SUNAMERICA > SUNAMERICA SERIES TRUST
SA Goldman Sachs Global Bond Portfolio
$299.65M
Avg Monthly Net Assets
$516.61M
Total Assets
$208.81M
Total Liabilities
$307.80M
Net Assets
SA Goldman Sachs Global Bond Portfolio is an Underlying fund in SUNAMERICA SERIES TRUST
from SUNAMERICA,
based in California,
United States of America.
The fund has three share classes
and monthly net assets of $299.65M.
On September 26th, 2024 it reported 407 holdings, the largest
being UMBS, TBA (8.8%), UMBS, TBA (8.0%) and JAPAN TREASURY DISC BILL (7.1%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class 1 | C000022015 | ||
| Class 2 | C000022016 | ||
| Class 3 | C000022017 |
Holdings
From latest NPORT-P, filed September 26th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 3 MONTH SOFR FUT MAR25 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-450K | – | -0.15 | |
| 3 MONTH SOFR FUT SEP24 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $12K | – | 0.00 | |
| 3 MONTH SOFR FUT SEP25 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $287K | – | 0.09 | |
| 317U6E1A3 PIMCO (Bank of America NA) | Derivative-interest rate | US | $-25K | – | -0.01 | |
| 317U6E2A2 PIMCO (Bank of America NA) | Derivative-interest rate | US | $38K | – | 0.01 | |
| 317U6EXA8 PIMCO (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-40K | – | -0.01 | |
| 317U6EYA7 PIMCO (Goldman Sachs Bank USA) | Derivative-interest rate | US | $55K | – | 0.02 | |
| 317U6EZA6 PIMCO (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-34K | – | -0.01 | |
| 317U6F0A1 PIMCO (Goldman Sachs Bank USA) | Derivative-interest rate | US | $51K | – | 0.02 | |
| 317U6OKA0 PIMCO (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6OLA9 PIMCO (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-845.19 | – | -0.00 | |
| 317U6OPA5 PIMCO (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-613.98 | – | -0.00 | |
| 317U6OQA4 PIMCO (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6OZA4 PIMCO (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-861.3 | – | -0.00 | |
| 317U6P0A9 PIMCO (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6PEA4 PIMCO (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6PFA3 PIMCO (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| ABN AMRO Bank NV | Long | Debt | NL | $467K | – | 0.15 |
| African Export-Import Bank/The | Long | Debt | XX | $174K | – | 0.06 |
| Alternative Loan Trust 2005-82 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $165K | – | 0.05 |
| American Express Credit Account Master Trust | Long | ABS-other | US | $912K | – | 0.30 |
| American Tower Corp | Long | Debt | US | $659K | – | 0.21 |
| APEX CREDIT CLO 2018-II LTD (Apex Credit CLO LLC) | Long | ABS-collateralized bond/debt obligation | KY | $853K | – | 0.28 |
| Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd (Arbor Realty Collateralized Loan Obligation Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $940K | – | 0.31 |
| Arbour CLO DAC | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.49 |
| Auckland Council | Long | Debt | NZ | $2M | – | 0.74 |
| AUST 10Y BOND FUT SEP24 (ASX Clear (Futures)) | Derivative-interest rate | AU | $-8K | – | -0.00 | |
| AUST 3YR BOND FUT SEP24 (ASX Clear (Futures)) | Derivative-interest rate | AU | $13K | – | 0.00 | |
| AutoNation Inc | Long | Short-term investment vehicle | US | $250K | – | 0.08 |
| Aviation Capital Group LLC | Long | Debt | US | $71K | – | 0.02 |
| BANC OF AMERICA SEURITIES LLC TBA CASH COLLATERAL USD | Short | Short-term investment vehicle | US | $-270K | -270K | -0.09 |
| Banca Monte dei Paschi di Siena SpA (BANCA MONTE DEI PASCHI S) | Long | Debt | IT | $794K | – | 0.26 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Debt | ES | $409K | – | 0.13 |
| BANK 2018-BNK13 | Long | ABS-mortgage backed security | US | $775K | – | 0.25 |
| BANK 2023-BNK46 | Long | ABS-mortgage backed security | US | $943K | – | 0.31 |
| Bank of America Auto Trust 2023-2 | Long | ABS-other | US | $454K | – | 0.15 |
| Bank of America Corp | Long | Debt | US | $990K | – | 0.32 |
| Bank of America Corp | Long | Debt | US | $303K | – | 0.10 |
| BANK5 2023-5YR3 | Long | ABS-mortgage backed security | US | $531K | – | 0.17 |
| BANK5 2023-5YR4 | Long | ABS-mortgage backed security | US | $273K | – | 0.09 |
| Barclays Dryrock Issuance Trust | Long | ABS-other | US | $1M | – | 0.36 |
| Barclays Dryrock Issuance Trust | Long | ABS-other | US | $898K | – | 0.29 |
| Barclays PLC | Long | Debt | GB | $715K | – | 0.23 |
| Bayer US Finance II LLC | Long | Debt | US | $640K | – | 0.21 |
| BBCMS Mortgage Trust 2023-C20 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $634K | – | 0.21 |
| BBCMS Mortgage Trust 2024-C24 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $387K | – | 0.13 |
| Benchmark 2023-B39 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $632K | – | 0.21 |
| BLP Commercial Mortgage Trust 2024-IND2 | Long | ABS-mortgage backed security | US | $545K | – | 0.18 |
| BMO 2022-C3 MORTGAGE TRUST (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $153K | – | 0.05 |
