# EDGAR Filing Document

**Accession Number:** 0000892538
**File Stem:** 0001410368-26-056008
**Filing Date:** 2026-5
**Character Count:** 523522
**Document Hash:** 3275f119ff3c739bd74d0d66070dc5e3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-056008.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001410368-26-056008

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SUNAMERICA SERIES TRUST
- **CENTRAL INDEX KEY:** 0000892538

**ORGANIZATION NAME:**
- **EIN:** 137002445
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0131
- **LEGAL ENTITY IDENTIFIER:** 549300E40BQMHI2LOX26

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07238
- **FILM NUMBER:** 261039487

**BUSINESS ADDRESS:**
- **STREET 1:** 5300 MEMORIAL DRIVE
- **STREET 2:** SUITE 1150
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77007
- **BUSINESS PHONE:** 551-235-3560

**MAIL ADDRESS:**
- **STREET 1:** ONE WORLD TRADE CENTER, SUITE J
- **STREET 2:** 49TH FL
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10007

## Series and Classes Contracts Data

### SA Wellington Strategic Multi-Asset Portfolio (Series ID: S000072729)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000229214 | Class 1      |  |
| C000229215 | Class 3      |  |

## Nport-Ex

**SunAmerica Series Trust SA Goldman Sachs Government and Quality Bond Portfolio**

**PORTFOLIO OF INVESTMENTS *— March 31, 2026— (unaudited)***

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares or** <br>**Principal** <br>**Amount**<br>| **Value** |
| **ASSET BACKED SECURITIES — 4.3%** | **ASSET BACKED SECURITIES — 4.3%** | **ASSET BACKED SECURITIES — 4.3%** |
| **Credit Card Receivables — 0.2%** | **Credit Card Receivables — 0.2%** | **Credit Card Receivables — 0.2%** |
| &nbsp;&nbsp;&nbsp; Capital One Multi-Asset Execution Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-A3, Class A <br>4.65%, 10/15/2037<br>| $1900000 | &nbsp;&nbsp; $1875838 |
| **Other Asset Backed Securities — 4.1%** | **Other Asset Backed Securities — 4.1%** | **Other Asset Backed Securities — 4.1%** |
| &nbsp;&nbsp;&nbsp; 720 East CLO VIII, Ltd. FRS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-8A, Class A1 <br>5.39%, (TSFR3M+1.31%), 07/20/2038\*<br>| 6080000 | &nbsp;&nbsp; 6078985 |
| &nbsp;&nbsp;&nbsp; AGL CLO, Ltd. FRS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-44A, Class A <br>4.98%, (TSFR3M+1.15%), 10/22/2037\*<br>| 5400000 | &nbsp;&nbsp; 5378400 |
| &nbsp;&nbsp;&nbsp; AMMC CLO, Ltd. FRS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-30A, Class A1R <br>4.82%, (TSFR3M+1.23%), 04/15/2039\*<br>| 2440000 | &nbsp;&nbsp; 2433614 |
| &nbsp;&nbsp;&nbsp; Arini US CLO III, Ltd. FRS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.19%, (TSFR3M+1.27%), 01/15/2039\* | 3630000 | &nbsp;&nbsp; 3622163 |
| &nbsp;&nbsp;&nbsp; CARLYLE US CLO, Ltd. FRS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-8A, Class A1R <br>4.94%, (TSFR3M+1.27%), 10/15/2038\*<br>| 5825000 | &nbsp;&nbsp; 5826765 |
| &nbsp;&nbsp;&nbsp; Diameter Capital CLO 10, Ltd. FRS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-10A, Class A <br>4.98%, (TSFR3M+1.31%), 04/20/2038\*<br>| 6110000 | &nbsp;&nbsp; 6119086 |
| &nbsp;&nbsp;&nbsp; Diameter Capital Clo 2, Ltd. FRS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2A, Class A1R <br>5.06%, (TSFR3M+1.39%), 10/15/2037\*<br>| 4860000 | &nbsp;&nbsp; 4863057 |
| &nbsp;&nbsp;&nbsp; Regatta XVI Funding, Ltd. FRS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-2A, Class A1R2 <br>4.84%, (TSFR3M+1.19%), 04/15/2039\*<br>| 2650000 | &nbsp;&nbsp; 2642845 |
| &nbsp;&nbsp;&nbsp; Retained Vantage Data Centers Issuer LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-1A, Class A2A <br>5.00%, 09/15/2048\*<br>| 6098000 | &nbsp;&nbsp; 6080687 |
| &nbsp;&nbsp;&nbsp; Symphony CLO 36, Ltd. FRS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-52A, Class AR <br>4.82%, (TSFR3M+1.15%), 01/20/2036\*<br>| 4300000 | &nbsp;&nbsp; 4291516 |
|  |  | &nbsp;&nbsp; 47337118 |
| &nbsp;&nbsp;&nbsp; **Total Asset Backed Securities** <br>(cost $51,102,423)<br>|  | &nbsp;&nbsp; 49212956 |
| **COLLATERALIZED MORTGAGE OBLIGATIONS — 8.3%** | **COLLATERALIZED MORTGAGE OBLIGATIONS — 8.3%** | **COLLATERALIZED MORTGAGE OBLIGATIONS — 8.3%** |
| **Commercial and Residential — 5.7%** | **Commercial and Residential — 5.7%** | **Commercial and Residential — 5.7%** |
| &nbsp;&nbsp;&nbsp; ALA Trust FRS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-OANA, Class A <br>5.42%, (TSFR1M+1.74%), 06/15/2040\*<br>| 2900000 | &nbsp;&nbsp; 2907250 |
| &nbsp;&nbsp;&nbsp; Angel Oak Mtg. Trust VRS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-6, Class A1 <br>2.62%, 11/25/2059\*(1)<br>| 25551 | &nbsp;&nbsp; 25352 |
| &nbsp;&nbsp;&nbsp; BMARK VRS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-V4, Class A3 <br>6.84%, 11/15/2056(1)<br>| 2525000 | &nbsp;&nbsp; 2639980 |
| &nbsp;&nbsp;&nbsp; BRAVO Residential Funding Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NQM7, Class A1A <br>5.46%, 07/25/2065\*(2)<br>| 3720471 | &nbsp;&nbsp; 3733245 |
| &nbsp;&nbsp;&nbsp; BSTN Commercial Mtg. Trust VRS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1C, Class A <br>5.01%, 06/15/2044\*(1)<br>| 3500000 | &nbsp;&nbsp; 3559431 |
| &nbsp;&nbsp;&nbsp; BX Commercial Mtg. Trust FRS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-BCAT, Class A <br>5.05%, (TSFR1M+1.38%), 08/15/2042\*<br>| 2874854 | &nbsp;&nbsp; 2874853 |
| &nbsp;&nbsp;&nbsp; BX Trust FRS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-ROIC, Class A <br>4.82%, (TSFR1M+1.14%), 03/15/2030\*<br>| 3904063 | &nbsp;&nbsp; 3884542 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares or**<br> **Principal**<br> **Amount**<br>| **Value** |
| **Commercial and Residential (continued)** | **Commercial and Residential (continued)** | **Commercial and Residential (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-DELC, Class A <br>5.22%, (TSFR1M+1.55%), 12/15/2042\*<br>| $1300000 | &nbsp;&nbsp; $1301094 |
| &nbsp;&nbsp;&nbsp; BX Trust VRS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-ARIA, Class A <br>5.03%, 12/13/2042\*(1)<br>| 5000000 | &nbsp;&nbsp; 5026326 |
| &nbsp;&nbsp;&nbsp; COLT Mtg. Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-7, Class A1 <br>5.47%, 06/25/2070\*(2)<br>| 3664236 | &nbsp;&nbsp; 3674637 |
| &nbsp;&nbsp;&nbsp; COMM Mtg. Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-277P, Class A <br>6.34%, 08/10/2044\*<br>| 4000000 | &nbsp;&nbsp; 4169477 |
| &nbsp;&nbsp;&nbsp; Durst Commercial Mtg. Trust VRS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-151, Class A <br>4.80%, 08/10/2042\*(1)<br>| 3650000 | &nbsp;&nbsp; 3683686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-151, Class B <br>5.21%, 08/10/2042\*(1)<br>| 1850000 | &nbsp;&nbsp; 1864356 |
| &nbsp;&nbsp;&nbsp; Flagstar Mtg. Trust VRS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-3INV, Class A3 <br>4.00%, 05/25/2048\*(1)<br>| 578271 | &nbsp;&nbsp; 539196 |
| &nbsp;&nbsp;&nbsp; GWT Commercial Mtg. Trust FRS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-WLF2, Class A <br>5.36%, (TSFR1M+1.69%), 05/15/2041\*<br>| 3300000 | &nbsp;&nbsp; 3300000 |
| &nbsp;&nbsp;&nbsp; Houston Galleria Mall Trust VRS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-HGLR, Class A <br>5.46%, 02/05/2045\*(1)<br>| 1155000 | &nbsp;&nbsp; 1180374 |
| &nbsp;&nbsp;&nbsp; IRV Trust VRS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-200P, Class A <br>5.29%, 03/14/2047\*(1)<br>| 4000000 | &nbsp;&nbsp; 4031435 |
| &nbsp;&nbsp;&nbsp; KRE Commercial Mtg. Trust FRS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-AIP4, Class A <br>4.97%, (TSFR1M+1.30%), 03/15/2042\*<br>| 4835391 | &nbsp;&nbsp; 4817258 |
| &nbsp;&nbsp;&nbsp; MetLife Securitization Trust VRS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-1A, Class A <br>3.00%, 04/25/2055\*(1)<br>| 244135 | &nbsp;&nbsp; 233775 |
| &nbsp;&nbsp;&nbsp; ROCK Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-CNTR, Class B <br>5.93%, 11/13/2041\*<br>| 2700000 | &nbsp;&nbsp; 2760789 |
| &nbsp;&nbsp;&nbsp; SCG Trust FRS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-SNIP, Class A <br>5.17%, (TSFR1M+1.50%), 09/15/2042\*<br>| 3350000 | &nbsp;&nbsp; 3350000 |
| &nbsp;&nbsp;&nbsp; Towd Point Mtg. Trust VRS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-4, Class A1 <br>2.75%, 06/25/2057\*(1)<br>| 239025 | &nbsp;&nbsp; 235159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-1, Class A1 <br>3.00%, 01/25/2058\*(1)<br>| 27013 | &nbsp;&nbsp; 26882 |
| &nbsp;&nbsp;&nbsp; Verus Securitization Trust VRS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class A1 <br>5.62%, 01/25/2070\*(1)<br>| 2953809 | &nbsp;&nbsp; 2968790 |
| &nbsp;&nbsp;&nbsp; Wells Fargo Commercial Mtg. Trust VRS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-1250B, Class A <br>4.83%, 03/10/2041\*(1)<br>| 2450000 | &nbsp;&nbsp; 2426415 |
|  |  | &nbsp;&nbsp; 65214302 |
| **U.S. Government Agency — 2.6%** | **U.S. Government Agency — 2.6%** | **U.S. Government Agency — 2.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mtg. Corp. Multifamily <br> Structured Pass Through Certs.<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K516, Class A2 <br>5.48%, 01/25/2029<br>| 6000000 | &nbsp;&nbsp; 6184590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mtg. Corp. Multifamily <br> Structured Pass Through Certs. VRS<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K157, Class A2 <br>3.99%, 05/25/2033(1)<br>| 1950000 | &nbsp;&nbsp; 1929406 |

---

------

**SunAmerica Series Trust SA Goldman Sachs Government and Quality Bond Portfolio**

**PORTFOLIO OF INVESTMENTS *— March 31, 2026— (unaudited) — (continued)***

------

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares or**<br> **Principal**<br> **Amount**<br>| **Value** |
| **COLLATERALIZED MORTGAGE OBLIGATIONS (continued)** | **COLLATERALIZED MORTGAGE OBLIGATIONS (continued)** | **COLLATERALIZED MORTGAGE OBLIGATIONS (continued)** |
| **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K758, Class A2 <br>4.68%, 10/25/2031(1)<br>| $1775000 | &nbsp;&nbsp; $1802736 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mtg. Corp. REMIC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 4146, Class AB <br>1.13%, 12/15/2027<br>| 138580 | &nbsp;&nbsp; 136051 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 4142, Class PT <br>1.25%, 12/15/2027<br>| 115526 | &nbsp;&nbsp; 113297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5170, Class DP <br>2.00%, 07/25/2050<br>| 3274591 | &nbsp;&nbsp; 2892070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 4654, Class KA <br>3.00%, 06/15/2045<br>| 1423174 | &nbsp;&nbsp; 1374624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 3967, Class ZP <br>4.00%, 09/15/2041<br>| 1378556 | &nbsp;&nbsp; 1330834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 4809, Class CZ <br>4.00%, 07/15/2048<br>| 1266269 | &nbsp;&nbsp; 1205288 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mtg. Corp. SCRT |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1, Class MTU <br>2.50%, 09/25/2060<br>| 6045281 | &nbsp;&nbsp; 5047532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-3, Class MA <br>3.50%, 10/25/2058<br>| 615143 | &nbsp;&nbsp; 599466 |
| &nbsp;&nbsp;&nbsp; Federal National Mtg. Assoc. REMIC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2013-9, Class PT <br>1.25%, 02/25/2028<br>| 108224 | &nbsp;&nbsp; 105856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2012-103, Class HB <br>1.50%, 09/25/2027<br>| 290361 | &nbsp;&nbsp; 285791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-27, Class HC <br>1.50%, 10/25/2049<br>| 2818171 | &nbsp;&nbsp; 2225967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2014-95, Class ZC <br>3.00%, 01/25/2045<br>| 1395627 | &nbsp;&nbsp; 1274714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-6, Class GJ <br>3.00%, 02/25/2049<br>| 187929 | &nbsp;&nbsp; 183141 |
| &nbsp;&nbsp;&nbsp; Government National Mtg. Assoc. REMIC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-215, Class KA <br>2.50%, 10/20/2049<br>| 3974262 | &nbsp;&nbsp; 3546440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-74, Class HA <br>7.50%, 09/16/2035<br>| 66 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-74, Class HB <br>7.50%, 09/16/2035<br>| 3987 | &nbsp;&nbsp; 3977 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-74, Class HC <br>7.50%, 09/16/2035<br>| 11065 | &nbsp;&nbsp; 11037 |
|  |  | &nbsp;&nbsp; 30252883 |
| &nbsp;&nbsp;&nbsp; **Total Collateralized Mortgage Obligations** <br>(cost $97,425,832)<br>|  | &nbsp;&nbsp; 95467185 |
| **U.S. GOVERNMENT & AGENCY OBLIGATIONS — 81.0%** | **U.S. GOVERNMENT & AGENCY OBLIGATIONS — 81.0%** | **U.S. GOVERNMENT & AGENCY OBLIGATIONS — 81.0%** |
| **U.S. Government — 17.4%** | **U.S. Government — 17.4%** | **U.S. Government — 17.4%** |
| &nbsp;&nbsp;&nbsp; United States Treasury Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>1.75%, 08/15/2041 | 570000 | &nbsp;&nbsp; 381076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>1.88%, 02/15/2041 | 45000 | &nbsp;&nbsp; 31175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>2.25%, 02/15/2052 | 1427100 | &nbsp;&nbsp; 860051 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>2.38%, 05/15/2051 | 4133500 | &nbsp;&nbsp; 2585859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>2.50%, 02/15/2045 to 05/15/2046 | 7271000 | &nbsp;&nbsp; 5086027 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>2.75%, 08/15/2047 to 11/15/2047 | 5488500 | &nbsp;&nbsp; 3874913 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>2.88%, 08/15/2045 to 05/15/2052 | 18563100 | &nbsp;&nbsp; 13184449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>3.38%, 08/15/2042 | 9620400 | &nbsp;&nbsp; 8035665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>3.63%, 02/15/2053 to 05/15/2053 | 9303400 | &nbsp;&nbsp; 7463329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>3.88%, 02/15/2043 to 05/15/2043 | 17407600 | &nbsp;&nbsp; 15448158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>4.00%, 11/15/2042 to 11/15/2052 | 11914200 | &nbsp;&nbsp; 10572352 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>4.13%, 08/15/2044 to 08/15/2053 | 6132200 | &nbsp;&nbsp; 5395288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>4.25%, 02/15/2054 to 08/15/2054 | 7438300 | &nbsp;&nbsp; 6662413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>4.38%, 08/15/2043 | 9089100 | &nbsp;&nbsp; 8578903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>4.50%, 02/15/2044 to 11/15/2054 | 7754200 | &nbsp;&nbsp; 7301811 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares or**<br> **Principal**<br> **Amount**<br>| **Value** |
| **U.S. Government (continued)** | **U.S. Government (continued)** | **U.S. Government (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>4.63%, 05/15/2044 to 02/15/2055 | $17999200 | &nbsp;&nbsp; $17257080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>4.75%, 11/15/2043 to 05/15/2055 | 36123200 | &nbsp;&nbsp; 35407050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>5.00%, 05/15/2045 | 8537000 | &nbsp;&nbsp; 8648048 |
| &nbsp;&nbsp;&nbsp; United States Treasury Bonds TIPS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>1.50%, 02/15/2053 | 23423825 | &nbsp;&nbsp; 17948499 |
| &nbsp;&nbsp;&nbsp; United States Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>3.63%, 09/30/2031 | 2021200 | &nbsp;&nbsp; 1982908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>4.00%, 04/30/2032 to 06/30/2032 | 3852800 | &nbsp;&nbsp; 3836871 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>4.13%, 03/31/2032 | 1345900 | &nbsp;&nbsp; 1350632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>4.25%, 11/15/2034 to 05/15/2035 | 17263800 | &nbsp;&nbsp; 17228861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>4.50%, 12/31/2031 | 1124300 | &nbsp;&nbsp; 1151002 |
|  |  | &nbsp;&nbsp; 200272420 |
| **U.S. Government Agency — 63.6%** | **U.S. Government Agency — 63.6%** | **U.S. Government Agency — 63.6%** |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mtg. Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>2.00%, 11/01/2041 to 04/01/2052 | 32101370 | &nbsp;&nbsp; 26367267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>2.50%, 10/01/2031 to 10/01/2051 | 20349816 | &nbsp;&nbsp; 17779982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>3.00%, 11/01/2046 to 12/01/2046 | 12837299 | &nbsp;&nbsp; 11609716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>4.00%, 09/01/2026 to 05/01/2049 | 1341750 | &nbsp;&nbsp; 1296711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>4.50%, 01/01/2038 to 08/01/2052 | 6079917 | &nbsp;&nbsp; 5915959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>5.00%, 08/01/2052 to 01/01/2053 | 11784603 | &nbsp;&nbsp; 11700408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>5.50%, 02/01/2053 to 05/01/2054 | 32587886 | &nbsp;&nbsp; 33000748 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>6.00%, 12/01/2039 to 06/01/2054 | 19647242 | &nbsp;&nbsp; 20049683 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>6.50%, 11/01/2053 | 5377426 | &nbsp;&nbsp; 5565766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>7.50%, 05/01/2027 | 28 | &nbsp;&nbsp; 29 |
| &nbsp;&nbsp;&nbsp; Federal National Mtg. Assoc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>1.50%, 11/01/2041 | 4127577 | &nbsp;&nbsp; 3479182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>2.00%, 04/01/2041 to 10/01/2051 | 31900602 | &nbsp;&nbsp; 26216782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>2.50%, 03/01/2030 to 07/01/2053 | 28713315 | &nbsp;&nbsp; 24718296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>3.00%, 05/01/2027 to 11/01/2053 | 21298489 | &nbsp;&nbsp; 19044592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>3.12%, 05/01/2033 | 2283718 | &nbsp;&nbsp; 2130820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>3.50%, 08/01/2043 to 07/01/2051 | 9694872 | &nbsp;&nbsp; 9013168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>4.00%, 09/01/2026 to 10/01/2052 | 3667985 | &nbsp;&nbsp; 3527666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>4.50%, 05/01/2039 to 11/01/2052 | 4033363 | &nbsp;&nbsp; 3942746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>5.00%, 08/01/2052 to 10/01/2052 | 1638502 | &nbsp;&nbsp; 1627204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>5.50%, 03/01/2038 to 11/01/2055 | 22175331 | &nbsp;&nbsp; 22480955 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>6.00%, 09/01/2053 to 08/01/2055 | 27975868 | &nbsp;&nbsp; 28757704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>6.50%, 02/01/2038 to 10/01/2039 | 35336 | &nbsp;&nbsp; 37270 |
| &nbsp;&nbsp;&nbsp; Government National Mtg. Assoc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>2.00%, 12/20/2050 to 02/20/2051 | 13083536 | &nbsp;&nbsp; 10814473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.00%, April 30 TBA | 17000000 | &nbsp;&nbsp; 14039609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>2.50%, 08/20/2051 to 12/20/2052 | 15643941 | &nbsp;&nbsp; 13470747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.50%, April 30 TBA | 14000000 | &nbsp;&nbsp; 12042187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>3.00%, 07/20/2051 to 03/20/2052 | 19165089 | &nbsp;&nbsp; 17125506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>3.50%, 01/20/2052 to 03/20/2052 | 13229496 | &nbsp;&nbsp; 12240232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, April 30 TBA | 4000000 | &nbsp;&nbsp; 3668221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>4.00%, 02/15/2041 to 05/20/2052 | 2629660 | &nbsp;&nbsp; 2494942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, April 30 TBA | 16000000 | &nbsp;&nbsp; 14985219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>4.50%, 05/15/2040 to 09/20/2052 | 12977342 | &nbsp;&nbsp; 12644870 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, April 30 TBA | 1000000 | &nbsp;&nbsp; 965901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>5.00%, 07/15/2033 to 04/15/2041 | 545104 | &nbsp;&nbsp; 551016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, April 30 TBA | 19000000 | &nbsp;&nbsp; 18815744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>5.50%, 10/15/2032 to 04/15/2036 | 323810 | &nbsp;&nbsp; 326252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.50%, April 30 TBA | 26000000 | &nbsp;&nbsp; 26165587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>6.00%, 06/15/2028 to 06/15/2041 | 1624542 | &nbsp;&nbsp; 1691781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.00%, April 30 TBA | 12000000 | &nbsp;&nbsp; 12201674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>6.50%, 02/15/2027 to 05/15/2032 | 129351 | &nbsp;&nbsp; 132283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.50%, April 30 TBA | 2000000 | &nbsp;&nbsp; 2078462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>7.00%, 11/15/2031 to 11/15/2033 | 20851 | &nbsp;&nbsp; 21415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>8.00%, 10/15/2029 to 03/15/2031 | 26417 | &nbsp;&nbsp; 26970 |
| &nbsp;&nbsp;&nbsp; Uniform Mtg. Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.50%, April 15 TBA | 10000000 | &nbsp;&nbsp; 8988033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.00%, April 15 TBA | 18000000 | &nbsp;&nbsp; 16553928 |

---

------

**SunAmerica Series Trust SA Goldman Sachs Government and Quality Bond Portfolio**

**PORTFOLIO OF INVESTMENTS *— March 31, 2026— (unaudited) — (continued)***

------

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares or**<br> **Principal**<br> **Amount**<br>| **Value** |
| **U.S. GOVERNMENT & AGENCY OBLIGATIONS (continued)** | **U.S. GOVERNMENT & AGENCY OBLIGATIONS (continued)** | **U.S. GOVERNMENT & AGENCY OBLIGATIONS (continued)** |
| **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.50%, April 30 TBA | $35000000 | &nbsp;&nbsp; $29421875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, April 15 TBA | 14000000 | &nbsp;&nbsp; 13899159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, April 30 TBA | 68000000 | &nbsp;&nbsp; 65620386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, April 15 TBA | 1000000 | &nbsp;&nbsp; 1007302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.50%, April 15 TBA | 1000000 | &nbsp;&nbsp; 1019433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.50%, April 30 TBA | 94000000 | &nbsp;&nbsp; 94432956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.00%, April 30 TBA | 4000000 | &nbsp;&nbsp; 4077312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.00%, April 30 TBA | 38000000 | &nbsp;&nbsp; 39976667 |
|  |  | &nbsp;&nbsp; 729762796 |
| &nbsp;&nbsp;&nbsp; **Total U.S. Government & Agency Obligations** <br>(cost $958,095,045)<br>|  | &nbsp;&nbsp; 930035216 |
| &nbsp;&nbsp;&nbsp; **Total Long-Term Investment Securities** <br>(cost $1,106,623,300)<br>|  | &nbsp;&nbsp; 1074715357 |
| **SHORT-TERM INVESTMENTS — 37.5%** | **SHORT-TERM INVESTMENTS — 37.5%** | **SHORT-TERM INVESTMENTS — 37.5%** |
| **Sovereign — 27.4%** | **Sovereign — 27.4%** | **Sovereign — 27.4%** |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Bank Disc. Notes |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.64%, 05/27/2026 | 130000000 | &nbsp;&nbsp; 129256942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.64%, 09/16/2026 | 88218000 | &nbsp;&nbsp; 86733328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.68%, 07/17/2026 | 100000000 | &nbsp;&nbsp; 98920000 |
|  |  | &nbsp;&nbsp; 314910270 |
| **U.S. Government — 10.1%** | **U.S. Government — 10.1%** | **U.S. Government — 10.1%** |
| &nbsp;&nbsp;&nbsp; United States Treasury Bills |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 07/09/2026 | 25000000 | &nbsp;&nbsp; 24752122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.62%, 05/07/2026 | 25000000 | &nbsp;&nbsp; 24908937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 06/02/2026 | 41000000 | &nbsp;&nbsp; 40744976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.72%, 05/21/2026 | 25000000 | &nbsp;&nbsp; 24874028 |
|  |  | &nbsp;&nbsp; 115280063 |
| &nbsp;&nbsp;&nbsp; **Total Short-Term Investments** <br>(cost $429,531,161)<br>|  | &nbsp;&nbsp; 430190333 |
| &nbsp;&nbsp;&nbsp; **TOTAL INVESTMENTS** <br>(cost $1,536,154,461)<br>| 131.1<br> %<br>| &nbsp;&nbsp; 1504905690 |
| Other assets less liabilities | (31.1)<br>| &nbsp;&nbsp; (357356064)<br>|
| **NET ASSETS** | 100.0<br> %<br>| &nbsp;&nbsp; $1147549626 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares or**<br> **Principal**<br> **Amount**<br>| **Value** |
| **FORWARD SALES CONTRACTS — (10.8)%** | **FORWARD SALES CONTRACTS — (10.8)%** | **FORWARD SALES CONTRACTS — (10.8)%** |
| **U.S. Government Agencies — (10.8)%** | **U.S. Government Agencies — (10.8)%** | **U.S. Government Agencies — (10.8)%** |
| **Uniform Mtg. Backed Securities — (10.8%)** | **Uniform Mtg. Backed Securities — (10.8%)** | **Uniform Mtg. Backed Securities — (10.8%)** |
| &nbsp;&nbsp;&nbsp; 2.00%, April 30 TBA | $(26000000)<br>| &nbsp;&nbsp; $(20936094)<br>|
| &nbsp;&nbsp;&nbsp; 3.00%, April 30 TBA | (41000000)<br>| &nbsp;&nbsp; (36005357)<br>|
| &nbsp;&nbsp;&nbsp; 3.50%, April 30 TBA | (19000000)<br>| &nbsp;&nbsp; (17416237)<br>|
| &nbsp;&nbsp;&nbsp; 5.00%, April 30 TBA | (16000000)<br>| &nbsp;&nbsp; (15778026)<br>|
| &nbsp;&nbsp;&nbsp; 6.50%, April 30 TBA | (33000000)<br>| &nbsp;&nbsp; (34138625)<br>|
| &nbsp;&nbsp;&nbsp; **Total Forward Sales Contracts** <br>(proceeds $(124880156))<br>|  | &nbsp;&nbsp; $(124274339)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. The SA Goldman Sachs Government and Quality Bond Portfolio has no right to demand registration of these securities. At March 31, 2026, the aggregate value of these securities was $109,911,440 representing 9.6% of net assets. 

