SunAmerica Series Trust

SA AB Growth Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares			Value (Note 1)
COMMON STOCKS — 91.6%
Applications Software — 6.8%
Microsoft Corp.		758,520		$	108,749,012
Athletic Footwear — 2.6%
NIKE, Inc., Class B		461,910			41,364,041
Beverages-Non-alcoholic — 3.4%
Monster Beverage Corp.†		981,694			55,102,484
Beverages-Wine/Spirits — 0.5%
Constellation Brands, Inc., Class A		44,620			8,492,525
Coatings/Paint — 2.2%
Sherwin-Williams Co.		60,890			34,848,565
Commercial Services-Finance — 3.1%
Euronet Worldwide, Inc.†		2,997			419,790
PayPal Holdings, Inc.†		400,430			41,684,763
S&P Global, Inc.		30,810			7,948,672
					50,053,225
Computer Aided Design — 0.1%
ANSYS, Inc.†		4,069			895,790
Computers — 0.9%
Apple, Inc.		60,940			15,159,434
Dental Supplies & Equipment — 0.8%
Align Technology, Inc.†		49,480			12,483,309
Distribution/Wholesale — 1.3%
Copart, Inc.†		247,198			20,428,443
Diversified Manufacturing Operations — 0.4%
A.O. Smith Corp.		119,474			5,935,468
E-Commerce/Products — 0.1%
Etsy, Inc.†		20,496			911,867
E-Commerce/Services — 2.9%
Booking Holdings, Inc.†		22,690			46,486,591
Electric Products-Misc. — 0.7%
AMETEK, Inc.		126,200			11,566,230
Electronic Components-Semiconductors — 2.2%
IPG Photonics Corp.†		51,465			6,910,720
Texas Instruments, Inc.		60,950			7,191,491
Xilinx, Inc.		232,872			21,130,805
					35,233,016
Electronic Connectors — 0.4%
Amphenol Corp., Class A		63,380			6,358,915
Electronic Forms — 1.6%
Adobe, Inc.†		90,620			25,186,017
Electronic Security Devices — 1.7%
Allegion PLC		244,280			28,346,251
Enterprise Software/Service — 1.0%
Paycom Software, Inc.†		28,859			6,104,544
Tyler Technologies, Inc.†		24,870			6,678,092
Veeva Systems, Inc., Class A†		23,844			3,381,795
					16,164,431
Entertainment Software — 1.8%
Electronic Arts, Inc.†		305,068			29,408,555
Finance-Credit Card — 4.9%
Visa, Inc., Class A		445,150			79,619,529
Industrial Automated/Robotic — 0.4%
Cognex Corp.		123,380			6,352,836
Instruments-Controls — 0.4%
Mettler-Toledo International, Inc.†		8,780			6,189,373
Internet Content-Entertainment — 5.6%
Facebook, Inc., Class A†		474,630			90,962,840
Machinery-General Industrial — 2.0%
IDEX Corp.		51,450			8,002,018
Roper Technologies, Inc.		70,880			23,883,725
					31,885,743
Medical Instruments — 5.5%
Edwards Lifesciences Corp.†		160,410			38,238,536
Intuitive Surgical, Inc.†		91,969			50,854,258
					89,092,794
Medical Products — 2.1%
ABIOMED, Inc.†		50,920			10,569,974
Stryker Corp.		109,444			23,669,454
					34,239,428
Medical-Biomedical/Gene — 7.2%
Illumina, Inc.†		75,150			22,208,328
Regeneron Pharmaceuticals, Inc.†		116,106			35,560,946
Vertex Pharmaceuticals, Inc.†		295,114			57,688,885
					115,458,159
Medical-Drugs — 3.9%
Zoetis, Inc.		487,810			62,400,655
Medical-HMO — 5.1%
UnitedHealth Group, Inc.		323,870			81,841,949
Networking Products — 1.4%
Arista Networks, Inc.†		91,233			22,312,855
Retail-Apparel/Shoe — 1.5%
Burlington Stores, Inc.†		122,756			23,590,021
Retail-Building Products — 3.3%
Home Depot, Inc.		225,850			52,979,893
Retail-Discount — 2.5%
Costco Wholesale Corp.		135,430			40,237,607
Retail-Major Department Stores — 1.4%
TJX Cos., Inc.		382,650			22,059,773
Retail-Perfume & Cosmetics — 1.2%
Ulta Beauty, Inc.†		86,133			20,081,909
Retail-Restaurants — 0.6%
Domino’s Pizza, Inc.		34,190			9,286,688
Semiconductor Equipment — 0.4%
ASML Holding NV		24,290			6,363,251
Web Portals/ISP — 7.7%
Alphabet, Inc., Class C†		98,610			124,259,447
TOTAL INVESTMENTS (cost $1,195,675,875)		91.6	%		1,472,388,919
Other assets less liabilities		8.4			134,560,161
NET ASSETS		100.0	%	$	1,606,949,080

† Non-income producing security

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks	$	1,472,388,919	$	—	$	—	$	1,472,388,919

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA AB Small & Mid Cap Value Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019

(unaudited)

Security Description	Shares		Value (Note 1)
COMMON STOCKS — 99.3%
Aerospace/Defense-Equipment — 1.1%
AAR Corp.		128,910	$	5,381,992
Airlines — 3.6%
Alaska Air Group, Inc.		115,443		8,015,207
Hawaiian Holdings, Inc.		171,360		4,902,610
SkyWest, Inc.		82,664		4,922,641
				17,840,458
Apparel Manufacturers — 0.7%
Capri Holdings, Ltd.†		106,060		3,295,284
Applications Software — 1.5%
Cerence, Inc.†		50,998		790,469
Nuance Communications, Inc.†		407,985		6,658,315
				7,448,784
Auto/Truck Parts & Equipment-Original — 2.8%
Cooper-Standard Holdings, Inc.†		84,408		2,689,239
Dana, Inc.		355,761		5,774,001
Lear Corp.		43,325		5,102,385
				13,565,625
Banks-Commercial — 8.9%
Associated Banc-Corp.		299,195		6,016,811
BankUnited, Inc.		207,425		7,114,678
Synovus Financial Corp.		182,011		6,164,713
Texas Capital Bancshares, Inc.†		95,582		5,167,163
Umpqua Holdings Corp.		367,614		5,815,653
Webster Financial Corp.		113,680		5,013,288
Zions Bancorp NA		169,376		8,209,655
				43,501,961
Banks-Super Regional — 1.1%
Comerica, Inc.		86,030		5,628,083
Batteries/Battery Systems — 1.1%
EnerSys		80,043		5,351,675
Beverages-Non-alcoholic — 1.1%
Cott Corp.		429,280		5,516,248
Building Products-Doors & Windows — 1.3%
Masonite International Corp.†		104,180		6,397,694
Building-Heavy Construction — 0.7%
Tutor Perini Corp.†		210,870		3,262,159
Building-Residential/Commercial — 2.6%
Lennar Corp., Class A		104,436		6,224,386
Taylor Morrison Home Corp., Class A†		269,801		6,758,515
				12,982,901
Chemicals-Diversified — 1.6%
Orion Engineered Carbons SA		231,445		3,832,729
Westlake Chemical Corp.		64,066		4,048,331
				7,881,060
Circuit Boards — 0.9%
TTM Technologies, Inc.†		368,231		4,311,985
Commercial Services — 1.3%
Quanta Services, Inc.		150,555		6,330,838
Computer Services — 2.3%
Amdocs, Ltd.		100,830		6,574,116
Genpact, Ltd.		117,489		4,602,044
				11,176,160
Computers-Integrated Systems — 2.4%
NCR Corp.†		230,506		6,733,080
NetScout Systems, Inc.†		200,100		4,846,422
				11,579,502
Containers-Paper/Plastic — 2.0%
Graphic Packaging Holding Co.		338,332		5,298,279
Sealed Air Corp.		111,207		4,645,117
				9,943,396
Data Processing/Management — 1.2%
CommVault Systems, Inc.†		118,189		5,870,448
E-Marketing/Info — 0.7%
Criteo SA ADR†		205,029		3,423,984
Electric-Integrated — 3.5%
Alliant Energy Corp.		146,566		7,817,831
Black Hills Corp.		58,406		4,604,145
PNM Resources, Inc.		87,074		4,540,909
				16,962,885
Electronic Components-Misc. — 0.1%
Vishay Intertechnology, Inc.		31,995		644,699
Electronic Parts Distribution — 0.5%
Avnet, Inc.		64,888		2,566,969
Enterprise Software/Service — 1.0%
Verint Systems, Inc.†		113,312		5,143,232
Finance-Consumer Loans — 0.8%
OneMain Holdings, Inc.		102,537		4,101,480
Food-Misc./Diversified — 2.6%
Hain Celestial Group, Inc.†		248,396		5,872,082
Nomad Foods, Ltd.†		351,569		6,859,111
				12,731,193
Food-Wholesale/Distribution — 1.6%
US Foods Holding Corp.†		202,856		8,047,298
Footwear & Related Apparel — 0.8%
Skechers U.S.A., Inc., Class A†		106,168		3,967,498
Gas-Distribution — 0.7%
Southwest Gas Holdings, Inc.		39,060		3,409,938
Golf — 0.9%
Callaway Golf Co.		207,309		4,191,788
Insurance-Multi-line — 3.2%
American Financial Group, Inc.		60,318		6,275,485
Kemper Corp.		67,481		4,850,534
Old Republic International Corp.		211,830		4,732,282
				15,858,301
Insurance-Property/Casualty — 2.5%
First American Financial Corp.		74,956		4,630,782
Hanover Insurance Group, Inc.		29,960		3,946,031
Selective Insurance Group, Inc.		56,060		3,874,867
				12,451,680
Insurance-Reinsurance — 4.4%
Essent Group, Ltd.		108,920		5,673,643
Everest Re Group, Ltd.		27,773		7,140,161
Reinsurance Group of America, Inc.		54,033		8,778,741
				21,592,545
Machine Tools & Related Products — 0.9%
Kennametal, Inc.		136,461		4,223,468

Machinery-Construction & Mining — 0.8%
Terex Corp.	136,490			3,760,299
Machinery-Electrical — 0.6%
Regal Beloit Corp.	43,141			3,194,591
Medical Labs & Testing Services — 1.1%
ICON PLC†	35,717			5,246,827
Medical-HMO — 1.1%
Molina Healthcare, Inc.†	44,842			5,275,213
Metal-Aluminum — 0.7%
Alcoa Corp.†	159,116			3,308,022
Oil Companies-Exploration & Production — 1.3%
Cimarex Energy Co.	32,377			1,366,957
Oasis Petroleum, Inc.†	548,380			1,431,272
QEP Resources, Inc.	526,082			1,751,853
SM Energy Co.	214,260			1,679,798
				6,229,880
Oil Field Machinery & Equipment — 0.7%
Dril-Quip, Inc.†	86,448			3,546,097
Oil-Field Services — 1.9%
MRC Global, Inc.†	269,083			3,056,783
Oil States International, Inc.†	186,190			2,656,931
Patterson-UTI Energy, Inc.	313,272			2,606,423
RPC, Inc.	271,990			1,126,039
				9,446,176
Publishing-Books — 0.5%
Houghton Mifflin Harcourt Co.†	350,951			2,267,143
Real Estate Investment Trusts — 14.1%
American Campus Communities, Inc.	141,756			7,084,965
Americold Realty Trust	143,226			5,741,930
Camden Property Trust	65,730			7,517,540
Cousins Properties, Inc.	155,262			6,230,664
CubeSmart	227,618			7,215,491
Easterly Government Properties, Inc.	204,370			4,561,538
Empire State Realty Trust, Inc., Class A	361,536			5,231,426
MGM Growth Properties LLC, Class A	206,328			6,439,497
Park Hotels & Resorts, Inc.	203,852			4,739,559
STAG Industrial, Inc.	238,439			7,401,146
Sun Communities, Inc.	43,418			7,061,938
				69,225,694
Recreational Vehicles — 1.3%
Brunswick Corp.	106,309			6,191,436
Retail-Apparel/Shoe — 0.8%
Foot Locker, Inc.	89,750			3,905,022
Retail-Arts & Crafts — 0.5%
Michaels Cos., Inc.†	297,450			2,596,738
Retail-Jewelry — 0.4%
Signet Jewelers, Ltd.	114,039			1,829,186
Retail-Restaurants — 2.2%
Bloomin’ Brands, Inc.	259,153			5,133,821
Papa John’s International, Inc.	98,752			5,781,930
				10,915,751
Rubber/Plastic Products — 0.8%
Trinseo SA	97,430			4,140,775
Savings & Loans/Thrifts — 1.2%
Sterling Bancorp	295,290			5,802,448
Semiconductor Components-Integrated Circuits — 2.0%
Cypress Semiconductor Corp.	233,487			5,433,243
MaxLinear, Inc.†	220,142			4,173,892
				9,607,135
Semiconductor Equipment — 1.1%
Kulicke & Soffa Industries, Inc.	234,530			5,568,915
Steel-Producers — 0.9%
Carpenter Technology Corp.	95,098			4,661,704
Television — 0.5%
Sinclair Broadcast Group, Inc., Class A	62,560			2,492,390
Transport-Services — 0.7%
Hub Group, Inc., Class A†	72,897			3,338,683
Transport-Truck — 0.8%
Knight-Swift Transportation Holdings, Inc.	104,747			3,819,076
Wire & Cable Products — 0.9%
Belden, Inc.	82,197			4,215,062
TOTAL INVESTMENTS (cost $485,946,309)	99.3	%		487,167,474
Other assets less liabilities	0.7			3,466,967
NET ASSETS	100.0	%	$	490,634,441