| BMO 2023-C5 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $842K | – | 0.27 |
| BMO 2023-C5 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $842K | – | 0.27 |
| BMO 2023-C7 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.39 |
| BPCE SA | Long | Debt | FR | $1M | – | 0.43 |
| BPCE SA | Long | Debt | FR | $548K | – | 0.18 |
| BRAVO Residential Funding Trust 2024-NQM1 | Long | ABS-mortgage backed security | US | $863K | – | 0.28 |
| Broadcom Inc | Long | Debt | US | $743K | – | 0.24 |
| BX Commercial Mortgage Trust 2024-XL4 (BX Trust) | Long | ABS-mortgage backed security | US | $956K | – | 0.31 |
| BX Commercial Mortgage Trust 2024-XL5 (BX Trust) | Long | ABS-mortgage backed security | US | $476K | – | 0.15 |
| CaixaBank SA | Long | Debt | ES | $332K | – | 0.11 |
| CaixaBank SA | Long | Debt | ES | $312K | – | 0.10 |
| CaixaBank SA | Long | Debt | ES | $309K | – | 0.10 |
| CaixaBank SA | Long | Debt | ES | $101K | – | 0.03 |
| CAN 10YR BOND FUT SEP24 (The Montreal Exchange / Bourse De Montreal) | Derivative-interest rate | CA | $73K | – | 0.02 | |
| Canada Government Bonds | Long | Debt | CA | $3M | – | 0.95 |
| Canadian Natural Resources Ltd | Long | Short-term investment vehicle | US | $747K | – | 0.24 |
| Capital One Multi-Asset Execution Trust | Long | ABS-other | US | $913K | – | 0.30 |
| CCBPGZUS6 CCPC LT USD | Long | Short-term investment vehicle | US | $4M | 4M | 1.35 |
| CCPC/CCBPGHUS6 LT COC | Long | Short-term investment vehicle | US | $545K | 545K | 0.18 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $237K | – | 0.08 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $207K | – | 0.07 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $137K | – | 0.04 |
| Chase Home Lending Mortgage Trust Series 2024-6 (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $1M | – | 0.48 |
| Chase Home Lending Mortgage Trust Series 2024-RPL3 (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $705K | – | 0.23 |
| Citibank Credit Card Issuance Trust | Long | ABS-other | US | $602K | – | 0.20 |
| Citigroup Commercial Mortgage Trust 2019-C7 | Long | ABS-mortgage backed security | US | $233K | – | 0.08 |
| Citigroup Commercial Mortgage Trust 2023-PRM3 | Long | ABS-mortgage backed security | US | $517K | – | 0.17 |
| Citigroup Inc | Long | Debt | US | $787K | – | 0.26 |
| Citigroup Inc | Long | Debt | US | $769K | – | 0.25 |
| Citigroup Mortgage Loan Trust Inc | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| Contego Clo V DAC (Contego CLO DAC) | Long | ABS-collateralized bond/debt obligation | IE | $459K | – | 0.15 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $510K | – | 0.17 |
| Credit Agricole SA | Long | Debt | FR | $1M | – | 0.36 |
| Credit Agricole SA | Long | Debt | FR | $613K | – | 0.20 |
| Cross 2024-H3 Mortgage Trust (Cross Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.48 |
| Cross 2024-H4 Mortgage Trust (Cross Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.49 |
| Crown Point CLO 7 Ltd (Crown Point CLO 7, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.45 |
| CSMC 2021-RPL3 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.47 |
| Danske Bank A/S | Long | Debt | DK | $511K | – | 0.17 |
| Deutsche Bank AG | Long | Debt | DE | $114K | – | 0.04 |
| Deutsche Bank AG | Long | Debt | DE | $97K | – | 0.03 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $846K | – | 0.27 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $827K | – | 0.27 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $144K | – | 0.05 |
| Development Bank of Japan Inc (DEVELOPMENT BK OF JAPAN) | Long | Debt | JP | $2M | – | 0.75 |
| Dexia SA | Long | Debt | FR | $2M | – | 0.72 |
| Diameter Capital Clo 1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.36 |
| Eni SpA | Long | Debt | IT | $551K | – | 0.18 |
| EURO-BTP FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-3K | – | -0.00 | |
| EURO-BUND OPTION SEP24C 133.5 (Eurex Deutschland) | Derivative-interest rate | DE | $-5K | – | -0.00 | |
| EURO-BUND OPTION SEP24P 130.5 (Eurex Deutschland) | Derivative-interest rate | DE | $-297.62 | – | -0.00 | |
| EURO-BUXL 30Y BND SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $33K | – | 0.01 | |
| EURO-OAT FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-313K | – | -0.10 | |
| EURO-SCHATZ FUT SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-50K | – | -0.02 | |
| European Union | Long | Debt | XX | $1M | – | 0.35 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.54 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $651K | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $406K | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $338K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $185K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $184K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $170K | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $144K | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| Federal Home Loan Bank Discount Notes (FED HOME LN DISCOUNT NT) | Long | Debt | US | $7M | – | 2.35 |
| FMS Wertmanagement | Long | Debt | DE | $756K | – | 0.25 |