(1) Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above. 

(2) "Step-up" security where the rate increases ("steps-up") at a predetermined rate. The rate reflected is as of March 31, 2026. 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| CLO—Collateralized Loan Obligation |
| FRS—Floating Rate Security |
| REMIC—Real Estate Mortgage Investment Conduit |
| SCRT—Structured Credit Risk Transfer |
| TBA—Securities purchased on a forward commitment basis with an approximate principal <br> amount and no definite maturity date. The actual principal amount and maturity date will be <br> determined upon settlement date.<br>|
| TIPS—Treasury Inflation Protected Securities |
| TSFR1M—Term Secured Overnight Financing Rate 1 Month |
| TSFR3M—Term Secured Overnight Financing Rate 3 Month |
| VRS—Variable Rate Security |

---

The rates shown on FRS and/or VRS are the current interest rates at March 31, 2026 and unless noted otherwise, the dates shown are the original maturity dates.

**Futures Contracts**

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Number** <br>**of** <br>**Contracts**<br>| **Type** | **Description** | &nbsp;&nbsp; **Expiration** <br>**Month**<br>| &nbsp;&nbsp;&nbsp; **Notional** <br>**Basis\***<br>| &nbsp;&nbsp;&nbsp; **Notional** <br>**Value\***<br>| &nbsp;&nbsp;&nbsp; **Unrealized** <br>**Appreciation**<br>|
| 283 | Short | U.S. Treasury Ultra 10 Year Notes | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp; $32662751 | &nbsp;&nbsp;&nbsp;&nbsp; $32124922 | &nbsp;&nbsp;&nbsp;&nbsp; $537829 |
| 176 | Short | U.S. Treasury Ultra Bonds | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp; 20572428 | &nbsp;&nbsp;&nbsp;&nbsp; 20515001 | &nbsp;&nbsp;&nbsp;&nbsp; 57427 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $595256 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp; **Unrealized** <br>&nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)**<br>|
| 384 | Long | U.S. Treasury 10 Year Notes | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp; $42707655 | &nbsp;&nbsp;&nbsp;&nbsp; $42642000 | &nbsp;&nbsp;&nbsp;&nbsp; $(65655)<br>|
| 570 | Long | U.S. Treasury 2 Year Notes | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp; 118861222 | &nbsp;&nbsp;&nbsp;&nbsp; 118243828 | &nbsp;&nbsp;&nbsp;&nbsp; (617394)<br>|
| 1844 | Long | U.S. Treasury 5 Year Notes | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp; 201958532 | &nbsp;&nbsp;&nbsp;&nbsp; 199484187 | &nbsp;&nbsp;&nbsp;&nbsp; (2474345)<br>|
| 36 | Short | U.S. Treasury Long Bonds | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4098520 | &nbsp;&nbsp;&nbsp;&nbsp; 4099500 | &nbsp;&nbsp;&nbsp;&nbsp; (980)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $(3158374)<br>|
|  |  | Net Unrealized Appreciation (Depreciation) | Net Unrealized Appreciation (Depreciation) | Net Unrealized Appreciation (Depreciation) |  | &nbsp;&nbsp;&nbsp;&nbsp; $(2563118)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Notional basis refers to the contractual amount agreed upon at inception of the open contract; notional value represents the current value of the open contract.

------

**SunAmerica Series Trust SA Goldman Sachs Government and Quality Bond Portfolio**

**PORTFOLIO OF INVESTMENTS *— March 31, 2026— (unaudited) — (continued)***

------

The following is a summary of the inputs used to value the Portfolio's net assets as of March 31, 2026 (see Note 1):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1 - Unadjusted** <br>**Quoted Prices**<br>| **Level 2 - Other** <br>**Observable Inputs**<br>| **Level 3 - Significant** <br>**Unobservable Inputs**<br>| **Total** |
| **ASSETS:** |  |  |  |  |
| <u>Investments at Value:\*</u> |  |  |  |  |
| Asset Backed Securities | &nbsp;&nbsp; $— | &nbsp;&nbsp; $49212956 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $49212956 |
| Collateralized Mortgage Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 95467185 | &nbsp;&nbsp; — | &nbsp;&nbsp; 95467185 |
| U.S. Government & Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 930035216 | &nbsp;&nbsp; — | &nbsp;&nbsp; 930035216 |
| Short-Term Investments | &nbsp;&nbsp; — | &nbsp;&nbsp; 430190333 | &nbsp;&nbsp; — | &nbsp;&nbsp; 430190333 |
| **Total Investments at Value** | &nbsp;&nbsp; $— | &nbsp;&nbsp; $1504905690 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $1504905690 |
| <u>Other Financial Instruments:</u><u>†</u> |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp; $595256 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $595256 |
| **LIABILITIES:** |  |  |  |  |
| <u>Forward Sales Contracts:</u> |  |  |  |  |
| U.S. Government Agencies | &nbsp;&nbsp; $— | &nbsp;&nbsp; $124274339 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $124274339 |
| <u>Other Financial Instruments:</u><u>†</u> |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp; $3158374 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $3158374 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| \* | For a detailed presentation of investments, please refer to the Portfolio of Investments. |
| † | Amounts represent unrealized appreciation/depreciation as of the end of the reporting period. |

---

See Notes to Portfolio of Investments

------

**SunAmerica Series Trust SA Wellington Capital Appreciation Portfolio**

**PORTFOLIO OF INVESTMENTS *— March 31, 2026— (unaudited)***

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares or** <br>**Principal** <br>**Amount**<br>| **Value** |
| **COMMON STOCKS — 96.1%** | **COMMON STOCKS — 96.1%** | **COMMON STOCKS — 96.1%** |
| **Aerospace/Defense — 1.7%** | **Aerospace/Defense — 1.7%** | **Aerospace/Defense — 1.7%** |
| &nbsp;&nbsp;&nbsp; Kratos Defense & Security Solutions, Inc.† | 213865 | &nbsp;&nbsp; $15079621 |
| &nbsp;&nbsp;&nbsp; RTX Corp. | 115558 | &nbsp;&nbsp; 22291138 |
|  |  | &nbsp;&nbsp; 37370759 |
| **Apparel — 0.6%** | **Apparel — 0.6%** | **Apparel — 0.6%** |
| &nbsp;&nbsp;&nbsp; On Holding AG, Class A† | 394178 | &nbsp;&nbsp; 13409936 |
| **Auto Manufacturers — 3.4%** | **Auto Manufacturers — 3.4%** | **Auto Manufacturers — 3.4%** |
| &nbsp;&nbsp;&nbsp; Tesla, Inc.† | 201799 | &nbsp;&nbsp; 75018778 |
| **Beverages — 0.6%** | **Beverages — 0.6%** | **Beverages — 0.6%** |
| &nbsp;&nbsp;&nbsp; Monster Beverage Corp.† | 195788 | &nbsp;&nbsp; 14186799 |
| **Biotechnology — 1.5%** | **Biotechnology — 1.5%** | **Biotechnology — 1.5%** |
| &nbsp;&nbsp;&nbsp; Illumina, Inc.† | 83637 | &nbsp;&nbsp; 10309097 |
| &nbsp;&nbsp;&nbsp; Structure Therapeutics, Inc.† | 72676 | &nbsp;&nbsp; 3502983 |
| &nbsp;&nbsp;&nbsp; Vertex Pharmaceuticals, Inc.† | 43383 | &nbsp;&nbsp; 19372245 |
|  |  | &nbsp;&nbsp; 33184325 |
| **Computers — 5.5%** | **Computers — 5.5%** | **Computers — 5.5%** |
| &nbsp;&nbsp;&nbsp; Apple, Inc. | 429527 | &nbsp;&nbsp; 109009657 |
| &nbsp;&nbsp;&nbsp; Sandisk Corp.† | 18960 | &nbsp;&nbsp; 12046047 |
|  |  | &nbsp;&nbsp; 121055704 |
| **Diversified Financial Services — 2.1%** | **Diversified Financial Services — 2.1%** | **Diversified Financial Services — 2.1%** |
| &nbsp;&nbsp;&nbsp; Evercore, Inc., Class A | 82153 | &nbsp;&nbsp; 24523492 |
| &nbsp;&nbsp;&nbsp; Tradeweb Markets, Inc., Class A | 176799 | &nbsp;&nbsp; 20802170 |
|  |  | &nbsp;&nbsp; 45325662 |
| **Electronics — 3.8%** | **Electronics — 3.8%** | **Electronics — 3.8%** |
| &nbsp;&nbsp;&nbsp; Celestica, Inc.† | 98961 | &nbsp;&nbsp; 27875335 |
| &nbsp;&nbsp;&nbsp; Flex, Ltd.† | 560516 | &nbsp;&nbsp; 36691377 |
| &nbsp;&nbsp;&nbsp; Trimble, Inc.† | 290595 | &nbsp;&nbsp; 18955512 |
|  |  | &nbsp;&nbsp; 83522224 |
| **Entertainment — 1.2%** | **Entertainment — 1.2%** | **Entertainment — 1.2%** |
| &nbsp;&nbsp;&nbsp; DraftKings, Inc., Class A† | 478624 | &nbsp;&nbsp; 10347851 |
| &nbsp;&nbsp;&nbsp; Liberty Media Corp.-Liberty Formula One, Class C† | 201651 | &nbsp;&nbsp; 17144368 |
|  |  | &nbsp;&nbsp; 27492219 |
| **Healthcare-Products — 2.5%** | **Healthcare-Products — 2.5%** | **Healthcare-Products — 2.5%** |
| &nbsp;&nbsp;&nbsp; Intuitive Surgical, Inc.† | 25924 | &nbsp;&nbsp; 11950705 |
| &nbsp;&nbsp;&nbsp; Natera, Inc.† | 210707 | &nbsp;&nbsp; 42139293 |
|  |  | &nbsp;&nbsp; 54089998 |
| **Internet — 24.8%** | **Internet — 24.8%** | **Internet — 24.8%** |
| &nbsp;&nbsp;&nbsp; Alphabet, Inc., Class A | 541060 | &nbsp;&nbsp; 155587214 |
| &nbsp;&nbsp;&nbsp; Amazon.com, Inc.† | 710490 | &nbsp;&nbsp; 147973752 |
| &nbsp;&nbsp;&nbsp; AppLovin Corp., Class A† | 45481 | &nbsp;&nbsp; 18101438 |
| &nbsp;&nbsp;&nbsp; DoorDash, Inc., Class A† | 172657 | &nbsp;&nbsp; 25924449 |
| &nbsp;&nbsp;&nbsp; Meta Platforms, Inc., Class A | 126060 | &nbsp;&nbsp; 72122708 |
| &nbsp;&nbsp;&nbsp; Netflix, Inc.† | 904726 | &nbsp;&nbsp; 86989405 |
| &nbsp;&nbsp;&nbsp; Reddit, Inc., Class A† | 87788 | &nbsp;&nbsp; 11820654 |
| &nbsp;&nbsp;&nbsp; Spotify Technology SA† | 62009 | &nbsp;&nbsp; 30068784 |
|  |  | &nbsp;&nbsp; 548588404 |
| **Iron/Steel — 0.5%** | **Iron/Steel — 0.5%** | **Iron/Steel — 0.5%** |
| &nbsp;&nbsp;&nbsp; Carpenter Technology Corp. | 30139 | &nbsp;&nbsp; 11879287 |
| **Machinery-Construction & Mining — 1.0%** | **Machinery-Construction & Mining — 1.0%** | **Machinery-Construction & Mining — 1.0%** |
| &nbsp;&nbsp;&nbsp; Vertiv Holdings Co., Class A | 85499 | &nbsp;&nbsp; 21424339 |
| **Mining — 0.7%** | **Mining — 0.7%** | **Mining — 0.7%** |
| &nbsp;&nbsp;&nbsp; Cameco Corp. | 147974 | &nbsp;&nbsp; 16071456 |
| **Miscellaneous Manufacturing — 1.0%** | **Miscellaneous Manufacturing — 1.0%** | **Miscellaneous Manufacturing — 1.0%** |
| &nbsp;&nbsp;&nbsp; Axon Enterprise, Inc.† | 49213 | &nbsp;&nbsp; 20900269 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares or**<br> **Principal**<br> **Amount**<br>| **Value** |
| **Pharmaceuticals — 3.9%** | **Pharmaceuticals — 3.9%** | **Pharmaceuticals — 3.9%** |
| &nbsp;&nbsp;&nbsp; Eli Lilly & Co. | 93985 | &nbsp;&nbsp; $86444583 |
| **Private Equity — 1.4%** | **Private Equity — 1.4%** | **Private Equity — 1.4%** |
| &nbsp;&nbsp;&nbsp; KKR & Co., Inc. | 328666 | &nbsp;&nbsp; 30401605 |
| **Retail — 0.7%** | **Retail — 0.7%** | **Retail — 0.7%** |
| &nbsp;&nbsp;&nbsp; Home Depot, Inc. | 46105 | &nbsp;&nbsp; 15163473 |
| **Semiconductors — 23.8%** | **Semiconductors — 23.8%** | **Semiconductors — 23.8%** |
| &nbsp;&nbsp;&nbsp; ARM Holdings PLC ADR† | 338998 | &nbsp;&nbsp; 51283617 |
| &nbsp;&nbsp;&nbsp; Broadcom, Inc. | 483272 | &nbsp;&nbsp; 149577517 |
| &nbsp;&nbsp;&nbsp; Micron Technology, Inc. | 29924 | &nbsp;&nbsp; 10109524 |
| &nbsp;&nbsp;&nbsp; NVIDIA Corp. | 1806572 | &nbsp;&nbsp; 315066157 |
|  |  | &nbsp;&nbsp; 526036815 |
| **Software — 8.7%** | **Software — 8.7%** | **Software — 8.7%** |
| &nbsp;&nbsp;&nbsp; Cloudflare, Inc., Class A† | 125055 | &nbsp;&nbsp; 25803849 |
| &nbsp;&nbsp;&nbsp; Datadog, Inc., Class A† | 62800 | &nbsp;&nbsp; 7413540 |
| &nbsp;&nbsp;&nbsp; Intuit, Inc. | 23980 | &nbsp;&nbsp; 10368472 |
| &nbsp;&nbsp;&nbsp; Magic Leap, Inc., Class A†(1)(2) | 186 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp; Microsoft Corp. | 197609 | &nbsp;&nbsp; 73148924 |
| &nbsp;&nbsp;&nbsp; Palantir Technologies, Inc., Class A† | 404414 | &nbsp;&nbsp; 59157680 |
| &nbsp;&nbsp;&nbsp; Veeva Systems, Inc., Class A† | 98443 | &nbsp;&nbsp; 17292497 |
|  |  | &nbsp;&nbsp; 193185051 |
| **Telecommunications — 5.6%** | **Telecommunications — 5.6%** | **Telecommunications — 5.6%** |
| &nbsp;&nbsp;&nbsp; Arista Networks, Inc.† | 306705 | &nbsp;&nbsp; 37657240 |
| &nbsp;&nbsp;&nbsp; Corning, Inc. | 322755 | &nbsp;&nbsp; 43884997 |
| &nbsp;&nbsp;&nbsp; EchoStar Corp., Class A† | 363900 | &nbsp;&nbsp; 42601773 |
|  |  | &nbsp;&nbsp; 124144010 |
| **Transportation — 1.1%** | **Transportation — 1.1%** | **Transportation — 1.1%** |
| &nbsp;&nbsp;&nbsp; C.H. Robinson Worldwide, Inc. | 146908 | &nbsp;&nbsp; 24397012 |
| &nbsp;&nbsp;&nbsp; **Total Long-Term Investment Securities** <br>(cost $1,633,028,165)<br>|  | &nbsp;&nbsp; 2123292708 |
| **REPURCHASE AGREEMENTS — 2.1%** | **REPURCHASE AGREEMENTS — 2.1%** | **REPURCHASE AGREEMENTS — 2.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of America Securities LLC Joint Repurchase <br> Agreement(3)<br>| $9160000 | &nbsp;&nbsp; 9160000 |
| &nbsp;&nbsp;&nbsp; Barclays Capital, Inc. Joint Repurchase Agreement(3) | 9745000 | &nbsp;&nbsp; 9745000 |
| &nbsp;&nbsp;&nbsp; BNP Paribas SA Joint Repurchase Agreement(3) | 9740000 | &nbsp;&nbsp; 9740000 |
| &nbsp;&nbsp;&nbsp; Deutsche Bank AG Joint Repurchase Agreement(3) | 9160000 | &nbsp;&nbsp; 9160000 |

---

------

**SunAmerica Series Trust SA Wellington Capital Appreciation Portfolio**

**PORTFOLIO OF INVESTMENTS *— March 31, 2026— (unaudited) — (continued)***

------

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares or**<br> **Principal**<br> **Amount**<br>| **Value** |
| **REPURCHASE AGREEMENTS (continued)** | **REPURCHASE AGREEMENTS (continued)** | **REPURCHASE AGREEMENTS (continued)** |
| &nbsp;&nbsp;&nbsp; RBS Securities, Inc. Joint Repurchase Agreement(3) | $9160000 | &nbsp;&nbsp; $9160000 |
| &nbsp;&nbsp;&nbsp; **Total Repurchase Agreements** <br>(cost $46,965,000)<br>|  | &nbsp;&nbsp; 46965000 |
| &nbsp;&nbsp;&nbsp; **TOTAL INVESTMENTS** <br>(cost $1,679,993,165)<br>| 98.2<br> %<br>| &nbsp;&nbsp; 2170257708 |
| Other assets less liabilities | 1.8 | &nbsp;&nbsp; 39764789 |
| **NET ASSETS** | 100.0<br> %<br>| &nbsp;&nbsp; $2210022497 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;† Non-income producing security

&nbsp;&nbsp;&nbsp;&nbsp;(1) Securities classified as Level 3 (see Note 1).

&nbsp;&nbsp;&nbsp;&nbsp;(2) Denotes a restricted security that: (a) cannot be offered for public sale without
 first being registered, or being able to take advantage of an exemption from registration, under
 the Securities Act of 1933, as amended (the "1933 Act"); (b) is subject to a contractual restriction on public sales; or (c) is otherwise subject to a restriction on sales
 by operation of applicable law. Restricted securities are valued pursuant to Note 1.
 Certain restricted securities held by the Portfolio may not be sold except in exempt transactions or in a public offering registered under the 1933 Act. The Portfolio has no right
 to demand registration of these securities. The risk of investing in certain restricted securities is greater than the risk of investing in the securities of widely held,
 publicly traded companies. To the extent applicable, lack of a secondary market and resale restrictions may result in the inability of a Portfolio to sell a security at a fair
 price and may substantially delay the sale of the security. In addition, certain restricted
 securities may exhibit greater price volatility than securities for which secondary markets exist.
 As of March 31, 2026, the Portfolio held the following restricted securities:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Acquisition** <br>**Date**<br>| **Shares or** <br>**Principal** <br>**Amount**<br>| **Acquisition** <br>**Cost**<br>| **Value** | **Value** <br>**Per Share**<br>| **% of** <br>**Net Assets**<br>|
| **<u>Common Stocks</u>** | **<u>Common Stocks</u>** | **<u>Common Stocks</u>** | **<u>Common Stocks</u>** | **<u>Common Stocks</u>** | **<u>Common Stocks</u>** | **<u>Common Stocks</u>** |
| Magic Leap, Inc., Class A | 12/28/15 | 186 | $2157962 | $89 | $0.48 | 0.0<br> %<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(3) See Note 2 for details of Joint Repurchase Agreements.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

ADR—American Depositary Receipt<br>

The following is a summary of the inputs used to value the Portfolio's net assets as of March 31, 2026 (see Note 1):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1 - Unadjusted** <br>**Quoted Prices**<br>| **Level 2 - Other** <br>**Observable Inputs**<br>| **Level 3 - Significant** <br>**Unobservable Inputs**<br>| **Total** |
| **ASSETS:** |  |  |  |  |
| <u>Investments at Value:\*</u> |  |  |  |  |
| Common Stocks: |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Software | &nbsp;&nbsp; $193184962 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $89 | &nbsp;&nbsp; $193185051 |
| &nbsp;&nbsp;&nbsp; Other Industries | &nbsp;&nbsp; 1930107657 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1930107657 |
| Repurchase Agreements | &nbsp;&nbsp; — | &nbsp;&nbsp; 46965000 | &nbsp;&nbsp; — | &nbsp;&nbsp; 46965000 |
| **Total Investments at Value** | &nbsp;&nbsp; $2123292619 | &nbsp;&nbsp; $46965000 | &nbsp;&nbsp; $89 | &nbsp;&nbsp; $2170257708 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* For a detailed presentation of investments, please refer to the Portfolio of Investments.

Level 3 investments in securities were not considered a significant portion of the Portfolio's net assets.