† Non-income producing security

ADR — American Depositary Receipt

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable  Inputs		Level 3 -  Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks	$	487,167,474	$	—	$	—	$	487,167,474

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA Blackrock VCP Global Multi Asset Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
COMMON STOCKS — 33.8%
Australia — 1.1%
Adelaide Brighton, Ltd.	$	10,558	$	22,417
AGL Energy, Ltd.		35,223		480,278
ALS, Ltd.		2,029		11,287
Altium,, Ltd.		2,749		60,982
Ansell, Ltd.		2,750		52,322
APA Group		2,581		20,728
Aristocrat Leisure, Ltd.		50,770		1,106,646
ASX, Ltd.		124		7,037
Aurizon Holdings, Ltd.		12,395		50,413
AusNet Services		58,571		74,695
Australia & New Zealand Banking Group, Ltd.		23,658		436,093
Bendigo & Adelaide Bank, Ltd.		184		1,351
BHP Group, Ltd.		48,196		1,194,400
BlueScope Steel, Ltd.		2,502		22,991
Caltex Australia, Ltd.		37		696
CIMIC Group, Ltd.		5,076		115,507
Coca-Cola Amatil, Ltd.		2,433		17,023
Cochlear, Ltd.		2,598		378,854
Commonwealth Bank of Australia		3,957		214,565
CSL, Ltd.		2,950		520,658
Dexus		4,454		36,752
Domino’s Pizza Enterprises, Ltd.		1,163		40,895
Flight Centre Travel Group, Ltd.		262		7,692
Fortescue Metals Group, Ltd.		30,198		185,479
Goodman Group		6,991		69,349
GPT Group		7,904		32,419
Harvey Norman Holdings, Ltd.		2,809		7,920
IDP Education, Ltd.		5,935		72,825
Insurance Australia Group, Ltd.		3,237		17,718
JB Hi-Fi, Ltd.		577		14,733
Macquarie Group, Ltd.		10,112		933,517
Magellan Financial Group, Ltd.		1,785		59,273
Medibank Private, Ltd.		13,536		31,539
Mirvac Group		16,274		36,011
National Australia Bank, Ltd.		4,998		98,572
Orica, Ltd.		3,597		56,783
Qantas Airways, Ltd.		11,011		48,655
QBE Insurance Group, Ltd.		21,488		186,641
Ramsay Health Care, Ltd.		319		15,061
REA Group, Ltd.		1,109		83,016
Rio Tinto, Ltd.		2,548		159,627
Santos, Ltd.		1,289		7,215
Scentre Group		145,896		385,196
SEEK, Ltd.		14,162		221,415
Sonic Healthcare, Ltd.		6,373		125,383
South32, Ltd.		29,329		51,556
Spark Infrastructure Group		7,999		11,138
Stockland		10,661		35,937
Suncorp Group, Ltd.		2,228		20,657
Sydney Airport		11,504		69,628
Telstra Corp., Ltd.		17,365		41,777
Transurban Group		4,505		46,086
Treasury Wine Estates, Ltd.		5,013		60,717
Vicinity Centres		20,999		38,650
Washington H. Soul Pattinson & Co., Ltd.		509		7,621
Westpac Banking Corp.		16,778		326,274
Woodside Petroleum, Ltd.		14,331		318,106
Woolworths Group, Ltd.		11,716		301,412
				9,052,188
Austria — 0.0%
ANDRITZ AG		2,465		110,738
Verbund AG		267		14,443
Wienerberger AG		4,231		114,384
				239,565
Belgium — 0.2%
Ageas		882		50,798
Anheuser-Busch InBev SA		1,156		92,880
Colruyt SA		1,312		72,930
Groupe Bruxelles Lambert SA		4,982		499,967
KBC Group NV		86		6,031
Proximus SADP		614		18,852
UCB SA		14,522		1,170,351
				1,911,809
Bermuda — 0.1%
Athene Holding, Ltd., Class A†		697		30,215
Essent Group, Ltd.		521		27,139
Hongkong Land Holdings, Ltd.		27,400		150,700
IHS Markit, Ltd.†		276		19,326
Invesco, Ltd.		9,408		158,243
Jardine Matheson Holdings, Ltd.		3,900		222,768
Jardine Strategic Holdings, Ltd.		7,080		228,896
Kerry Properties, Ltd.		3,000		9,724
Marvell Technology Group, Ltd.		1,920		46,829
NWS Holdings, Ltd.		21,608		32,208
Yue Yuen Industrial Holdings, Ltd.		2,500		7,051
				933,099
British Virgin Islands — 0.0%
Capri Holdings, Ltd.†		631		19,605
Canada — 1.4%
Atco, Ltd., Class I		403		14,167
Bank of Montreal		10,056		744,408
Bank of Nova Scotia		6,929		397,401
Bausch Health Cos, Inc.†		1,671		41,537
BCE, Inc.		22,245		1,055,248
Brookfield Asset Management, Inc., Class A		2,174		120,213
CAE, Inc.		1,218		30,545
Canadian Imperial Bank of Commerce		1,803		153,743
Canadian National Railway Co.		2,170		194,082

Canadian Natural Resources, Ltd.	1,891	47,681
Canadian Pacific Railway, Ltd.	637	144,854
Canadian Tire Corp., Ltd., Class A	961	103,601
Canadian Utilities, Ltd., Class A	1,284	37,445
Capital Power Corp.	1,002	24,017
CCL Industries, Inc., Class B	649	26,712
Cenovus Energy, Inc.	1,960	16,697
CGI, Inc.†	1,009	78,431
CI Financial Corp.	1,228	17,873
Constellation Software, Inc.	83	81,975
Dollarama, Inc.	1,848	62,171
Empire Co., Ltd., Class A	3,642	96,698
Enbridge, Inc.	2,606	94,913
Fairfax Financial Holdings, Ltd.	73	30,927
First Capital Realty, Inc.	677	11,205
First Quantum Minerals, Ltd.	1,156	9,769
FirstService Corp.	462	40,325
Fortis, Inc.	488	20,274
Franco-Nevada Corp.	3,267	317,001
George Weston, Ltd.	2,480	198,554
Gibson Energy, Inc.	3,427	59,740
Gildan Activewear, Inc.	779	19,902
H&R Real Estate Investment Trust	3,063	51,814
Husky Energy, Inc.	1,443	10,079
Hydro One, Ltd.*	3,255	60,523
iA Financial Corp., Inc.	593	28,558
Imperial Oil, Ltd.	1,169	29,112
Intact Financial Corp.	299	30,851
Kinross Gold Corp.†	5,722	27,804
Kirkland Lake Gold, Ltd.	1,371	64,381
Loblaw Cos., Ltd.	4,115	219,450
Magna International, Inc.	1,291	69,417
Manulife Financial Corp.	2,587	48,181
Methanex Corp.	275	10,421
Metro, Inc., Class A	5,526	233,694
National Bank of Canada	550	28,404
Northland Power, Inc.	2,741	54,733
Nutrien, Ltd.	9,552	456,967
Open Text Corp.	895	36,164
Pembina Pipeline Corp.	2,004	70,553
Power Financial Corp.	15,240	356,383
Quebecor, Inc., Class B	12,503	290,670
Restaurant Brands International, Inc.	5,179	338,831
RioCan Real Estate Investment Trust	719	14,428
Rogers Communications, Inc., Class B	10,336	486,626
Royal Bank of Canada	3,949	318,534
Saputo, Inc.	852	24,711
Shopify, Inc., Class A†	177	55,501
SmartCentres Real Estate Investment Trust	325	7,857
Sun Life Financial, Inc.	1,187	53,253
Suncor Energy, Inc.	16,599	493,521
TC Energy Corp.	652	32,865
Teck Resources, Ltd., Class B	8,041	127,108
TELUS Corp.	301	10,707
TFI International, Inc.	2,977	94,863
Thomson Reuters Corp.	706	47,444
Toronto-Dominion Bank	36,700	2,095,670
Tourmaline Oil Corp.	1,125	9,652
West Fraser Timber Co., Ltd.	263	12,161
Wheaton Precious Metals Corp.	1,510	42,327
WSP Global, Inc.	407	25,395
		10,761,722
Cayman Islands — 0.0%
ASM Pacific Technology, Ltd.	1,000	14,000
BeiGene, Ltd. ADR†	195	26,976
Budweiser Brewing Co. APAC, Ltd.†*	2,100	7,678
CK Asset Holdings, Ltd.	10,000	69,806
CK Hutchison Holdings, Ltd.	18,776	173,720
Melco Resorts & Entertainment, Ltd. ADR	1,122	24,168
Wharf Real Estate Investment Co., Ltd.	4,000	23,584
		339,932
Denmark — 0.1%
AP Moller - Maersk A/S, Series A	12	14,403
Carlsberg A/S, Class B	474	66,683
Chr. Hansen Holding A/S	331	25,407
Coloplast A/S, Class B	190	22,895
FLSmidth & Co. A/S	220	7,872
Genmab A/S†	354	77,154
GN Store Nord A/S	1,838	80,777
H. Lundbeck A/S	3,962	135,146
ISS A/S	640	16,748
Novo Nordisk A/S, Class B	4,190	228,834
Orsted A/S*	405	35,525
Rockwool International A/S	44	8,644
Royal Unibrew A/S	786	64,440
SimCorp A/S	417	37,257
Topdanmark A/S	69	3,090
		824,875
Finland — 0.2%
Elisa Oyj	575	31,404
Kone Oyj, Class B	16,734	1,064,562
Nordea Bank Abp	5,373	39,303
Orion Oyj, Class B	433	19,192
Sampo Oyj, Class A	583	23,889
Valmet Oyj	1,818	40,633
		1,218,983
France — 1.5%
Aeroports de Paris	843	160,210
Air Liquide SA	2,145	284,925
Arkema SA	295	30,151
AXA SA	3,049	80,542
BioMerieux	162	13,253
BNP Paribas SA	1,933	100,916
Bouygues SA	7,747	328,329
Bureau Veritas SA	4,303	109,852
Christian Dior SE	138	68,090
Cie Generale des Etablissements Michelin SCA	996	121,192
CNP Assurances	2,467	48,921
Credit Agricole SA	295	3,845
Danone SA	327	27,119