| Ford Credit Auto Lease Trust 2024-A | Long | ABS-other | US | $2M | – | 0.52 |
| Ford Credit Auto Owner Trust 2023-C | Long | ABS-other | US | $888K | – | 0.29 |
| Ford Credit Auto Owner Trust 2024-REV1 (Ford Credit Auto Owner Trust/Ford Credit) | Long | ABS-other | US | $733K | – | 0.24 |
| Ford Motor Credit Co LLC | Long | Debt | US | $769K | – | 0.25 |
| Fortum Oyj | Long | Debt | FI | $573K | – | 0.19 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.85 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.56 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $856K | – | 0.28 |
| French Republic Government Bonds OAT | Long | Debt | FR | $6M | – | 1.98 |
| French Republic Government Bonds OAT | Long | Debt | FR | $3M | – | 0.89 |
| French Republic Government Bonds OAT | Long | Debt | FR | $2M | – | 0.53 |
| Gaci First Investment Co | Long | Debt | KY | $1M | – | 0.36 |
| Gaci First Investment Co | Long | Debt | KY | $1M | – | 0.36 |
| GCAT 2024-NQM2 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.40 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.91 |
| Glencore Finance Europe Ltd | Long | Debt | JE | $125K | – | 0.04 |
| Glencore Funding LLC | Long | Debt | US | $281K | – | 0.09 |
| GM Financial Consumer Automobile Receivables Trust 2023-4 (GM Financial Securitized Term Auto Receivables Tr) | Long | ABS-other | US | $568K | – | 0.18 |
| GMF Floorplan Owner Revolving Trust (General Motors) | Long | ABS-other | US | $706K | – | 0.23 |
| GOLDMAN SACHS BANK USA COC SWAP CASH COLLATERAL USD | Long | Short-term investment vehicle | US | $2K | 2K | 0.00 |
| Goldman Sachs Bank USA/New York NY | Long | Debt | US | $2M | – | 0.49 |
| GS Mortgage Securities Trust 2017-GS7 | Long | ABS-mortgage backed security | US | $425K | – | 0.14 |
| HalseyPoint CLO 3 Ltd (HalseyPoint CLO 3, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.40 |
| Hayfin Emerald CLO X DAC | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.49 |
| Home Equity Loan Trust | Long | ABS-other | US | $208K | – | 0.07 |
| Honda Auto Receivables 2023-4 Owner Trust (Honda Auto Receivables Owner Trust) | Long | ABS-other | US | $1M | – | 0.41 |
| HSBC Holdings PLC | Long | Debt | GB | $720K | – | 0.23 |
| HSBC Holdings PLC | Long | Debt | GB | $623K | – | 0.20 |
| Hungary Government International Bond | Long | Debt | HU | $588K | – | 0.19 |
| Huntington Ingalls Industries Inc | Long | Short-term investment vehicle | US | $250K | – | 0.08 |
| Hyundai Auto Lease Securitization Trust 2024-A | Long | ABS-other | US | $1M | – | 0.36 |
| ICG US CLO 2017-1 Ltd (ICG US CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.68 |
| ING Groep NV | Long | Debt | NL | $558K | – | 0.18 |
| ING Groep NV | Long | Debt | NL | $220K | – | 0.07 |
| Invesco CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $601K | – | 0.20 |
| Israel Government International Bond (STATE OF ISRAEL) | Long | Debt | IL | $2M | – | 0.54 |
| Italy Buoni Poliennali Del Tesoro | Long | Debt | IT | $3M | – | 0.86 |
| J.P. Morgan Mortgage Trust 2021-LTV2 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $490K | – | 0.16 |
| J.P. Morgan Mortgage Trust 2024-1 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $903K | – | 0.29 |
| JAB Holdings BV | Long | Debt | NL | $672K | – | 0.22 |
| Japan Government Thirty Year Bonds | Long | Debt | JP | $897K | – | 0.29 |
| Japan Government Twenty Year Bonds | Long | Debt | JP | $2M | – | 0.80 |
| Japan Government Two Year Bonds | Long | Debt | JP | $5M | – | 1.52 |
| Japan Treasury Discount Bill (JAPAN TREASURY DISC BILL) | Long | Short-term investment vehicle | JP | $22M | – | 7.11 |
| Japan Treasury Discount Bill (JAPAN TREASURY DISC BILL) | Long | Short-term investment vehicle | JP | $22M | – | 7.05 |
| Japan Treasury Discount Bill (JAPAN TREASURY DISC BILL) | Long | Short-term investment vehicle | JP | $22M | – | 7.05 |
| Japan Treasury Discount Bill (JAPAN TREASURY DISC BILL) | Long | Short-term investment vehicle | JP | $13M | – | 4.19 |
| Japan Treasury Discount Bill (JAPAN TREASURY DISC BILL) | Long | Short-term investment vehicle | JP | $1M | – | 0.39 |
| Japanese Government CPI Linked Bond (JAPAN GOVT CPI LINKED) | Long | Debt | JP | $2M | – | 0.65 |
| JP Morgan Mortgage Trust 2023-HE3 | Long | ABS-other | US | $250K | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $736K | – | 0.24 |
| JPMorgan Chase & Co | Long | Debt | US | $734K | – | 0.24 |
| JPN 10Y BOND(OSE) SEP24 (Osaka Exchange) | Derivative-interest rate | JP | $93K | – | 0.03 | |
| Korea Expressway Corp | Long | Debt | KR | $707K | – | 0.23 |
| KSA Sukuk Ltd | Long | Debt | KY | $406K | – | 0.13 |
| Las Vegas Sands Corp | Long | Debt | US | $509K | – | 0.17 |
| Lehman XS Trust Series 2007-7N | Long | ABS-mortgage backed security | US | $155K | – | 0.05 |
| Lloyds Banking Group PLC | Long | Debt | GB | $717K | – | 0.23 |
| Logicor Financing Sarl | Long | Debt | LU | $374K | – | 0.12 |
| Logicor Financing Sarl | Long | Debt | LU | $315K | – | 0.10 |
| LONG GILT FUTURE SEP24 (ICE Futures Europe - Financial Products Division) | Derivative-interest rate | GB | $-359K | – | -0.12 | |