See Notes to Portfolio of Investments

------

**SunAmerica Series Trust SA Wellington Strategic Multi-Asset Portfolio**

**PORTFOLIO OF INVESTMENTS *— March 31, 2026— (unaudited)***

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares or** <br>**Principal** <br>**Amount**<br>| **Value** |
| **COMMON STOCKS — 61.9%** | **COMMON STOCKS — 61.9%** | **COMMON STOCKS — 61.9%** |
| **Aerospace/Defense — 2.0%** | **Aerospace/Defense — 2.0%** | **Aerospace/Defense — 2.0%** |
| &nbsp;&nbsp;&nbsp; BAE Systems PLC | 32635 | &nbsp;&nbsp; $949972 |
| &nbsp;&nbsp;&nbsp; Boeing Co.† | 7467 | &nbsp;&nbsp; 1486157 |
| &nbsp;&nbsp;&nbsp; Rheinmetall AG | 540 | &nbsp;&nbsp; 900559 |
|  |  | &nbsp;&nbsp; 3336688 |
| **Agriculture — 1.1%** | **Agriculture — 1.1%** | **Agriculture — 1.1%** |
| &nbsp;&nbsp;&nbsp; British American Tobacco PLC | 29947 | &nbsp;&nbsp; 1744434 |
| **Apparel — 1.1%** | **Apparel — 1.1%** | **Apparel — 1.1%** |
| &nbsp;&nbsp;&nbsp; adidas AG | 5965 | &nbsp;&nbsp; 940001 |
| &nbsp;&nbsp;&nbsp; VF Corp. | 47431 | &nbsp;&nbsp; 805853 |
|  |  | &nbsp;&nbsp; 1745854 |
| **Auto Manufacturers — 1.0%** | **Auto Manufacturers — 1.0%** | **Auto Manufacturers — 1.0%** |
| &nbsp;&nbsp;&nbsp; Ferrari NV | 2423 | &nbsp;&nbsp; 816722 |
| &nbsp;&nbsp;&nbsp; Tesla, Inc.† | 2120 | &nbsp;&nbsp; 788110 |
|  |  | &nbsp;&nbsp; 1604832 |
| **Banks — 4.2%** | **Banks — 4.2%** | **Banks — 4.2%** |
| &nbsp;&nbsp;&nbsp; Citizens Financial Group, Inc. | 19855 | &nbsp;&nbsp; 1190704 |
| &nbsp;&nbsp;&nbsp; HDFC Bank, Ltd. ADR | 35644 | &nbsp;&nbsp; 886823 |
| &nbsp;&nbsp;&nbsp; Societe Generale SA | 21589 | &nbsp;&nbsp; 1576345 |
| &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust Group, Inc. | 38400 | &nbsp;&nbsp; 1222001 |
| &nbsp;&nbsp;&nbsp; Wells Fargo & Co. | 26221 | &nbsp;&nbsp; 2087454 |
|  |  | &nbsp;&nbsp; 6963327 |
| **Biotechnology — 0.8%** | **Biotechnology — 0.8%** | **Biotechnology — 0.8%** |
| &nbsp;&nbsp;&nbsp; Argenx SE ADR† | 1267 | &nbsp;&nbsp; 925227 |
| &nbsp;&nbsp;&nbsp; Structure Therapeutics, Inc.† | 7791 | &nbsp;&nbsp; 375526 |
|  |  | &nbsp;&nbsp; 1300753 |
| **Building Materials — 1.2%** | **Building Materials — 1.2%** | **Building Materials — 1.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cemex SAB de CV ADR (Participation <br> Certificate)<br>| 88160 | &nbsp;&nbsp; 1008551 |
| &nbsp;&nbsp;&nbsp; Cie de Saint-Gobain SA | 11872 | &nbsp;&nbsp; 977009 |
|  |  | &nbsp;&nbsp; 1985560 |
| **Computers — 1.9%** | **Computers — 1.9%** | **Computers — 1.9%** |
| &nbsp;&nbsp;&nbsp; Apple, Inc. | 12093 | &nbsp;&nbsp; 3069082 |
| **Cosmetics/Personal Care — 0.8%** | **Cosmetics/Personal Care — 0.8%** | **Cosmetics/Personal Care — 0.8%** |
| &nbsp;&nbsp;&nbsp; Unilever PLC | 22418 | &nbsp;&nbsp; 1256904 |
| **Distribution/Wholesale — 1.8%** | **Distribution/Wholesale — 1.8%** | **Distribution/Wholesale — 1.8%** |
| &nbsp;&nbsp;&nbsp; ITOCHU Corp. | 95500 | &nbsp;&nbsp; 1213844 |
| &nbsp;&nbsp;&nbsp; RB Global, Inc. | 10014 | &nbsp;&nbsp; 960368 |
| &nbsp;&nbsp;&nbsp; WESCO International, Inc. | 3087 | &nbsp;&nbsp; 844665 |
|  |  | &nbsp;&nbsp; 3018877 |
| **Diversified Financial Services — 1.7%** | **Diversified Financial Services — 1.7%** | **Diversified Financial Services — 1.7%** |
| &nbsp;&nbsp;&nbsp; Mastercard, Inc., Class A | 3461 | &nbsp;&nbsp; 1729323 |
| &nbsp;&nbsp;&nbsp; Nasdaq, Inc. | 13701 | &nbsp;&nbsp; 1163078 |
|  |  | &nbsp;&nbsp; 2892401 |
| **Electric — 0.7%** | **Electric — 0.7%** | **Electric — 0.7%** |
| &nbsp;&nbsp;&nbsp; E.ON SE | 55512 | &nbsp;&nbsp; 1213314 |
| **Entertainment — 0.5%** | **Entertainment — 0.5%** | **Entertainment — 0.5%** |
| &nbsp;&nbsp;&nbsp; Live Nation Entertainment, Inc.† | 4960 | &nbsp;&nbsp; 756450 |
| **Environmental Control — 1.2%** | **Environmental Control — 1.2%** | **Environmental Control — 1.2%** |
| &nbsp;&nbsp;&nbsp; Clean Harbors, Inc.† | 4329 | &nbsp;&nbsp; 1241254 |
| &nbsp;&nbsp;&nbsp; GFL Environmental, Inc. | 15938 | &nbsp;&nbsp; 664934 |
|  |  | &nbsp;&nbsp; 1906188 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares or**<br> **Principal**<br> **Amount**<br>| **Value** |
| **Food — 0.7%** | **Food — 0.7%** | **Food — 0.7%** |
| &nbsp;&nbsp;&nbsp; US Foods Holding Corp.† | 13456 | &nbsp;&nbsp; $1240778 |
| **Gas — 0.8%** | **Gas — 0.8%** | **Gas — 0.8%** |
| &nbsp;&nbsp;&nbsp; Atmos Energy Corp. | 7308 | &nbsp;&nbsp; 1349934 |
| **Hand/Machine Tools — 0.6%** | **Hand/Machine Tools — 0.6%** | **Hand/Machine Tools — 0.6%** |
| &nbsp;&nbsp;&nbsp; Stanley Black & Decker, Inc. | 14671 | &nbsp;&nbsp; 1042521 |
| **Healthcare-Products — 0.6%** | **Healthcare-Products — 0.6%** | **Healthcare-Products — 0.6%** |
| &nbsp;&nbsp;&nbsp; IDEXX Laboratories, Inc.† | 1658 | &nbsp;&nbsp; 931614 |
| **Healthcare-Services — 0.4%** | **Healthcare-Services — 0.4%** | **Healthcare-Services — 0.4%** |
| &nbsp;&nbsp;&nbsp; Elevance Health, Inc. | 2484 | &nbsp;&nbsp; 727191 |
| **Home Furnishings — 0.5%** | **Home Furnishings — 0.5%** | **Home Furnishings — 0.5%** |
| &nbsp;&nbsp;&nbsp; Sony Group Corp. | 36600 | &nbsp;&nbsp; 754924 |
| **Insurance — 1.9%** | **Insurance — 1.9%** | **Insurance — 1.9%** |
| &nbsp;&nbsp;&nbsp; AIA Group, Ltd. | 131600 | &nbsp;&nbsp; 1478374 |
| &nbsp;&nbsp;&nbsp; Berkshire Hathaway, Inc., Class B† | 3559 | &nbsp;&nbsp; 1705473 |
|  |  | &nbsp;&nbsp; 3183847 |
| **Internet — 11.1%** | **Internet — 11.1%** | **Internet — 11.1%** |
| &nbsp;&nbsp;&nbsp; Alphabet, Inc., Class C | 16658 | &nbsp;&nbsp; 4778514 |
| &nbsp;&nbsp;&nbsp; Amazon.com, Inc.† | 22755 | &nbsp;&nbsp; 4739184 |
| &nbsp;&nbsp;&nbsp; DoorDash, Inc., Class A† | 8088 | &nbsp;&nbsp; 1214413 |
| &nbsp;&nbsp;&nbsp; Full Truck Alliance Co., Ltd. ADR | 68493 | &nbsp;&nbsp; 568492 |
| &nbsp;&nbsp;&nbsp; MercadoLibre, Inc.† | 656 | &nbsp;&nbsp; 1134237 |
| &nbsp;&nbsp;&nbsp; Meta Platforms, Inc., Class A | 4361 | &nbsp;&nbsp; 2495059 |
| &nbsp;&nbsp;&nbsp; Rakuten Group, Inc.† | 181300 | &nbsp;&nbsp; 845619 |
| &nbsp;&nbsp;&nbsp; Shopify, Inc., Class A (TSX)† | 9717 | &nbsp;&nbsp; 1152964 |
| &nbsp;&nbsp;&nbsp; Tencent Holdings, Ltd. | 21444 | &nbsp;&nbsp; 1353801 |
|  |  | &nbsp;&nbsp; 18282283 |
| **Lodging — 0.6%** | **Lodging — 0.6%** | **Lodging — 0.6%** |
| &nbsp;&nbsp;&nbsp; Accor SA | 22558 | &nbsp;&nbsp; 1080806 |
| **Machinery-Construction & Mining — 0.6%** | **Machinery-Construction & Mining — 0.6%** | **Machinery-Construction & Mining — 0.6%** |
| &nbsp;&nbsp;&nbsp; Siemens Energy AG | 5664 | &nbsp;&nbsp; 932156 |
| **Machinery-Diversified — 1.3%** | **Machinery-Diversified — 1.3%** | **Machinery-Diversified — 1.3%** |
| &nbsp;&nbsp;&nbsp; Ingersoll Rand, Inc. | 15186 | &nbsp;&nbsp; 1216702 |
| &nbsp;&nbsp;&nbsp; Keyence Corp. | 2422 | &nbsp;&nbsp; 857764 |
|  |  | &nbsp;&nbsp; 2074466 |
| **Media — 0.7%** | **Media — 0.7%** | **Media — 0.7%** |
| &nbsp;&nbsp;&nbsp; Walt Disney Co. | 12196 | &nbsp;&nbsp; 1175450 |
| **Mining — 1.7%** | **Mining — 1.7%** | **Mining — 1.7%** |
| &nbsp;&nbsp;&nbsp; Anglo American PLC | 28592 | &nbsp;&nbsp; 1214724 |
| &nbsp;&nbsp;&nbsp; Glencore PLC | 207214 | &nbsp;&nbsp; 1578971 |
|  |  | &nbsp;&nbsp; 2793695 |
| **Miscellaneous Manufacturing — 0.7%** | **Miscellaneous Manufacturing — 0.7%** | **Miscellaneous Manufacturing — 0.7%** |
| &nbsp;&nbsp;&nbsp; Siemens AG | 4762 | &nbsp;&nbsp; 1129501 |
| **Oil & Gas Services — 0.6%** | **Oil & Gas Services — 0.6%** | **Oil & Gas Services — 0.6%** |
| &nbsp;&nbsp;&nbsp; Saipem SpA | 216045 | &nbsp;&nbsp; 988013 |
| **Pharmaceuticals — 3.6%** | **Pharmaceuticals — 3.6%** | **Pharmaceuticals — 3.6%** |
| &nbsp;&nbsp;&nbsp; AstraZeneca PLC (LSE) | 7081 | &nbsp;&nbsp; 1383048 |
| &nbsp;&nbsp;&nbsp; Eli Lilly & Co. | 1794 | &nbsp;&nbsp; 1650067 |
| &nbsp;&nbsp;&nbsp; Merck & Co., Inc. | 14927 | &nbsp;&nbsp; 1795569 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Industries, Ltd. ADR† | 39943 | &nbsp;&nbsp; 1203083 |
|  |  | &nbsp;&nbsp; 6031767 |
| **Pipelines — 0.7%** | **Pipelines — 0.7%** | **Pipelines — 0.7%** |
| &nbsp;&nbsp;&nbsp; Targa Resources Corp. | 4871 | &nbsp;&nbsp; 1221306 |
| **Real Estate — 0.6%** | **Real Estate — 0.6%** | **Real Estate — 0.6%** |
| &nbsp;&nbsp;&nbsp; Mitsui Fudosan Co., Ltd. | 95500 | &nbsp;&nbsp; 1010825 |

---

------

**SunAmerica Series Trust SA Wellington Strategic Multi-Asset Portfolio**

**PORTFOLIO OF INVESTMENTS *— March 31, 2026— (unaudited) — (continued)***

------

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares or**<br> **Principal**<br> **Amount**<br>| **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **REITS — 0.6%** | **REITS — 0.6%** | **REITS — 0.6%** |
| &nbsp;&nbsp;&nbsp; American Tower Corp. | 5945 | &nbsp;&nbsp; $1025988 |
| **Semiconductors — 9.1%** | **Semiconductors — 9.1%** | **Semiconductors — 9.1%** |
| &nbsp;&nbsp;&nbsp; ASML Holding NV | 1238 | &nbsp;&nbsp; 1638663 |
| &nbsp;&nbsp;&nbsp; Broadcom, Inc. | 4601 | &nbsp;&nbsp; 1424055 |
| &nbsp;&nbsp;&nbsp; NVIDIA Corp. | 37312 | &nbsp;&nbsp; 6507213 |
| &nbsp;&nbsp;&nbsp; Samsung Electronics Co., Ltd. | 6030 | &nbsp;&nbsp; 677350 |
| &nbsp;&nbsp;&nbsp; SK Hynix, Inc. | 2442 | &nbsp;&nbsp; 1328186 |
| &nbsp;&nbsp;&nbsp; Taiwan Semiconductor Manufacturing Co., Ltd. | 61198 | &nbsp;&nbsp; 3450064 |
|  |  | &nbsp;&nbsp; 15025531 |
| **Software — 2.6%** | **Software — 2.6%** | **Software — 2.6%** |
| &nbsp;&nbsp;&nbsp; Microsoft Corp. | 11520 | &nbsp;&nbsp; 4264358 |
| **Telecommunications — 1.9%** | **Telecommunications — 1.9%** | **Telecommunications — 1.9%** |
| &nbsp;&nbsp;&nbsp; KT Corp. ADR† | 58657 | &nbsp;&nbsp; 1258193 |
| &nbsp;&nbsp;&nbsp; Orange SA | 88751 | &nbsp;&nbsp; 1813384 |
|  |  | &nbsp;&nbsp; 3071577 |
| &nbsp;&nbsp;&nbsp; **Total Common Stocks** <br>(cost $80,402,104)<br>|  | &nbsp;&nbsp; 102133195 |
| **CORPORATE BONDS & NOTES — 1.9%** | **CORPORATE BONDS & NOTES — 1.9%** | **CORPORATE BONDS & NOTES — 1.9%** |
| **Aerospace/Defense — 0.0%** | **Aerospace/Defense — 0.0%** | **Aerospace/Defense — 0.0%** |
| &nbsp;&nbsp;&nbsp; TransDigm, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>6.38%, 03/01/2029\* | $22000 | &nbsp;&nbsp; 22411 |
| **Banks — 0.5%** | **Banks — 0.5%** | **Banks — 0.5%** |
| &nbsp;&nbsp;&nbsp; Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.62%, 05/09/2029 | 115000 | &nbsp;&nbsp; 115500 |
| &nbsp;&nbsp;&nbsp; Bank of New York Mellon Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.44%, 06/09/2028 | 175000 | &nbsp;&nbsp; 175231 |
| &nbsp;&nbsp;&nbsp; Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.51%, 09/11/2027 | 125000 | &nbsp;&nbsp; 125049 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.48%, 08/23/2028 | 25000 | &nbsp;&nbsp; 24999 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 07/25/2028 | 95000 | &nbsp;&nbsp; 95468 |
| &nbsp;&nbsp;&nbsp; State Street Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.27%, 08/03/2026 | 55000 | &nbsp;&nbsp; 55182 |
| &nbsp;&nbsp;&nbsp; UBS AG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/16/2029 | 250000 | &nbsp;&nbsp; 249677 |
|  |  | &nbsp;&nbsp; 841106 |
| **Biotechnology — 0.0%** | **Biotechnology — 0.0%** | **Biotechnology — 0.0%** |
| &nbsp;&nbsp;&nbsp; Amgen, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>5.15%, 03/02/2028 | 50000 | &nbsp;&nbsp; 50733 |
| **Diversified Financial Services — 0.1%** | **Diversified Financial Services — 0.1%** | **Diversified Financial Services — 0.1%** |
| &nbsp;&nbsp;&nbsp; American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>4.73%, 04/25/2029 | 75000 | &nbsp;&nbsp; 75474 |
| **Electric — 0.1%** | **Electric — 0.1%** | **Electric — 0.1%** |
| &nbsp;&nbsp;&nbsp; Eversource Energy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/2026 | 25000 | &nbsp;&nbsp; 25013 |
| &nbsp;&nbsp;&nbsp; Pacific Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 03/01/2055 | 46000 | &nbsp;&nbsp; 44443 |
| &nbsp;&nbsp;&nbsp; Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 03/01/2055 | 61000 | &nbsp;&nbsp; 58142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 09/15/2055 | 9000 | &nbsp;&nbsp; 8925 |
| &nbsp;&nbsp;&nbsp; Southern Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/2029 | 80000 | &nbsp;&nbsp; 82428 |
|  |  | &nbsp;&nbsp; 218951 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** |  | **Shares or**<br> **Principal**<br> **Amount**<br>| **Value** |
| **Electrical Components & Equipment — 0.1%** | **Electrical Components & Equipment — 0.1%** | **Electrical Components & Equipment — 0.1%** | **Electrical Components & Equipment — 0.1%** |
| &nbsp;&nbsp;&nbsp; Energizer Gamma Acquisition BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>3.50%, 06/30/2029 | EUR | 100000 | &nbsp;&nbsp; $108623 |
| **Environmental Control — 0.1%** | **Environmental Control — 0.1%** | **Environmental Control — 0.1%** | **Environmental Control — 0.1%** |
| &nbsp;&nbsp;&nbsp; Veralto Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>5.50%, 09/18/2026 |  | $80000 | &nbsp;&nbsp; 80333 |
| **Healthcare-Services — 0.0%** | **Healthcare-Services — 0.0%** | **Healthcare-Services — 0.0%** | **Healthcare-Services — 0.0%** |
| &nbsp;&nbsp;&nbsp; UnitedHealth Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>5.25%, 02/15/2028 |  | 40000 | &nbsp;&nbsp; 40702 |
| **Insurance — 0.1%** | **Insurance — 0.1%** | **Insurance — 0.1%** | **Insurance — 0.1%** |
| &nbsp;&nbsp;&nbsp; New York Life Global Funding |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>5.00%, 06/06/2029\* |  | 125000 | &nbsp;&nbsp; 127050 |
| **Internet — 0.1%** | **Internet — 0.1%** | **Internet — 0.1%** | **Internet — 0.1%** |
| &nbsp;&nbsp;&nbsp; Amazon.com, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>4.85%, 03/16/2064 | EUR | 115000 | &nbsp;&nbsp; 131757 |
| **Machinery-Diversified — 0.0%** | **Machinery-Diversified — 0.0%** | **Machinery-Diversified — 0.0%** | **Machinery-Diversified — 0.0%** |
| &nbsp;&nbsp;&nbsp; John Deere Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>4.75%, 06/08/2026 |  | 50000 | &nbsp;&nbsp; 50054 |
| **Media — 0.1%** | **Media — 0.1%** | **Media — 0.1%** | **Media — 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CCO Holdings LLC/CCO Holdings Capital <br> Corp.<br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 03/01/2031\* |  | 88000 | &nbsp;&nbsp; 89582 |
| &nbsp;&nbsp;&nbsp; Comcast Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 09/14/2026 | EUR | 100000 | &nbsp;&nbsp; 114322 |
|  |  |  | &nbsp;&nbsp; 203904 |
| **Oil & Gas — 0.1%** | **Oil & Gas — 0.1%** | **Oil & Gas — 0.1%** | **Oil & Gas — 0.1%** |
| &nbsp;&nbsp;&nbsp; Diamondback Energy, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 04/18/2027 |  | 115000 | &nbsp;&nbsp; 115905 |
| &nbsp;&nbsp;&nbsp; Shell Finance US, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/06/2030 |  | 85000 | &nbsp;&nbsp; 84166 |
|  |  |  | &nbsp;&nbsp; 200071 |
| **Oil & Gas Services — 0.0%** | **Oil & Gas Services — 0.0%** | **Oil & Gas Services — 0.0%** | **Oil & Gas Services — 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USA Compression Partners LP/USA <br> Compression Finance Corp.<br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>7.13%, 03/15/2029\* |  | 67000 | &nbsp;&nbsp; 68553 |
| **Pharmaceuticals — 0.1%** | **Pharmaceuticals — 0.1%** | **Pharmaceuticals — 0.1%** | **Pharmaceuticals — 0.1%** |
| &nbsp;&nbsp;&nbsp; Grifols SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>7.13%, 05/01/2030 | EUR | 100000 | &nbsp;&nbsp; 119479 |
| **Pipelines — 0.2%** | **Pipelines — 0.2%** | **Pipelines — 0.2%** | **Pipelines — 0.2%** |
| &nbsp;&nbsp;&nbsp; Columbia Pipelines Holding Co. LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.06%, 08/15/2026\* |  | 50000 | &nbsp;&nbsp; 50227 |
| &nbsp;&nbsp;&nbsp; Enbridge, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/05/2027 |  | 85000 | &nbsp;&nbsp; 85710 |
| &nbsp;&nbsp;&nbsp; Energy Transfer LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 04/01/2030 |  | 25000 | &nbsp;&nbsp; 25558 |
| &nbsp;&nbsp;&nbsp; ONEOK, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/24/2027 |  | 200000 | &nbsp;&nbsp; 199482 |
|  |  |  | &nbsp;&nbsp; 360977 |
| **Software — 0.1%** | **Software — 0.1%** | **Software — 0.1%** | **Software — 0.1%** |
| &nbsp;&nbsp;&nbsp; Open Text Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 12/01/2031\* |  | 52000 | &nbsp;&nbsp; 44376 |
| &nbsp;&nbsp;&nbsp; Oracle Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 02/04/2046 |  | 80000 | &nbsp;&nbsp; 74637 |
|  |  |  | &nbsp;&nbsp; 119013 |
| **Telecommunications — 0.2%** | **Telecommunications — 0.2%** | **Telecommunications — 0.2%** | **Telecommunications — 0.2%** |
| &nbsp;&nbsp;&nbsp; AT&T, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 02/01/2028 |  | 80000 | &nbsp;&nbsp; 76230 |

---

------

**SunAmerica Series Trust SA Wellington Strategic Multi-Asset Portfolio**

**PORTFOLIO OF INVESTMENTS *— March 31, 2026— (unaudited) — (continued)***

------

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** |  | **Shares or**<br> **Principal**<br> **Amount**<br>| **Value** |
| **CORPORATE BONDS & NOTES (continued)** | **CORPORATE BONDS & NOTES (continued)** | **CORPORATE BONDS & NOTES (continued)** | **CORPORATE BONDS & NOTES (continued)** |
| **Telecommunications (continued)** | **Telecommunications (continued)** | **Telecommunications (continued)** | **Telecommunications (continued)** |
| &nbsp;&nbsp;&nbsp; NTT Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.57%, 07/16/2027\* |  | $200000 | &nbsp;&nbsp; $200455 |
| &nbsp;&nbsp;&nbsp; Verizon Communications, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 03/22/2028 |  | 105000 | &nbsp;&nbsp; 100820 |
|  |  |  | &nbsp;&nbsp; 377505 |
| &nbsp;&nbsp;&nbsp; **Total Corporate Bonds & Notes** <br>(cost $3,206,286)<br>|  |  | &nbsp;&nbsp; 3196696 |
| **U.S. GOVERNMENT & AGENCY OBLIGATIONS — 14.7%** | **U.S. GOVERNMENT & AGENCY OBLIGATIONS — 14.7%** | **U.S. GOVERNMENT & AGENCY OBLIGATIONS — 14.7%** | **U.S. GOVERNMENT & AGENCY OBLIGATIONS — 14.7%** |
| **U.S. Government — 14.2%** | **U.S. Government — 14.2%** | **U.S. Government — 14.2%** | **U.S. Government — 14.2%** |
| &nbsp;&nbsp;&nbsp; United States Treasury Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>1.38%, 11/15/2040 |  | 361000 | &nbsp;&nbsp; 232535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>1.75%, 08/15/2041 |  | 1733000 | &nbsp;&nbsp; 1158605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>2.00%, 11/15/2041 to 08/15/2051 |  | 4051000 | &nbsp;&nbsp; 2311514 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>3.00%, 02/15/2048 |  | 470500 | &nbsp;&nbsp; 346957 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>3.13%, 11/15/2041 |  | 209000 | &nbsp;&nbsp; 171021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>3.50%, 02/15/2039 |  | 260000 | &nbsp;&nbsp; 234569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>3.75%, 08/15/2041 |  | 403000 | &nbsp;&nbsp; 359394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>5.00%, 05/15/2037 |  | 399000 | &nbsp;&nbsp; 422270 |
| &nbsp;&nbsp;&nbsp; United States Treasury Bonds TIPS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>2.38%, 02/15/2055(1) |  | 147380 | &nbsp;&nbsp; 136953 |
| &nbsp;&nbsp;&nbsp; United States Treasury Notes |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>1.25%, 08/15/2031 |  | 853000 | &nbsp;&nbsp; 740344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>2.38%, 05/15/2029 |  | 431000 | &nbsp;&nbsp; 412649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>3.50%, 01/31/2030(2) |  | 2486000 | &nbsp;&nbsp; 2451429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>3.63%, 10/31/2030 |  | 781000 | &nbsp;&nbsp; 770902 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>3.75%, 05/15/2028 |  | 749000 | &nbsp;&nbsp; 747976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>3.88%, 05/31/2027 to 06/30/2030 |  | 7473000 | &nbsp;&nbsp; 7470813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>4.13%, 11/15/2032 |  | 911000 | &nbsp;&nbsp; 911320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>4.25%, 11/15/2034 to 05/15/2035 |  | 2573000 | &nbsp;&nbsp; 2571076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>4.50%, 05/31/2029 |  | 637000 | &nbsp;&nbsp; 649342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>4.63%, 02/15/2035 |  | 1109000 | &nbsp;&nbsp; 1137851 |
| &nbsp;&nbsp;&nbsp; United States Treasury Notes TIPS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>1.88%, 01/15/2036(1) |  | 168145 | &nbsp;&nbsp; 166114 |
|  |  |  | &nbsp;&nbsp; 23403634 |
| **U.S. Government Agency — 0.5%** | **U.S. Government Agency — 0.5%** | **U.S. Government Agency — 0.5%** | **U.S. Government Agency — 0.5%** |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mtg. Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 11/01/2055 |  | 766526 | &nbsp;&nbsp; 770550 |
| &nbsp;&nbsp;&nbsp; **Total U.S. Government & Agency Obligations** <br>(cost $24,935,995)<br>|  |  | &nbsp;&nbsp; 24174184 |
| **FOREIGN GOVERNMENT OBLIGATIONS — 14.6%** | **FOREIGN GOVERNMENT OBLIGATIONS — 14.6%** | **FOREIGN GOVERNMENT OBLIGATIONS — 14.6%** | **FOREIGN GOVERNMENT OBLIGATIONS — 14.6%** |
| **Sovereign — 14.6%** | **Sovereign — 14.6%** | **Sovereign — 14.6%** | **Sovereign — 14.6%** |
| &nbsp;&nbsp;&nbsp; Commonwealth of Australia |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 05/21/2032 | AUD | 290000 | &nbsp;&nbsp; 163008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 06/21/2051 | AUD | 474000 | &nbsp;&nbsp; 163456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 06/21/2051 | AUD | 88000 | &nbsp;&nbsp; 30346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 06/21/2035 | AUD | 34000 | &nbsp;&nbsp; 19653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/21/2054 | AUD | 636000 | &nbsp;&nbsp; 399579 |
| &nbsp;&nbsp;&nbsp; Czech Republic |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 04/24/2040 | CZK | 1140000 | &nbsp;&nbsp; 34545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 06/23/2032 | CZK | 1360000 | &nbsp;&nbsp; 54235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/03/2033 | CZK | 1680000 | &nbsp;&nbsp; 71130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/30/2035 | CZK | 50000 | &nbsp;&nbsp; 2128 |
| &nbsp;&nbsp;&nbsp; Federal Republic of Germany |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 08/15/2052 | EUR | 612000 | &nbsp;&nbsp; 290436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 05/15/2038 | EUR | 295000 | &nbsp;&nbsp; 266513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 02/15/2034 | EUR | 112000 | &nbsp;&nbsp; 123055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 10/11/2029 | EUR | 89000 | &nbsp;&nbsp; 102301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 05/15/2041 | EUR | 514000 | &nbsp;&nbsp; 543174 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** |  | **Shares or**<br> **Principal**<br> **Amount**<br>| **Value** |
| **Sovereign (continued)** | **Sovereign (continued)** | **Sovereign (continued)** | **Sovereign (continued)** |
| &nbsp;&nbsp;&nbsp; Government of Bulgaria |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/07/2034 | EUR | 146000 | &nbsp;&nbsp; $165548 |
| &nbsp;&nbsp;&nbsp; Government of Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 12/01/2053 | CAD | 311000 | &nbsp;&nbsp; 142855 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/01/2030 | CAD | 902000 | &nbsp;&nbsp; 641859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 12/01/2035 | CAD | 376000 | &nbsp;&nbsp; 265549 |
| &nbsp;&nbsp;&nbsp; Government of France |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 05/25/2072\* | EUR | 92000 | &nbsp;&nbsp; 28687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/24/2027\* | EUR | 559000 | &nbsp;&nbsp; 643322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 02/25/2031\* | EUR | 771000 | &nbsp;&nbsp; 873248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/25/2029\* | EUR | 628000 | &nbsp;&nbsp; 722390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/25/2035\* | EUR | 496000 | &nbsp;&nbsp; 562753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 05/25/2046\* | EUR | 447000 | &nbsp;&nbsp; 504560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 05/25/2057\* | EUR | 306000 | &nbsp;&nbsp; 347865 |
| &nbsp;&nbsp;&nbsp; Government of Japan |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.40%, 12/20/2049 | JPY | 99350000 | &nbsp;&nbsp; 313384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.40%, 03/20/2056 | JPY | 37200000 | &nbsp;&nbsp; 96222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 12/20/2032 | JPY | 39100000 | &nbsp;&nbsp; 223471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.70%, 03/20/2051 | JPY | 52700000 | &nbsp;&nbsp; 174090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.80%, 09/20/2047 | JPY | 88350000 | &nbsp;&nbsp; 337852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 03/20/2062 | JPY | 46700000 | &nbsp;&nbsp; 138919 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 03/20/2035 | JPY | 27950000 | &nbsp;&nbsp; 163952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 06/20/2033 | JPY | 55600000 | &nbsp;&nbsp; 342537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/20/2040 | JPY | 246250000 | &nbsp;&nbsp; 1458074 |
| &nbsp;&nbsp;&nbsp; Government of Malaysia |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.34%, 05/15/2030 | MYR | 126000 | &nbsp;&nbsp; 31048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.52%, 04/20/2028 | MYR | 313000 | &nbsp;&nbsp; 77745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.89%, 08/15/2029 | MYR | 172000 | &nbsp;&nbsp; 43197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.46%, 03/31/2053 | MYR | 73000 | &nbsp;&nbsp; 18941 |
| &nbsp;&nbsp;&nbsp; Government of New Zealand |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 05/15/2031 | NZD | 219000 | &nbsp;&nbsp; 110018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 05/15/2051 | NZD | 101000 | &nbsp;&nbsp; 37362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 05/15/2051 | NZD | 75000 | &nbsp;&nbsp; 27744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/15/2034 | NZD | 561000 | &nbsp;&nbsp; 315586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/15/2036 | NZD | 155000 | &nbsp;&nbsp; 85585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/2030 | NZD | 131000 | &nbsp;&nbsp; 76513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/2035 | NZD | 328000 | &nbsp;&nbsp; 186355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/2035 | NZD | 116000 | &nbsp;&nbsp; 65906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/15/2054 | NZD | 229000 | &nbsp;&nbsp; 124914 |
| &nbsp;&nbsp;&nbsp; Government of Romania |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 04/25/2035 | RON | 200000 | &nbsp;&nbsp; 44139 |
| &nbsp;&nbsp;&nbsp; Kingdom of Belgium |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 10/22/2030\* | EUR | 223000 | &nbsp;&nbsp; 253337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 06/22/2035\* | EUR | 231000 | &nbsp;&nbsp; 258415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 06/22/2043\* | EUR | 123000 | &nbsp;&nbsp; 131083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 06/22/2056\* | EUR | 84000 | &nbsp;&nbsp; 96800 |
| &nbsp;&nbsp;&nbsp; Kingdom of Denmark |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/2039 | DKK | 532000 | &nbsp;&nbsp; 95438 |
| &nbsp;&nbsp;&nbsp; Kingdom of Norway |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/31/2039\* | NOK | 165000 | &nbsp;&nbsp; 15788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/03/2036\* | NOK | 363000 | &nbsp;&nbsp; 36743 |
| &nbsp;&nbsp;&nbsp; Kingdom of Spain |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 10/31/2071\* | EUR | 31000 | &nbsp;&nbsp; 16569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 10/31/2052\* | EUR | 191000 | &nbsp;&nbsp; 143070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 05/31/2028 | EUR | 346000 | &nbsp;&nbsp; 397097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 01/31/2030 | EUR | 719000 | &nbsp;&nbsp; 825577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/30/2036\* | EUR | 430000 | &nbsp;&nbsp; 488130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 07/30/2043\* | EUR | 165000 | &nbsp;&nbsp; 178981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/31/2041\* | EUR | 142000 | &nbsp;&nbsp; 157489 |
| &nbsp;&nbsp;&nbsp; Kingdom of Sweden |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/11/2035 | SEK | 555000 | &nbsp;&nbsp; 56018 |
| &nbsp;&nbsp;&nbsp; Kingdom of the Netherlands |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 01/15/2038\* | EUR | 283000 | &nbsp;&nbsp; 223465 |