Dassault Aviation SA	164	227,722
Dassault Systemes SE	1,691	256,586
Edenred	14,667	772,102
Eiffage SA	1,139	122,358
Electricite de France SA	1,096	11,309
Engie SA	26,081	436,177
Eutelsat Communications SA	726	13,765
Faurecia SA	187	8,714
Gaztransport Et Technigaz SA	408	37,154
Hermes International	857	616,499
Ingenico Group SA	305	32,568
Ipsen SA	254	27,054
Kering SA	279	158,758
L’Oreal SA	6,422	1,875,131
Lagardere SCA	1,315	29,362
LVMH Moet Hennessy Louis Vuitton SE	3,842	1,639,005
Nexity SA	309	15,984
Orange SA	2,189	35,254
Pernod Ricard SA	3,348	617,981
Peugeot SA	2,311	58,508
Publicis Groupe SA	3,613	155,340
Rubis SCA	399	23,118
Safran SA	1,373	217,216
Sanofi	2,558	235,710
Sartorius Stedim Biotech	171	25,594
Schneider Electric SE	1,774	164,733
SCOR SE	3,323	140,018
Societe BIC SA	125	8,678
Societe Generale SA	169	4,797
SPIE SA	664	13,997
Teleperformance	845	191,501
Thales SA	266	26,000
TOTAL SA	27,774	1,460,069
Ubisoft Entertainment SA†	325	19,189
Veolia Environnement SA	1,887	49,605
Vinci SA	724	81,232
Vivendi SA	9,833	273,730
Wendel SA	491	69,547
Worldline SA†*	309	18,765
		11,548,175
Germany — 0.9%
adidas AG	1,804	557,022
Allianz SE	6,072	1,483,090
BASF SE	1,569	119,396
Bayer AG	4,367	338,890
Bayerische Motoren Werke AG	7,824	599,571
Beiersdorf AG	491	58,129
Carl Zeiss Meditec AG	27	2,944
CompuGroup Medical SE	157	10,051
Covestro AG*	1,057	50,750
CTS Eventim AG & Co. KGaA	290	17,546
Daimler AG	3,047	178,106
Deutsche Boerse AG	222	34,404
Deutsche Lufthansa AG	3,066	53,156
Deutsche Pfandbriefbank AG*	802	10,957
Deutsche Post AG	14,518	514,093
Deutsche Telekom AG	4,537	79,788
E.ON SE	3,225	32,505
Evonik Industries AG	9,241	243,748
Fielmann AG	703	54,257
Freenet AG	511	11,339
Fresenius Medical Care AG & Co. KGaA	208	15,051
Fresenius SE & Co. KGaA	3,892	204,558
Hannover Rueck SE	238	42,152
HeidelbergCement AG	2,463	183,004
Henkel AG & Co. KGaA	474	45,649
Henkel AG & Co. KGaA (Preference Shares)	341	35,438
HOCHTIEF AG	2,245	279,930
HUGO BOSS AG	585	24,610
Jenoptik AG	2	60
Knorr-Bremse AG	501	50,563
LANXESS AG	260	16,906
Merck KGaA	575	68,555
METRO AG	2,395	38,999
MTU Aero Engines AG	570	152,192
Muenchener Rueckversicherungs-Gesellschaft AG	357	99,142
Nemetschek SE	222	11,290
Porsche Automobil Holding SE (Preference Shares)	1,820	133,970
Puma SE	966	72,669
Rational AG	102	77,642
Rheinmetall AG	95	11,427
RWE AG	736	22,434
SAP SE	1,434	190,002
Sartorius AG (Preference Shares)	573	111,325
Siemens AG	1,031	118,874
Siemens Healthineers AG*	1,741	73,970
Software AG	3,143	99,904
Stroeer SE & Co. KGaA	171	13,770
Symrise AG	1,473	141,744
Telefonica Deutschland Holding AG	161,353	511,977
TLG Immobilien AG	370	10,832
Uniper SE	1,018	31,722
Volkswagen AG	443	83,944
Volkswagen AG (Preference Shares)	155	29,509
Wirecard AG	242	30,647
Zalando SE†*	682	29,551
		7,513,754
Guernsey — 0.0%
Amdocs, Ltd.	181	11,801
Hong Kong — 0.1%
AIA Group, Ltd.	26,619	266,497
BOC Hong Kong Holdings, Ltd.	46,500	160,223
Hang Lung Properties, Ltd.	9,000	19,824
Hong Kong Exchanges & Clearing, Ltd.	2,204	68,911
Hysan Development Co., Ltd.	3,000	11,849
Link REIT	9,000	98,144
New World Development Co., Ltd.	22,000	31,557
Sino Land Co., Ltd.	12,000	17,979
Sun Hung Kai Properties, Ltd.	6,000	91,042

Swire Pacific, Ltd., Class A	9,319	88,838
Swire Properties, Ltd.	4,800	15,130
Techtronic Industries Co., Ltd.	9,500	74,560
Vitasoy International Holdings, Ltd.	12,000	48,852
Wharf Holdings, Ltd.	6,000	13,645
Wheelock & Co., Ltd.	6,555	40,613
		1,047,664
Ireland — 0.6%
Accenture PLC, Class A	3,129	580,179
AIB Group PLC	37,083	118,782
Alkermes PLC†	1,255	24,510
Allegion PLC	8,851	1,027,070
Allergan PLC	2,650	466,692
Bank of Ireland Group PLC	35,483	170,644
CRH PLC	1,760	64,148
DCC PLC	840	78,734
Eaton Corp. PLC	2,189	190,684
James Hardie Industries PLC CDI	3,632	62,293
Jazz Pharmaceuticals PLC†	559	70,227
Johnson Controls International PLC	4,056	175,746
Kerry Group PLC, Class A	615	74,353
Linde PLC	3,524	698,985
Medtronic PLC	3,173	345,540
nVent Electric PLC	1,011	23,314
Perrigo Co. PLC	1,078	57,156
Seagate Technology PLC	1,849	107,297
UDG Healthcare PLC	1,080	10,814
Willis Towers Watson PLC	780	145,782
		4,492,950
Isle of Man — 0.0%
GVC Holdings PLC	1,208	13,927
Israel — 0.0%
Azrieli Group, Ltd.	79	6,086
Bank Hapoalim B.M.	5,772	46,167
Bank Leumi Le-Israel B.M.	9,004	65,554
Elbit Systems, Ltd.	168	27,528
Israel Chemicals, Ltd.	7,446	33,063
Israel Discount Bank, Ltd., Class A	3,347	15,289
Mizrahi Tefahot Bank, Ltd.	376	9,324
NICE, Ltd.†	31	4,901
Teva Pharmaceutical Industries, Ltd. ADR†	2,058	16,773
		224,685
Italy — 0.1%
Assicurazioni Generali SpA	2,549	51,670
Atlantia SpA	2,310	57,040
Enel SpA	18,223	141,049
Eni SpA	5,172	78,276
Interpump Group SpA	3,864	105,842
Intesa Sanpaolo SpA	47,488	118,955
Moncler SpA	976	37,598
Poste Italiane SpA*	1,099	13,336
Recordati SpA	210	8,823
		612,589
Japan — 3.0%
Advantest Corp.	1,600	73,266
AGC, Inc.	6,100	216,344
Air Water, Inc.	263	4,973
Aisin Seiki Co., Ltd.	200	8,075
Alfresa Holdings Corp.	1,575	35,470
Asahi Group Holdings, Ltd.	200	10,056
Asahi Kasei Corp.	2,764	31,008
Astellas Pharma, Inc.	28,900	497,367
Benesse Holdings, Inc.	1,200	32,303
Brother Industries, Ltd.	5,547	105,557
Canon Marketing Japan, Inc.	600	12,812
Canon, Inc.	9,990	274,010
Central Japan Railway Co.	1,600	330,327
Chubu Electric Power Co., Inc.	8,595	129,375
Chugai Pharmaceutical Co., Ltd.	445	37,705
Chugoku Electric Power Co., Inc.	3,100	41,366
Citizen Watch Co., Ltd.	8,700	46,646
Coca-Cola Bottlers Japan Holdings, Inc.	200	4,569
CyberAgent, Inc.	700	22,882
Dai Nippon Printing Co., Ltd.	2,300	61,935
Dai-ichi Life Holdings, Inc.	38,946	643,931
Daicel Corp.	15,844	143,196
Daifuku Co., Ltd.	100	5,380
Daiichi Sankyo Co., Ltd.	1,120	74,051
Daikin Industries, Ltd.	200	28,206
Daito Trust Construction Co., Ltd.	628	83,567
Daiwa House Industry Co., Ltd.	1,200	41,504
Denka Co., Ltd.	400	11,686
Dentsu, Inc.	358	12,896
DIC Corp.	400	11,594
East Japan Railway Co.	3,900	355,691
Eisai Co., Ltd.	3,400	248,317
Electric Power Development Co., Ltd.	4,241	103,443
FANUC Corp.	200	40,004
Fast Retailing Co., Ltd.	100	62,089
Fuji Electric Co., Ltd.	1,500	48,199
Fuji Media Holdings, Inc.	800	10,890
FUJIFILM Holdings Corp.	3,400	150,495
Fujitsu, Ltd.	2,092	186,380
Fukuoka Financial Group, Inc.	700	13,677
Furukawa Electric Co., Ltd.	600	17,002
GS Yuasa Corp.	300	5,523
Gunma Bank, Ltd.	3,000	10,223
Hakuhodo DY Holdings, Inc.	714	10,764
Hankyu Hanshin Holdings, Inc.	300	12,084
Hirose Electric Co., Ltd.	600	76,285
Hisamitsu Pharmaceutical Co., Inc.	694	32,582
Hitachi Chemical Co., Ltd.	1,700	56,436
Hitachi, Ltd.	5,900	222,309
Honda Motor Co., Ltd.	11,835	322,424
Hoya Corp.	1,284	114,180
Hulic Co., Ltd.	2,010	21,982
Isuzu Motors, Ltd.	2,000	23,474
ITOCHU Corp.	7,600	159,826
Izumi Co., Ltd.	200	7,566
Japan Airlines Co., Ltd.	3,800	118,726
Japan Airport Terminal Co., Ltd.	100	4,991
Japan Exchange Group, Inc.	1,017	16,942
Japan Post Bank Co., Ltd.	4,600	46,089