| Long: BWPC0MIS9 CDS EUR R V 03MEVENT 2 CCPITRAXX / Short: BWPC0MIS9 CDS EUR P F 1.00000 1 CCPITRAXX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-14K | – | -0.00 | |
| Long: BWPC0MJ82 CDS USD R V 03MEVENT 2 CCPCDX / Short: BWPC0MJ82 CDS USD P F 1.00000 1 CCPCDX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-156K | – | -0.05 | |
| Long: BWU01E105 IRS JPY R V 06MTONA SWUV1E107 CCPOIS / Short: BWU01E105 IRS JPY P F .40000 SWU01E105 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $394K | – | 0.13 | |
| Long: BWU01ZUO4 IRS CAD R V 06MCORRA SWUV1ZUO6 CCPOIS / Short: BWU01ZUO4 IRS CAD P F 3.50000 SWU01ZUO4 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $-84K | – | -0.03 | |
| Long: BWU0203Z5 IRS USD R V 12MSOFR SWUV203Z7 CCPOIS / Short: BWU0203Z5 IRS USD P F 4.00000 SWU0203Z5 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $97K | – | 0.03 | |
| Long: BWU0206W9 IRS USD R V 12MSOFR SWUV206W1 CCPOIS / Short: BWU0206W9 IRS USD P F 3.50000 SWU0206W9 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $76K | – | 0.02 | |
| Long: BWU020B78 IRS USD R V 12MSOFR SWUV20B70 CCPOIS / Short: BWU020B78 IRS USD P F 3.50000 SWU020B78 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $366K | – | 0.12 | |
| Long: BWU022DP2 IRS EUR R V 06MEURIB SWUV22DP4 CCPVANILLA / Short: BWU022DP2 IRS EUR P F 2.50000 SWU022DP2 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $-470K | – | -0.15 | |
| Long: BWU022IC6 IRS JPY R V 12MTONAR SWUV22IC8 CCPOIS / Short: BWU022IC6 IRS JPY P F 1.50000 SWU022IC6 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $25K | – | 0.01 | |
| Long: BWU022IE2 IRS CNY R V 03MCNRR SWUV22IE4 CCPVANILLA / Short: BWU022IE2 IRS CNY P F 2.25000 SWU022IE2 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $-253K | – | -0.08 | |
| Long: BWU022N48 IRS THB R V 03MTHOR SWUV22N40 CCPNDFOIS / Short: BWU022N48 IRS THB P F 2.25000 SWU022N48 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| Long: BWU022NC0 IRS SGD R V 06MSORA SWUV22NC2 CCPOIS / Short: BWU022NC0 IRS SGD P F 2.75000 SWU022NC0 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $-183K | – | -0.06 | |
| Long: BWU023X94 IRS THB R V 03MTHOR SWUV23X96 CCPNDFOIS / Short: BWU023X94 IRS THB P F 2.41750 SWU023X94 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $-179K | – | -0.06 | |
| Long: BWU0242S4 IRS THB R V 03MTHOR SWUV242S6 CCPNDFOIS / Short: BWU0242S4 IRS THB P F 2.50000 SWU0242S4 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $-256K | – | -0.08 | |
| Long: BWU025TX1 IRS USD R V 12MSOFR SWUV25TX3 CCPOIS / Short: BWU025TX1 IRS USD P F 3.75000 SWU025TX1 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $-130K | – | -0.04 | |
| Long: BWU025WL3 IRS EUR R V 06MEURIB SWUV25WL5 CCPVANILLA / Short: BWU025WL3 IRS EUR P F 2.84121 SWU025WL3 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $-55K | – | -0.02 | |
| Long: BWU025WN9 IRS EUR R V 06MEURIB SWUV25WN1 CCPVANILLA / Short: BWU025WN9 IRS EUR P F 2.84930 SWU025WN9 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| Long: BWU025WP4 IRS EUR R V 06MEURIB SWUV25WP6 CCPVANILLA / Short: BWU025WP4 IRS EUR P F 2.83310 SWU025WP4 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| Long: BWU028IN9 IRS SGD R V 06MSORA SWUV28IN1 CCPOIS / Short: BWU028IN9 IRS SGD P F 2.50000 SWU028IN9 CCPOIS (LCH Limited) | Derivative-interest rate | US | $1K | – | 0.00 | |
| Long: SWPC0M330 CDS USD R F 1.00000 1 CCPCDX / Short: SWPC0M330 CDS USD P V 03MEVENT 2 CCPCDX (Chicago Mercantile Exchange) | Derivative-credit | US | $2M | – | 0.64 | |
| Long: SWPC0MJ41 CDS USD R F 1.00000 1 CCPCDX / Short: SWPC0MJ41 CDS USD P V 03MEVENT 2 CCPCDX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $3M | – | 1.01 | |
| Long: SWU01L4K2 IRS AUD R F 4.50000 SWU01L4K2 CCPVANILLA / Short: SWU01L4K2 IRS AUD P V 06MBBSW SWUV1L4K4 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $339K | – | 0.11 | |
| Long: SWU01UQ93 IRS AUD R F 4.00000 SWU01UQ93 CCPVANILLA / Short: SWU01UQ93 IRS AUD P V 06MBBSW SWUV1UQ95 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $-63K | – | -0.02 | |
| Long: SWU01XLH4 IRS AUD R F 4.75000 SWU01XLH4 CCPVANILLA / Short: SWU01XLH4 IRS AUD P V 06MBBSW SWUV1XLH6 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $233K | – | 0.08 | |
| Long: SWU01XP80 IRS MYR R V 03MKLIBO FLO NDF / Short: SWU01XP80 IRS MYR P F 3.75000 FIX NDF (Goldman Sachs International) | Derivative-interest rate | GB | $-15K | – | -0.00 | |
| Long: SWU01YWH0 IRS AUD R F 4.50000 SWU01YWH0 CCPVANILLA / Short: SWU01YWH0 IRS AUD P V 06MBBSW SWUV1YWH2 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $40K | – | 0.01 | |
| Long: SWU01ZUM8 IRS CAD R F 3.50000 SWU01ZUM8 CCPOIS / Short: SWU01ZUM8 IRS CAD P V 06MCORRA SWUV1ZUM0 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $190K | – | 0.06 | |
| Long: SWU0204X9 IRS USD R F 3.75000 SWU0204X9 CCPOIS / Short: SWU0204X9 IRS USD P V 12MSOFR SWUV204X1 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $90K | – | 0.03 | |