---

------

**SunAmerica Series Trust SA Wellington Strategic Multi-Asset Portfolio**

**PORTFOLIO OF INVESTMENTS *— March 31, 2026— (unaudited) — (continued)***

------

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** |  | **Shares or**<br> **Principal**<br> **Amount**<br>| **Value** |
| **FOREIGN GOVERNMENT OBLIGATIONS (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS (continued)** |
| **Sovereign (continued)** | **Sovereign (continued)** | **Sovereign (continued)** | **Sovereign (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/15/2031\* | EUR | 203000 | &nbsp;&nbsp; $231454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/15/2056\* | EUR | 84000 | &nbsp;&nbsp; 97215 |
| &nbsp;&nbsp;&nbsp; People's Republic of China |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 10/25/2030 | CNY | 2740000 | &nbsp;&nbsp; 398560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.83%, 08/25/2035 | CNY | 2440000 | &nbsp;&nbsp; 353350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 08/25/2055 | CNY | 400000 | &nbsp;&nbsp; 55976 |
| &nbsp;&nbsp;&nbsp; Republic of Austria |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 03/20/2051\* | EUR | 132000 | &nbsp;&nbsp; 78616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 09/20/2117\* | EUR | 48000 | &nbsp;&nbsp; 32994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 02/20/2035\* | EUR | 111000 | &nbsp;&nbsp; 125430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 10/20/2030\* | EUR | 175000 | &nbsp;&nbsp; 207011 |
| &nbsp;&nbsp;&nbsp; Republic of Colombia |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 02/19/2036 | EUR | 100000 | &nbsp;&nbsp; 105584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 04/25/2030 |  | $200000 | &nbsp;&nbsp; 207326 |
| &nbsp;&nbsp;&nbsp; Republic of Finland |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 04/15/2029\* | EUR | 99000 | &nbsp;&nbsp; 114689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 04/15/2055\* | EUR | 22000 | &nbsp;&nbsp; 21354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 09/15/2035\* | EUR | 120000 | &nbsp;&nbsp; 135000 |
| &nbsp;&nbsp;&nbsp; Republic of Hungary |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/23/2028 | HUF | 9630000 | &nbsp;&nbsp; 27578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 07/23/2031 | HUF | 9170000 | &nbsp;&nbsp; 27055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 10/24/2035 | HUF | 8860000 | &nbsp;&nbsp; 26301 |
| &nbsp;&nbsp;&nbsp; Republic of Ireland |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 10/18/2031 | EUR | 165000 | &nbsp;&nbsp; 162936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 10/18/2055 | EUR | 44000 | &nbsp;&nbsp; 45851 |
| &nbsp;&nbsp;&nbsp; Republic of Italy |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 06/15/2028 | EUR | 368000 | &nbsp;&nbsp; 423087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 02/01/2031 | EUR | 668000 | &nbsp;&nbsp; 757910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 03/15/2033\* | EUR | 259000 | &nbsp;&nbsp; 291998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 10/01/2041\* | EUR | 590000 | &nbsp;&nbsp; 657590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 10/01/2041\* | EUR | 170000 | &nbsp;&nbsp; 189475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 04/30/2046\* | EUR | 30000 | &nbsp;&nbsp; 33327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 10/01/2055\* | EUR | 134000 | &nbsp;&nbsp; 156590 |
| &nbsp;&nbsp;&nbsp; Republic of Poland |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/25/2034 | PLN | 114000 | &nbsp;&nbsp; 29207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/25/2035 | PLN | 236000 | &nbsp;&nbsp; 59509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 10/25/2033 | PLN | 223000 | &nbsp;&nbsp; 61353 |
| &nbsp;&nbsp;&nbsp; Republic of Portugal |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/15/2035\* | EUR | 89000 | &nbsp;&nbsp; 100058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 06/12/2054\* | EUR | 28000 | &nbsp;&nbsp; 30171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 02/15/2030\* | EUR | 138000 | &nbsp;&nbsp; 165934 |
| &nbsp;&nbsp;&nbsp; Republic of Singapore |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 03/01/2050 | SGD | 4000 | &nbsp;&nbsp; 2831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/01/2042 | SGD | 61000 | &nbsp;&nbsp; 49912 |
| &nbsp;&nbsp;&nbsp; State of Israel |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 04/30/2032 | ILS | 122000 | &nbsp;&nbsp; 33760 |
| &nbsp;&nbsp;&nbsp; United Kingdom Gilt Treasury |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/31/2033 | GBP | 57000 | &nbsp;&nbsp; 69282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/29/2038 | GBP | 274000 | &nbsp;&nbsp; 319042 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/22/2063 | GBP | 198000 | &nbsp;&nbsp; 199437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/07/2028 | GBP | 464000 | &nbsp;&nbsp; 613677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 07/31/2054 | GBP | 560400 | &nbsp;&nbsp; 617689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 10/22/2035 | GBP | 309000 | &nbsp;&nbsp; 403666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 10/22/2043 | GBP | 429000 | &nbsp;&nbsp; 524184 |
| &nbsp;&nbsp;&nbsp; United Mexican States |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 02/09/2038 |  | 200000 | &nbsp;&nbsp; 194900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 05/26/2033 | MXN | 1238900 | &nbsp;&nbsp; 63312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 05/29/2031 | MXN | 1052300 | &nbsp;&nbsp; 55947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 11/23/2034 | MXN | 1393500 | &nbsp;&nbsp; 71095 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 11/13/2042 | MXN | 1042800 | &nbsp;&nbsp; 48283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 04/15/2032 | MXN | 2434900 | &nbsp;&nbsp; 128906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 07/31/2053 | MXN | 3287100 | &nbsp;&nbsp; 151764 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** |  | **Shares or**<br> **Principal**<br> **Amount**<br>| **Value** |
| **Sovereign (continued)** | **Sovereign (continued)** | **Sovereign (continued)** | **Sovereign (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 07/31/2053 | MXN | 1043700 | &nbsp;&nbsp; $48187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 02/28/2030 | MXN | 13500 | &nbsp;&nbsp; 748 |
| &nbsp;&nbsp;&nbsp; **Total Foreign Government Obligations** <br>(cost $25,996,072)<br>|  |  | &nbsp;&nbsp; 24036860 |
| **UNAFFILIATED INVESTMENT COMPANIES — 3.0%** | **UNAFFILIATED INVESTMENT COMPANIES — 3.0%** | **UNAFFILIATED INVESTMENT COMPANIES — 3.0%** | **UNAFFILIATED INVESTMENT COMPANIES — 3.0%** |
| &nbsp;&nbsp;&nbsp; iShares China CNY Bond UCITS ETF |  | 660000 | &nbsp;&nbsp; 3834581 |
| &nbsp;&nbsp;&nbsp; iShares MSCI ACWI ETF |  | 8617 | &nbsp;&nbsp; 1192334 |
| &nbsp;&nbsp;&nbsp; **Total Unaffiliated Investment Companies** <br>(cost $5,090,113)<br>|  |  | &nbsp;&nbsp; 5026915 |
| &nbsp;&nbsp;&nbsp; **Total Long-Term Investment Securities** <br>(cost $139,630,570)<br>|  |  | &nbsp;&nbsp; 158567850 |
| **SHORT-TERM INVESTMENTS — 1.1%** | **SHORT-TERM INVESTMENTS — 1.1%** | **SHORT-TERM INVESTMENTS — 1.1%** | **SHORT-TERM INVESTMENTS — 1.1%** |
| **Sovereign — 1.1%** | **Sovereign — 1.1%** | **Sovereign — 1.1%** | **Sovereign — 1.1%** |
| &nbsp;&nbsp;&nbsp; Government of Japan |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.71%, 04/20/2026 | JPY | 155900000 | &nbsp;&nbsp; 981958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.74%, 05/11/2026 | JPY | 150500000 | &nbsp;&nbsp; 947529 |
| &nbsp;&nbsp;&nbsp; **Total Short-Term Investments** <br>(cost $1,942,938)<br>|  |  | &nbsp;&nbsp; 1929487 |
| **REPURCHASE AGREEMENTS — 1.4%** | **REPURCHASE AGREEMENTS — 1.4%** | **REPURCHASE AGREEMENTS — 1.4%** | **REPURCHASE AGREEMENTS — 1.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of America Securities LLC Joint <br> Repurchase Agreement(3)<br>|  | $450000 | &nbsp;&nbsp; 450000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc. Joint Repurchase <br> Agreement(3)<br>|  | 485000 | &nbsp;&nbsp; 485000 |
| &nbsp;&nbsp;&nbsp; BNP Paribas SA Joint Repurchase Agreement(3) |  | 475000 | &nbsp;&nbsp; 475000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deutsche Bank AG Joint Repurchase <br> Agreement(3)<br>|  | 450000 | &nbsp;&nbsp; 450000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; RBS Securities, Inc. Joint Repurchase <br> Agreement(3)<br>|  | 450000 | &nbsp;&nbsp; 450000 |
| &nbsp;&nbsp;&nbsp; **Total Repurchase Agreements** <br>(cost $2,310,000)<br>|  |  | &nbsp;&nbsp; 2310000 |
| &nbsp;&nbsp;&nbsp; **TOTAL INVESTMENTS** <br>(cost $143,883,508)<br>|  | 98.6<br> %<br>| &nbsp;&nbsp; 162807337 |
| Other assets less liabilities |  | 1.4 | &nbsp;&nbsp; 2247064 |
| **NET ASSETS** |  | 100.0<br> %<br>| &nbsp;&nbsp; $165054401 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| † | Non-income producing security |
| \* | &nbsp;&nbsp; Securities exempt from registration under Rule 144A of the Securities Act of 1933. These <br> securities may be sold in transactions exempt from registration, normally to qualified <br> institutional buyers. The SA Wellington Strategic Multi-Asset Portfolio has no right to <br> demand registration of these securities. At March 31, 2026, the aggregate value of these <br> securities was $8,954,255 representing 5.4% of net assets.<br>|
| (1) | Principal amount of security is adjusted for inflation. |
| (2) | &nbsp;&nbsp; The security or a portion thereof was pledged as collateral to cover margin requirements <br> for open futures contracts.<br>|
| (3) | See Note 2 for details of Joint Repurchase Agreements. |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| ADR—American Depositary Receipt |
| ETF—Exchange Traded Fund |
| LSE—London Stock Exchange |
| TIPS—Treasury Inflation Protected Securities |
| TSX—Toronto Stock Exchange |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| AUD—Australian Dollar |
| CAD—Canadian Dollar |
| CNY—Chinese Yuan |
| CZK—Czech Koruna |
| DKK—Danish Krone |
| EUR—Euro Currency |
| GBP—British Pound |
| HUF—Hungarian Forint |

---

------

**SunAmerica Series Trust SA Wellington Strategic Multi-Asset Portfolio**

**PORTFOLIO OF INVESTMENTS *— March 31, 2026— (unaudited) — (continued)***

------

---

| |
|:---|
| ILS—Israeli New Sheqel |
| JPY—Japanese Yen |
| MXN—Mexican Peso |
| MYR—Malaysian Ringgit |
| NOK—Norwegian Krone |

---

---

| |
|:---|
| NZD—New Zealand Dollar |
| PLN—Polish Zloty |
| RON—Romanian Leu |
| SEK—Swedish Krona |
| SGD—Singapore Dollar |

---

**Futures Contracts**

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Number** <br>**of** <br>**Contracts**<br>| **Type** | **Description** | &nbsp;&nbsp; **Expiration** <br>**Month**<br>| &nbsp;&nbsp;&nbsp; **Notional** <br>**Basis\***<br>| &nbsp;&nbsp;&nbsp; **Notional** <br>**Value\***<br>| &nbsp;&nbsp;&nbsp; **Unrealized** <br>**Appreciation**<br>|
| 21 | Long | Australian 3 Year Bonds | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp; $1500501 | &nbsp;&nbsp;&nbsp;&nbsp; $1502012 | &nbsp;&nbsp;&nbsp;&nbsp; $1511 |
| 10 | Long | Euro-BUND | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1446492 | &nbsp;&nbsp;&nbsp;&nbsp; 1449321 | &nbsp;&nbsp;&nbsp;&nbsp; 2829 |
| 7 | Long | Long Gilt | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp; 811796 | &nbsp;&nbsp;&nbsp;&nbsp; 813393 | &nbsp;&nbsp;&nbsp;&nbsp; 1597 |
| 6 | Short | Canada 10 Year Bonds | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp; 525561 | &nbsp;&nbsp;&nbsp;&nbsp; 517619 | &nbsp;&nbsp;&nbsp;&nbsp; 7942 |
| 4 | Short | Euro Buxl 30 Year Bonds | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp; 512981 | &nbsp;&nbsp;&nbsp;&nbsp; 509777 | &nbsp;&nbsp;&nbsp;&nbsp; 3204 |
| 7 | Short | Euro-BTP | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp; 942074 | &nbsp;&nbsp;&nbsp;&nbsp; 940815 | &nbsp;&nbsp;&nbsp;&nbsp; 1259 |
| 5 | Short | Euro-OAT | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp; 697817 | &nbsp;&nbsp;&nbsp;&nbsp; 685939 | &nbsp;&nbsp;&nbsp;&nbsp; 11878 |
| 2 | Short | Japan 10 Year Bonds | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1655508 | &nbsp;&nbsp;&nbsp;&nbsp; 1642167 | &nbsp;&nbsp;&nbsp;&nbsp; 13341 |
| 32 | Short | U.S. Treasury Ultra 10 Year Notes | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3681005 | &nbsp;&nbsp;&nbsp;&nbsp; 3632500 | &nbsp;&nbsp;&nbsp;&nbsp; 48505 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $92066 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp; **Unrealized** <br>&nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)**<br>|
| 33 | Long | Australian 10 Year Bonds | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp; $2469931 | &nbsp;&nbsp;&nbsp;&nbsp; $2453377 | &nbsp;&nbsp;&nbsp;&nbsp; $(16554)<br>|
| 11 | Long | Euro-BOBL | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1477062 | &nbsp;&nbsp;&nbsp;&nbsp; 1467618 | &nbsp;&nbsp;&nbsp;&nbsp; (9444)<br>|
| 12 | Long | Euro-Schatz | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1469158 | &nbsp;&nbsp;&nbsp;&nbsp; 1466774 | &nbsp;&nbsp;&nbsp;&nbsp; (2384)<br>|
| 8 | Long | Mini 10 Year Japanese Government Bond | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp; 665246 | &nbsp;&nbsp;&nbsp;&nbsp; 657572 | &nbsp;&nbsp;&nbsp;&nbsp; (7674)<br>|
| 3 | Long | Short-Term Euro-BTP | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp; 370771 | &nbsp;&nbsp;&nbsp;&nbsp; 367040 | &nbsp;&nbsp;&nbsp;&nbsp; (3731)<br>|
| 2 | Long | U.S. Treasury Long Bonds | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp; 231683 | &nbsp;&nbsp;&nbsp;&nbsp; 227750 | &nbsp;&nbsp;&nbsp;&nbsp; (3933)<br>|
| 13 | Short | U.S. Treasury 2 Year Notes | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2694983 | &nbsp;&nbsp;&nbsp;&nbsp; 2696789 | &nbsp;&nbsp;&nbsp;&nbsp; (1806)<br>|
| 2 | Short | U.S. Treasury 5 Year Notes | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp; 216080 | &nbsp;&nbsp;&nbsp;&nbsp; 216360 | &nbsp;&nbsp;&nbsp;&nbsp; (280)<br>|
| 8 | Short | U.S. Treasury Ultra Bonds | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp; 923935 | &nbsp;&nbsp;&nbsp;&nbsp; 932500 | &nbsp;&nbsp;&nbsp;&nbsp; (8565)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $(54371)<br>|
|  |  | Net Unrealized Appreciation (Depreciation) | Net Unrealized Appreciation (Depreciation) | Net Unrealized Appreciation (Depreciation) |  | &nbsp;&nbsp;&nbsp;&nbsp; $37695 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Notional basis refers to the contractual amount agreed upon at inception of the open contract; notional value represents the current value of the open contract.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** |
| **Counterparty** | &nbsp;&nbsp; **Contract to** <br>**Deliver** | &nbsp;&nbsp; **Contract to** <br>**Deliver** | &nbsp;&nbsp; **In** <br>**Exchange For** | &nbsp;&nbsp; **In** <br>**Exchange For** | **Delivery** <br>**Date**<br>| **Unrealized** <br>**Appreciation**<br>| **Unrealized** <br>**(Depreciation)**<br>|
| Bank of America, N.A. | BRL | &nbsp;&nbsp; 240000 | USD | &nbsp;&nbsp; 45871 | &nbsp;&nbsp; 04/02/2026 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(462)<br>|
|  | CLP | &nbsp;&nbsp; 11000000 | USD | &nbsp;&nbsp; 12019 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 142 | &nbsp;&nbsp; — |
|  | EUR | &nbsp;&nbsp; 78000 | USD | &nbsp;&nbsp; 90156 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (21)<br>|
|  | JPY | &nbsp;&nbsp; 17300000 | USD | &nbsp;&nbsp; 110070 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 1016 | &nbsp;&nbsp; — |
|  | KRW | &nbsp;&nbsp; 990419000 | USD | &nbsp;&nbsp; 685989 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 30907 | &nbsp;&nbsp; — |
|  | NOK | &nbsp;&nbsp; 860000 | USD | &nbsp;&nbsp; 89511 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 695 | &nbsp;&nbsp; — |
|  | NZD | &nbsp;&nbsp; 65000 | USD | &nbsp;&nbsp; 38454 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 1096 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 73729 | AUD | &nbsp;&nbsp; 105000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1289)<br>|
|  | USD | &nbsp;&nbsp; 45710 | BRL | &nbsp;&nbsp; 240000 | &nbsp;&nbsp; 04/02/2026 | &nbsp;&nbsp; 623 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 24205 | CLP | &nbsp;&nbsp; 22000000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (451)<br>|
|  | USD | &nbsp;&nbsp; 24434 | CZK | &nbsp;&nbsp; 520000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 57 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 302164 | GBP | &nbsp;&nbsp; 227000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1710)<br>|
|  | USD | &nbsp;&nbsp; 267620 | KRW | &nbsp;&nbsp; 389700000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (9864)<br>|
|  | USD | &nbsp;&nbsp; 35092 | NZD | &nbsp;&nbsp; 60000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (607)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; 34536 | &nbsp;&nbsp; (14404)<br>|
| Barclays Bank PLC | AUD | &nbsp;&nbsp; 1160000 | USD | &nbsp;&nbsp; 797222 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2782)<br>|
|  | CAD | &nbsp;&nbsp; 175000 | USD | &nbsp;&nbsp; 126766 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 933 | &nbsp;&nbsp; — |
|  | CAD | &nbsp;&nbsp; 1529000 | USD | &nbsp;&nbsp; 1099684 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1181)<br>|
|  | CHF | &nbsp;&nbsp; 30000 | USD | &nbsp;&nbsp; 38759 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 1220 | &nbsp;&nbsp; — |
|  | CZK | &nbsp;&nbsp; 760000 | USD | &nbsp;&nbsp; 35850 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 56 | &nbsp;&nbsp; — |
|  | DKK | &nbsp;&nbsp; 628000 | USD | &nbsp;&nbsp; 99405 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 2269 | &nbsp;&nbsp; — |
|  | EUR | &nbsp;&nbsp; 111000 | USD | &nbsp;&nbsp; 128570 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 241 | &nbsp;&nbsp; — |