Japan Post Holdings Co., Ltd.	15,500	142,958
Japan Post Insurance Co., Ltd.	9,100	144,434
Japan Tobacco, Inc.	19,304	439,028
JFE Holdings, Inc.	10,600	134,181
JSR Corp.	900	17,077
JTEKT Corp.	900	11,618
JXTG Holdings, Inc.	145,828	687,886
K’s Holdings Corp.†	1,200	13,768
Kajima Corp.	12,298	170,366
Kamigumi Co., Ltd.	500	11,362
Kandenko Co., Ltd.	1,100	10,471
Kaneka Corp.	2,863	96,370
Kansai Electric Power Co., Inc.	11,437	133,921
Kansai Paint Co., Ltd.	10	243
Kao Corp.	7,695	623,068
KDDI Corp.	19,416	539,203
Keikyu Corp.	200	4,011
Kirin Holdings Co., Ltd.	22,300	475,984
Kobayashi Pharmaceutical Co., Ltd.	300	24,141
Kobe Steel, Ltd.	4,500	24,502
Konami Holdings Corp.	300	13,251
Konica Minolta, Inc.	12,800	94,705
Kose Corp.	92	16,442
Kurita Water Industries, Ltd.	1,100	31,984
Kyowa Kirin Co., Ltd.	287	5,305
Lintec Corp.	700	14,850
Lion Corp.	2,000	42,115
Marubeni Corp.	6,800	48,222
Maruha Nichiro Corp.	400	10,419
Maruichi Steel Tube, Ltd.	300	8,279
Mazda Motor Corp.	7,900	73,521
Medipal Holdings Corp.	1,095	25,167
MEIJI Holdings Co., Ltd.	300	21,724
Minebea Mitsumi, Inc.	1,900	36,596
MISUMI Group, Inc.	1,300	33,033
Mitsubishi Chemical Holdings Corp.	3,091	23,774
Mitsubishi Corp.	500	12,797
Mitsubishi Electric Corp.	5,600	80,715
Mitsubishi Estate Co., Ltd.	1,500	29,274
Mitsubishi Gas Chemical Co., Inc.	8,827	126,123
Mitsubishi Heavy Industries, Ltd.	2,100	85,602
Mitsubishi UFJ Financial Group, Inc.	238,800	1,260,008
Mitsubishi UFJ Lease & Finance Co., Ltd.	1,500	9,293
Mitsui & Co., Ltd.	1,600	27,669
Mitsui Chemicals, Inc.	2,424	58,428
Mitsui Fudosan Co., Ltd.	400	10,301
Mizuho Financial Group, Inc.	100,300	156,780
MS&AD Insurance Group Holdings, Inc.	15,590	506,578
Murata Manufacturing Co., Ltd.	3,000	162,876
NEC Corp.	3,000	119,456
NH Foods, Ltd.	400	16,835
Nichirei Corp.	800	18,409
Nidec Corp.	200	29,790
Nifco, Inc.	600	16,001
Nintendo Co., Ltd.	281	100,493
Nippon Electric Glass Co., Ltd.	7,200	163,949
Nippon Express Co., Ltd.	100	5,751
Nippon Paint Holdings Co., Ltd.	2,300	126,725
Nippon Shokubai Co., Ltd.	200	12,446
Nippon Steel Corp.	9,600	141,480
Nippon Telegraph & Telephone Corp.	10,000	497,824
Nippon Television Holdings, Inc.	900	11,859
Nippon Yusen KK	5,500	99,977
Nissan Motor Co., Ltd.	79,550	507,841
Nisshinbo Holdings, Inc.	3,700	31,179
Nitori Holdings Co., Ltd.	100	15,288
Nitto Denko Corp.	10,286	575,307
Nomura Holdings, Inc.	10,914	50,057
NSK, Ltd.	6,600	62,095
NTN Corp.	16,600	52,110
NTT Data Corp.	5,713	75,757
NTT DOCOMO, Inc.	15,200	418,742
Obayashi Corp.	10,598	109,915
Oji Holdings Corp.	29,600	154,866
Olympus Corp.	2,300	31,521
Omron Corp.	1,200	71,118
Ono Pharmaceutical Co., Ltd.	3,183	60,335
Oracle Corp. Japan	331	29,364
ORIX Corp.	37,200	587,849
Osaka Gas Co., Ltd.	1,300	25,557
Otsuka Corp.	2,300	93,499
Otsuka Holdings Co., Ltd.	5,700	239,528
PeptiDream, Inc.†	300	15,168
Persol Holdings Co., Ltd.	2,147	41,552
Pigeon Corp.	400	19,706
Pola Orbis Holdings, Inc.	7,844	178,831
Recruit Holdings Co., Ltd.	8,198	274,127
Rengo Co., Ltd.	1,500	10,973
Resona Holdings, Inc.	2,800	12,319
Ricoh Co., Ltd.	3,787	34,016
Rohm Co., Ltd.	100	8,019
Sanwa Holdings Corp.	900	10,626
Secom Co., Ltd.	2,581	240,557
Seino Holdings Co., Ltd.	800	10,349
Sekisui Chemical Co., Ltd.	1,600	28,136
Seria Co., Ltd.	500	12,622
Seven & i Holdings Co., Ltd.	900	34,170
Shimadzu Corp.	1,000	27,021
Shimamura Co., Ltd.	100	8,529
Shionogi & Co., Ltd.	1,240	74,843
Shiseido Co., Ltd.	864	71,751
Showa Denko KK	1,278	36,391
SMC Corp.	100	43,698
SoftBank Corp.	3,200	44,004
SoftBank Group Corp.	1,756	68,133
Sohgo Security Services Co., Ltd.	181	9,906
Sojitz Corp.	3,700	11,718
Sompo Holdings, Inc.	1,824	72,190
Sony Corp.	632	38,772
Stanley Electric Co., Ltd.	1,800	50,505
Subaru Corp.	1,600	46,271
Sumitomo Chemical Co., Ltd.	40,546	187,355
Sumitomo Corp.	7,600	124,074
Sumitomo Dainippon Pharma Co., Ltd.	1,778	31,315
Sumitomo Heavy Industries, Ltd.	500	15,719

Sumitomo Mitsui Financial Group, Inc.	23,800	855,116
Sumitomo Mitsui Trust Holdings, Inc.	900	33,136
Sumitomo Rubber Industries, Ltd.	800	10,690
Sundrug Co., Ltd.	900	29,961
Suntory Beverage & Food, Ltd.	300	12,835
Suzuken Co., Ltd.	939	50,432
Suzuki Motor Corp.	800	38,055
Sysmex Corp.	200	13,125
T&D Holdings, Inc.	24,624	278,186
Taiheiyo Cement Corp.	1,322	37,705
Taisei Corp.	5,700	226,965
Taisho Pharmaceutical Holdings Co., Ltd.	520	37,415
Takeda Pharmaceutical Co., Ltd.	15,900	578,342
TDK Corp.	1,500	150,431
Teijin, Ltd.	7,313	147,763
Tobu Railway Co., Ltd.	100	3,357
Toho Gas Co., Ltd.	900	35,212
Tohoku Electric Power Co., Inc.	8,124	83,805
Tokio Marine Holdings, Inc.	5,100	277,126
Tokyo Electric Power Co. Holdings, Inc.†	10,400	48,345
Tokyo Electron, Ltd.	1,280	261,654
Tokyo Gas Co., Ltd.	4,100	100,459
Topcon Corp.	900	12,551
Toppan Printing Co., Ltd.	5,400	100,559
Toray Industries, Inc.	8,300	59,235
Toshiba Corp.	600	20,585
Tosoh Corp.	4,000	55,487
TOTO, Ltd.	1,414	58,333
Toyo Seikan Group Holdings, Ltd.	900	14,393
Toyo Suisan Kaisha, Ltd.	400	16,890
Toyoda Gosei Co., Ltd.	200	4,734
Toyota Motor Corp.	8,585	599,575
Trend Micro, Inc.	2,952	150,347
Ube Industries, Ltd.	6,100	132,292
Ulvac Inc.	600	26,558
Yakult Honsha Co., Ltd.	700	40,319
Yamaha Motor Co., Ltd.	5,100	101,065
Yamato Holdings Co., Ltd.	8,900	150,325
Yamazaki Baking Co., Ltd.	1,400	23,932
Yaskawa Electric Corp.	900	34,837
Yokogawa Electric Corp.	1,000	18,492
Yokohama Rubber Co., Ltd.	600	13,540
Zenkoku Hosho Co., Ltd.	300	12,626
		23,664,152
Jersey — 0.2%
Amcor PLC	1,138	10,834
Amcor PLC CDI	42,634	409,399
Aptiv PLC	1,221	109,340
boohoo Group PLC†	11,273	38,551
Experian PLC	22,124	695,824
WPP PLC	1,333	16,632
		1,280,580
Luxembourg — 0.0%
ArcelorMittal	895	13,206
RTL Group SA	131	6,657
Subsea 7 SA	7,825	73,177
		93,040
Netherlands — 0.5%
ABN AMRO Group NV CVA*	4,433	82,517
Adyen NV†*	96	67,389
Aegon NV	20,798	89,908
AerCap Holdings NV†	548	31,718
Airbus SE	2,378	340,593
Akzo Nobel NV	271	24,950
ASM International NV	921	92,509
ASR Nederland NV	7,325	268,044
Euronext NV*	389	31,346
EXOR NV	346	26,519
Ferrari NV	3,061	489,729
Fiat Chrysler Automobiles NV	5,095	79,145
Heineken Holding NV	1,978	188,398
ING Groep NV	4,503	50,865
Koninklijke DSM NV	3,472	411,434
Koninklijke Philips NV	2,576	112,823
Koninklijke Vopak NV	319	17,501
LyondellBasell Industries NV, Class A	1,269	113,829
Mylan NV†	4,488	85,945
NN Group NV	18,037	687,386
NXP Semiconductors NV	2,375	269,990
Prosus NV†	894	61,649
QIAGEN NV†	210	6,303
Randstad NV	429	23,751
Signify NV*	1,003	29,353
Unilever NV	4,418	260,906
Wolters Kluwer NV	2,145	157,941
		4,102,441
New Zealand — 0.0%
a2 Milk Co., Ltd.†	1,923	16,028
Auckland International Airport, Ltd.	9,844	58,697
Contact Energy, Ltd.	3,561	16,849
Fisher & Paykel Healthcare Corp., Ltd.	5,052	62,029
Fletcher Building, Ltd.	5,887	17,287
Ryman Healthcare, Ltd.	3,512	29,070
Spark New Zealand, Ltd.	8,206	23,570
		223,530
Norway — 0.1%
DNB ASA	5,726	104,045
Equinor ASA	18,145	335,626
Gjensidige Forsikring ASA	1,534	28,675
Leroy Seafood Group ASA	1,661	11,133
Orkla ASA	5,532	53,142
Schibsted ASA, Class A	1,750	51,380
Telenor ASA	3,276	61,326
Yara International ASA	2,681	104,340
		749,667
Panama — 0.0%
Carnival Corp.	567	24,319

Portugal — 0.0%
Galp Energia SGPS SA	3,044	48,480
Puerto Rico — 0.0%
Popular, Inc.	202	11,001
Singapore — 0.1%
CapitaLand, Ltd.	30	79
ComfortDelGro Corp., Ltd.	9,700	16,399
DBS Group Holdings, Ltd.	3,382	64,635
Flex, Ltd.†	2,284	26,837
Keppel Corp., Ltd.	33,606	169,457
Oversea-Chinese Banking Corp., Ltd.	13,837	111,473
Singapore Airlines, Ltd.	2,500	17,292
Singapore Telecommunications, Ltd.	7,800	18,920
United Overseas Bank, Ltd.	2,354	46,424
Venture Corp., Ltd.	1,100	12,799
Wilmar International, Ltd.	65,600	180,823
Yangzijiang Shipbuilding Holdings, Ltd.	11,000	7,722
		672,860
Spain — 0.3%
Acciona SA	1,690	176,140
Acerinox SA	1,749	16,343
ACS Actividades de Construccion y Servicios SA	1,520	61,690
Aena SME SA*	2,195	402,710
Applus Services SA	712	8,584
Banco Bilbao Vizcaya Argentaria SA	11,664	61,441
Banco Santander SA	35,115	140,755
Endesa SA	2,071	56,359
Grifols SA	1,976	63,647
Iberdrola SA	25,899	265,974
Industria de Diseno Textil SA	1,620	50,500
Mapfre SA	10,541	29,391
Naturgy Energy Group SA	260	7,078
Red Electrica Corp. SA	2,403	48,375
Repsol SA	26,015	426,513
Telefonica SA	70,847	543,232
		2,358,732
Sweden — 0.2%
Assa Abloy AB, Class B	8,117	192,507
Atlas Copco AB, Class A	5,072	179,175
Atlas Copco AB, Class B	833	25,804
Boliden AB	1,153	31,005
Elekta AB, Series B	9,323	129,866
Epiroc AB, Class A	6,904	77,651
Essity AB, Class B	2,938	91,678
Hennes & Mauritz AB, Class B	1,144	23,903
ICA Gruppen AB	2,652	117,278
Investor AB, Class B	557	28,526
Kinnevik AB, Class B	796	21,756
L E Lundbergforetagen AB, Class B	504	18,968
Lundin Petroleum AB	2,683	88,584
Skandinaviska Enskilda Banken AB, Class A	1,284	12,303
Svenska Handelsbanken AB, Class A	1,433	14,345
Swedbank AB, Class A	533	7,455
Swedish Match AB	1,303	61,158
Telefonaktiebolaget LM Ericsson, Class B	3,054	26,682
Volvo AB, Class B	42,343	633,235
		1,781,879
Switzerland — 0.9%
Baloise Holding AG	237	43,772
Clariant AG	6,149	125,972
Coca-Cola HBC AG	790	24,048
Dufry AG	119	10,323
Flughafen Zurich AG	184	33,144
Garmin, Ltd.	515	48,281
Geberit AG	23	11,671
Kuehne & Nagel International AG	299	48,298
LafargeHolcim, Ltd.	8,695	448,456
Landis+Gyr Group AG	112	10,383
Logitech International SA	10,932	447,253
Nestle SA	14,076	1,502,772
Novartis AG	15,237	1,329,704
OC Oerlikon Corp. AG	1,761	18,030
Pargesa Holding SA	297	23,453
Roche Holding AG	7,381	2,220,660
Schindler Holding AG (Participation Certificate)	198	48,411
SGS SA	76	197,839
Sonova Holding AG	215	49,255
Straumann Holding AG	343	305,901
Sunrise Communications Group AG*	3,642	282,980
Swiss Life Holding AG	4	2,000
Swisscom AG	94	48,024
TE Connectivity, Ltd.	1,356	121,362
Temenos AG	90	12,841
UBS Group AG	1,620	19,115
		7,433,948
United Kingdom — 1.7%
3i Group PLC	6,086	88,926
Anglo American PLC	9,809	251,784
Aon PLC	1,532	295,921
Ashmore Group PLC	2,800	16,887
Associated British Foods PLC	297	8,564
AstraZeneca PLC	4,857	471,927
Aviva PLC	94,873	510,255
Babcock International Group PLC	2,087	14,977
BAE Systems PLC	3,003	22,414
Barclays PLC	41,435	90,063
Barratt Developments PLC	10,728	87,715
Bellway PLC	1,174	48,055
Berkeley Group Holdings PLC	1,902	108,430
BHP Group PLC	24,789	524,941
BP PLC	143,740	911,045
British American Tobacco PLC	16,196	566,866
British Land Co. PLC	3,962	31,850
BT Group PLC	9,378	24,867
Burberry Group PLC	1,777	47,050
Carnival PLC	731	29,278
Centrica PLC	21,055	19,790
Cineworld Group PLC	5,016	14,470
Coca-Cola European Partners PLC	1,422	76,091
Compass Group PLC	9,431	251,170