| Long: SWU0205W0 IRS USD R F 3.75000 SWU0205W0 CCPOIS / Short: SWU0205W0 IRS USD P V 12MSOFR SWUV205W2 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $269K | – | 0.09 | |
| Long: SWU020B60 IRS CAD R F 3.50000 SWU020B60 CCPOIS / Short: SWU020B60 IRS CAD P V 12MCORRA SWUV20B62 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $26K | – | 0.01 | |
| Long: SWU020E18 IRS GBP R F 3.00000 SWU020E18 CCPOIS / Short: SWU020E18 IRS GBP P V 12MSONIA SWUV20E10 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $-336K | – | -0.11 | |
| Long: SWU021I12 IRS JPY R F 1.00000 SWU021I12 CCPOIS / Short: SWU021I12 IRS JPY P V 12MTONAR SWUV21I14 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-167K | – | -0.05 | |
| Long: SWU022DH0 IRS EUR R F 3.00000 SWU022DH0 CCPVANILLA / Short: SWU022DH0 IRS EUR P V 06MEURIB SWUV22DH2 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $169K | – | 0.05 | |
| Long: SWU022DJ6 IRS EUR R F 2.75000 SWU022DJ6 CCPVANILLA / Short: SWU022DJ6 IRS EUR P V 06MEURIB SWUV22DJ8 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $559K | – | 0.18 | |
| Long: SWU022DU1 IRS GBP R F 3.75000 SWU022DU1 CCPOIS / Short: SWU022DU1 IRS GBP P V 12MSONIA SWUV22DU3 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $227K | – | 0.07 | |
| Long: SWU022DV9 IRS GBP R F 4.00000 SWU022DV9 CCPOIS / Short: SWU022DV9 IRS GBP P V 12MSONIA SWUV22DV1 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $280K | – | 0.09 | |
| Long: SWU022DX5 IRS GBP R F 3.75000 SWU022DX5 CCPOIS / Short: SWU022DX5 IRS GBP P V 12MSONIA SWUV22DX7 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $-994.7 | – | -0.00 | |
| Long: SWU022DY3 IRS EUR R F 2.75000 SWU022DY3 CCPVANILLA / Short: SWU022DY3 IRS EUR P V 06MEURIB SWUV22DY5 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $241K | – | 0.08 | |
| Long: SWU022HB9 IRS JPY R F .60000 SWU022HB9 CCPOIS / Short: SWU022HB9 IRS JPY P V 12MTONAR SWUV22HB1 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $-81K | – | -0.03 | |
| Long: SWU022IB8 IRS JPY R F 1.00000 SWU022IB8 CCPOIS / Short: SWU022IB8 IRS JPY P V 12MTONAR SWUV22IB0 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $-27K | – | -0.01 | |
| Long: SWU025343 IRS CAD R F 3.50000 SWU025343 CCPOIS / Short: SWU025343 IRS CAD P V 12MCORRA SWUV25345 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $136K | – | 0.04 | |
| Long: SWU025HY2 IRS NZD R F 4.75000 SWU025HY2 CCPVANILLA / Short: SWU025HY2 IRS NZD P V 03MNZDBB SWUV25HY4 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $52K | – | 0.02 | |
| Long: SWU025T29 IRS EUR R F 2.95000 SWU025T29 CCPVANILLA / Short: SWU025T29 IRS EUR P V 06MEURIB SWUV25T21 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $54K | – | 0.02 | |
| Long: SWU025U43 IRS USD R F 3.50000 SWU025U43 CCPOIS / Short: SWU025U43 IRS USD P V 12MSOFR SWUV25U45 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| Long: SWU027KD0 IRS MYR R V 03MKLIBO FLO NDF / Short: SWU027KD0 IRS MYR P F 3.50000 FIX NDF (Bank of America NA) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| Lseg US Fin Corp | Long | Debt | US | $1M | – | 0.36 |
| Mercedes-Benz Auto Receivables Trust 2023-2 | Long | ABS-other | US | $312K | – | 0.10 |
| MGCC CCBPGXUS1 LT USD | Long | Short-term investment vehicle | US | $3M | 3M | 0.98 |
| Mill City Mortgage Loan Trust 2017-2 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $80K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $711K | – | 0.23 |
| Morgan Stanley | Long | Debt | US | $51K | – | 0.02 |
| Morgan Stanley Bank NA | Long | Debt | US | $702K | – | 0.23 |
| Morgan Stanley Capital I Trust 2021-L5 | Long | ABS-mortgage backed security | US | $706K | – | 0.23 |
| Morgan Stanley Capital I Trust 2022-L8 | Long | ABS-mortgage backed security | US | $596K | – | 0.19 |
| MSWF Commercial Mortgage Trust 2023-2 | Long | ABS-mortgage backed security | US | $537K | – | 0.17 |
| MSWF Commercial Mortgage Trust 2023-2 | Long | ABS-mortgage backed security | US | $501K | – | 0.16 |
| National Grid PLC | Long | Debt | GB | $621K | – | 0.20 |
| Nationwide Building Society (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $663K | – | 0.22 |
| NatWest Group PLC | Long | Debt | GB | $704K | – | 0.23 |
| New Mountain CLO 1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.16 |
| Nexi SpA | Long | Debt | IT | $312K | – | 0.10 |
| Nissan Auto Lease Trust 2024-A | Long | ABS-other | US | $2M | – | 0.51 |
| Nissan Auto Receivables 2023-B Owner Trust (Nissan Auto Receivables Owner Trust) | Long | ABS-other | US | $228K | – | 0.07 |
| Northwoods Capital XIV-B Ltd (Northwoods Capital Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.42 |
| OBX 2024-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $886K | – | 0.29 |
| OBX 2024-NQM2 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.48 |
| One Bryant Park Trust 2019-OBP | Long | ABS-mortgage backed security | US | $604K | – | 0.20 |
| One New York Plaza Trust 2020-1NYP | Long | ABS-mortgage backed security | US | $380K | – | 0.12 |
| PacifiCorp | Long | Debt | US | $303K | – | 0.10 |
| Palmer Square European Loan Funding 2024-2 DAC | Long | ABS-collateralized bond/debt obligation | IE | $758K | – | 0.25 |