---

------

**SunAmerica Series Trust SA Wellington Strategic Multi-Asset Portfolio**

**PORTFOLIO OF INVESTMENTS *— March 31, 2026— (unaudited) — (continued)***

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** |
| **Counterparty** | &nbsp;&nbsp; **Contract to**<br> **Deliver** | &nbsp;&nbsp; **Contract to**<br> **Deliver** | &nbsp;&nbsp; **In**<br> **Exchange For** | &nbsp;&nbsp; **In**<br> **Exchange For** | **Delivery**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>|
|  | EUR | &nbsp;&nbsp; 15000 | USD | &nbsp;&nbsp; 17349 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(17)<br>|
|  | GBP | &nbsp;&nbsp; 78000 | USD | &nbsp;&nbsp; 104504 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 1264 | &nbsp;&nbsp; — |
|  | GBP | &nbsp;&nbsp; 13000 | USD | &nbsp;&nbsp; 17206 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
|  | HUF | &nbsp;&nbsp; 29187000 | USD | &nbsp;&nbsp; 91460 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 3724 | &nbsp;&nbsp; — |
|  | MXN | &nbsp;&nbsp; 4659000 | USD | &nbsp;&nbsp; 260019 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 95 | &nbsp;&nbsp; — |
|  | NZD | &nbsp;&nbsp; 435000 | USD | &nbsp;&nbsp; 256062 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 6048 | &nbsp;&nbsp; — |
|  | PLN | &nbsp;&nbsp; 700000 | USD | &nbsp;&nbsp; 195607 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 7040 | &nbsp;&nbsp; — |
|  | PLN | &nbsp;&nbsp; 848000 | USD | &nbsp;&nbsp; 226784 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1636)<br>|
|  | RON | &nbsp;&nbsp; 206000 | USD | &nbsp;&nbsp; 46557 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (138)<br>|
|  | SEK | &nbsp;&nbsp; 330000 | USD | &nbsp;&nbsp; 35288 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 420 | &nbsp;&nbsp; — |
|  | THB | &nbsp;&nbsp; 970000 | USD | &nbsp;&nbsp; 30135 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 713 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 978115 | AUD | &nbsp;&nbsp; 1420000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 1548 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 1098262 | CAD | &nbsp;&nbsp; 1529000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 1164 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 53941 | CAD | &nbsp;&nbsp; 75000 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 58 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 95915 | CHF | &nbsp;&nbsp; 75000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2067)<br>|
|  | USD | &nbsp;&nbsp; 18734 | CZK | &nbsp;&nbsp; 400000 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 111 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 346186 | EUR | &nbsp;&nbsp; 299000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (506)<br>|
|  | USD | &nbsp;&nbsp; 17228 | EUR | &nbsp;&nbsp; 15000 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 138 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 146712 | GBP | &nbsp;&nbsp; 110000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1118)<br>|
|  | USD | &nbsp;&nbsp; 17143 | GBP | &nbsp;&nbsp; 13000 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 63 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 146206 | JPY | &nbsp;&nbsp; 23000000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1222)<br>|
|  | USD | &nbsp;&nbsp; 179531 | MXN | &nbsp;&nbsp; 3220000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 111 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 30851 | NOK | &nbsp;&nbsp; 295000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (385)<br>|
|  | USD | &nbsp;&nbsp; 29768 | NOK | &nbsp;&nbsp; 290000 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 178 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 432716 | NZD | &nbsp;&nbsp; 736000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (9705)<br>|
|  | USD | &nbsp;&nbsp; 226799 | PLN | &nbsp;&nbsp; 848000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 1636 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 82526 | THB | &nbsp;&nbsp; 2690000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (932)<br>|
|  | USD | &nbsp;&nbsp; 47711 | ZAR | &nbsp;&nbsp; 780000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1632)<br>|
|  | ZAR | &nbsp;&nbsp; 250000 | USD | &nbsp;&nbsp; 14580 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (189)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; 29030 | &nbsp;&nbsp; (23510)<br>|
| BNP Paribas SA | AUD | &nbsp;&nbsp; 45000 | USD | &nbsp;&nbsp; 31590 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 544 | &nbsp;&nbsp; — |
|  | CAD | &nbsp;&nbsp; 1569000 | USD | &nbsp;&nbsp; 1149629 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 21441 | &nbsp;&nbsp; — |
|  | CHF | &nbsp;&nbsp; 70000 | USD | &nbsp;&nbsp; 89837 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 2246 | &nbsp;&nbsp; — |
|  | EUR | &nbsp;&nbsp; 129000 | USD | &nbsp;&nbsp; 150435 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 1295 | &nbsp;&nbsp; — |
|  | JPY | &nbsp;&nbsp; 2800000 | USD | &nbsp;&nbsp; 17695 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1)<br>|
|  | MXN | &nbsp;&nbsp; 12044000 | USD | &nbsp;&nbsp; 696761 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 24831 | &nbsp;&nbsp; — |
|  | NZD | &nbsp;&nbsp; 55000 | USD | &nbsp;&nbsp; 32620 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 1009 | &nbsp;&nbsp; — |
|  | SEK | &nbsp;&nbsp; 280000 | USD | &nbsp;&nbsp; 30523 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 938 | &nbsp;&nbsp; — |
|  | SGD | &nbsp;&nbsp; 190000 | USD | &nbsp;&nbsp; 149894 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 2062 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 30863 | AUD | &nbsp;&nbsp; 45000 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 172 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 113477 | CAD | &nbsp;&nbsp; 155000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2024)<br>|
|  | USD | &nbsp;&nbsp; 154416 | CHF | &nbsp;&nbsp; 120000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (4258)<br>|
|  | USD | &nbsp;&nbsp; 121472 | EUR | &nbsp;&nbsp; 105000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (80)<br>|
|  | USD | &nbsp;&nbsp; 134741 | JPY | &nbsp;&nbsp; 21200000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1104)<br>|
|  | USD | &nbsp;&nbsp; 27396 | MXN | &nbsp;&nbsp; 480000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (617)<br>|
|  | USD | &nbsp;&nbsp; 34398 | NZD | &nbsp;&nbsp; 60000 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 122 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 62540 | SGD | &nbsp;&nbsp; 80000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (295)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; 54660 | &nbsp;&nbsp; (8379)<br>|
| Citibank, N.A. | AUD | &nbsp;&nbsp; 130000 | USD | &nbsp;&nbsp; 90323 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 636 | &nbsp;&nbsp; — |
|  | CAD | &nbsp;&nbsp; 295000 | USD | &nbsp;&nbsp; 214583 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 2463 | &nbsp;&nbsp; — |
|  | CHF | &nbsp;&nbsp; 30000 | USD | &nbsp;&nbsp; 38306 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 767 | &nbsp;&nbsp; — |
|  | CZK | &nbsp;&nbsp; 1379000 | USD | &nbsp;&nbsp; 66062 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 1114 | &nbsp;&nbsp; — |
|  | EUR | &nbsp;&nbsp; 417000 | USD | &nbsp;&nbsp; 485749 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 3648 | &nbsp;&nbsp; — |
|  | GBP | &nbsp;&nbsp; 27000 | USD | &nbsp;&nbsp; 35944 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 207 | &nbsp;&nbsp; — |
|  | HUF | &nbsp;&nbsp; 9525000 | USD | &nbsp;&nbsp; 28572 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (60)<br>|
|  | JPY | &nbsp;&nbsp; 652447000 | USD | &nbsp;&nbsp; 4177753 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 64944 | &nbsp;&nbsp; — |
|  | JPY | &nbsp;&nbsp; 539596000 | USD | &nbsp;&nbsp; 3396223 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (13926)<br>|
|  | MXN | &nbsp;&nbsp; 2836000 | USD | &nbsp;&nbsp; 157962 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (257)<br>|
|  | NZD | &nbsp;&nbsp; 465000 | USD | &nbsp;&nbsp; 271031 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 3775 | &nbsp;&nbsp; — |
|  | PLN | &nbsp;&nbsp; 197000 | USD | &nbsp;&nbsp; 52937 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (131)<br>|
|  | SEK | &nbsp;&nbsp; 500000 | USD | &nbsp;&nbsp; 55368 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 2537 | &nbsp;&nbsp; — |
|  | SGD | &nbsp;&nbsp; 135000 | USD | &nbsp;&nbsp; 105500 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 461 | &nbsp;&nbsp; — |

---

------

**SunAmerica Series Trust SA Wellington Strategic Multi-Asset Portfolio**

**PORTFOLIO OF INVESTMENTS *— March 31, 2026— (unaudited) — (continued)***

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** |
| **Counterparty** | &nbsp;&nbsp; **Contract to**<br> **Deliver** | &nbsp;&nbsp; **Contract to**<br> **Deliver** | &nbsp;&nbsp; **In**<br> **Exchange For** | &nbsp;&nbsp; **In**<br> **Exchange For** | **Delivery**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>|
|  | USD | &nbsp;&nbsp; 186277 | CHF | &nbsp;&nbsp; 145000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(4837)<br>|
|  | USD | &nbsp;&nbsp; 81860 | CZK | &nbsp;&nbsp; 1713000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1182)<br>|
|  | USD | &nbsp;&nbsp; 272327 | GBP | &nbsp;&nbsp; 205000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (992)<br>|
|  | USD | &nbsp;&nbsp; 3557152 | JPY | &nbsp;&nbsp; 566062000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 11114 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 503307 | JPY | &nbsp;&nbsp; 79966000 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 2064 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 299277 | MXN | &nbsp;&nbsp; 5349000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (858)<br>|
|  | USD | &nbsp;&nbsp; 55488 | NOK | &nbsp;&nbsp; 530000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (753)<br>|
|  | USD | &nbsp;&nbsp; 18109 | PLN | &nbsp;&nbsp; 65000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (600)<br>|
|  | USD | &nbsp;&nbsp; 29672 | SEK | &nbsp;&nbsp; 280000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (87)<br>|
|  | USD | &nbsp;&nbsp; 33730 | SGD | &nbsp;&nbsp; 43000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (274)<br>|
|  | USD | &nbsp;&nbsp; 23687 | THB | &nbsp;&nbsp; 770000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (331)<br>|
|  | ZAR | &nbsp;&nbsp; 260000 | USD | &nbsp;&nbsp; 15862 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 502 | &nbsp;&nbsp; — |
|  |  |  |  |  |  | &nbsp;&nbsp; 94232 | &nbsp;&nbsp; (24288)<br>|
| Commonwealth Bank of Australia Sydney | NZD | &nbsp;&nbsp; 2033000 | USD | &nbsp;&nbsp; 1216691 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 48237 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 284387 | NZD | &nbsp;&nbsp; 475189 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (11275)<br>|
|  | USD | &nbsp;&nbsp; 58936 | SGD | &nbsp;&nbsp; 75000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (581)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; 48237 | &nbsp;&nbsp; (11856)<br>|
| Credit Agricole SA | USD | &nbsp;&nbsp; 28566 | NZD | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 200 | &nbsp;&nbsp; — |
| Deutsche Bank AG | CAD | &nbsp;&nbsp; 50000 | USD | &nbsp;&nbsp; 36786 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 834 | &nbsp;&nbsp; — |
|  | CHF | &nbsp;&nbsp; 30000 | USD | &nbsp;&nbsp; 38326 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 787 | &nbsp;&nbsp; — |
|  | CZK | &nbsp;&nbsp; 400000 | USD | &nbsp;&nbsp; 18880 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 41 | &nbsp;&nbsp; — |
|  | EUR | &nbsp;&nbsp; 11868000 | USD | &nbsp;&nbsp; 14023202 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 302376 | &nbsp;&nbsp; — |
|  | EUR | &nbsp;&nbsp; 11880000 | USD | &nbsp;&nbsp; 13655041 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (99238)<br>|
|  | HUF | &nbsp;&nbsp; 27429000 | USD | &nbsp;&nbsp; 80664 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1615)<br>|
|  | JPY | &nbsp;&nbsp; 12936000 | USD | &nbsp;&nbsp; 82269 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 725 | &nbsp;&nbsp; — |
|  | JPY | &nbsp;&nbsp; 5600000 | USD | &nbsp;&nbsp; 35304 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (87)<br>|
|  | MXN | &nbsp;&nbsp; 920000 | USD | &nbsp;&nbsp; 52115 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 788 | &nbsp;&nbsp; — |
|  | MXN | &nbsp;&nbsp; 9730000 | USD | &nbsp;&nbsp; 538900 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2568)<br>|
|  | MYR | &nbsp;&nbsp; 703000 | USD | &nbsp;&nbsp; 174602 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 792 | &nbsp;&nbsp; — |
|  | NOK | &nbsp;&nbsp; 1172000 | USD | &nbsp;&nbsp; 122454 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 1416 | &nbsp;&nbsp; — |
|  | NZD | &nbsp;&nbsp; 155000 | USD | &nbsp;&nbsp; 90181 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 1095 | &nbsp;&nbsp; — |
|  | NZD | &nbsp;&nbsp; 60000 | USD | &nbsp;&nbsp; 34504 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (15)<br>|
|  | SEK | &nbsp;&nbsp; 620000 | USD | &nbsp;&nbsp; 67755 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 2245 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 199495 | CAD | &nbsp;&nbsp; 275000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1756)<br>|
|  | USD | &nbsp;&nbsp; 179653 | CAD | &nbsp;&nbsp; 250000 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 345 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 14020079 | EUR | &nbsp;&nbsp; 12206000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 91515 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 374708 | EUR | &nbsp;&nbsp; 326000 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 2724 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 81315 | GBP | &nbsp;&nbsp; 61000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (576)<br>|
|  | USD | &nbsp;&nbsp; 112761 | HUF | &nbsp;&nbsp; 38229000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 2155 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 576402 | MXN | &nbsp;&nbsp; 10370000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 2135 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 174442 | MYR | &nbsp;&nbsp; 703000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (742)<br>|
|  | USD | &nbsp;&nbsp; 210114 | NOK | &nbsp;&nbsp; 2025000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (982)<br>|
|  | USD | &nbsp;&nbsp; 34870 | NOK | &nbsp;&nbsp; 340000 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 239 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 89059 | NZD | &nbsp;&nbsp; 155000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 27 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 41686 | PLN | &nbsp;&nbsp; 150000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1279)<br>|
|  | USD | &nbsp;&nbsp; 138100 | SEK | &nbsp;&nbsp; 1290000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1796)<br>|
|  | ZAR | &nbsp;&nbsp; 250000 | USD | &nbsp;&nbsp; 14544 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (224)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; 410239 | &nbsp;&nbsp; (110878)<br>|
| Goldman Sachs International | AUD | &nbsp;&nbsp; 260000 | USD | &nbsp;&nbsp; 183827 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 4452 | &nbsp;&nbsp; — |
|  | BRL | &nbsp;&nbsp; 320000 | USD | &nbsp;&nbsp; 61289 | &nbsp;&nbsp; 04/02/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (489)<br>|
|  | BRL | &nbsp;&nbsp; 80000 | USD | &nbsp;&nbsp; 15139 | &nbsp;&nbsp; 05/05/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (212)<br>|
|  | CLP | &nbsp;&nbsp; 11000000 | USD | &nbsp;&nbsp; 12022 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 145 | &nbsp;&nbsp; — |
|  | COP | &nbsp;&nbsp; 1100000 | USD | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
|  | CZK | &nbsp;&nbsp; 7395000 | USD | &nbsp;&nbsp; 358218 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 9931 | &nbsp;&nbsp; — |
|  | CZK | &nbsp;&nbsp; 4953000 | USD | &nbsp;&nbsp; 232183 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1173)<br>|
|  | EUR | &nbsp;&nbsp; 575000 | USD | &nbsp;&nbsp; 663826 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (943)<br>|
|  | GBP | &nbsp;&nbsp; 407000 | USD | &nbsp;&nbsp; 543641 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 4942 | &nbsp;&nbsp; — |
|  | HUF | &nbsp;&nbsp; 2200000 | USD | &nbsp;&nbsp; 6570 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (43)<br>|
|  | ILS | &nbsp;&nbsp; 240000 | USD | &nbsp;&nbsp; 76505 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 155 | &nbsp;&nbsp; — |
|  | ILS | &nbsp;&nbsp; 115000 | USD | &nbsp;&nbsp; 36303 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (322)<br>|

---

------

**SunAmerica Series Trust SA Wellington Strategic Multi-Asset Portfolio**

**PORTFOLIO OF INVESTMENTS *— March 31, 2026— (unaudited) — (continued)***

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** |
| **Counterparty** | &nbsp;&nbsp; **Contract to**<br> **Deliver** | &nbsp;&nbsp; **Contract to**<br> **Deliver** | &nbsp;&nbsp; **In**<br> **Exchange For** | &nbsp;&nbsp; **In**<br> **Exchange For** | **Delivery**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>|
|  | KRW | &nbsp;&nbsp; 107890000 | USD | &nbsp;&nbsp; 72840 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; $1480 | &nbsp;&nbsp; $— |
|  | MXN | &nbsp;&nbsp; 2611000 | USD | &nbsp;&nbsp; 147658 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 1991 | &nbsp;&nbsp; — |
|  | MXN | &nbsp;&nbsp; 180000 | USD | &nbsp;&nbsp; 9903 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (114)<br>|
|  | NOK | &nbsp;&nbsp; 2820000 | USD | &nbsp;&nbsp; 292825 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 1590 | &nbsp;&nbsp; — |
|  | PLN | &nbsp;&nbsp; 225000 | USD | &nbsp;&nbsp; 61180 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 570 | &nbsp;&nbsp; — |
|  | RON | &nbsp;&nbsp; 85000 | USD | &nbsp;&nbsp; 19143 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (124)<br>|
|  | RON | &nbsp;&nbsp; 291000 | USD | &nbsp;&nbsp; 65343 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (507)<br>|
|  | SEK | &nbsp;&nbsp; 1710000 | USD | &nbsp;&nbsp; 187066 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 6384 | &nbsp;&nbsp; — |
|  | SEK | &nbsp;&nbsp; 814000 | USD | &nbsp;&nbsp; 85374 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (768)<br>|
|  | USD | &nbsp;&nbsp; 417038 | AUD | &nbsp;&nbsp; 595000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (6545)<br>|
|  | USD | &nbsp;&nbsp; 61302 | BRL | &nbsp;&nbsp; 320000 | &nbsp;&nbsp; 04/02/2026 | &nbsp;&nbsp; 476 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 88988 | CHF | &nbsp;&nbsp; 70000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1396)<br>|
|  | USD | &nbsp;&nbsp; 289 | COP | &nbsp;&nbsp; 1100000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 10 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 297 | COP | &nbsp;&nbsp; 1100000 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 310646 | CZK | &nbsp;&nbsp; 6603000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 340 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 23364 | CZK | &nbsp;&nbsp; 500000 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 193 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 717298 | EUR | &nbsp;&nbsp; 618000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2817)<br>|
|  | USD | &nbsp;&nbsp; 73301 | GBP | &nbsp;&nbsp; 55000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (504)<br>|
|  | USD | &nbsp;&nbsp; 12632 | HUF | &nbsp;&nbsp; 4300000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 293 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 36255 | ILS | &nbsp;&nbsp; 115000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 329 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 579289 | KRW | &nbsp;&nbsp; 862610000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (8742)<br>|
|  | USD | &nbsp;&nbsp; 34944 | KRW | &nbsp;&nbsp; 53260000 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 493 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 124920 | MXN | &nbsp;&nbsp; 2220000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1067)<br>|
|  | USD | &nbsp;&nbsp; 16022 | MXN | &nbsp;&nbsp; 290000 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 116 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 76037 | NOK | &nbsp;&nbsp; 730000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (647)<br>|
|  | USD | &nbsp;&nbsp; 23024 | PLN | &nbsp;&nbsp; 85000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (126)<br>|
|  | USD | &nbsp;&nbsp; 24096 | PLN | &nbsp;&nbsp; 90000 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 146 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 65455 | RON | &nbsp;&nbsp; 291000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 506 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 283822 | SEK | &nbsp;&nbsp; 2664000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2339)<br>|
|  | USD | &nbsp;&nbsp; 29194 | ZAR | &nbsp;&nbsp; 500000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 344 | &nbsp;&nbsp; — |
|  | ZAR | &nbsp;&nbsp; 260000 | USD | &nbsp;&nbsp; 15455 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 96 | &nbsp;&nbsp; — |
|  | ZAR | &nbsp;&nbsp; 500000 | USD | &nbsp;&nbsp; 29129 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (343)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; 34982 | &nbsp;&nbsp; (29221)<br>|
| HSBC Bank PLC | GBP | &nbsp;&nbsp; 22000 | USD | &nbsp;&nbsp; 29381 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 262 | &nbsp;&nbsp; — |
|  | MYR | &nbsp;&nbsp; 703000 | USD | &nbsp;&nbsp; 180822 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 7122 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 133772 | MXN | &nbsp;&nbsp; 2334000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (3559)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; 7384 | &nbsp;&nbsp; (3559)<br>|
| JPMorgan Chase Bank, N.A. | CHF | &nbsp;&nbsp; 50000 | USD | &nbsp;&nbsp; 62532 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (33)<br>|
|  | DKK | &nbsp;&nbsp; 628000 | USD | &nbsp;&nbsp; 96841 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (462)<br>|
|  | EUR | &nbsp;&nbsp; 25000 | USD | &nbsp;&nbsp; 28634 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (269)<br>|
|  | EUR | &nbsp;&nbsp; 45000 | USD | &nbsp;&nbsp; 52077 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (23)<br>|
|  | GBP | &nbsp;&nbsp; 2913000 | USD | &nbsp;&nbsp; 3925916 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 70314 | &nbsp;&nbsp; — |
|  | NOK | &nbsp;&nbsp; 1720000 | USD | &nbsp;&nbsp; 177171 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (462)<br>|
|  | USD | &nbsp;&nbsp; 38678 | AUD | &nbsp;&nbsp; 56000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (43)<br>|
|  | USD | &nbsp;&nbsp; 62739 | CHF | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 34 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 96674 | DKK | &nbsp;&nbsp; 628000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 462 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 95703 | GBP | &nbsp;&nbsp; 71000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1729)<br>|
|  | USD | &nbsp;&nbsp; 180528 | SEK | &nbsp;&nbsp; 1690000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1959)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; 70810 | &nbsp;&nbsp; (4980)<br>|
| Morgan Stanley & Co. International PLC | AUD | &nbsp;&nbsp; 2182000 | USD | &nbsp;&nbsp; 1538984 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 33614 | &nbsp;&nbsp; — |
|  | CAD | &nbsp;&nbsp; 100000 | USD | &nbsp;&nbsp; 73283 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 1378 | &nbsp;&nbsp; — |
|  | CAD | &nbsp;&nbsp; 40000 | USD | &nbsp;&nbsp; 28729 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (71)<br>|
|  | CHF | &nbsp;&nbsp; 140000 | USD | &nbsp;&nbsp; 180682 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 5498 | &nbsp;&nbsp; — |
|  | CZK | &nbsp;&nbsp; 4137000 | USD | &nbsp;&nbsp; 195594 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 751 | &nbsp;&nbsp; — |
|  | CZK | &nbsp;&nbsp; 406000 | USD | &nbsp;&nbsp; 19083 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (46)<br>|
|  | EUR | &nbsp;&nbsp; 758000 | USD | &nbsp;&nbsp; 876974 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 636 | &nbsp;&nbsp; — |
|  | GBP | &nbsp;&nbsp; 58000 | USD | &nbsp;&nbsp; 77500 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 732 | &nbsp;&nbsp; — |
|  | HUF | &nbsp;&nbsp; 20419000 | USD | &nbsp;&nbsp; 61212 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (167)<br>|
|  | JPY | &nbsp;&nbsp; 31000000 | USD | &nbsp;&nbsp; 196690 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 1277 | &nbsp;&nbsp; — |
|  | MXN | &nbsp;&nbsp; 4520000 | USD | &nbsp;&nbsp; 255621 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 3452 | &nbsp;&nbsp; — |
|  | MXN | &nbsp;&nbsp; 725000 | USD | &nbsp;&nbsp; 39880 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (466)<br>|

---

------

**SunAmerica Series Trust SA Wellington Strategic Multi-Asset Portfolio**

**PORTFOLIO OF INVESTMENTS *— March 31, 2026— (unaudited) — (continued)***

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** |
| **Counterparty** | &nbsp;&nbsp; **Contract to**<br> **Deliver** | &nbsp;&nbsp; **Contract to**<br> **Deliver** | &nbsp;&nbsp; **In**<br> **Exchange For** | &nbsp;&nbsp; **In**<br> **Exchange For** | **Delivery**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>|
|  | NZD | &nbsp;&nbsp; 310000 | USD | &nbsp;&nbsp; 180553 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; $2382 | &nbsp;&nbsp; $— |
|  | PLN | &nbsp;&nbsp; 425000 | USD | &nbsp;&nbsp; 115031 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 544 | &nbsp;&nbsp; — |
|  | SEK | &nbsp;&nbsp; 2680000 | USD | &nbsp;&nbsp; 287205 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 4031 | &nbsp;&nbsp; — |
|  | SGD | &nbsp;&nbsp; 50000 | USD | &nbsp;&nbsp; 39233 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 330 | &nbsp;&nbsp; — |
|  | THB | &nbsp;&nbsp; 1910000 | USD | &nbsp;&nbsp; 59547 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 1612 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 132527 | AUD | &nbsp;&nbsp; 190000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1445)<br>|
|  | USD | &nbsp;&nbsp; 139037 | CAD | &nbsp;&nbsp; 190000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2418)<br>|
|  | USD | &nbsp;&nbsp; 433220 | CHF | &nbsp;&nbsp; 340000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (7773)<br>|
|  | USD | &nbsp;&nbsp; 91911 | CZK | &nbsp;&nbsp; 1951000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (23)<br>|
|  | USD | &nbsp;&nbsp; 23439 | CZK | &nbsp;&nbsp; 500000 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 118 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 304675 | EUR | &nbsp;&nbsp; 264000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 540 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 29996 | EUR | &nbsp;&nbsp; 26000 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 106 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 316898 | GBP | &nbsp;&nbsp; 238000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1885)<br>|
|  | USD | &nbsp;&nbsp; 17829 | HUF | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 207 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 40470 | ILS | &nbsp;&nbsp; 125000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (704)<br>|
|  | USD | &nbsp;&nbsp; 564150 | JPY | &nbsp;&nbsp; 89100000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2493)<br>|
|  | USD | &nbsp;&nbsp; 217502 | MXN | &nbsp;&nbsp; 3897000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (90)<br>|
|  | USD | &nbsp;&nbsp; 27142 | MXN | &nbsp;&nbsp; 490000 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 126 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 88390 | NOK | &nbsp;&nbsp; 860000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 426 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 613773 | NZD | &nbsp;&nbsp; 1055000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (7419)<br>|
|  | USD | &nbsp;&nbsp; 107818 | PLN | &nbsp;&nbsp; 399000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (335)<br>|
|  | USD | &nbsp;&nbsp; 12003 | PLN | &nbsp;&nbsp; 45000 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 119 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 181105 | SEK | &nbsp;&nbsp; 1680000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (3593)<br>|
|  | USD | &nbsp;&nbsp; 15659 | ZAR | &nbsp;&nbsp; 250000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (890)<br>|
|  | ZAR | &nbsp;&nbsp; 510000 | USD | &nbsp;&nbsp; 30473 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 345 | &nbsp;&nbsp; — |
|  |  |  |  |  |  | &nbsp;&nbsp; 58224 | &nbsp;&nbsp; (29818)<br>|
| Royal Bank of Canada | CAD | &nbsp;&nbsp; 250000 | USD | &nbsp;&nbsp; 182538 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 2776 | &nbsp;&nbsp; — |
|  | CHF | &nbsp;&nbsp; 215000 | USD | &nbsp;&nbsp; 279033 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 10001 | &nbsp;&nbsp; — |
|  | EUR | &nbsp;&nbsp; 184000 | USD | &nbsp;&nbsp; 215333 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 2607 | &nbsp;&nbsp; — |
|  | GBP | &nbsp;&nbsp; 96000 | USD | &nbsp;&nbsp; 129047 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 1983 | &nbsp;&nbsp; — |
|  | HUF | &nbsp;&nbsp; 4000000 | USD | &nbsp;&nbsp; 11992 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (32)<br>|
|  | JPY | &nbsp;&nbsp; 14300000 | USD | &nbsp;&nbsp; 90797 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 655 | &nbsp;&nbsp; — |
|  | MXN | &nbsp;&nbsp; 220000 | USD | &nbsp;&nbsp; 12345 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 71 | &nbsp;&nbsp; — |
|  | NZD | &nbsp;&nbsp; 465000 | USD | &nbsp;&nbsp; 268426 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 1170 | &nbsp;&nbsp; — |
|  | SEK | &nbsp;&nbsp; 1510000 | USD | &nbsp;&nbsp; 162180 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 2631 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 89338 | AUD | &nbsp;&nbsp; 130000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 350 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 139153 | CAD | &nbsp;&nbsp; 190000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2534)<br>|
|  | USD | &nbsp;&nbsp; 180538 | CHF | &nbsp;&nbsp; 140000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (5354)<br>|
|  | USD | &nbsp;&nbsp; 48010 | CZK | &nbsp;&nbsp; 1020000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 30 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 614144 | EUR | &nbsp;&nbsp; 528000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (3713)<br>|
|  | USD | &nbsp;&nbsp; 91306 | GBP | &nbsp;&nbsp; 68000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1302)<br>|
|  | USD | &nbsp;&nbsp; 90619 | NOK | &nbsp;&nbsp; 860000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1802)<br>|
|  | USD | &nbsp;&nbsp; 90199 | SEK | &nbsp;&nbsp; 840000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1443)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; 22274 | &nbsp;&nbsp; (16180)<br>|
| Societe Generale | MXN | &nbsp;&nbsp; 700000 | USD | &nbsp;&nbsp; 39322 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 269 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 52618 | CZK | &nbsp;&nbsp; 1089000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1329)<br>|
|  | USD | &nbsp;&nbsp; 34551 | MXN | &nbsp;&nbsp; 615000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (241)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; 269 | &nbsp;&nbsp; (1570)<br>|
| Standard Chartered Bank | EUR | &nbsp;&nbsp; 26000 | USD | &nbsp;&nbsp; 29979 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (80)<br>|
|  | JPY | &nbsp;&nbsp; 8600000 | USD | &nbsp;&nbsp; 54462 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 251 | &nbsp;&nbsp; — |
|  | JPY | &nbsp;&nbsp; 5600000 | USD | &nbsp;&nbsp; 35246 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (145)<br>|
|  | MXN | &nbsp;&nbsp; 1621000 | USD | &nbsp;&nbsp; 91000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 565 | &nbsp;&nbsp; — |
|  | NOK | &nbsp;&nbsp; 20000 | USD | &nbsp;&nbsp; 2078 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 12 | &nbsp;&nbsp; — |
|  | NZD | &nbsp;&nbsp; 55000 | USD | &nbsp;&nbsp; 32705 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 1094 | &nbsp;&nbsp; — |
|  | SGD | &nbsp;&nbsp; 177000 | USD | &nbsp;&nbsp; 137599 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (414)<br>|
|  | USD | &nbsp;&nbsp; 62055 | AUD | &nbsp;&nbsp; 89000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (653)<br>|
|  | USD | &nbsp;&nbsp; 130673 | EUR | &nbsp;&nbsp; 111000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2344)<br>|
|  | USD | &nbsp;&nbsp; 17624 | JPY | &nbsp;&nbsp; 2800000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 26 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 137305 | SGD | &nbsp;&nbsp; 177000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 412 | &nbsp;&nbsp; — |
|  |  |  |  |  |  | &nbsp;&nbsp; 2360 | &nbsp;&nbsp; (3636)<br>|