Dechra Pharmaceuticals PLC	1,859	63,332
Diageo PLC	23,520	964,117
Dialog Semiconductor PLC†	1,445	64,803
Direct Line Insurance Group PLC	35,531	125,234
Evraz PLC	2,093	9,955
GlaxoSmithKline PLC	60,744	1,391,619
Greggs PLC	956	21,993
Hargreaves Lansdown PLC	393	9,021
HomeServe PLC	4,254	63,866
Howden Joinery Group PLC	2,403	17,973
HSBC Holdings PLC	51,962	392,411
IG Group Holdings PLC	2,197	18,083
Imperial Brands PLC	1,720	37,707
Intertek Group PLC	208	14,420
Investec PLC	2,965	16,807
J Sainsbury PLC	54,164	142,778
JD Sports Fashion PLC	4,310	42,899
John Wood Group PLC	2,055	9,005
Jupiter Fund Management PLC	3,304	14,663
Kingfisher PLC	8,960	24,048
Legal & General Group PLC	21,152	72,252
Lloyds Banking Group PLC	33,560	24,692
London Stock Exchange Group PLC	570	51,345
M&G PLC†	6,123	16,957
Marks & Spencer Group PLC	17,472	41,078
Meggitt PLC	3,493	28,252
Mondi PLC	1,599	33,088
Moneysupermarket.com Group PLC	4,461	19,826
National Grid PLC	7,077	82,624
Next PLC	1,072	91,399
Nielsen Holdings PLC	1,339	26,994
NMC Health PLC	76	2,149
Ocado Group PLC†	2,097	36,100
Pearson PLC	3,289	29,065
Pennon Group PLC	2,527	29,401
Persimmon PLC	3,319	97,894
Prudential PLC	6,123	106,955
Reckitt Benckiser Group PLC	1,219	94,173
RELX PLC	7,610	183,154
Rio Tinto PLC	10,249	532,900
Rolls-Royce Holdings PLC (LSE)	3,739	34,339
Rolls-Royce Holdings PLC (Entitlement Shares)†	171,994	223
Rotork PLC	3,280	12,806
Royal Bank of Scotland Group PLC	8,124	22,383
Royal Dutch Shell PLC, Class A	43,065	1,245,662
Royal Dutch Shell PLC, Class B	37,453	1,076,057
Segro PLC	4,162	45,513
Sensata Technologies Holding PLC†	1,206	61,735
Smith & Nephew PLC	6,236	133,486
Spirax-Sarco Engineering PLC	749	76,890
SSE PLC	1,909	31,739
SSP Group PLC	11,234	92,696
Standard Chartered PLC	4,962	45,057
Tate & Lyle PLC	6,339	55,262
Taylor Wimpey PLC	38,838	83,261
Tesco PLC	13,557	41,304
Unilever PLC	13,226	791,941
Vodafone Group PLC	85,345	174,008
Weir Group PLC	878	15,314
WH Smith PLC	1,553	44,016
Whitbread PLC	861	45,292
Winter Money UK PLC CDI	7,011	12,518
WM Morrison Supermarkets PLC	76,385	196,753
		13,896,623
United States — 20.5%
3M Co.	9,940	1,640,001
A.O. Smith Corp.	2,261	112,326
Abbott Laboratories	4,789	400,408
AbbVie, Inc.	10,717	852,537
Acuity Brands, Inc.	285	35,565
Adobe, Inc.†	895	248,747
Advance Auto Parts, Inc.	675	109,674
AES Corp.	2,370	40,408
Aflac, Inc.	3,013	160,171
Agilent Technologies, Inc.	2,028	153,621
Air Products & Chemicals, Inc.	1,400	298,564
Akamai Technologies, Inc.†	667	57,695
Albemarle Corp.	1,205	73,192
Alcoa Corp.†	847	17,609
Alexion Pharmaceuticals, Inc.†	1,506	158,732
Align Technology, Inc.†	127	32,041
ALLETE, Inc.	593	51,034
Alliance Data Systems Corp.	323	32,300
Alliant Energy Corp.	980	52,273
Allison Transmission Holdings, Inc.	214	9,333
Allstate Corp.	1,327	141,219
Ally Financial, Inc.	1,532	46,925
Alnylam Pharmaceuticals, Inc.†	460	39,900
Alphabet, Inc., Class A†	1,877	2,362,768
Alphabet, Inc., Class C†	2,122	2,673,953
Altria Group, Inc.	28,349	1,269,752
Amazon.com, Inc.†	3,058	5,433,026
AMC Networks, Inc., Class A†	571	24,867
AMERCO	33	13,366
Ameren Corp.	1,356	105,361
American Airlines Group, Inc.	12,447	374,157
American Electric Power Co., Inc.	2,648	249,945
American Express Co.	8,899	1,043,675
American Financial Group, Inc.	904	94,052
American Tower Corp.	2,078	453,170
AmerisourceBergen Corp.	3,517	300,281
AMETEK, Inc.	2,074	190,082
Amgen, Inc.	4,489	957,279
AMN Healthcare Services, Inc.†	329	19,332
Analog Devices, Inc.	3,441	366,914
ANSYS, Inc.†	336	73,970
Anthem, Inc.	2,720	731,898
Apache Corp.	477	10,332
Apple Hospitality REIT, Inc.	29,507	486,275
Apple, Inc.	23,400	5,820,984
Applied Materials, Inc.	4,077	221,218
AptarGroup, Inc.	86	10,161
Archer-Daniels-Midland Co.	2,203	92,614
Arconic, Inc.	823	22,608
Arrow Electronics, Inc.†	370	29,334
Aspen Technology, Inc.†	131	15,079
Associated Banc-Corp.	697	14,017

Assurant, Inc.	236	29,753
AT&T, Inc.	39,536	1,521,741
Atmos Energy Corp.	472	53,091
Autoliv, Inc.	761	59,236
Automatic Data Processing, Inc.	1,656	268,653
AutoZone, Inc.†	237	271,218
Avista Corp.	11,031	529,819
Avnet, Inc.	336	13,292
AXA Equitable Holdings, Inc.	1,701	36,742
Baker Hughes a GE Co., LLC	2,847	60,926
Ball Corp. (NYSE)	1,384	96,838
Ball Corp. (LSE)	644	45,061
Bank of America Corp.	15,069	471,208
Bank of New York Mellon Corp.	1,307	61,102
Bank OZK	1,024	28,733
BankUnited, Inc.	531	18,213
Baxter International, Inc.	3,777	289,696
Becton Dickinson and Co.	475	121,600
Berkshire Hathaway, Inc., Class B†	7,515	1,597,539
Best Buy Co., Inc.	2,704	194,228
Bio-Rad Laboratories, Inc., Class A†	957	317,360
Biogen, Inc.†	2,198	656,565
BioMarin Pharmaceutical, Inc.†	721	52,784
Boeing Co.	1,320	448,681
Booking Holdings, Inc.†	519	1,063,312
BorgWarner, Inc.	868	36,178
Boston Scientific Corp.†	2,127	88,696
Bright Horizons Family Solutions, Inc.†	395	58,665
Bristol-Myers Squibb Co.	19,988	1,146,712
Broadcom, Inc.	1,303	381,584
Broadridge Financial Solutions, Inc.	1,478	185,075
Brown & Brown, Inc.	676	25,472
Brown-Forman Corp., Class B	633	41,474
Bruker Corp.	299	13,305
Burlington Stores, Inc.†	551	105,886
C.H. Robinson Worldwide, Inc.	1,716	129,798
Cable One, Inc.	35	46,388
Cabot Oil & Gas Corp.	2,016	37,578
Cadence Design Systems, Inc.†	1,161	75,871
Camden Property Trust	534	61,074
Capital One Financial Corp.	1,021	95,208
Cardinal Health, Inc.	319	15,775
Cargurus, Inc.†	655	22,001
Carlisle Cos., Inc.	377	57,406
CarMax, Inc.†	469	43,697
CDK Global, Inc.	446	22,541
CDW Corp.	728	93,118
Celanese Corp.	492	59,606
Celgene Corp.†	5,157	557,111
Centene Corp.†	5,948	315,720
Cerner Corp.	1,828	122,695
CF Industries Holdings, Inc.	447	20,271
Charles Schwab Corp.	832	33,871
Charter Communications, Inc., Class A†	15	7,018
Chemed Corp.	147	57,905
Chevron Corp.	6,420	745,619
Chipotle Mexican Grill, Inc.†	102	79,372
Church & Dwight Co., Inc.	4,596	321,444
Ciena Corp.†	307	11,396
Cigna Corp.	550	98,153
Cimarex Energy Co.	388	16,381
Cinemark Holdings, Inc.	3,685	134,871
Cintas Corp.	999	268,401
Cirrus Logic, Inc.†	286	19,437
Cisco Systems, Inc.	3,530	167,710
CIT Group, Inc.	4,759	204,113
Citigroup, Inc.	2,651	190,501
Citizens Financial Group, Inc.	36,492	1,283,059
Clean Harbors, Inc.†	135	11,132
Clorox Co.	590	87,137
CME Group, Inc.	402	82,711
Coca-Cola Co.	11,006	599,057
Cognizant Technology Solutions Corp., Class A	258	15,723
Colgate-Palmolive Co.	2,038	139,807
Columbia Sportswear Co.	377	34,100
Comcast Corp., Class A	12,894	577,909
Comerica, Inc.	3,043	199,073
ConocoPhillips	5,412	298,742
Constellation Brands, Inc., Class A	482	91,739
Cooper Cos., Inc.	201	58,491
Copart, Inc.†	6,182	510,880
Cornerstone OnDemand, Inc.†	1,960	114,797
Corning, Inc.	2,565	76,001
Corteva, Inc.	2,719	71,727
CoStar Group, Inc.†	1,555	854,504
Costco Wholesale Corp.	845	251,058
Coty, Inc., Class A	2,776	32,451
Crane Co.	3,405	260,551
CSX Corp.	3,633	255,291
CubeSmart	621	19,686
Cullen/Frost Bankers, Inc.	184	16,575
Cummins, Inc.	617	106,420
Curtiss-Wright Corp.	1,255	169,739
CVS Health Corp.	5,679	377,029
D.R. Horton, Inc.	801	41,948
Danaher Corp.	7,756	1,068,932
Darden Restaurants, Inc.	954	107,106
Darling Ingredients, Inc.†	679	13,105
DaVita, Inc.†	341	19,983
Deere & Co.	537	93,513
Delta Air Lines, Inc.	10,582	582,857
DENTSPLY SIRONA, Inc.	106	5,807
Devon Energy Corp.	5,972	121,112
Discover Financial Services	452	36,278
Discovery, Inc., Class A†	4,821	129,950
Discovery, Inc., Class C†	3,818	96,366
DISH Network Corp., Class A†	714	24,547
Dolby Laboratories, Inc., Class A	208	13,381
Dollar General Corp.	3,044	488,075
Dominion Energy, Inc.	1,601	132,163
Dover Corp.	563	58,490
Dow, Inc.	2,116	106,837
DTE Energy Co.	883	112,424
Duke Energy Corp.	2,400	226,224
Dunkin’ Brands Group, Inc.	1,696	133,340