| Petroleos de Venezuela SA | Long | Debt | VE | $43K | – | 0.01 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $549K | – | 0.18 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $504K | – | 0.16 |
| Prosus NV | Long | Debt | NL | $504K | – | 0.16 |
| Province of British Columbia Canada (BRITISH COLUMBIA PROV OF) | Long | Debt | CA | $3M | – | 0.84 |
| Province of British Columbia Canada (BRITISH COLUMBIA PROV OF) | Long | Debt | CA | $314K | – | 0.10 |
| Province of Quebec Canada | Long | Debt | CA | $2M | – | 0.54 |
| PRPM 2024-RCF3 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.35 |
| PURCHASED AUD / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | AU | $-20.7 | – | -0.00 | |
| PURCHASED AUD / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | AU | $-10K | – | -0.00 | |
| PURCHASED AUD / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | AU | $-12K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | BR | $845.74 | – | 0.00 | |
| PURCHASED BRL / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | BR | $-732.92 | – | -0.00 | |
| PURCHASED BRL / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | BR | $-24K | – | -0.01 | |
| PURCHASED BRL / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | BR | $-102K | – | -0.03 | |
| PURCHASED CAD / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | CA | $-4K | – | -0.00 | |
| PURCHASED CLP / SOLD USD (Bank of America NA) | Derivative-foreign exchange | CL | $-282.13 | – | -0.00 | |
| PURCHASED CLP / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | CL | $-2K | – | -0.00 | |
| PURCHASED COP / SOLD USD (Bank of America NA) | Derivative-foreign exchange | CO | $-3K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (Bank of America NA) | Derivative-foreign exchange | XX | $-1K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (Bank of America NA) | Derivative-foreign exchange | XX | $-2K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | XX | $-6K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | XX | $-33K | – | -0.01 | |
| PURCHASED EUR / SOLD USD (Bank of America NA) | Derivative-foreign exchange | XX | $-43K | – | -0.01 | |
| PURCHASED IDR / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | ID | $-31.56 | – | -0.00 | |
| PURCHASED INR / SOLD USD (Bank of America NA) | Derivative-foreign exchange | IN | $-2K | – | -0.00 | |
| PURCHASED INR / SOLD USD (Bank of America NA) | Derivative-foreign exchange | IN | $-2K | – | -0.00 | |
| PURCHASED MXN / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | MX | $-10K | – | -0.00 | |
| PURCHASED MXN / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | MX | $-23K | – | -0.01 | |
| PURCHASED RON / SOLD EUR (Bank of America NA) | Derivative-foreign exchange | RO | $-89.16 | – | -0.00 | |
| PURCHASED RON / SOLD EUR (Bank of America NA) | Derivative-foreign exchange | RO | $-289.23 | – | -0.00 | |
| PURCHASED SEK / SOLD USD (Bank of America NA) | Derivative-foreign exchange | SE | $14K | – | 0.00 | |
| PURCHASED SEK / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | SE | $-17K | – | -0.01 | |
| PURCHASED SGD / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | SG | $3K | – | 0.00 | |
| PURCHASED SGD / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | SG | $2K | – | 0.00 | |
| PURCHASED USD / SOLD AUD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| PURCHASED USD / SOLD AUD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| PURCHASED USD / SOLD AUD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD AUD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $8.08 | – | 0.00 | |
| PURCHASED USD / SOLD BRL (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $691.4 | – | 0.00 | |
| PURCHASED USD / SOLD CAD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $83K | – | 0.03 | |
| PURCHASED USD / SOLD CAD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD CAD (Bank of America NA) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| PURCHASED USD / SOLD CAD (BNP Paribas SA) | Derivative-foreign exchange | US | $-968.77 | – | -0.00 | |
| PURCHASED USD / SOLD CHF (Bank of America NA) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD CHF (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| PURCHASED USD / SOLD CHF (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| PURCHASED USD / SOLD CHF (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-16K | – | -0.01 | |
| PURCHASED USD / SOLD CHF (Bank of America NA) | Derivative-foreign exchange | US | $-19K | – | -0.01 | |
| PURCHASED USD / SOLD CLP (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-906.66 | – | -0.00 | |
| PURCHASED USD / SOLD COP (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| PURCHASED USD / SOLD COP (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-27K | – | -0.01 | |
| PURCHASED USD / SOLD DKK (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Bank of America NA) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-671.04 | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Bank of America NA) | Derivative-foreign exchange | US | $-15K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-145K | – | -0.05 | |