---

------

**SunAmerica Series Trust SA Wellington Strategic Multi-Asset Portfolio**

**PORTFOLIO OF INVESTMENTS *— March 31, 2026— (unaudited) — (continued)***

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** |
| **Counterparty** | &nbsp;&nbsp; **Contract to**<br> **Deliver** | &nbsp;&nbsp; **Contract to**<br> **Deliver** | &nbsp;&nbsp; **In**<br> **Exchange For** | &nbsp;&nbsp; **In**<br> **Exchange For** | **Delivery**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>|
| State Street Bank & Trust Co. | BRL | &nbsp;&nbsp; 160000 | USD | &nbsp;&nbsp; 30562 | &nbsp;&nbsp; 04/02/2026 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(327)<br>|
|  | CHF | &nbsp;&nbsp; 440000 | USD | &nbsp;&nbsp; 574215 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 23637 | &nbsp;&nbsp; — |
|  | CNY | &nbsp;&nbsp; 5584000 | USD | &nbsp;&nbsp; 812880 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 3737 | &nbsp;&nbsp; — |
|  | CNY | &nbsp;&nbsp; 5584000 | USD | &nbsp;&nbsp; 809933 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (652)<br>|
|  | EUR | &nbsp;&nbsp; 26000 | USD | &nbsp;&nbsp; 30001 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (58)<br>|
|  | KRW | &nbsp;&nbsp; 82461000 | USD | &nbsp;&nbsp; 54097 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (770)<br>|
|  | MXN | &nbsp;&nbsp; 1290000 | USD | &nbsp;&nbsp; 72411 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 443 | &nbsp;&nbsp; — |
|  | MXN | &nbsp;&nbsp; 533000 | USD | &nbsp;&nbsp; 29620 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (41)<br>|
|  | NZD | &nbsp;&nbsp; 60000 | USD | &nbsp;&nbsp; 35089 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 605 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 73540 | AUD | &nbsp;&nbsp; 105000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1101)<br>|
|  | USD | &nbsp;&nbsp; 30371 | BRL | &nbsp;&nbsp; 160000 | &nbsp;&nbsp; 05/05/2026 | &nbsp;&nbsp; 331 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 77161 | CHF | &nbsp;&nbsp; 60000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2082)<br>|
|  | USD | &nbsp;&nbsp; 808408 | CNY | &nbsp;&nbsp; 5584000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 735 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 37748 | CZK | &nbsp;&nbsp; 795000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (306)<br>|
|  | USD | &nbsp;&nbsp; 107918 | EUR | &nbsp;&nbsp; 94000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 758 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 478964 | EUR | &nbsp;&nbsp; 415000 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 1510 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 6674 | GBP | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (56)<br>|
|  | USD | &nbsp;&nbsp; 110764 | GBP | &nbsp;&nbsp; 84000 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 413 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 146897 | JPY | &nbsp;&nbsp; 23300000 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 354 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 217991 | KRW | &nbsp;&nbsp; 329118000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (306)<br>|
|  | USD | &nbsp;&nbsp; 334845 | KRW | &nbsp;&nbsp; 512320000 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 6036 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 101600 | MXN | &nbsp;&nbsp; 1797000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1346)<br>|
|  | USD | &nbsp;&nbsp; 70000 | NOK | &nbsp;&nbsp; 680000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 226 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 146193 | NZD | &nbsp;&nbsp; 248000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (3657)<br>|
|  | USD | &nbsp;&nbsp; 37685 | PLN | &nbsp;&nbsp; 140000 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 26 | &nbsp;&nbsp; — |
|  |  |  |  |  |  | &nbsp;&nbsp; 38811 | &nbsp;&nbsp; (10702)<br>|
| Toronto Dominion Bank | EUR | &nbsp;&nbsp; 107000 | USD | &nbsp;&nbsp; 123407 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (298)<br>|
|  | EUR | &nbsp;&nbsp; 25000 | USD | &nbsp;&nbsp; 28710 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (234)<br>|
|  | NZD | &nbsp;&nbsp; 605189 | USD | &nbsp;&nbsp; 345684 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2144)<br>|
|  | NZD | &nbsp;&nbsp; 1849000 | USD | &nbsp;&nbsp; 1057251 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (6516)<br>|
|  | THB | &nbsp;&nbsp; 580000 | USD | &nbsp;&nbsp; 18017 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 424 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 36734 | CAD | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (781)<br>|
|  | USD | &nbsp;&nbsp; 28669 | EUR | &nbsp;&nbsp; 25000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 234 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 180739 | GBP | &nbsp;&nbsp; 137000 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 586 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 51642 | HUF | &nbsp;&nbsp; 16802000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1135)<br>|
|  | USD | &nbsp;&nbsp; 44597 | MXN | &nbsp;&nbsp; 796000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (188)<br>|
|  | USD | &nbsp;&nbsp; 1056149 | NZD | &nbsp;&nbsp; 1849000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 6552 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 346045 | NZD | &nbsp;&nbsp; 605189 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; 2133 | &nbsp;&nbsp; — |
|  |  |  |  |  |  | &nbsp;&nbsp; 9929 | &nbsp;&nbsp; (11296)<br>|
| UBS AG | AUD | &nbsp;&nbsp; 255000 | USD | &nbsp;&nbsp; 178495 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 2570 | &nbsp;&nbsp; — |
|  | GBP | &nbsp;&nbsp; 23000 | USD | &nbsp;&nbsp; 30835 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 392 | &nbsp;&nbsp; — |
|  | MXN | &nbsp;&nbsp; 587000 | USD | &nbsp;&nbsp; 33390 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 642 | &nbsp;&nbsp; — |
|  | NOK | &nbsp;&nbsp; 612000 | USD | &nbsp;&nbsp; 62443 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (754)<br>|
|  | NZD | &nbsp;&nbsp; 185000 | USD | &nbsp;&nbsp; 107767 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 1440 | &nbsp;&nbsp; — |
|  | SEK | &nbsp;&nbsp; 814000 | USD | &nbsp;&nbsp; 90304 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 4296 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 86249 | AUD | &nbsp;&nbsp; 125000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (11)<br>|
|  | USD | &nbsp;&nbsp; 69846 | CHF | &nbsp;&nbsp; 55000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1023)<br>|
|  | USD | &nbsp;&nbsp; 17814 | CZK | &nbsp;&nbsp; 380000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 83 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 62723 | EUR | &nbsp;&nbsp; 54000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (292)<br>|
|  | USD | &nbsp;&nbsp; 73989 | GBP | &nbsp;&nbsp; 55000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1192)<br>|
|  | USD | &nbsp;&nbsp; 215383 | JPY | &nbsp;&nbsp; 34421000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 1596 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 52164 | MXN | &nbsp;&nbsp; 930000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (279)<br>|
|  | USD | &nbsp;&nbsp; 62449 | NOK | &nbsp;&nbsp; 612000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 755 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 180576 | NZD | &nbsp;&nbsp; 310000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2405)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; 11774 | &nbsp;&nbsp; (5956)<br>|
| Wells Fargo & Co. | JPY | &nbsp;&nbsp; 155900000 | USD | &nbsp;&nbsp; 992930 | &nbsp;&nbsp; 04/20/2026 | &nbsp;&nbsp; 9100 | &nbsp;&nbsp; — |
|  | JPY | &nbsp;&nbsp; 150500000 | USD | &nbsp;&nbsp; 966850 | &nbsp;&nbsp; 05/11/2026 | &nbsp;&nbsp; 15405 | &nbsp;&nbsp; — |
|  | USD | &nbsp;&nbsp; 39702 | AUD | &nbsp;&nbsp; 57000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (377)<br>|
|  | USD | &nbsp;&nbsp; 162130 | GBP | &nbsp;&nbsp; 121000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1977)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; 24505 | &nbsp;&nbsp; (2354)<br>|

---

------

**SunAmerica Series Trust SA Wellington Strategic Multi-Asset Portfolio**

**PORTFOLIO OF INVESTMENTS *— March 31, 2026— (unaudited) — (continued)***

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** | **Forward Foreign Currency Contracts — (continued)** |
| **Counterparty** | &nbsp;&nbsp; **Contract to**<br> **Deliver** | &nbsp;&nbsp; **Contract to**<br> **Deliver** | &nbsp;&nbsp; **In**<br> **Exchange For** | &nbsp;&nbsp; **In**<br> **Exchange For** | **Delivery**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>|
| Westpac Banking Corp. | GBP | &nbsp;&nbsp; 2408000 | USD | &nbsp;&nbsp; 3179427 | &nbsp;&nbsp; 05/07/2026 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(7653)<br>|
|  | USD | &nbsp;&nbsp; 36660 | CAD | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; — | &nbsp;&nbsp; (708)<br>|
|  | USD | &nbsp;&nbsp; 3179523 | GBP | &nbsp;&nbsp; 2408000 | &nbsp;&nbsp; 04/07/2026 | &nbsp;&nbsp; 7669 | &nbsp;&nbsp; — |
|  |  |  |  |  |  | &nbsp;&nbsp; 7669 | &nbsp;&nbsp; (8361)<br>|
| Unrealized Appreciation (Depreciation) |  |  |  |  |  | &nbsp;&nbsp; $960125 | &nbsp;&nbsp; $(320948)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| AUD—Australian Dollar |
| BRL—Brazilian Real |
| CAD—Canadian Dollar |
| CHF—Swiss Franc |
| CLP—Chilean Peso |
| CNY—Chinese Yuan |
| COP—Columbian Peso |
| CZK—Czech Koruna |
| DKK—Danish Krone |

---

---

| |
|:---|
| EUR—Euro Currency |
| GBP—British Pound |
| HUF—Hungarian Forint |
| ILS—Israeli New Sheqel |
| JPY—Japanese Yen |
| KRW—South Korean Won |
| MXN—Mexican Peso |
| MYR—Malaysian Ringgit |
| NOK—Norwegian Krone |

---

---

| |
|:---|
| NZD—New Zealand Dollar |
| PLN—Polish Zloty |
| RON—Romanian Leu |
| SEK—Swedish Krona |
| SGD—Singapore Dollar |
| THB—Thailand Baht |
| USD—United States Dollar |
| ZAR—South African Rand |

---

The following is a summary of the inputs used to value the Portfolio's net assets as of March 31, 2026 (see Note 1):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1 - Unadjusted** <br>**Quoted Prices**<br>| **Level 2 - Other** <br>**Observable Inputs**<br>| **Level 3 - Significant** <br>**Unobservable Inputs**<br>| **Total** |
| **ASSETS:** |  |  |  |  |
| <u>Investments at Value:\*</u> |  |  |  |  |
| Common Stocks: |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Aerospace/Defense | &nbsp;&nbsp; $1486157 | &nbsp;&nbsp; $1850531 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $3336688 |
| &nbsp;&nbsp;&nbsp; Agriculture | &nbsp;&nbsp; — | &nbsp;&nbsp; 1744434 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1744434 |
| &nbsp;&nbsp;&nbsp; Apparel | &nbsp;&nbsp; 805853 | &nbsp;&nbsp; 940001 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1745854 |
| &nbsp;&nbsp;&nbsp; Auto Manufacturers | &nbsp;&nbsp; 788110 | &nbsp;&nbsp; 816722 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1604832 |
| &nbsp;&nbsp;&nbsp; Banks | &nbsp;&nbsp; 4164981 | &nbsp;&nbsp; 2798346 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6963327 |
| &nbsp;&nbsp;&nbsp; Building Materials | &nbsp;&nbsp; 1008551 | &nbsp;&nbsp; 977009 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1985560 |
| &nbsp;&nbsp;&nbsp; Cosmetics/Personal Care | &nbsp;&nbsp; — | &nbsp;&nbsp; 1256904 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1256904 |
| &nbsp;&nbsp;&nbsp; Distribution/Wholesale | &nbsp;&nbsp; 1805033 | &nbsp;&nbsp; 1213844 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3018877 |
| &nbsp;&nbsp;&nbsp; Electric | &nbsp;&nbsp; — | &nbsp;&nbsp; 1213314 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1213314 |
| &nbsp;&nbsp;&nbsp; Home Furnishings | &nbsp;&nbsp; — | &nbsp;&nbsp; 754924 | &nbsp;&nbsp; — | &nbsp;&nbsp; 754924 |
| &nbsp;&nbsp;&nbsp; Insurance | &nbsp;&nbsp; 1705473 | &nbsp;&nbsp; 1478374 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3183847 |
| &nbsp;&nbsp;&nbsp; Internet | &nbsp;&nbsp; 16082863 | &nbsp;&nbsp; 2199420 | &nbsp;&nbsp; — | &nbsp;&nbsp; 18282283 |
| &nbsp;&nbsp;&nbsp; Lodging | &nbsp;&nbsp; — | &nbsp;&nbsp; 1080806 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1080806 |
| &nbsp;&nbsp;&nbsp; Machinery-Construction & Mining | &nbsp;&nbsp; — | &nbsp;&nbsp; 932156 | &nbsp;&nbsp; — | &nbsp;&nbsp; 932156 |
| &nbsp;&nbsp;&nbsp; Machinery-Diversified | &nbsp;&nbsp; 1216702 | &nbsp;&nbsp; 857764 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2074466 |
| &nbsp;&nbsp;&nbsp; Mining | &nbsp;&nbsp; — | &nbsp;&nbsp; 2793695 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2793695 |
| &nbsp;&nbsp;&nbsp; Miscellaneous Manufacturing | &nbsp;&nbsp; — | &nbsp;&nbsp; 1129501 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1129501 |
| &nbsp;&nbsp;&nbsp; Oil & Gas Services | &nbsp;&nbsp; — | &nbsp;&nbsp; 988013 | &nbsp;&nbsp; — | &nbsp;&nbsp; 988013 |
| &nbsp;&nbsp;&nbsp; Pharmaceuticals | &nbsp;&nbsp; 4648719 | &nbsp;&nbsp; 1383048 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6031767 |
| &nbsp;&nbsp;&nbsp; Real Estate | &nbsp;&nbsp; — | &nbsp;&nbsp; 1010825 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1010825 |
| &nbsp;&nbsp;&nbsp; Semiconductors | &nbsp;&nbsp; 7931268 | &nbsp;&nbsp; 7094263 | &nbsp;&nbsp; — | &nbsp;&nbsp; 15025531 |
| &nbsp;&nbsp;&nbsp; Telecommunications | &nbsp;&nbsp; 1258193 | &nbsp;&nbsp; 1813384 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3071577 |
| &nbsp;&nbsp;&nbsp; Other Industries | &nbsp;&nbsp; 22904014 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 22904014 |
| Corporate Bonds & Notes | &nbsp;&nbsp; — | &nbsp;&nbsp; 3196696 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3196696 |
| U.S. Government & Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 24174184 | &nbsp;&nbsp; — | &nbsp;&nbsp; 24174184 |
| Foreign Government Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 24036860 | &nbsp;&nbsp; — | &nbsp;&nbsp; 24036860 |
| Unaffiliated Investment Companies: |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Exchange-Traded Funds | &nbsp;&nbsp; 1192334 | &nbsp;&nbsp; 3834581 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5026915 |
| Short-Term Investments | &nbsp;&nbsp; — | &nbsp;&nbsp; 1929487 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1929487 |
| Repurchase Agreements | &nbsp;&nbsp; — | &nbsp;&nbsp; 2310000 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2310000 |
| **Total Investments at Value** | &nbsp;&nbsp; $66998251 | &nbsp;&nbsp; $95809086 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $162807337 |
| <u>Other Financial Instruments:</u><u>†</u> |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp; $92066 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $92066 |
| Forward Foreign Currency Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp; 960125 | &nbsp;&nbsp; — | &nbsp;&nbsp; 960125 |
| **Total Other Financial Instruments** | &nbsp;&nbsp; $92066 | &nbsp;&nbsp; $960125 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $1052191 |

---

------

**SunAmerica Series Trust SA Wellington Strategic Multi-Asset Portfolio**

**PORTFOLIO OF INVESTMENTS *— March 31, 2026— (unaudited) — (continued)***

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1 - Unadjusted**<br> **Quoted Prices**<br>| **Level 2 - Other**<br> **Observable Inputs**<br>| **Level 3 - Significant**<br> **Unobservable Inputs**<br>| **Total** |
| **LIABILITIES:** |  |  |  |  |
| <u>Other Financial Instruments:</u><u>†</u> |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp; $54371 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $54371 |
| Forward Foreign Currency Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp; 320948 | &nbsp;&nbsp; — | &nbsp;&nbsp; 320948 |
| **Total Other Financial Instruments** | &nbsp;&nbsp; $54371 | &nbsp;&nbsp; $320948 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $375319 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| \* | For a detailed presentation of investments, please refer to the Portfolio of Investments. |
| † | Amounts represent unrealized appreciation/depreciation as of the end of the reporting period. |

---

See Notes to Portfolio of Investments

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**NOTES TO PORTFOLIO OF INVESTMENTS *— March 31, 2026 — (unaudited)***

------

**Note 1 — Security Valuation**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; In accordance with the authoritative guidance on fair value measurements and disclosures under U.S. generally accepted accounting principles ("GAAP"), the Portfolios disclose the fair value of their investments in a hierarchy that prioritizes the inputs to valuation techniques used to measure the fair value. In accordance with GAAP, fair value is defined as the price that the Portfolios would receive upon selling an asset or transferring a liability in a timely transaction to an independent third party in the principal or most advantageous market. GAAP establishes a three-tier hierarchy to provide more transparency around the inputs used to measure fair value and to establish classification of fair value measurements for disclosure purposes. Inputs refer broadly to the assumptions that market participants would use in pricing the asset or liability, including assumptions about risk. Inputs may be observable or unobservable. Observable inputs are inputs that reflect the assumptions market participants would use in pricing the asset or liability developed based on market data obtained from sources independent of the reporting entity. Unobservable inputs are inputs that reflect the reporting entity's own assumptions about the assumptions market participants would use in pricing the asset or liability developed based on the best information available in the circumstances. The three-tiers are as follows:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Level 1 — Unadjusted quoted prices in active markets for identical securities

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Level 2 — Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, referenced indices, quoted prices in inactive markets, adjusted quoted prices in active markets, adjusted quoted prices on foreign equity securities that were adjusted in accordance with pricing procedures adopted by the Board of Trustees (the "Board")

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Level 3 — Significant unobservable inputs (includes inputs that reflect the Portfolios' own assumptions about the assumptions market participants would use in pricing the security, developed based on the best information available under the circumstances)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Changes in valuation techniques may result in transfers in or out of an investment's assigned Level within the hierarchy. The methodology used for valuing investments is not necessarily an indication of the risk associated with investing in those investments and the determination of the significance of a particular input to the fair value measurement in its entirety requires judgment and consideration of factors specific to each security.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, for example, the type of security, whether the security is recently issued and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The summary of the Portfolios' assets and liabilities classified in the fair value hierarchy as of March 31, 2026, is reported on a schedule at the end of each Portfolio's Portfolio of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Stocks are generally valued based upon closing sales prices reported on recognized securities exchanges on which the securities are principally traded and are generally categorized as Level 1. Stocks listed on the NASDAQ are valued using the NASDAQ Official Closing Price ("NOCP"). Generally, the NOCP will be the last sale price unless the reported trade for the stock is outside the range of the bid/ask price. In such cases, the NOCP will be normalized to the nearer of the bid or ask price. For listed securities having no sales reported and for unlisted securities, such securities will be valued based upon the last reported bid price.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;As of the close of regular trading on the New York Stock Exchange ("NYSE"), securities traded primarily on security exchanges outside the United States are valued at the last sale price on such exchanges on the day of valuation, or if there is no sale on the day of valuation, at the last-reported bid price. If a security's price is available from more than one exchange, the Portfolios use the exchange that is the primary market for the security. Such securities are generally categorized as Level 1. However, depending on the foreign market, closing prices may be up to 15 hours old when they are used to price a Portfolio's shares, and the Portfolio may determine that certain closing prices do not reflect the fair value of the security. This determination will be based on the review of a number of factors, including developments in foreign markets, the performance of U.S. securities markets, and the performance of instruments trading in U.S. markets that represent foreign securities and baskets of foreign securities. If a Portfolio determines that closing prices do not reflect the fair value of the securities, the Portfolio will adjust the previous closing prices in accordance with pricing procedures adopted by the Board to reflect what it believes to be the fair value of the securities as of the close of regular trading on the NYSE. The Portfolios may also fair value securities in other situations, for example, when a particular foreign market is closed but a Portfolio is open. For foreign equity securities, the Portfolios use an outside pricing service to provide it with closing market prices and information used for adjusting those prices, and when so adjusted, such securities are generally categorized as Level 2.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bonds, debentures, and other debt securities are valued at evaluated bid prices obtained for the day of valuation from an independent pricing service and are generally categorized as Level 2. The pricing services may use valuation models or matrix pricing which considers information with respect to comparable bond and note transactions, quotations from bond dealers, or by reference to other securities that are considered comparable in such characteristics as rating, interest rate, maturity date, option adjusted spread models, prepayments projections, interest rate spreads, and yield curves to determine current value. Typically, these securities are valued assuming orderly transactions of institutional round lot sizes, but a Portfolio may hold or, from time to time, transact in such securities in smaller, odd lot sizes in which case they may be fair valued in accordance with pricing procedures adopted by the Board.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Senior floating rate loans ("Loans") are valued at the average of available bids in the market for such Loans, as provided by an independent loan pricing service, and are generally categorized as Level 2.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments in registered investment companies that do not trade on an exchange are valued at the end of day net asset value per share. Investments in registered investment companies that trade on an exchange are valued at the last sales price or official closing price as of the close of the customary trading session on the exchange where the security is principally traded. Investments in registered investment companies are generally categorized as Level 1.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures contracts traded on national securities exchanges are valued at the quoted daily settlement price established by the exchange on which they trade reported by an independent pricing service, and are generally categorized as Level 1. Interest rate, credit default, inflation and currency swap agreements are valued utilizing quotes received daily

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**NOTES TO PORTFOLIO OF INVESTMENTS *— March 31, 2026 — (unaudited) — (continued)***

------

by independent pricing services, which are derived using daily swap curves and models that incorporate market data and discounted cash flows and are generally categorized as Level 2. Total return and contracts for difference swap agreements are valued utilizing quotes received daily by independent pricing services, which are derived using models that incorporate market trades and fair value of the underlying reference instrument and are generally categorized as Level 2. Option contracts traded on national securities exchanges are valued at the mean of the last bid and ask price reported by an independent pricing service as of the close of the exchange on which they are traded, and are generally categorized as Level 1. Option contracts traded in the over-the-counter ("OTC") market are valued at the mid valuation provided by an independent pricing service, and are generally categorized as Level 2. Forward foreign currency contracts ("forward contracts") are valued at the 4:00 p.m. Eastern Time forward rate and are generally categorized as Level 2.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Other securities are valued on the basis of last sale or bid price (if a last sale price is not available) which is, in the opinion of SunAmerica Asset Management, LLC ("SAAMCo" or the "Adviser"), the broadest and most representative market, that may be either a securities exchange or OTC market, and are generally categorized as Level 1 or Level 2. Securities for which market quotations are not readily available or the values of which may be significantly impacted by the occurrence of developments or significant events are generally categorized as Level 3. Because there is no single standard for making fair value determinations, the Portfolios' fair determinations may vary from fair value determinations made by other funds for the same securities.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The Board must determine fair value in good faith for portfolio holdings for which market quotations are not readily available or are unreliable. The Board has designated SAAMCo as the valuation designee ("Valuation Designee") to perform the fair valuation determinations relating to any or all portfolio investments. SAAMCo, as the Valuation Designee, has adopted policies and procedures and has established a pricing review committee to determine the fair value of the designated portfolio holdings on its behalf.