DuPont de Nemours, Inc.	13,470	887,808
DXC Technology Co.	1,486	41,118
East West Bancorp, Inc.	6,019	258,335
Eastman Chemical Co.	2,140	162,726
Eaton Vance Corp.	442	20,155
eBay, Inc.	1,505	53,051
Ecolab, Inc.	9,765	1,875,564
Edison International	2,617	164,609
Edwards Lifesciences Corp.†	422	100,596
Elanco Animal Health, Inc.†	2,679	72,387
Eli Lilly & Co.	5,068	577,499
Emerson Electric Co.	336	23,570
Entegris, Inc.	845	40,560
Entergy Corp.	899	109,211
EOG Resources, Inc.	1,900	131,689
EPAM Systems, Inc.†	189	33,256
Equifax, Inc.	377	51,540
Erie Indemnity Co., Class A	96	17,690
Estee Lauder Cos., Inc., Class A	6,424	1,196,598
Evergy, Inc.	10,106	645,874
Exact Sciences Corp.†	688	59,856
Exelon Corp.	9,361	425,832
Expedia Group, Inc.	664	90,742
Expeditors International of Washington, Inc.	709	51,714
Extended Stay America, Inc.	31,654	449,803
Exxon Mobil Corp.	18,545	1,253,086
F5 Networks, Inc.†	254	36,596
Facebook, Inc., Class A†	19,204	3,680,447
FactSet Research Systems, Inc.	365	92,535
Fastenal Co.	2,412	86,687
FedEx Corp.	1,797	274,330
Fidelity National Financial, Inc.	1,187	54,412
Fidelity National Information Services, Inc.	989	130,311
Fifth Third Bancorp	487	14,162
First American Financial Corp.	5,960	368,209
First Horizon National Corp.	15,435	246,497
FirstCash, Inc.	127	10,718
FirstEnergy Corp.	2,507	121,138
Fiserv, Inc.†	884	93,828
FleetCor Technologies, Inc.†	1,071	315,110
FLIR Systems, Inc.	590	30,420
Fluor Corp.	585	9,424
FMC Corp.	32	2,928
FNB Corp.	1,300	15,678
Ford Motor Co.	124,303	1,067,763
Fortinet, Inc.†	4,382	357,396
Fortune Brands Home & Security, Inc.	331	19,877
Fox Corp., Class A	71	2,275
Franklin Resources, Inc.	1,256	34,603
Gap, Inc.	941	15,301
GATX Corp.	102	8,114
General Dynamics Corp.	5,485	969,748
General Electric Co.	13,967	139,391
General Mills, Inc.	6,838	347,781
General Motors Co.	7,455	277,028
Gentex Corp.	385	10,799
Gilead Sciences, Inc.	9,354	595,943
Globe Life, Inc.	3,146	306,200
GoDaddy, Inc., Class A†	18,284	1,189,009
Goldman Sachs Group, Inc.	484	103,276
Graco, Inc.	290	13,108
H&R Block, Inc.	843	21,067
Halliburton Co.	1,098	21,136
Harley-Davidson, Inc.	1,289	50,155
Hartford Financial Services Group, Inc.	1,360	77,629
HCA Healthcare, Inc.	2,160	288,446
HD Supply Holdings, Inc.†	644	25,464
Healthpeak Properties, Inc. REIT	1,775	66,775
HEICO Corp.	3,254	401,348
HEICO Corp., Class A	1,253	119,373
Henry Schein, Inc.†	831	52,008
Hess Corp.	1,669	109,737
Hewlett Packard Enterprise Co.	5,553	91,125
Hill-Rom Holdings, Inc.	3,332	348,827
Hilton Worldwide Holdings, Inc.	170	16,483
HMS Holdings Corp.†	341	11,147
HollyFrontier Corp.	705	38,733
Hologic, Inc.†	8,571	414,065
Home Depot, Inc.	9,073	2,128,344
Honeywell International, Inc.	5,925	1,023,425
Host Hotels & Resorts, Inc.	2,976	48,777
HP, Inc.	5,952	103,386
Hubbell, Inc.	375	53,137
HubSpot, Inc.†	859	133,231
Humana, Inc.	787	231,535
Huntington Ingalls Industries, Inc.	315	71,083
IAC/InterActiveCorp†	545	123,851
IBERIABANK Corp.	3,544	260,094
ICU Medical, Inc.†	84	13,575
IDACORP, Inc.	3,737	402,176
IDEX Corp.	3,819	593,969
IDEXX Laboratories, Inc.†	213	60,707
Illumina, Inc.†	336	99,295
Incyte Corp.†	1,261	105,823
Ingredion, Inc.	923	72,917
Insperity, Inc.	2,815	297,348
Intel Corp.	21,017	1,188,091
Intercontinental Exchange, Inc.	929	87,623
International Business Machines Corp.	1,160	155,127
International Flavors & Fragrances, Inc.	169	20,620
Interpublic Group of Cos., Inc.	43,312	942,036
Intuit, Inc.	5,346	1,376,595
Intuitive Surgical, Inc.†	81	44,789
Investors Bancorp, Inc.	4,413	53,177
Ionis Pharmaceuticals, Inc.†	773	43,072
IPG Photonics Corp.†	160	21,485
IQVIA Holdings, Inc.†	157	22,674
ITT, Inc.	213	12,663
J.M. Smucker Co.	482	50,938
j2 Global, Inc.	123	11,680
Jack Henry & Associates, Inc.	515	72,903
Jacobs Engineering Group, Inc.	6,069	567,937
JB Hunt Transport Services, Inc.	864	101,572
Jefferies Financial Group, Inc.	383	7,151

Johnson & Johnson	25,762	3,401,614
Jones Lang LaSalle, Inc.	183	26,813
JPMorgan Chase & Co.	8,890	1,110,539
Juniper Networks, Inc.	3,710	92,082
Keysight Technologies, Inc.†	729	73,563
Kimberly-Clark Corp.	1,762	234,135
Kimco Realty Corp.	1,472	31,736
KLA Corp.	185	31,272
Knight-Swift Transportation Holdings, Inc.	269	9,808
Kohl’s Corp.	698	35,779
Kraft Heinz Co.	3,833	123,921
Kroger Co.	5,164	127,241
L3Harris Technologies, Inc.	790	162,985
Laboratory Corp. of America Holdings†	181	29,823
Lam Research Corp.	2,014	545,875
Las Vegas Sands Corp.	513	31,724
Lear Corp.	237	27,911
Leidos Holdings, Inc.	85	7,330
Lennar Corp., Class A	221	13,172
Lennox International, Inc.	128	31,662
Liberty Property Trust	569	33,611
Life Storage, Inc.	1,354	147,478
Lincoln National Corp.	802	45,297
Live Nation Entertainment, Inc.†	1,093	77,056
Lockheed Martin Corp.	4,879	1,837,822
Loews Corp.	1,102	53,998
Lowe’s Cos., Inc.	3,389	378,246
Lululemon Athletica, Inc.†	454	92,739
Macquarie Infrastructure Corp.	651	28,084
Macy’s, Inc.	1,281	19,420
Manhattan Associates, Inc.†	524	39,274
ManpowerGroup, Inc.	261	23,730
Marathon Oil Corp.	4,080	47,042
Marathon Petroleum Corp.	687	43,934
Markel Corp.†	101	118,271
MarketAxess Holdings, Inc.	120	44,231
Marriott International, Inc., Class A	830	105,036
Marsh & McLennan Cos., Inc.	2,360	244,543
Masimo Corp.†	66	9,622
Mastercard, Inc., Class A	8,493	2,350,947
Match Group, Inc.	438	31,970
Maxim Integrated Products, Inc.	1,091	63,998
McCormick & Co., Inc.	226	36,316
McDonald’s Corp.	10,581	2,081,283
McKesson Corp.	549	73,017
MDU Resources Group, Inc.	6,067	175,276
MercadoLibre, Inc.†	255	132,988
Merck & Co., Inc.	12,128	1,051,012
MetLife, Inc.	14,521	679,438
Mettler-Toledo International, Inc.†	208	146,628
MGIC Investment Corp.	2,533	34,727
MGM Resorts International	223	6,355
Micron Technology, Inc.†	5,706	271,320
Microsoft Corp.	44,272	6,347,277
Molson Coors Brewing Co., Class B	544	28,680
Mondelez International, Inc., Class A	1,810	94,934
Monolithic Power Systems, Inc.	139	20,839
Monster Beverage Corp.†	1,536	86,216
Moody’s Corp.	791	174,566
Morgan Stanley	33,481	1,541,800
Motorola Solutions, Inc.	3,142	522,577
MSC Industrial Direct Co., Inc., Class A	1,499	109,742
MSCI, Inc.	354	83,034
National Instruments Corp.	8,071	334,059
National Oilwell Varco, Inc.	1,534	34,699
National Retail Properties, Inc.	594	34,993
Nektar Therapeutics†	1,629	27,897
NetApp, Inc.	993	55,489
Netflix, Inc.†	162	46,560
NextEra Energy, Inc.	1,540	367,044
Noble Energy, Inc.	480	9,245
Nordstrom, Inc.	474	17,017
Norfolk Southern Corp.	969	176,358
Northern Trust Corp.	66	6,579
Northrop Grumman Corp.	851	299,960
NRG Energy, Inc.	4,473	179,457
Nu Skin Enterprises, Inc., Class A	195	8,693
Nucor Corp.	2,813	151,480
NVIDIA Corp.	4,257	855,742
NVR, Inc.†	11	40,002
O’Reilly Automotive, Inc.†	401	174,639
Occidental Petroleum Corp.	1,666	67,473
OGE Energy Corp.	1,379	59,380
Okta, Inc.†	38	4,145
Old Dominion Freight Line, Inc.	728	132,554
ON Semiconductor Corp.†	1,497	30,539
OneMain Holdings, Inc.	447	17,880
Outfront Media, Inc.	3,604	94,821
Owens Corning	468	28,679
PacWest Bancorp	4,337	160,426
Park Hotels & Resorts, Inc.	36,905	858,041
Paychex, Inc.	10,233	855,888
Paylocity Holding Corp.†	464	47,606
PayPal Holdings, Inc.†	1,339	139,390
Penske Automotive Group, Inc.	1,604	78,147
PepsiCo, Inc.	3,335	457,462
Performance Food Group Co.†	1,282	54,626
Pfizer, Inc.	51,534	1,977,360
Philip Morris International, Inc.	10,798	879,389
Phillips 66	2,602	303,966
Pinnacle West Capital Corp.	909	85,555
Pioneer Natural Resources Co.	325	39,981
Portland General Electric Co.	633	36,005
PPG Industries, Inc.	4,622	578,305
PPL Corp.	904	30,275
Procter & Gamble Co.	23,112	2,877,675
Progressive Corp.	2,795	194,811
Proofpoint, Inc.†	122	14,075
Prudential Financial, Inc.	17,061	1,554,940
Public Storage	617	137,505
PulteGroup, Inc.	1,135	44,537
Q2 Holdings, Inc.†	176	12,582
Qorvo, Inc.†	1,670	135,036
QUALCOMM, Inc.	1,577	126,854
Quest Diagnostics, Inc.	3,715	376,144