| PURCHASED USD / SOLD EUR (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-387K | – | -0.13 | |
| PURCHASED USD / SOLD GBP (Bank of America NA) | Derivative-foreign exchange | US | $-56K | – | -0.02 | |
| PURCHASED USD / SOLD JPY (Bank of America NA) | Derivative-foreign exchange | US | $-16K | – | -0.01 | |
| PURCHASED USD / SOLD JPY (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-26K | – | -0.01 | |
| PURCHASED USD / SOLD JPY (Bank of America NA) | Derivative-foreign exchange | US | $-32K | – | -0.01 | |
| PURCHASED USD / SOLD JPY (Bank of America NA) | Derivative-foreign exchange | US | $-69K | – | -0.02 | |
| PURCHASED USD / SOLD JPY (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-472K | – | -0.15 | |
| PURCHASED USD / SOLD JPY (Bank of America NA) | Derivative-foreign exchange | US | $-559K | – | -0.18 | |
| PURCHASED USD / SOLD JPY (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-564K | – | -0.18 | |
| PURCHASED USD / SOLD JPY (Bank of America NA) | Derivative-foreign exchange | US | $-596K | – | -0.19 | |
| PURCHASED USD / SOLD JPY (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-609K | – | -0.20 | |
| PURCHASED USD / SOLD RON (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $19.21 | – | 0.00 | |
| PURCHASED USD / SOLD SEK (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $31K | – | 0.01 | |
| PURCHASED USD / SOLD SEK (Bank of America NA) | Derivative-foreign exchange | US | $-14K | – | -0.00 | |
| PURCHASED USD / SOLD SGD (Bank of America NA) | Derivative-foreign exchange | US | $-39K | – | -0.01 | |
| PURCHASED USD / SOLD TWD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $83K | – | 0.03 | |
| PURCHASED USD / SOLD TWD (Bank of America NA) | Derivative-foreign exchange | US | $363.28 | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (Bank of America NA) | Derivative-foreign exchange | ZA | $-7K | – | -0.00 | |
| Realkredit Danmark A/S | Long | Debt | DK | $5M | – | 1.47 |
| Regatta XV Funding Ltd (Regatta XV Funding Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.45 |
| Region Wallonne Belgium | Long | Debt | BE | $810K | – | 0.26 |
| Republic of Poland Government International Bond | Long | Debt | PL | $2M | – | 0.49 |
| Republic of Poland Government International Bond | Long | Debt | PL | $801K | – | 0.26 |
| Rockford Tower Europe CLO 2021-2 DAC | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.49 |
| Romania Treasury Bills (ROMANIA T-BILL) | Long | Short-term investment vehicle | RO | $2M | – | 0.50 |
| Romanian Government International Bond | Long | Debt | RO | $1M | – | 0.49 |
| Romanian Government International Bond | Long | Debt | RO | $322K | – | 0.10 |
| Romanian Government International Bond | Long | Debt | RO | $317K | – | 0.10 |
| RWE Finance US LLC | Long | Debt | US | $1M | – | 0.37 |
| Sandoz Finance BV (SANDOZ FINANCE B.V.) | Long | Debt | NL | $1M | – | 0.37 |
| Santander Drive Auto Receivables Trust 2023-6 | Long | ABS-other | US | $480K | – | 0.16 |
| Santander Drive Auto Receivables Trust 2024-1 | Long | ABS-other | US | $455K | – | 0.15 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $2M | – | 0.81 |
| Sequoia Mortgage Trust 2004-10 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $309K | – | 0.10 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $299K | – | 0.10 |
| Singapore Government Bond | Long | Debt | SG | $1M | – | 0.44 |
| Singapore Government Bonds | Long | Debt | SG | $196K | – | 0.06 |
| SLM Student Loan Trust 2003-1 | Long | ABS-other | US | $662K | – | 0.22 |
| Smith & Nephew PLC | Long | Debt | GB | $1M | – | 0.36 |
| Southern California Edison Co | Long | Short-term investment vehicle | US | $250K | – | 0.08 |
| Spain Government Bonds | Long | Debt | ES | $1M | – | 0.48 |
| Standard Chartered PLC | Long | Debt | GB | $829K | – | 0.27 |
| Standard Chartered PLC | Long | Debt | GB | $661K | – | 0.21 |
| Starwood Mortgage Residential Trust 2022-1 | Long | ABS-mortgage backed security | US | $596K | – | 0.19 |
| State of North Rhine-Westphalia Germany (LAND NORDRHEIN-WESTFALEN) | Long | Debt | DE | $502K | – | 0.16 |
| State Street Institutional US Government Money Market Fund (State Street Global Advisors) | Long | Short-term investment vehicle | US | $3M | 3M | 0.85 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $637K | – | 0.21 |
| Sunnova Hestia I Issuer LLC (Sunnova Hestia I Issuer, LLC) | Long | ABS-other | US | $97K | – | 0.03 |
| Sweden Government Bonds | Long | Debt | SE | $420K | – | 0.14 |
| T-Mobile USA Inc | Long | Debt | US | $320K | – | 0.10 |
| T-Mobile USA Inc | Long | Debt | US | $246K | – | 0.08 |
| T-Mobile USA Inc | Long | Debt | US | $149K | – | 0.05 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $1M | – | 0.39 |
| Towd Point Mortgage Trust 2024-3 | Long | ABS-mortgage backed security | US | $1M | – | 0.42 |
| Trinitas CLO VI Ltd (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $699K | – | 0.23 |
| Trinitas CLO XIV Ltd (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.49 |