**Note 2 — Repurchase Agreements**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;As of March 31, 2026, the following Portfolios held an undivided interest in the joint repurchase agreement with Bank of America Securities LLC:

---

| | | |
|:---|:---|:---|
| **Portfolio** | **Percentage** <br>**Ownership**<br>| **Principal** <br>**Amount**<br>|
| SA Wellington Capital Appreciation Portfolio | 69.58<br> %<br>| &nbsp;&nbsp; $9160000 |
| SA Wellington Strategic Multi-Asset Portfolio | 3.42 | &nbsp;&nbsp; 450000 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;As of such date, the repurchase agreement in that joint account and the collateral thereof were as follows:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of America Securities LLC, dated March 31, 2026, bearing interest at a rate of 3.65% per annum, with a principal amount of 13,165,000, a repurchase price of $13,166,335, and a maturity date April 01, 2026. The repurchase agreement is collateralized by the following:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Type of Collateral** | **Interest** <br>**Rate**<br>| **Maturity** <br>**Date**<br>| **Principal** <br>**Amount**<br>| **Value** |
| U.S. Treasury Bonds | 4.88<br> %<br>| &nbsp;&nbsp; 08/15/2045 | &nbsp;&nbsp; $13362000 | &nbsp;&nbsp; $13390779 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;As of March 31, 2026, the following Portfolios held an undivided interest in the joint repurchase agreement with Barclays Capital, Inc.:

---

| | | |
|:---|:---|:---|
| **Portfolio** | **Percentage** <br>**Ownership**<br>| **Principal** <br>**Amount**<br>|
| SA Wellington Capital Appreciation Portfolio | 69.61<br> %<br>| &nbsp;&nbsp; $9745000 |
| SA Wellington Strategic Multi-Asset Portfolio | 3.46 | &nbsp;&nbsp; 485000 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;As of such date, the repurchase agreement in that joint account and the collateral thereof were as follows:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Barclays Capital, Inc., dated March 31, 2026, bearing interest at a rate of 3.66% per annum, with a principal amount of $14,000,000, a repurchase price of $14,001,423, and a maturity date of April 1, 2026. The repurchase agreement is collateralized by the following:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Type of Collateral** | **Interest** <br>**Rate**<br>| **Maturity** <br>**Date**<br>| **Principal** <br>**Amount**<br>| **Value** |
| U.S. Treasury Notes | 4.13<br> %<br>| &nbsp;&nbsp; 05/31/2032 | &nbsp;&nbsp; $14072000 | &nbsp;&nbsp; $14283044 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;As of March 31, 2026, the following Portfolios held an undivided interest in the joint repurchase agreement with BNP Paribas SA:

---

| | | |
|:---|:---|:---|
| **Portfolio** | **Percentage** <br>**Ownership**<br>| **Principal** <br>**Amount**<br>|
| SA Wellington Capital Appreciation Portfolio | 69.57<br> %<br>| &nbsp;&nbsp; $9740000 |
| SA Wellington Strategic Multi-Asset Portfolio | 3.39 | &nbsp;&nbsp; 475000 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;As of such date, the repurchase agreement in that joint account and the collateral thereof were as follows:

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**NOTES TO PORTFOLIO OF INVESTMENTS *— March 31, 2026 — (unaudited) — (continued)***

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BNP Paribas SA, dated March 31, 2026, bearing interest at a rate of 3.66% per annum, with a principal amount of $14,000,000, a repurchase price of $14,001,423, and a maturity date of April 1, 2026. The repurchase agreement is collateralized by the following:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Type of Collateral** | **Interest** <br>**Rate**<br>| **Maturity** <br>**Date**<br>| **Principal** <br>**Amount**<br>| **Value** |
| U.S. Treasury Bonds | 3.88<br> %<br>| &nbsp;&nbsp; 02/15/2043 | &nbsp;&nbsp; $16050200 | &nbsp;&nbsp; $14329390 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;As of March 31, 2026, the following Portfolios held an undivided interest in the joint repurchase agreement with Deutsche Bank AG:

---

| | | |
|:---|:---|:---|
| **Portfolio** | **Percentage** <br>**Ownership**<br>| **Principal** <br>**Amount**<br>|
| SA Wellington Capital Appreciation Portfolio | 69.58<br> %<br>| &nbsp;&nbsp; $9160000 |
| SA Wellington Strategic Multi-Asset Portfolio | 3.42 | &nbsp;&nbsp; 450000 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;As of such date, the repurchase agreement in that joint account and the collateral thereof were as follows:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank AG, dated March 31, 2026, bearing interest at a rate of 3.66% per annum, with a principal amount of $13,165,000, a repurchase price of $13,166,338, and a maturity date of April 1, 2026. The repurchase agreement is collateralized by the following:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Type of Collateral** | **Interest** <br>**Rate**<br>| **Maturity** <br>**Date**<br>| **Principal** <br>**Amount**<br>| **Value** |
| U.S. Treasury Notes | 4.25<br> %<br>| &nbsp;&nbsp; 02/28/2029 | &nbsp;&nbsp; $13280000 | &nbsp;&nbsp; $13470178 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;As of March 31, 2026, the following Portfolios held an undivided interest in the joint repurchase agreement with RBS Securities, Inc.:

---

| | | |
|:---|:---|:---|
| **Portfolio** | **Percentage** <br>**Ownership**<br>| **Principal** <br>**Amount**<br>|
| SA Wellington Capital Appreciation Portfolio | 69.58<br> %<br>| &nbsp;&nbsp; $9160000 |
| SA Wellington Strategic Multi-Asset Portfolio | 3.42 | &nbsp;&nbsp; 450000 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;As of such date, the repurchase agreement in that joint account and the collateral thereof were as follows:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RBS Securities, Inc., dated March 31, 2026, bearing interest at a rate of 3.64% per annum, with a principal amount of $13,165,000 a repurchase price of $13,166,331, and a maturity date of April 1, 2026. The repurchase agreement is collateralized by the following:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Type of Collateral** | **Interest** <br>**Rate**<br>| **Maturity** <br>**Date**<br>| **Principal** <br>**Amount**<br>| **Value** |
| U.S. Treasury Notes | 3.88<br> %<br>| &nbsp;&nbsp; 08/15/2034 | &nbsp;&nbsp; $13745000 | &nbsp;&nbsp; $13441813 |

---

**Note 3 — Derivative Instruments**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Forward Foreign Currency Contracts**: A forward contract is an agreement between two parties to buy or sell currency at a set price on a future date. The market value of the contract will fluctuate with changes in currency exchange rates. The contract is marked-to-market daily using the forward rate and the cumulative change in market value is recorded by a Portfolio as unrealized appreciation or depreciation. On the settlement date, a Portfolio records either realized gains or losses equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Risks to a Portfolio of entering into forward contracts include counterparty risk, market risk and illiquidity risk. Counterparty risk arises upon entering into these contracts from the potential inability of counterparties to meet the terms of their contracts. If the counterparty defaults, a Portfolio's loss will generally consist of the net amount of contractual payments that the Portfolio has not yet received though the Portfolio's maximum exposure due to counterparty risk could extend to the notional amount of the contract. Market risk is the risk that the value of the forward contract will depreciate due to unfavorable changes in the exchange rates. These contracts may involve market risk in excess of the unrealized appreciation or depreciation reported on the Portfolio of Investments. Illiquidity risk arises because the secondary market for forwards may have less liquidity relative to markets for other securities. Currency transactions are also subject to risks different from those of other portfolio transactions. Because currency control is of great importance to the issuing governments and influences economic planning and policy, purchases and sales of currency and related instruments can be adversely affected by government exchange controls, limitations or restrictions on repatriation of currency, and manipulations or exchange restrictions imposed by governments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts outstanding at the end of the period, if any, are reported on a schedule at the end of each Portfolio's Portfolio of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Futures:** A futures contract is an agreement between two parties to buy and sell a financial instrument at a set price on a future date. Upon entering into a futures transaction, a Portfolio will be required to segregate an initial margin payment of cash or other liquid securities with the futures commission merchant (the "broker"). Subsequent payments are made or received by the Portfolio as a result of changes in the value of the contract and/or changes in the value of the initial margin requirement. When a contract is closed, the Portfolios record a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**NOTES TO PORTFOLIO OF INVESTMENTS *— March 31, 2026 — (unaudited) — (continued)***

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The primary risk to a Portfolio of entering into futures contracts is market risk. Market risk is the risk that there will be an unfavorable change in the interest rate, value or currency rate of the underlying security or securities. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin. There may also be trading restrictions or limitations imposed by an exchange, and government regulations may restrict trading in futures contracts. While a Portfolio will generally only purchase exchange-traded futures, due to market conditions, there may not always be a liquid secondary market for a futures contract and, as a result, the Portfolio may be unable to close out its futures contracts at a time which is advantageous. In addition, if a Portfolio has insufficient cash to meet margin requirements, the Portfolio may need to sell other investments, including at disadvantageous times. There is generally minimal counterparty risk to a Portfolio since the futures contracts are generally exchange-traded.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures contracts outstanding at the end of the period, if any, are reported on a schedule at the end of each Portfolio's Portfolio of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Master Agreements:** Certain Portfolios that hold derivative instruments and other financial instruments may be a party to ISDA (International Swaps and Derivatives Association, Inc.) Master Agreements or similar agreements ("Master Agreements") with certain counterparties that govern such instruments. Master Agreements may contain provisions regarding, among other things, the parties' general obligations, representations, agreements, collateral requirements, events of default and early termination. Collateral can be in the form of cash or securities as agreed to by a Portfolio and applicable counterparty. Collateral requirements are generally determined based on a Portfolio's net position with each counterparty. Master Agreements may also include certain provisions that require a Portfolio to post additional collateral upon the occurrence of certain events, such as when a Portfolio's net assets fall below a specified level. In addition, Master Agreements typically specify certain standard termination events, such as failure of a party to pay or deliver, credit support defaults and other events of default. Termination events applicable to a Portfolio may also occur upon a decline in a Portfolio's net assets below a specified level over a certain period of time. Additional termination events applicable to counterparties may occur upon a decline in a counterparty's long-term and short-term credit ratings below a specified level, or upon a decline in the ratings of a counterparty's credit support provider. Upon the occurrence of a termination event, the other party may elect to terminate early and cause settlement of all instruments outstanding pursuant to a particular Master Agreement, including the payment of any losses and costs resulting from such early termination, as reasonably determined by the terminating party. Any decision by one or more of a Portfolio's counterparties to elect early termination could cause the Portfolio to accelerate the payment of liabilities, which settlement amounts could be in excess of the amount of assets that are already posted as collateral. Typically, the Master Agreement will permit a single net payment in the event of default. Note, however, that bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy, insolvency or other events. As a result, the early termination with respect to derivative instruments subject to Master Agreements that are in a net liability position could be material to a Portfolio's financial statements.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The following table represents the Portfolio's objectives for using derivative instruments for the period ended March 31, 2026:

---

| | | |
|:---|:---|:---|
|  | **Objectives for Using Derivatives** | **Objectives for Using Derivatives** |
| **Portfolio** | **Futures** <br>**Contracts** <br>| **Forward** <br>**Foreign** <br>**Currency** <br>**Contracts**<br>|
| SA Goldman Sachs Government and Quality Bond | &nbsp;&nbsp; 1 | &nbsp;&nbsp; - |
| SA Wellington Strategic Multi-Asset | &nbsp;&nbsp; 1 | &nbsp;&nbsp; 2 |

---

------

(1) <br>

To manage interest rate risk and the duration of the portfolio.

(2) <br>

To manage foreign currency exchange rate risk.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Additional information is available in the Trust's Annual and Semiannual financial statements which may be obtained without charge from the EDGAR database on the Securities and Exchange Commission's website at www.sec.gov.

------

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** SUNAMERICA SERIES TRUST

- **b. Investment Company Act file number:** 811-07238

- **c. CIK number of Registrant:** 0000892538

- **d. LEI of Registrant:** 549300YDIAXUNCUXFM44

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 5300 Memorial Drive

  - **City:** Houston

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 77007

  - **Telephone number:** 800-858-8850

**Item A.2. Information about the Series.**

- **a. Name of Series:** SA Wellington Strategic Multi-Asset Portfolio

- **b. EDGAR series identifier (if any):** S000072729

- **c. LEI of Series:** 549300RL7KOTSEEMNY12

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $164685719.41

**Total Liabilities:** $560434.68

**Net Assets:** $164125284.73

**Cash Not Reported:** $141047.31

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -18.26000000 | **1-Year:** -259.99000000 | **5-Year:** -207.58000000 | **10-Year:** -347.57000000 | **30-Year:** -288.92000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -1.43000000 | **1-Year:** -71.50000000 | **5-Year:** -115.04000000 | **10-Year:** -68.33000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000229214 | 2.37%                | 0.46%                | -6.00%               |
| Class ID C000229215 | 2.39%                | 0.37%                | -5.96%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2292151.67              | $2179861.22                                |
| Month 2  | $1422813.22              | $-716207.57                                |
| Month 3  | $1214029.49              | $-12761801.14                              |

**Designated Index Information**

- **Index Name:** 65%ACWI,35%WGBI($Hdg)