Radian Group, Inc.	1,034	25,953
Ralph Lauren Corp.	338	32,468
Raymond James Financial, Inc.	525	43,832
Raytheon Co.	1,468	311,524
Regal Beloit Corp.	1,625	120,331
Regeneron Pharmaceuticals, Inc.†	414	126,800
Regions Financial Corp.	708	11,399
Reinsurance Group of America, Inc.	140	22,746
Reliance Steel & Aluminum Co.	440	51,058
Republic Services, Inc.	980	85,760
ResMed, Inc.	596	88,160
RingCentral, Inc., Class A†	744	120,171
RLJ Lodging Trust	41,771	685,462
Robert Half International, Inc.	1,644	94,152
Rockwell Automation, Inc.	754	129,680
Rollins, Inc.	523	19,932
Roper Technologies, Inc.	1,168	393,569
Ross Stores, Inc.	1,483	162,641
RPM International, Inc.	209	15,138
Ryder System, Inc.	1,220	59,329
S&P Global, Inc.	7,350	1,896,226
salesforce.com, Inc.†	13,048	2,041,882
Sarepta Therapeutics, Inc.†	312	25,915
Scotts Miracle-Gro Co.	210	21,082
Seattle Genetics, Inc.†	790	84,846
SEI Investments Co.	747	44,760
ServiceMaster Global Holdings, Inc.†	711	28,710
ServiceNow, Inc.†	2,617	647,079
Sherwin-Williams Co.	1,188	679,916
Silicon Laboratories, Inc.†	227	24,116
Simon Property Group, Inc.	7,880	1,187,358
Sinclair Broadcast Group, Inc., Class A	2,403	95,736
Sirius XM Holdings, Inc.	120,611	810,506
Skyworks Solutions, Inc.	705	64,197
Snap, Inc., Class A†	1,891	28,478
Snap-on, Inc.	2,961	481,666
Southern Co.	873	54,702
Southwest Airlines Co.	11,648	653,802
Southwest Gas Holdings, Inc.	711	62,070
Spirit AeroSystems Holdings, Inc., Class A	730	59,729
Sprint Corp.†	67,082	416,579
Square, Inc., Class A†	283	17,385
Starbucks Corp.	1,568	132,590
Starwood Property Trust, Inc.	789	19,409
Steel Dynamics, Inc.	2,818	85,554
Stifel Financial Corp.	221	12,372
Stryker Corp.	2,251	486,824
Sunstone Hotel Investors, Inc.	12,896	174,225
Synchrony Financial	215	7,605
Synopsys, Inc.†	582	79,006
Synovus Financial Corp.	10,488	355,229
Sysco Corp.	542	43,290
T-Mobile US, Inc.†	8,175	675,745
T. Rowe Price Group, Inc.	930	107,694
Target Corp.	2,120	226,649
TCF Financial Corp.	2,418	95,729
TD Ameritrade Holding Corp.	7,604	291,842
Teledyne Technologies, Inc.†	2,845	937,712
Telephone & Data Systems, Inc.	483	12,601
Tesla, Inc.†	804	253,196
Texas Instruments, Inc.	8,375	988,166
Textron, Inc.	1,139	52,497
Thermo Fisher Scientific, Inc.	2,488	751,326
Tiffany & Co.	957	119,156
Timken Co.	104	5,096
TJX Cos., Inc.	186	10,723
Tractor Supply Co.	2,344	222,727
TransDigm Group, Inc.	152	79,995
TransUnion	1,502	124,095
Travelers Cos., Inc.	416	54,521
Trimble, Inc.†	1,054	41,991
TriNet Group, Inc.†	1,178	62,422
TripAdvisor, Inc.†	924	37,330
Twitter, Inc.†	728	21,818
Two Harbors Investment Corp.	965	13,385
Tyson Foods, Inc., Class A	775	64,162
Uber Technologies, Inc.†	2,279	71,788
UGI Corp.	7,149	340,793
Ulta Beauty, Inc.†	1,177	274,418
Umpqua Holdings Corp.	5,157	81,584
Union Pacific Corp.	2,759	456,504
United Airlines Holdings, Inc.†	5,205	472,822
United Parcel Service, Inc., Class B	4,568	526,097
United Rentals, Inc.†	345	46,082
United Technologies Corp.	961	137,980
UnitedHealth Group, Inc.	6,260	1,581,902
Universal Health Services, Inc., Class B	504	69,280
Unum Group	3,666	100,962
US Bancorp	2,818	160,682
Vail Resorts, Inc.	42	9,760
Valero Energy Corp.	2,427	235,370
Varian Medical Systems, Inc.†	377	45,545
Veeva Systems, Inc., Class A†	5,400	765,882
VEREIT, Inc.	3,336	32,826
Verint Systems, Inc.†	218	9,895
VeriSign, Inc.†	1,120	212,822
Verisk Analytics, Inc.	2,129	308,066
Verizon Communications, Inc.	38,677	2,338,798
Vertex Pharmaceuticals, Inc.†	1,936	378,449
Viacom, Inc., Class B	1,452	31,305
Visa, Inc., Class A	17,441	3,119,497
Vistra Energy Corp.	4,462	120,608
Voya Financial, Inc.	533	28,761
Vulcan Materials Co.	820	117,153
W.R. Grace & Co.	838	55,685
WABCO Holdings, Inc.†	219	29,482
Walgreens Boots Alliance, Inc.	1,245	68,201
Walmart, Inc.	1,746	204,736
Walt Disney Co.	1,618	210,211
Waste Management, Inc.	1,451	162,817
Waters Corp.†	624	132,051
Wayfair, Inc., Class A†	542	44,569
Webster Financial Corp.	2,780	122,598
WellCare Health Plans, Inc.†	208	61,693
Wells Fargo & Co.	17,876	922,938

West Pharmaceutical Services, Inc.		116			16,685
Western Alliance Bancorp		259			12,776
WestRock Co.		13,678			511,147
Wintrust Financial Corp.		1,707			108,941
Woodward, Inc.		313			33,385
Workday, Inc., Class A†		2,085			338,104
WR Berkley Corp.		317			22,158
WW Grainger, Inc.		202			62,386
Wynn Resorts, Ltd.		615			74,624
Xcel Energy, Inc.		969			61,541
Xerox Holdings Corp.		947			32,132
Xilinx, Inc.		990			89,833
XPO Logistics, Inc.†		543			41,485
Yelp, Inc.†		3,768			130,034
Yum! Brands, Inc.		4,057			412,637
Zebra Technologies Corp., Class A†		268			63,749
Zendesk, Inc.†		1,399			98,839
Zimmer Biomet Holdings, Inc.		165			22,808
Zions Bancorp NA		4,815			233,383
Zoetis, Inc.		14,235			1,820,941
Zynga, Inc., Class A†		8,747			53,969
					163,548,315
Total Common Stocks (cost $263,745,130)					270,656,890
OPTIONS - PURCHASED — 0.2%
Exchange-Traded Put Options - Purchased(1)     (cost $4,258,901)		1,542			1,511,160
U.S. GOVERNMENT TREASURIES — 44.9%
United States Treasury Notes
1.63% due 08/15/2029	$	30,500,000			30,317,715
2.00% due 11/15/2026		30,000,000			30,791,016
2.25% due 02/15/2027		25,000,000			26,101,563
2.25% due 08/15/2027		28,000,000			29,280,781
2.25% due 11/15/2027		20,000,000			20,927,344
2.38% due 05/15/2027		30,000,000			31,628,906
2.38% due 05/15/2029		28,308,800			30,017,280
2.63% due 02/15/2029		30,503,400			32,979,418
2.75% due 02/15/2028		25,000,000			27,137,695
2.88% due 05/15/2028		28,500,000			31,262,051
2.88% due 08/15/2028		27,930,000			30,681,541
3.13% due 11/15/2028		33,902,900			38,017,600
Total U.S. Government Treasuries (cost $333,500,567)					359,142,910
TOTAL INVESTMENTS (cost $601,504,598)		78.9	%		631,310,960
Other assets less liabilities		21.1			168,483,071
NET ASSETS		100.0	%	$	799,794,031

† Non-income producing security

* 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 Portfolio has no right to demand registration of these securities. At October 31, 2019, the aggregate value of these securities was $1,197,350 representing 0.1% of net assets.

(1) Options — Purchased:

Exchange-Traded Put Options - Purchased
Issue	Expiration Month		Strike Price		Number of Contracts		Notional Amount*		Premiums Paid		Value at October 31, 2019		Unrealized Appreciation (Depreciation)
S&P 500 Index		March 2020		2,350		1,542		468,391,752	$	4,258,901	$	1,511,160	$	(2,747,741	)

* Notional amount is calculated by multiplying the number of contracts by the multiplier by the market value of the underlying security or index.

ADR — American Depositary Receipt

CDI — Chess Depositary Interest

CVA — Certification Van Aandelen (Dutch Cert.)

LSE — London Stock Exchange

NYSE — New York Stock Exchange

Futures Contracts
Number of Contracts		Type		Description	Expiration Month		Notional Basis*		Notional Value*		Unrealized Appreciation
	7		Long	Euro Stoxx 50 Index		December 2019	$	273,876	$	281,758	$	7,882
	1,292		Long	MSCI EAFE Index		December 2019		122,767,210		126,435,120		3,667,910
	639		Long	S&P 500 E-Mini Index		December 2019		95,494,260		96,993,810		1,499,550
	64		Short	S&P/TSX 60 Index		December 2019		9,611,469		9,571,574		39,895
	239		Short	U.S. Treasury 10 Year Notes		December 2019		31,264,019		31,140,953		123,066
	2		Long	Yen Denom Nikkei Index		December 2019		196,384		210,390		14,006
											$	5,352,309
											Unrealized Depreciation
	1		Long	FTSE 100 Index		December 2019	$	94,232	$	93,861	$	(371	)
	45		Short	U.S. Treasury Ultra Bonds		December 2019		8,449,072		8,538,750		(89,678	)
											$	(90,049	)
				Net Unrealized Appreciation (Depreciation)							$	5,262,260

* 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.

Forward Foreign Currency Contracts
Counterparty	Contract to Deliver			In Exchange For			Delivery Date		Unrealized Appreciation		Unrealized Depreciation
Barclays Bank PLC		AUD	475,000		USD	324,528		12/18/2019	$	—	$	(3,299	)
		GBP	313,000		USD	392,388		12/18/2019		—		(13,660	)
		SGD	317,000		USD	229,227		12/18/2019		—		(3,889	)
		USD	89,714		SEK	861,000		12/18/2019		—		(314	)
										—		(21,162	)
Citibank N.A.		USD	74,359		CAD	98,000		12/18/2019		64		—
		USD	28,696,589		EUR	25,766,075		12/18/2019		128,050		—
		USD	491,117		GBP	396,000		12/18/2019		22,604		—
		USD	61,247		JPY	6,564,000		12/18/2019		—		(293	)
		USD	73,292		SGD	101,000		12/18/2019		982		—
										151,700		(293	)
Deutsche Bank AG		EUR	391,000		USD	435,627		12/18/2019		—		(1,787	)
		GBP	271,000		USD	335,356		12/18/2019		—		(16,206	)
		NZD	54,000		USD	33,974		12/18/2019		—		(676	)
		USD	14,923,224		EUR	13,500,000		12/18/2019		179,294		—
										179,294		(18,669	)
JPMorgan Chase Bank		AUD	484,000		USD	331,139		12/18/2019		—		(2,899	)
		CAD	12,924,540		USD	9,802,018		12/18/2019		—		(13,147	)
		CHF	74,000		USD	75,139		12/18/2019		—		(136	)
		EUR	341,000		USD	376,125		12/18/2019		—		(5,353	)
		GBP	77,000		USD	94,240		12/18/2019		—		(5,650	)
		JPY	38,312,000		USD	359,985		12/18/2019		4,211		—
		NOK	1,917,000		USD	210,446		12/18/2019		1,925		—
		NZD	128,000		USD	81,932		12/18/2019		—		(201	)
		SEK	2,699,000		USD	275,419		12/18/2019		—		(4,824	)
		SGD	38,000		USD	27,593		12/18/2019		—		(352	)
		USD	242,700		AUD	355,000		12/18/2019		2,308		—
		USD	1,596,408		CHF	1,559,000		12/18/2019		—		(10,559	)
		USD	227,466		EUR	204,000		12/18/2019		749		—
		USD	764,440		JPY	81,641,000		12/18/2019		—		(6,303	)
		USD	34,301		NOK	308,000		12/18/2019		—		(799	)
		USD	1,280		NZD	2,000		12/18/2019		3		—
		USD	23,863		SGD	33,000		12/18/2019		405		—
										9,601		(50,223	)
Morgan Stanley And Co.		AUD	144,000		USD	97,090		12/18/2019		—		(2,294	)
		CHF	422,000		USD	428,585		12/18/2019		—		(682	)
		GBP	135,000		USD	167,023		12/18/2019		—		(8,109	)
		JPY	298,000		USD	2,816		12/18/2019		48		—
		NOK	1,305,000		USD	145,429		12/18/2019		3,478		—
		USD	23,641		NZD	37,000		12/18/2019		101		—
		USD	35,794		SEK	342,000		12/18/2019		—		(283	)
										3,627		(11,368	)
UBS AG		USD	211,957		SEK	2,055,000		12/18/2019		1,419		—
Net Unrealized Appreciation (Depreciation)									$	345,641	$	(101,715	)