| U.K. Gilts | Long | Debt | GB | $465K | – | 0.15 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $4M | – | 1.38 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $846K | – | 0.27 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $262K | – | 0.08 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $9K | – | 0.00 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.77 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $209K | – | 0.07 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $5M | – | 1.64 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $3M | – | 1.04 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.90 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $296K | – | 0.10 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $5M | – | 1.58 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $246K | – | 0.08 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.33 |
| UBS Group AG | Long | Debt | CH | $612K | – | 0.20 |
| UBS Group AG | Long | Debt | CH | $334K | – | 0.11 |
| UBS Group AG | Long | Debt | CH | $284K | – | 0.09 |
| UBS Group AG | Long | Debt | CH | $262K | – | 0.09 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $27M | – | 8.76 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $25M | – | 8.00 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $16M | – | 5.34 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $15M | – | 4.73 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $5M | – | 1.65 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $4M | – | 1.28 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $182K | – | 0.06 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-1M | – | -0.43 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-4M | – | -1.19 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-23M | – | -7.61 |
| US 10YR FUT OPTN SEP24C 112.5 (Chicago Board of Trade) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| US 10YR FUT OPTN SEP24P 110 (Chicago Board of Trade) | Derivative-interest rate | US | $-945.32 | – | -0.00 | |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-56K | – | -0.02 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-57K | – | -0.02 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-624K | – | -0.20 | |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-316K | – | -0.10 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $36K | – | 0.01 | |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $39K | – | 0.01 |
| Verdelite Static CLO 2024-1 Ltd (Verdelite Static CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.36 |
| Verus Securitization Trust 2024-4 | Long | ABS-mortgage backed security | US | $591K | – | 0.19 |
| Verus Securitization Trust 2024-5 | Long | ABS-mortgage backed security | US | $601K | – | 0.20 |
| VMware LLC | Long | Debt | US | $144K | – | 0.05 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR5 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $139K | – | 0.05 |
| Wellfleet CLO X LTD (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $745K | – | 0.24 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $911K | – | 0.30 |
| Wells Fargo Alternative Loan 2007-PA6 Trust (Wells Fargo Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2022-C62 | Long | ABS-mortgage backed security | US | $444K | – | 0.14 |
| Wells Fargo Mortgage Backed Securities 2019-3 Trust (Wells Fargo Mortgage Backed Securities Trust) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
Address
SUNAMERICA SERIES TRUST
21650 Oxnard Street, 10th Floor
Woodland Hills
California
91367
United States of America
Websites
Directors
John T. Genoy
Charles H. Self III
Christianne F. Kerns
Bruce G. Willison
Martha B. Willis
Tracey C. Doi
Jane Jelenko
Transfer Agents
VALIC Retirement Services Company
Pricing Services
Virtu Financial, Inc.
Bloomberg L.P.
CanDeal Group Inc.
ICE Data Services, Inc.
State Street GS Performance Services Limited
S&P Global Market Intelligence Inc.
LSEG US Fin Corp.
PricingDirect Inc.
Bank of America Merrill Lynch Securities Inc
Custodians
BNP Paribas
State Street Trust Company Canada
Intesa Sanpaolo S.p.A.
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
State Street Bank and Trust Company
Clearstream Banking S.A.
State Street Bank International GmbH
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
Citibank Europe Public Limited Company
Skandinaviska Enskilda Banken AB
Euroclear Bank
Citibank, National Association (Singapore, SG, Branch)
Royal Bank of Canada
BNP Paribas (Athens, Attica, GR, Branch)
Bank Hapoalim B.M.
UniCredit Bank Austria AG
Skandinaviska Enskilda Banken A/S
The Hongkong and Shanghai Banking Corporation Limited
State Street Bank and Trust Company (Edinburgh, GB, Branch)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
UBS Switzerland AG
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
Shareholder Servicing Agents
VALIC Retirement Services Company
Admins
N/A
Brokers
BofA Securities, Inc.
Goldman Sachs & Co. LLC
Citigroup Global Markets Inc.
Nomura Securities International, Inc.
UBS Securities LLC
Barclays Capital Inc.