A)/ 5.340% | — | 37,997 | 37,997 | ||||||||
3,480 | 09/28/28 | 4.396%(A) | 1 Day SOFR(1)(A)/ 5.340% | — | (34,158) | (34,158) | ||||||||
3,650 | 11/07/28 | 4.223%(A) | 1 Day SOFR(1)(A)/ 5.340% | — | (13,698) | (13,698) | ||||||||
909 | 06/17/29 | 3.688%(A) | 1 Day SOFR(1)(A)/ 5.340% | (1,298) | (2,872) | (1,574) | ||||||||
1,213 | 09/18/29 | 3.906%(A) | 1 Day SOFR(1)(A)/ 5.340% | (150) | (5,153) | (5,003) | ||||||||
292 | 09/18/34 | 3.813%(A) | 1 Day SOFR(1)(A)/ 5.340% | 789 | (1,483) | (2,272) | ||||||||
4,710 | 08/15/39 | 3.771%(A) | 1 Day SOFR(2)(A)/ 5.340% | — | (78,126) | (78,126) | ||||||||
1,226 | 03/16/54 | 3.340%(A) | 1 Day SOFR(2)(A)/ 5.340% | (1,470) | 7,859 | 9,329 | ||||||||
$(294,843) | $(6,817,611) | $(6,522,768) |
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Fair Value | Upfront Premiums Paid(Received) | Unrealized Appreciation (Depreciation) | Counterparty | ||||||||
OTC Interest Rate Swap Agreements: | |||||||||||||||
CNH | 2,100 | 07/31/30 | 2.515%(Q) | 7 Day China Fixing Repo Rates(2)(Q)/ 2.020% | $6,451 | $— | $6,451 | MSI | |||||||
CNH | 2,100 | 11/24/30 | 2.495%(Q) | 7 Day China Fixing Repo Rates(2)(Q)/ 2.020% | 6,165 | — | 6,165 | MSI | |||||||
MYR | 8,100 | 08/12/26 | 2.605%(Q) | 3 Month KLIBOR(2)(Q)/ 3.590% | (39,286) | (69) | (39,217) | HSBC | |||||||
MYR | 2,185 | 11/23/30 | 3.880%(Q) | 3 Month KLIBOR(2)(Q)/ 3.590% | 3,415 | (2) | 3,417 | MSI | |||||||
MYR | 900 | 07/12/32 | 3.650%(Q) | 3 Month KLIBOR(2)(Q)/ 3.590% | (2,498) | (6) | (2,492) | GSI | |||||||
$(25,753) | $(77) | $(25,676) |
(1) | The Portfolio pays the fixed rate and receives the floating rate. |
(2) | The Portfolio pays the floating rate and receives the fixed rate. |
Total return swap agreements outstanding at March 31, 2024: | ||||||||||||||
Reference Entity | Financing Rate | Counterparty | Termination Date | Long (Short) Notional Amount (000)#(1) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation)(2) | |||||||
OTC Total Return Swap Agreements: | ||||||||||||||
Total Return Benchmark Bond Index(T) | 1 Day USOIS -40bps(T)/ 4.930% | GSI | 09/20/24 | (28,956) | $(107,578) | $— | $(107,578) |
A70
AST BALANCED ASSET ALLOCATION
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Total return swap agreements outstanding at March 31, 2024 (continued): | ||||||||||||||
Reference Entity | Financing Rate | Counterparty | Termination Date | Long (Short) Notional Amount (000)#(1) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation)(2) | |||||||
OTC Total Return Swap Agreements (cont’d.): | ||||||||||||||
U.S. Treasury Bond(T) | 1 Day USOIS -22bps(T)/ 5.110% | JPM | 06/07/24 | 8,225 | $45,214 | $— | $45,214 | |||||||
$(62,364) | $— | $(62,364) |
(1) | On a long total return swap, the Portfolio receives payments for any positive return on the reference entity (makes payments for any negative return) and pays the financing rate. On a short total return swap, the Portfolio makes payments for any positive return on the reference entity (receives payments for any negative return) and receives the financing rate. |
(2) | Upfront/recurring fees or commissions, as applicable, are included in the net unrealized appreciation (depreciation). |
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).
A71