- **Index Identifier:** 65% MXWD, 35% SBWGU

### Schedule of Portfolio Investments

| Name                                             | Title                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T INC                                         | AT&T Inc                                                   | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76229.80     | 0.05%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                     | Alphabet Inc                                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     16658 | NS      | $4778513.88   | 2.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                   | Amazon.com Inc                                             | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     22755 | NS      | $4739183.85   | 2.89%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                        | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75474.09     | 0.05%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                  | BAE Systems PLC                                            | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     32635 | NS      | $949971.86    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                     | British American Tobacco PLC                               | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     29947 | NS      | $1744433.89   | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                              | American Tower Corp                                        | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      5945 | NS      | $1025988.10   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                  | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50732.73     | 0.03%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                              | Elevance Health Inc                                        | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      2484 | NS      | $727191.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                        | Apple Inc                                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     12093 | NS      | $3069082.47   | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                        | Argenx SE                                                  | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      1267 | NS      | $925226.75    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                                | Atmos Energy Corp                                          | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      7308 | NS      | $1349933.76   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| BofA Securities, Inc.                            | BANK OF AMERICA MASTER NOTE                                | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |    450000 | PA      | $450000.00    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                       | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115499.96    | 0.07%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                           | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175231.51    | 0.11%             | 2028-06-09      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Barclays De Zoete Wedd, Inc.                     | BARCLAYS CAPITAL REPO                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    485000 | PA      | $485000.00    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                           | Berkshire Hathaway Inc                                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      3559 | NS      | $1705472.80   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                    | Boeing Co/The                                              | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      7467 | NS      | $1486157.01   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                  | AstraZeneca PLC                                            | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      7081 | NS      | $1383047.43   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                     | Broadcom Inc                                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      4601 | NS      | $1424055.51   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp               | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $58024.50     | 0.04%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                          | Canada Government Bonds                                    | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    311000 | PA      | $142855.22    | 0.09%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                          | Canada Government Bonds                                    | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    902000 | PA      | $641858.82    | 0.39%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                          | Canada Government Bonds                                    | CUSIP: 135087T53<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    376000 | PA      | $265548.82    | 0.16%             | 2035-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                           | Canadian Imperial Bank of Commerce                         | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $125048.81    | 0.08%             | 2027-09-11      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                  | Cemex SAB de CV                                            | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |     88160 | NS      | $1008550.40   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                     | Citizens Financial Group Inc                               | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     19855 | NS      | $1190704.35   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                                | Clean Harbors Inc                                          | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      4329 | NS      | $1241254.17   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                         | Columbia Pipelines Holding Co LLC                          | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50227.06     | 0.03%             | 2026-08-15      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                          | John Deere Capital Corp                                    | CUSIP: 24422EWX3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50054.37     | 0.03%             | 2026-06-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                     | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115905.28    | 0.07%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                   | DEUTSCHE REPO                                              | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | RA               | CORP              | US        |    450000 | PA      | $450000.00    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                               | Walt Disney Co/The                                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     12196 | NS      | $1175450.48   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                     | DoorDash Inc                                               | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      8088 | NS      | $1214413.20   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Bank NA                              | PURCHASED USD / SOLD JPY                                   | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |         1 | NC      | $9099.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                              | PURCHASED USD / SOLD JPY                                   | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |         1 | NC      | $15405.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED BRL / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |         1 | NC      | $-44.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $3008.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED KRW / SOLD USD                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |         1 | NC      | $-7169.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD KRW                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $27408.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |         1 | NC      | $-2115.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED PLN / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PL        |         1 | NC      | $-1171.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |         1 | NC      | $-4198.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD THB                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $1075.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED SEK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |         1 | NC      | $-808.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | GB        |         1 | NC      | $-1184.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED PLN / SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PL        |         1 | NC      | $-599.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $676.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $712.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED CZK / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CZ        |         1 | NC      | $-557.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED NOK / SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $-752.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD SEK                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $2536.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED KRW / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |         1 | NC      | $-1953.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED CAD / SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |         1 | NC      | $-661.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED JPY / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |         1 | NC      | $-392.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD CAD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $19341.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED CAD / SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |         1 | NC      | $-1589.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED COP / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CO        |         1 | NC      | $10.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD SEK                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $1704.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD HUF                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $3723.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |         1 | NC      | $-439.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $24757.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED JPY / SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-2544.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |         1 | NC      | $-1996.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD JPY                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $65204.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD CHF                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $3697.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD ILS                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $155.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD NOK                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $687.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED JPY / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |         1 | NC      | $-738.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CAD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $703.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD CHF                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $3948.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |         1 | NC      | $-2128.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NOK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |         1 | NC      | $-633.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $-1667.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD CHF                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $23637.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |         1 | NC      | $-1191.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $3797.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD JPY                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $1716.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $804.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $-1028.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD DKK                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $2269.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CZK                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $9808.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD PLN                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $7040.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED ZAR / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |         1 | NC      | $-890.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |         1 | NC      | $-1728.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD SEK                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $4295.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $69250.71     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NOK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |         1 | NC      | $-134.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD NOK                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $828.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD MYR                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $7122.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD AUD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $27317.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $304129.97    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $-7492.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD SGD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $1938.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                   | PURCHASED NZD / SOLD USD                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | NZ        |         1 | NC      | $-11274.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                   | PURCHASED USD / SOLD NZD                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | US        |         1 | NC      | $48237.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $-870.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $708.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED CAD / SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |         1 | NC      | $-783.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $684.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CHF                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $3104.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD SEK                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $1430.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD JPY                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $571.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $392.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $1242.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED CZK / SOLD USD                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CZ        |         1 | NC      | $-1328.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $-1295.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NOK / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |         1 | NC      | $-384.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CZK                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $317.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $423.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED CHF / SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CH        |         1 | NC      | $-976.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED ILS / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | IL        |         1 | NC      | $-505.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $744.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $1262.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED CHF / SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CH        |         1 | NC      | $-2705.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CZK                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $411.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                              | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | GB        |         1 | NC      | $-1976.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED HUF / SOLD USD                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | HU        |         1 | NC      | $-1135.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD PLN                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $491.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |         1 | NC      | $-564.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $637.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CHF / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |         1 | NC      | $-1947.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD CNY                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $3737.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD AUD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $2050.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $988.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CAD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $674.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD NOK                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $1473.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $1361.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $-1178.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD AUD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $2401.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $621.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED CZK / SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |         1 | NC      | $-885.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED JPY / SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-267.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NOK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |         1 | NC      | $-327.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |         1 | NC      | $-3558.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SEK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |         1 | NC      | $-2499.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD AUD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $1868.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED CHF / SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CH        |         1 | NC      | $-2648.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $1242.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD SEK                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $1248.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED SGD / SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $-126.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CZK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CZ        |         1 | NC      | $-305.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |         1 | NC      | $-279.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CHF                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $786.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |         1 | NC      | $-623.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED CZK / SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |         1 | NC      | $-212.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $-130.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CHF / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |         1 | NC      | $-2066.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $-32.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED KRW / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |         1 | NC      | $-351.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $-268.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED SEK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |         1 | NC      | $-1306.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NOK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |         1 | NC      | $115.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |         1 | NC      | $-368.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED AUD / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |         1 | NC      | $-1079.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |         1 | NC      | $-103.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD NZD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $1745.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD JPY                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $699.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CHF / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |         1 | NC      | $-2108.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED AUD / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |         1 | NC      | $-1175.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $-437.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |         1 | NC      | $-149.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED PLN / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |         1 | NC      | $-14.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |         1 | NC      | $-391.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD NOK                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $447.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $-475.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD AUD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $544.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CAD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $732.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD NOK                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-109.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED AUD / SOLD USD                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |         1 | NC      | $-1289.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $-744.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |         1 | NC      | $-978.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $524.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED CHF / SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |         1 | NC      | $-2106.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NOK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |         1 | NC      | $35.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED KRW / SOLD USD                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |         1 | NC      | $-1795.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |         1 | NC      | $-532.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD CHF                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $2355.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED SEK / SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | SE        |         1 | NC      | $-904.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CZK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CZ        |         1 | NC      | $-225.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |         1 | NC      | $-546.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED PLN / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |         1 | NC      | $-112.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED AUD / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |         1 | NC      | $-1124.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $335.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |         1 | NC      | $-393.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $224.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED JPY / SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |         1 | NC      | $-397.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | GB        |         1 | NC      | $-365.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD ZAR                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $502.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD NZD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $1008.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $286.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD SEK                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $562.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CHF / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |         1 | NC      | $-2082.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD JPY                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $859.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $810.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD SEK                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $516.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD KRW                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $1191.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                            | PURCHASED CAD / SOLD USD                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | CA        |         1 | NC      | $-707.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD NZD                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $1095.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $-381.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD BRL                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-228.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD NOK                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $12.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD NZD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $1093.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED CAD / SOLD USD                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | CA        |         1 | NC      | $-781.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $241.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $417.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $-323.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $-108.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD CHF                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $2245.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |         1 | NC      | $-380.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $161.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $-295.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED KRW / SOLD USD                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |         1 | NC      | $-790.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |         1 | NC      | $-12.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $487.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CAD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |         1 | NC      | $-2037.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CZK                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $123.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CHF                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $2393.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |         1 | NC      | $-313.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $-354.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $404.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD KRW                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $951.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED AUD / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |         1 | NC      | $-1457.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $-965.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CZK                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $104.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED JPY / SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |         1 | NC      | $-616.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED AUD / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |         1 | NC      | $-1364.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED HUF / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |         1 | NC      | $432.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED CHF / SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |         1 | NC      | $-2730.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $1063.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CAD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $833.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED CHF / SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CH        |         1 | NC      | $-2800.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |         1 | NC      | $-1078.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CAD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $1429.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $-148.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $-263.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED KRW / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |         1 | NC      | $-675.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SEK                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $2095.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD AUD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $2482.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $210.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NZD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |         1 | NC      | $-2045.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $70.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |         1 | NC      | $-1522.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $73.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $102.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED CAD / SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |         1 | NC      | $-595.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |         1 | NC      | $-960.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $-357.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD ZAR                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $95.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $62.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD SEK                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $937.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD ZAR                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $276.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CZK                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $181.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD PLN                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $52.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED CZK / SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |         1 | NC      | $-84.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $-47.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $421.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $14.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $183.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD NZD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $2547.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $-56.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $94.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED THB / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |         1 | NC      | $-376.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD NZD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $1224.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |         1 | NC      | $-208.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |         1 | NC      | $-242.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $352.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED ZAR / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |         1 | NC      | $-498.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED ZAR / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |         1 | NC      | $-1132.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $547.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $641.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD SEK                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $1166.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |         1 | NC      | $-1263.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CHF                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $1219.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED NZD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |         1 | NC      | $-1892.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD JPY                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $361.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $337.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $659.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED NOK / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |         1 | NC      | $-646.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD SEK                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $2884.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD KRW                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $1071.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NOK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |         1 | NC      | $-260.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD HUF                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-57.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $-259.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |         1 | NC      | $-1164.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED JPY / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |         1 | NC      | $-130.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD HUF                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-60.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |         1 | NC      | $-228.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD SGD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $525.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NZD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |         1 | NC      | $-1157.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CZK                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $124.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD HUF                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-43.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD BRL                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-5.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CZK                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $80.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SGD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $162.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MX        |         1 | NC      | $-411.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED SEK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |         1 | NC      | $-538.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD THB                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $519.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CHF / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |         1 | NC      | $-1879.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $189.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |         1 | NC      | $-541.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $477.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CZK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CZ        |         1 | NC      | $-35.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SGD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $167.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-298.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-6.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CZK                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $71.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | MX        |         1 | NC      | $-188.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-507.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-257.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD RON                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-148.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $175.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD NZD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $2538.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD CAD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $1415.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD NOK                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-138.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD RON                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-124.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CZK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CZ        |         1 | NC      | $111.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED AUD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |         1 | NC      | $-1100.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $356.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |         1 | NC      | $-528.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $487.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD AUD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $2218.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-42.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-27.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |         1 | NC      | $332.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED CHF / SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |         1 | NC      | $-1023.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-269.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CZK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CZ        |         1 | NC      | $126.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NZD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |         1 | NC      | $-952.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |         1 | NC      | $-60.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED SGD / SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $-147.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-668.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD ZAR                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $68.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NZD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |         1 | NC      | $-450.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |         1 | NC      | $-139.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED CAD / SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |         1 | NC      | $-434.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-270.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $94.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |         1 | NC      | $-1.59        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED ZAR / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |         1 | NC      | $-1.41        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD SGD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $123.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $328.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-91.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED BRL / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |         1 | NC      | $311.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD PLN                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-29.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED HUF / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |         1 | NC      | $293.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED CZK / SOLD USD                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CZ        |         1 | NC      | $57.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD KRW                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $528.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |         1 | NC      | $-99.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $402.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |         1 | NC      | $-242.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |         1 | NC      | $-21.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |         1 | NC      | $-8.18        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED KRW / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |         1 | NC      | $-1034.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-246.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD NZD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $531.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $202.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD NZD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $604.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $-608.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED THB / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |         1 | NC      | $-186.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-668.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD PLN                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-101.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $152.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD JPY                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-63.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $128.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $181.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED THB / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |         1 | NC      | $-207.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD CAD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $1627.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $110.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-26.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |         1 | NC      | $-177.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED KRW / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |         1 | NC      | $-3163.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED NZD / SOLD USD                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NZ        |         1 | NC      | $-606.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CAD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $-580.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED NZD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |         1 | NC      | $-1763.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $236.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED SEK / SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | SE        |         1 | NC      | $-250.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $390.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED CHF / SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CH        |         1 | NC      | $-481.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $240.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD NZD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $1095.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-509.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-600.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD AUD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $2000.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-58.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD PLN                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $98.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD CAD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $585.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CZK                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $40.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD PLN                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $86.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CZK                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $7.58         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED CHF / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CH        |         1 | NC      | $-1395.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED KRW / SOLD USD                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |         1 | NC      | $-107.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CZK                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-27.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD NOK                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $694.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $534.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $501.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $127.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD SEK                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $1106.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD NZD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $1236.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD KRW                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $49.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-248.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |         1 | NC      | $112.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD JPY                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $156.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-80.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED CZK / SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CZ        |         1 | NC      | $29.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $21.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED AUD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |         1 | NC      | $-558.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $261.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED JPY / SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |         1 | NC      | $-89.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $-335.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD JPY                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $250.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NZD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |         1 | NC      | $-1537.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |         1 | NC      | $-131.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED CZK / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CZ        |         1 | NC      | $-146.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $187.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED CAD / SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |         1 | NC      | $-493.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |         1 | NC      | $-65.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED KRW / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |         1 | NC      | $-629.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $-208.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED SEK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |         1 | NC      | $-240.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED SEK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |         1 | NC      | $-412.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $600.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $624.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED AUD / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |         1 | NC      | $-1707.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |         1 | NC      | $-279.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SEK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |         1 | NC      | $-266.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED NZD / SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |         1 | NC      | $-1093.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | GB        |         1 | NC      | $-138.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CHF / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |         1 | NC      | $-332.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED ILS / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | IL        |         1 | NC      | $-198.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $-413.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CAD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $-481.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $435.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SEK                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $821.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $243.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD JPY                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $278.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD JPY                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $654.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED NOK / SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | NO        |         1 | NC      | $-1802.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED SGD / SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SG        |         1 | NC      | $-294.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED BRL / SOLD USD                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |         1 | NC      | $165.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |         1 | NC      | $-1168.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED JPY / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |         1 | NC      | $-211.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CAD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |         1 | NC      | $-239.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED JPY / SOLD USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | JP        |         1 | NC      | $25.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD PLN                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $20.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED BRL / SOLD USD                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |         1 | NC      | $340.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $87.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $615.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD NZD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $2382.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $140.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-50.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD CAD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $775.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $32.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD NZD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $1439.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD RON                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $10.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED SEK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |         1 | NC      | $-232.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CZK                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $92.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CZK                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $55.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | GB        |         1 | NC      | $-118.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-21.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED NZD / SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |         1 | NC      | $-1312.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED CZK / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CZ        |         1 | NC      | $-130.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED PLN / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |         1 | NC      | $-165.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED PLN / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |         1 | NC      | $-195.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $-15.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $47.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD SEK                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $276.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD JPY                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $86.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CZK                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $261.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD KRW                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $729.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CHF                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $766.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD PLN                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $232.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD HUF                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-59.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD CAD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $471.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $-85.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED AUD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |         1 | NC      | $-1125.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED KRW / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | KR        |         1 | NC      | $-305.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $400.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED NOK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |         1 | NC      | $-6.38        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED NOK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |         1 | NC      | $232.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-676.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED CZK / SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |         1 | NC      | $82.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED PLN / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |         1 | NC      | $53.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CHF / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |         1 | NC      | $-1180.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CLP                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $144.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |         1 | NC      | $-54.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD THB                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $169.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD THB                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $193.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD THB                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $210.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |         1 | NC      | $-27.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NOK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |         1 | NC      | $222.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CAD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $-523.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD BRL                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-228.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD CLP                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $141.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD JPY                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $153.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED USD / SOLD THB                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $424.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD HUF                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-31.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                   | PURCHASED SGD / SOLD USD                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | SG        |         1 | NC      | $-580.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD HUF                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-49.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED THB / SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $-330.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED HUF / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |         1 | NC      | $86.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED HUF / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |         1 | NC      | $131.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD AUD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $635.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $104.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD AUD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $568.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $399.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SEK                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $484.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD NOK                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-99.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $219.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $165.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD SEK                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $419.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD NZD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $772.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD SEK                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $363.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NZD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |         1 | NC      | $-1191.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $-94.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD NOK                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-83.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED AUD / SOLD USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | AU        |         1 | NC      | $-653.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CZK                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $64.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $-33.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD KRW                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $419.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $459.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $442.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $269.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED BRL / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | BR        |         1 | NC      | $330.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD BRL                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-326.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED CLP / SOLD USD                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CL        |         1 | NC      | $-450.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SEK                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $498.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                              | PURCHASED AUD / SOLD USD                                   | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | AU        |         1 | NC      | $-377.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED HUF / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |         1 | NC      | $75.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED PLN / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PL        |         1 | NC      | $-106.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CZK                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $185.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED KRW / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |         1 | NC      | $-933.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD THB                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $156.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CZK                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $55.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD BRL                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-137.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |         1 | NC      | $-659.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $-179.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD PLN                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $53.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | MX        |         1 | NC      | $-240.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED PLN / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |         1 | NC      | $-99.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $150.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CAD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |         1 | NC      | $-141.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED AUD / SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |         1 | NC      | $-11.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED SEK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |         1 | NC      | $-84.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD PLN                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $58.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED THB / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |         1 | NC      | $-3.72        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD BRL                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-211.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED BRL / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |         1 | NC      | $209.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SEK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |         1 | NC      | $-748.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |         1 | NC      | $-376.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $-15.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD PLN                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $19.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED AUD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |         1 | NC      | $-43.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED THB / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |         1 | NC      | $-27.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $62.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED SEK / SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | SE        |         1 | NC      | $-287.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $49.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $10.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED SEK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |         1 | NC      | $-106.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $28.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED AUD / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |         1 | NC      | $124.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $65.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NZD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |         1 | NC      | $-313.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |         1 | NC      | $157.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |         1 | NC      | $570.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD SGD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-16.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |         1 | NC      | $104.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-233.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD NOK                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-191.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-225.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $206.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-87.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |         1 | NC      | $46.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-242.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED THB / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |         1 | NC      | $-129.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |         1 | NC      | $278.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-401.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-212.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |         1 | NC      | $255.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NOK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |         1 | NC      | $426.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-273.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CHF / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |         1 | NC      | $-324.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |         1 | NC      | $511.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |         1 | NC      | $-138.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |         1 | NC      | $-39.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SEK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |         1 | NC      | $-77.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED JPY / SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |         1 | NC      | $1595.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED SEK / SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-87.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |         1 | NC      | $65.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD NOK                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-269.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SEK                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $131.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD ZAR                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-224.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $401.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CAD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $301.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD NZD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $397.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD KRW                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $36.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD AUD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-272.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED JPY / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |         1 | NC      | $249.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD SGD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-47.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-436.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED PLN / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |         1 | NC      | $72.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CZK                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-65.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NZD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |         1 | NC      | $26.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CAD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $-170.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED AUD / SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | AU        |         1 | NC      | $349.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |         1 | NC      | $404.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |         1 | NC      | $-60.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $-99.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED SEK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |         1 | NC      | $-24.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |         1 | NC      | $125.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD ZAR                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-188.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED CZK / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CZ        |         1 | NC      | $82.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED PLN / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |         1 | NC      | $59.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-293.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD JPY                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-145.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CAD / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |         1 | NC      | $57.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-57.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED PLN / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |         1 | NC      | $118.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD COP                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $0.40         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED COP / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CO        |         1 | NC      | $-0.51        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED CHF / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |         1 | NC      | $33.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $138.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CHF                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-33.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED AUD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |         1 | NC      | $239.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NZD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |         1 | NC      | $101.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CNY / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |         1 | NC      | $734.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD CNY                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-651.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED DKK / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | DK        |         1 | NC      | $461.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD DKK                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-461.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NZD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |         1 | NC      | $128.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-161.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED MYR / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MY        |         1 | NC      | $-741.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD MYR                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $792.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED CZK / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CZ        |         1 | NC      | $1175.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CZK                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-1173.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD HUF                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1614.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED HUF / SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |         1 | NC      | $1635.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CZK / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |         1 | NC      | $111.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED USD / SOLD NZD                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-2144.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED NZD / SOLD USD                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | NZ        |         1 | NC      | $6551.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CAD / SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |         1 | NC      | $1164.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-1180.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED USD / SOLD NZD                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-6515.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED NZD / SOLD USD                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | NZ        |         1 | NC      | $2132.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-172.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED CZK / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CZ        |         1 | NC      | $110.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-114.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED PLN / SOLD USD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |         1 | NC      | $86.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                               | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $85710.05     | 0.05%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                         | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25558.05     | 0.02%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                | Eversource Energy                                          | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25013.44     | 0.02%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                               | Meta Platforms Inc                                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      4361 | NS      | $2495058.93   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                           | CUSIP: 3142J6CA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    766526 | PA      | $770549.65    | 0.47%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Full Truck Alliance Co Ltd                       | Full Truck Alliance Co Ltd                                 | CUSIP: 35969L108<br>LEI: 984500884LB1DP8DAC57 | Long             | EC               | CORP              | KY        |     68493 | NS      | $568491.90    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental Inc                            | GFL Environmental Inc                                      | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Long             | EC               | CORP              | CA        |     15938 | NS      | $664933.36    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24999.53     | 0.02%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| adidas AG                                        | adidas AG                                                  | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |      5965 | NS      | $940001.57    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                                    | HDFC Bank Ltd                                              | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     35644 | NS      | $886822.72    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                           | IDEXX Laboratories Inc                                     | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1658 | NS      | $931613.62    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                               | Ingersoll Rand Inc                                         | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     15186 | NS      | $1216702.32   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI ACWI ETF                            | iShares MSCI ACWI ETF                                      | CUSIP: 464288257<br>LEI: 549300KZ2WFTI4GQ7M77 | Long             | EC               | RF                | US        |      8617 | NS      | $1192334.29   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                        | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95467.55     | 0.06%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KT Corp                                          | KT Corp                                                    | CUSIP: 48268K101<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |     58657 | NS      | $1258192.65   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                          | E.ON SE                                                    | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     55512 | NS      | $1213313.56   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                        | Orange SA                                                  | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |     88751 | NS      | $1813384.14   | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                   | Eli Lilly & Co                                             | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1794 | NS      | $1650067.38   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                   | Rheinmetall AG                                             | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       540 | NS      | $900559.21    | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                    | Live Nation Entertainment Inc                              | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      4960 | NS      | $756449.60    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                       | Siemens AG                                                 | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      4762 | NS      | $1129500.61   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                                   | Mastercard Inc                                             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      3461 | NS      | $1729323.26   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Accor SA                                         | Accor SA                                                   | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |     22558 | NS      | $1080806.23   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                 | MercadoLibre Inc                                           | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       656 | NS      | $1134237.12   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                   | Merck & Co Inc                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     14927 | NS      | $1795568.83   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                   | Microsoft Corp                                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     11520 | NS      | $4264358.40   | 2.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                              | Societe Generale SA                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     21589 | NS      | $1576344.73   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group Inc                                | Rakuten Group Inc                                          | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | EC               | CORP              | JP        |    181300 | NS      | $845619.26    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                 | NTT Finance Corp                                           | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200455.29    | 0.12%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                       | Nasdaq Inc                                                 | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     13701 | NS      | $1163077.89   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Group Inc                  | Sumitomo Mitsui Trust Group Inc                            | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |     38400 | NS      | $1222001.45   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| SK hynix Inc                                     | SK hynix Inc                                               | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      2442 | NS      | $1328185.87   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp                                      | ITOCHU Corp                                                | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |     95500 | NS      | $1213844.66   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                     | Keyence Corp                                               | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |      2422 | NS      | $857764.02    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                         | New York Life Global Funding                               | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127050.05    | 0.08%             | 2029-06-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                            | Mitsui Fudosan Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |     95500 | NS      | $1010825.49   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                      | NVIDIA Corp                                                | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     37312 | NS      | $6507212.80   | 3.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                       | Samsung Electronics Co Ltd                                 | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      6030 | NS      | $677350.14    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp                                  | Sony Group Corp                                            | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     36600 | NS      | $754924.23    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                  | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199481.42    | 0.12%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                    | Open Text Holdings Inc                                     | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $44376.33     | 0.03%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74636.48     | 0.05%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd        | Taiwan Semiconductor Manufacturing Co Ltd                  | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     61198 | NS      | $3450063.99   | 2.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44442.86     | 0.03%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PARIBAS REPO                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | RA               | CORP              | US        |    475000 | PA      | $475000.00    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                           | Cie de Saint-Gobain SA                                     | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |     11872 | NS      | $977009.31    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| RB Global Inc                                    | RB Global Inc                                              | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |     10014 | NS      | $960367.87    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL FINANCE US INC                             | Shell Finance US Inc                                       | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $84165.96     | 0.05%             | 2030-11-06      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Shopify Inc                                      | Shopify Inc                                                | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      9717 | NS      | $1152963.86   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co                              | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     61000 | PA      | $58141.68     | 0.04%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co                              | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8925.41      | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                      | Southern Co/The                                            | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82428.04     | 0.05%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                       | Stanley Black & Decker Inc                                 | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     14671 | NS      | $1042521.26   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                | State Street Corp                                          | CUSIP: 857477CD3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55181.75     | 0.03%             | 2026-08-03      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Structure Therapeutics Inc                       | Structure Therapeutics Inc                                 | CUSIP: 86366E106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7791 | NS      | $375526.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                             | Targa Resources Corp                                       | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      4871 | NS      | $1221305.83   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                        | Tesla Inc                                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      2120 | NS      | $788110.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd               | Teva Pharmaceutical Industries Ltd                         | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |     39943 | NS      | $1203083.16   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                              | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22410.59     | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                               | UBS AG/Stamford CT                                         | CUSIP: 90261AAG7<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $249676.68    | 0.15%             | 2029-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                       | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $194900.00    | 0.12%             | 2038-02-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| US Foods Holding Corp                            | US Foods Holding Corp                                      | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     13456 | NS      | $1240777.76   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                        | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    399000 | PA      | $422269.80    | 0.26%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                        | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    260000 | PA      | $234568.75    | 0.14%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                        | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    403000 | PA      | $359394.14    | 0.22%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                        | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    209000 | PA      | $171020.78    | 0.10%             | 2041-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                        | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    470500 | PA      | $346956.99    | 0.21%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                        | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    361000 | PA      | $232534.76    | 0.14%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                        | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4009000 | PA      | $2282467.78   | 1.39%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                        | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1733000 | PA      | $1158605.28   | 0.71%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                        | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     42000 | PA      | $29045.63     | 0.02%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                      | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    147380 | PA      | $136952.62    | 0.08%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                        | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    431000 | PA      | $412648.83    | 0.25%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                        | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    853000 | PA      | $740344.03    | 0.45%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                        | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    911000 | PA      | $911320.27    | 0.56%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                        | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2486000 | PA      | $2451429.06   | 1.49%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                        | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    637000 | PA      | $649341.88    | 0.40%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                        | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2061000 | PA      | $2060436.44   | 1.26%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                        | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1109000 | PA      | $1137851.32   | 0.69%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                        | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1766000 | PA      | $1764068.44   | 1.07%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                        | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    512000 | PA      | $510640.00    | 0.31%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                        | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    749000 | PA      | $747975.97    | 0.46%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                        | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1934000 | PA      | $1935284.29   | 1.18%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                        | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1574000 | PA      | $1571602.11   | 0.96%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                        | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2199000 | PA      | $2199858.97   | 1.34%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                        | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    781000 | PA      | $770901.91    | 0.47%             | 2030-10-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                      | CUSIP: 91282CPU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    168144 | PA      | $166114.29    | 0.10%             | 2036-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                     | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40702.36     | 0.02%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                         | USA Compression Partners LP / USA Compression Finance Corp | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $68552.80     | 0.04%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| VF Corp                                          | VF Corp                                                    | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     47431 | NS      | $805852.69    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| VERALTO CORP                                     | Veralto Corp                                               | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80333.32     | 0.05%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                 | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100820.33    | 0.06%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                 | Wells Fargo & Co                                           | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     26221 | NS      | $2087453.81   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                          | WESCO International Inc                                    | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      3087 | NS      | $844664.94    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1052300 | PA      | $55946.92     | 0.03%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Natwest Markets Securities, Inc.                 | ROYAL BANK OF SCOTLAND REPO                                | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | Long             | RA               | CORP              | US        |    450000 | PA      | $450000.00    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 246250000 | PA      | $1458073.71   | 0.89%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                       | Singapore Government Bonds                                 | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     61000 | PA      | $49912.11     | 0.03%             | 2042-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    746400 | PA      | $34558.95     | 0.02%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                  | ASML Holding NV                                            | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1238 | NS      | $1638662.77   | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds               | Japan Government Twenty Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  55600000 | PA      | $342537.06    | 0.21%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1393500 | PA      | $71095.48     | 0.04%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                | Portugal Obrigacoes do Tesouro OT                          | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |    138000 | PA      | $165933.88    | 0.10%             | 2030-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     34000 | PA      | $19653.37     | 0.01%             | 2035-06-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ferrari NV                                       | Ferrari NV                                                 | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |      2423 | NS      | $816721.73    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                | Japan Government Forty Year Bonds                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  37200000 | PA      | $96222.37     | 0.06%             | 2056-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  88350000 | PA      | $337851.56    | 0.21%             | 2047-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds             | Republic of Austria Government Bonds                       | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     48000 | PA      | $32993.55     | 0.02%             | 2117-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    219000 | PA      | $110017.87    | 0.07%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  99350000 | PA      | $313383.97    | 0.19%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    290000 | PA      | $163007.70    | 0.10%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                       | Singapore Government Bonds                                 | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      4000 | PA      | $2831.14      | 0.00%             | 2050-03-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds             | Republic of Austria Government Bonds                       | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    132000 | PA      | $78615.92     | 0.05%             | 2051-03-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                   | Czech Republic Government Bond                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   1140000 | PA      | $34545.17     | 0.02%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                | Siemens Energy AG                                          | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |      5664 | NS      | $932156.00    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                         | Ireland Government Bonds                                   | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |    165000 | PA      | $162935.70    | 0.10%             | 2031-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                       | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     92000 | PA      | $28686.86     | 0.02%             | 2072-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                     | Comcast Corp                                               | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114321.91    | 0.07%             | 2026-09-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    178000 | PA      | $65846.67     | 0.04%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                  | Israel Government Bonds - Fixed                            | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    122000 | PA      | $33760.48     | 0.02%             | 2032-04-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                          | Hungary Government Bond                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   9630000 | PA      | $27577.89     | 0.02%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    191000 | PA      | $143069.64    | 0.09%             | 2052-10-31      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    295000 | PA      | $266513.52    | 0.16%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                | Japan Government Forty Year Bonds                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  46700000 | PA      | $138918.56    | 0.08%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Saipem SpA                                       | Saipem SpA                                                 | CUSIP: 000000000<br>LEI: 549300PHV8MBDHWB8X12 | Long             | EC               | CORP              | IT        |    216045 | NS      | $988013.24    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3287100 | PA      | $151764.51    | 0.09%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                                 | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    274000 | PA      | $319042.49    | 0.19%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1238900 | PA      | $63311.57     | 0.04%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                                 | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     57000 | PA      | $69281.85     | 0.04%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  39100000 | PA      | $223471.51    | 0.14%             | 2032-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    223000 | PA      | $61353.43     | 0.04%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    131000 | PA      | $76512.96     | 0.05%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                              | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     73000 | PA      | $18940.95     | 0.01%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                       | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    628000 | PA      | $722389.74    | 0.44%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                              | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    313000 | PA      | $77745.15     | 0.05%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds              | Kingdom of Belgium Government Bonds                        | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    123000 | PA      | $131082.63    | 0.08%             | 2043-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                         | Finland Government Bonds                                   | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     99000 | PA      | $114688.93    | 0.07%             | 2029-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    636000 | PA      | $399578.85    | 0.24%             | 2054-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds             | Republic of Austria Government Bonds                       | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    175000 | PA      | $207011.50    | 0.13%             | 2030-10-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    112000 | PA      | $123055.48    | 0.07%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                       | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    559000 | PA      | $643321.93    | 0.39%             | 2027-09-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                         | Finland Government Bonds                                   | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     22000 | PA      | $21354.38     | 0.01%             | 2055-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                                 | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    560400 | PA      | $617688.62    | 0.38%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                          | Sweden Government Bonds                                    | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    555000 | PA      | $56018.03     | 0.03%             | 2035-05-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    229000 | PA      | $124913.76    | 0.08%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                   | Czech Republic Government Bond                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   1230000 | PA      | $52077.13     | 0.03%             | 2033-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    328000 | PA      | $186355.28    | 0.11%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    514000 | PA      | $543174.22    | 0.33%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    114000 | PA      | $29207.04     | 0.02%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                | Portugal Obrigacoes do Tesouro OT                          | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     28000 | PA      | $30171.16     | 0.02%             | 2054-06-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                          | Norway Government Bonds                                    | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    165000 | PA      | $15787.59     | 0.01%             | 2039-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                 | Bundesobligation                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     89000 | PA      | $102300.56    | 0.06%             | 2029-10-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    155000 | PA      | $85585.40     | 0.05%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    200000 | PA      | $44139.30     | 0.03%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    719000 | PA      | $825577.15    | 0.50%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                       | Grifols SA                                                 | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $119479.04    | 0.07%             | 2030-05-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds              | Kingdom of Belgium Government Bonds                        | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    231000 | PA      | $258415.47    | 0.16%             | 2035-06-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    346000 | PA      | $397096.71    | 0.24%             | 2028-05-31      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     30000 | PA      | $33326.63     | 0.02%             | 2046-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                | Portugal Obrigacoes do Tesouro OT                          | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     89000 | PA      | $100058.19    | 0.06%             | 2035-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                         | Ireland Government Bonds                                   | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     44000 | PA      | $45850.71     | 0.03%             | 2055-10-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds             | Republic of Austria Government Bonds                       | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    111000 | PA      | $125430.01    | 0.08%             | 2035-02-20      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     13500 | PA      | $747.97       | 0.00%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    142000 | PA      | $157489.02    | 0.10%             | 2041-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    368000 | PA      | $423086.61    | 0.26%             | 2028-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  27950000 | PA      | $163952.32    | 0.10%             | 2035-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                       | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    771000 | PA      | $873248.19    | 0.53%             | 2031-02-25      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                          | Hungary Government Bond                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   9170000 | PA      | $27055.39     | 0.02%             | 2031-07-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                         | Bulgaria Government International Bond                     | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |    146000 | PA      | $165547.65    | 0.10%             | 2034-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                         | Finland Government Bonds                                   | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    120000 | PA      | $135000.07    | 0.08%             | 2035-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Anglo American PLC                               | Anglo American PLC                                         | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |     28592 | NS      | $1214723.52   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                              | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    126000 | PA      | $31047.77     | 0.02%             | 2030-05-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds              | Kingdom of Belgium Government Bonds                        | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    223000 | PA      | $253336.77    | 0.15%             | 2030-10-22      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    400000 | PA      | $55975.74     | 0.03%             | 2055-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   2440000 | PA      | $353349.66    | 0.22%             | 2035-08-25      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                                 | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    444000 | PA      | $580024.45    | 0.35%             | 2035-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    134000 | PA      | $156589.98    | 0.10%             | 2055-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                     | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    100000 | PA      | $105584.22    | 0.06%             | 2036-02-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    668000 | PA      | $757910.43    | 0.46%             | 2031-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                     | Unilever PLC                                               | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     22418 | NS      | $1256904.09   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   2740000 | PA      | $398559.73    | 0.24%             | 2030-10-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2434900 | PA      | $128906.12    | 0.08%             | 2032-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    259000 | PA      | $291998.13    | 0.18%             | 2033-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                     | Netherlands Government Bonds                               | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    203000 | PA      | $231453.56    | 0.14%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                       | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    447000 | PA      | $504559.59    | 0.31%             | 2046-05-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                         | Japan Treasury Discount Bill                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        | 155900000 | PA      | $981957.92    | 0.60%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    430000 | PA      | $488129.95    | 0.30%             | 2036-04-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                             | Norway Government Bond                                     | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    363000 | PA      | $36742.74     | 0.02%             | 2036-06-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    590000 | PA      | $657589.59    | 0.40%             | 2041-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    170000 | PA      | $189474.97    | 0.12%             | 2041-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds              | Kingdom of Belgium Government Bonds                        | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     84000 | PA      | $96800.14     | 0.06%             | 2056-06-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                         | Japan Treasury Discount Bill                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        | 150500000 | PA      | $947528.77    | 0.58%             | 2026-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                       | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    306000 | PA      | $347864.53    | 0.21%             | 2057-05-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | Amazon.com Inc                                             | CUSIP: 000000000<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    115000 | PA      | $131756.64    | 0.08%             | 2064-03-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BOBL FUTURE JUN26                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        11 | NC      | $-9444.11     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE JUN26                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        10 | NC      | $2828.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-OAT FUTURE JUN26                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -5 | NC      | $11877.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BTP FUTURE JUN26                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -9 | NC      | $3590.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-SCHATZ FUT JUN26                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         9 | NC      | $-2080.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | SHORT EURO-BTP FU JUN26                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         3 | NC      | $-3730.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUXL 30Y BND JUN26                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -4 | NC      | $3204.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US LONG BOND(CBT) JUN26                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1 | NC      | $-3712.43     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT JUN26                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -9 | NC      | $-4488.51     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 10Y BOND FUT JUN26                                    | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        34 | NC      | $-17223.23    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal         | CAN 10YR BOND FUT JUN26                                    | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |        -6 | NC      | $7942.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) JUN26                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -3 | NC      | $-295.19      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) JUN26                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -13 | NC      | $-1806.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT FUTURE JUN26                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         8 | NC      | $1621.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR ULTRA FUT JUN26                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -33 | NC      | $50972.17     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 3YR BOND FUT JUN26                                    | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        25 | NC      | $778.33       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                   | JPN 10Y BOND(OSE) JUN26                                    | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |        -2 | NC      | $13341.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.     | 10YR MINI JGB FUT JUN26                                    | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DIR              |  | SG        |         8 | NC      | $-7673.61     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Denmark Government Bonds                         | Denmark Government Bonds                                   | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    532000 | PA      | $95437.87     | 0.06%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Glencore PLC                                     | Glencore PLC                                               | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |    207214 | NS      | $1578971.42   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                    | AIA Group Ltd                                              | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    131600 | NS      | $1478374.53   | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                              | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    172000 | PA      | $43196.93     | 0.03%             | 2029-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    165000 | PA      | $178980.57    | 0.11%             | 2043-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| iShares China CNY Bond UCITS ETF                 | iShares China CNY Bond UCITS ETF                           | CUSIP: 000000000<br>LEI: 549300CS49044H0USX40 | Long             | EC               | RF                | IE        |    660000 | NS      | $3834580.86   | 2.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    612000 | PA      | $290436.22    | 0.18%             | 2052-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     31000 | PA      | $16569.27     | 0.01%             | 2071-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                   | Czech Republic Government Bond                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   1360000 | PA      | $54234.62     | 0.03%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                                 | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    198000 | PA      | $199437.47    | 0.12%             | 2063-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                          | Hungary Government Bond                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   8860000 | PA      | $26301.29     | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     75000 | PA      | $27744.38     | 0.02%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                             | Tencent Holdings Ltd                                       | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     21444 | NS      | $1353800.52   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                   | Czech Republic Government Bond                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     50000 | PA      | $2127.59      | 0.00%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    474000 | PA      | $163456.06    | 0.10%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     88000 | PA      | $30346.27     | 0.02%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                     | Netherlands Government Bonds                               | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    283000 | PA      | $223464.81    | 0.14%             | 2038-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  52700000 | PA      | $174090.48    | 0.11%             | 2051-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ENERGIZER GAMMA ACQ BV                           | Energizer Gamma Acquisition BV                             | CUSIP: 000000000<br>LEI: 5493002SUYZDHEQ3JN34 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $108622.89    | 0.07%             | 2029-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    561000 | PA      | $315586.07    | 0.19%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                                 | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    429000 | PA      | $524183.85    | 0.32%             | 2043-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    116000 | PA      | $65906.14     | 0.04%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    711300 | PA      | $32840.53     | 0.02%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                     | Netherlands Government Bonds                               | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     84000 | PA      | $97215.12     | 0.06%             | 2056-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                                 | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    464000 | PA      | $613677.28    | 0.37%             | 2028-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    236000 | PA      | $59509.23     | 0.04%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                     | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $207326.00    | 0.13%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                       | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    451000 | PA      | $511696.74    | 0.31%             | 2035-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-29

**Name of Applicant:** SUNAMERICA SERIES TRUST

**Signature:** Shawn Parry

**Name of Signer:** Shawn Parry

**Title:** Assistant Treasurer