AUD — Australian Dollar

CAD — Canada Dollar

CHF — Swiss Franc

EUR — Euro Currency

GBP — British Pound Sterling

JPY — Japanese Yen

NOK — Norwegian Krone

NZD — New Zealand Dollar

SEK — Swedish Krona

SGD — Singapore Dollar

USD — United States Dollar

Industry Allocation*
United States Treasury Notes	44.9	%
Medical-Drugs	3.0
Applications Software	1.4
Oil Companies-Integrated	1.3
Cosmetics & Toiletries	1.1
Diversified Banking Institutions	1.1
Banks-Commercial	1.0
Telephone-Integrated	0.9
Insurance-Life/Health	0.9
Finance-Credit Card	0.8
Computers	0.7
Electric-Integrated	0.7
E-Commerce/Products	0.7
Real Estate Investment Trusts	0.7
Aerospace/Defense	0.7
Web Portals/ISP	0.7
Medical-Biomedical/Gene	0.7
Auto-Cars/Light Trucks	0.7
Medical Products	0.6
Chemicals-Diversified	0.5
Electronic Components-Semiconductors	0.5
Commercial Services-Finance	0.5
Internet Content-Entertainment	0.5
Insurance-Property/Casualty	0.5
Retail-Restaurants	0.5
Tobacco	0.5
Medical-HMO	0.4
Food-Misc./Diversified	0.4
Machinery-General Industrial	0.4
Cellular Telecom	0.4
Retail-Building Products	0.4
Airlines	0.4
Insurance-Multi-line	0.3
Chemicals-Specialty	0.3
Transport-Rail	0.3
Diversified Minerals	0.3
Industrial Gases	0.3
Electronic Security Devices	0.3
Commercial Services	0.2
Diversified Manufacturing Operations	0.2
Transport-Services	0.2
Diagnostic Equipment	0.2
Beverages-Wine/Spirits	0.2
Textile-Apparel	0.2
Options Purchased	0.2
Enterprise Software/Service	0.2
Web Hosting/Design	0.2
Cable/Satellite TV	0.2
Aerospace/Defense-Equipment	0.2
Oil Refining & Marketing	0.2
Oil Companies-Exploration & Production	0.2
Beverages-Non-alcoholic	0.2
Semiconductor Equipment	0.2
Metal-Diversified	0.2
Building & Construction-Misc.	0.2
Multimedia	0.2
Containers-Paper/Plastic	0.2
Human Resources	0.2
Semiconductor Components-Integrated Circuits	0.2
Food-Retail	0.1
E-Commerce/Services	0.1
Computer Services	0.1
Retail-Discount	0.1
Data Processing/Management	0.1
Banks-Super Regional	0.1
Instruments-Controls	0.1
Telecom Services	0.1
Casino Services	0.1
Apparel Manufacturers	0.1
Building Products-Cement	0.1
Advertising Agencies	0.1
Brewery	0.1
Building-Heavy Construction	0.1
Coatings/Paint	0.1
Medical Instruments	0.1
Electronic Measurement Instruments	0.1
Gas-Distribution	0.1
Distribution/Wholesale	0.1
Airport Development/Maintenance	0.1
Insurance Brokers	0.1
Investment Companies	0.1
Engineering/R&D Services	0.1
Office Automation & Equipment	0.1
Electric-Generation	0.1
Auto-Heavy Duty Trucks	0.1
Athletic Footwear	0.1
Finance-Leasing Companies	0.1
Hotels/Motels	0.1
Agricultural Chemicals	0.1
Computer Aided Design	0.1
Wireless Equipment	0.1
Medical-Wholesale Drug Distribution	0.1
Soap & Cleaning Preparation	0.1
Tools-Hand Held	0.1
Pharmacy Services	0.1
Medical Labs & Testing Services	0.1
Computers-Periphery Equipment	0.1
Consulting Services	0.1
Gold Mining	0.1
Finance-Investment Banker/Broker	0.1
Medical-Hospitals	0.1
Computer Data Security	0.1
Security Services	0.1
	78.9	%

* Calculated as a percentage of net assets

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):    

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 -   Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks:
United Kingdom	$	13,896,400		223	$	—		13,896,623
Other Countries		256,760,267		—		—		256,760,267
U.S. Government Treasuries		—		359,142,910		—		359,142,910
Options-Purchased		1,511,160		—		—		1,511,160
Total Investments at Value	$	272,167,827	$	359,143,133	$	—	$	631,310,960
Other Financial Instruments:+
Futures Contracts	$	5,352,309	$	—	$	—	$	5,352,309
Forward Foreign Currency Contracts		—		345,641		—		345,641
	$	5,352,309	$	345,641	$	—	$	5,697,950
LIABILITIES:
Other Financial Instruments:+
Futures Contracts	$	90,049	$	—	$	—	$	90,049
Forward Foreign Currency Contracts		—		101,715		—		101,715
	$	90,049	$	101,715	$	—	$	191,764

* 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 Columbia Technology Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
COMMON STOCKS — 96.8%
Applications Software — 7.9%
Cerence, Inc.†		26,898	$	416,919
Linx SA ADR†		42,439		364,975
Microsoft Corp.		17,700		2,537,649
Nuance Communications, Inc.†		102,588		1,674,236
salesforce.com, Inc.†		8,283		1,296,207
TeamViewer AG†		12,602		332,542
				6,622,528
Commercial Services-Finance — 2.1%
Euronet Worldwide, Inc.†		2,323		325,383
Finablr PLC†*		312,351		636,037
Global Payments, Inc.		4,941		835,918
				1,797,338
Computer Aided Design — 4.0%
Synopsys, Inc.†		25,076		3,404,067
Computer Data Security — 2.7%
ForeScout Technologies, Inc.†		11,030		339,283
Fortinet, Inc.†		22,232		1,813,242
Ping Identity Holding Corp.†		8,114		135,585
				2,288,110
Computer Services — 0.8%
Genpact, Ltd.		17,100		669,807
Computer Software — 1.7%
Cornerstone OnDemand, Inc.†		7,785		455,967
Splunk, Inc.†		3,283		393,829
TiVo Corp.		73,300		596,662
				1,446,458
Computers — 5.7%
Apple, Inc.		16,778		4,173,695
Dell Technologies, Inc., Class C†		12,000		634,680
				4,808,375
Computers-Memory Devices — 4.4%
NetApp, Inc.		33,500		1,871,980
Western Digital Corp.		34,700		1,792,255
				3,664,235
Data Processing/Management — 2.9%
Fidelity National Information Services, Inc.		10,300		1,357,128
Fiserv, Inc.†		10,100		1,072,014
				2,429,142
E-Commerce/Services — 0.4%
Booking Holdings, Inc.†		160		327,803
Educational Software — 0.4%
Arco Platform, Ltd., Class A†		7,929		329,053
Electronic Components-Misc. — 1.4%
Advanced Energy Industries, Inc.†		14,300		845,130
SMART Global Holdings, Inc.†		9,818		291,595
				1,136,725
Electronic Components-Semiconductors — 22.6%
Broadcom, Inc.		14,263		4,176,920
Infineon Technologies AG		93,100		1,804,434
Inphi Corp.†		13,407		963,695
Intel Corp.		3,200		180,896
Marvell Technology Group, Ltd.		108,591		2,648,534
Mellanox Technologies, Ltd.†		10,700		1,205,890
Micron Technology, Inc.†		62,533		2,973,444
ON Semiconductor Corp.†		104,347		2,128,679
Qorvo, Inc.†		12,664		1,024,011
Rambus, Inc.†		3,100		42,920
Synaptics, Inc.†		35,401		1,490,736
Xperi Corp.		20,267		411,521
				19,051,680
Enterprise Software/Service — 2.6%
Oracle Corp.		26,500		1,443,985
SailPoint Technologies Holding, Inc.†		16,050		310,728
Verint Systems, Inc.†		10,000		453,900
				2,208,613
Entertainment Software — 1.8%
Activision Blizzard, Inc.		24,571		1,376,713
Sciplay Corp., Class A†		17,554		169,747
				1,546,460
Finance-Credit Card — 4.3%
Pagseguro Digital, Ltd., Class A†		19,820		734,926
Visa, Inc., Class A		16,300		2,915,418
				3,650,344
Internet Content-Information/News — 0.3%
Tencent Holdings, Ltd. ADR		5,400		218,700
Internet Infrastructure Software — 0.6%
F5 Networks, Inc.†		3,500		504,280
Internet Security — 2.9%
Palo Alto Networks, Inc.†		7,000		1,591,730
Symantec Corp.		35,400		809,952
				2,401,682
Machinery-Electrical — 0.1%
Bloom Energy Corp. Class A†		27,000		82,620
Networking Products — 1.9%
Arista Networks, Inc.†		2,723		665,964
LogMeIn, Inc.		10,660		700,149
Telefonaktiebolaget LM Ericsson ADR		27,300		238,056
				1,604,169
Schools — 0.6%
Afya, Ltd., Class A†		19,356		522,612
Semiconductor Components-Integrated Circuits — 2.6%
Cypress Semiconductor Corp.		23,447		545,612
NXP Semiconductors NV		14,200		1,614,256
				2,159,868
Semiconductor Equipment — 14.3%
Applied Materials, Inc.		48,300		2,620,758
Lam Research Corp.		24,490		6,637,769
Teradyne, Inc.		46,303		2,834,670
				12,093,197
Telecommunication Equipment — 0.4%
CommScope Holding Co., Inc.†		14,700		164,640
Plantronics, Inc.		5,000		197,100
				361,740
Web Hosting/Design — 0.5%
GoDaddy, Inc., Class A†		6,293		409,234
Web Portals/ISP — 6.6%
Alphabet, Inc., Class A†		2,650		3,335,820
Alphabet, Inc., Class C†		1,778		2,240,476
				5,576,296

Wireless Equipment — 0.3%
Cambium Networks Corp.†		26,900			235,644
Total Long-Term Investment Securities (cost $61,260,653)					81,550,780
REPURCHASE AGREEMENTS — 3.6%
Agreement with Fixed Income Clearing Corp., bearing interest at 0.25%, dated 10/31/2019, to be repurchased 11/01/2019 in the amount $3,035,000 collateralized by $3,121,607 of United States Treasury Notes, bearing interest at 2.00% due 11/25/2026 and having an approximate value of $3,121,607 (cost $3,057,000)	$	3,057,000			3,057,000
TOTAL INVESTMENTS (cost $64,317,653)		100.4	%		84,607,780
Liabilities in excess of other assets		(0.4	)		(298,458	)
NET ASSETS		100.0	%	$	84,309,322

† Non-income producing security

* 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 Portfolio has no right to demand registration of these securities. At October 31, 2019, the aggregate value of these securities was $636,037 representing 0.8% of net assets.

ADR — American Depositary Receipt

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable  Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks	$	81,550,780	$	—	$	—	$	81,550,780
Repurchase Agreements		—		3,057,000		—		3,057,000
Total Investments at Value	$	81,550,780	$	3,057,000	$	—	$	84,607,780

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA DFA Ultra Short Bond Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Principal Amount		Value (Note 1)
U.S. CORPORATE BONDS & NOTES — 10.1%
Auto-Cars/Light Trucks — 3.0%
Toyota Motor Credit Corp. Senior Notes 2.20% due 01/10/2020	$	4,192,000	$	4,194,431
Toyota Motor Credit Corp. FRS Senior Notes 2.75% (3 ML+0.15%) due 10/09/2020		2,000,000		2,001,878
Toyota Motor Credit Corp. FRS Senior Notes 2.88% (3 ML+0.10%) due 01/10/2020		4,000,000		4,000,620
Toyota Motor Credit Corp. FRS Senior Notes 2.88% (3 ML+0.28%) due 04/13/2021		300,000		300,355
Toyota Motor Credit Corp. FRS Senior Notes 3.34% (3 ML+0.54%) due 01/08/2021		1,141,000		1,146,168
				11,643,452
Computers — 0.9%
Apple, Inc. Senior Notes 1.80% due 11/13/2019		2,691,000		2,691,065
Apple, Inc. FRS Senior Notes 2.41% (3 ML+0.07%) due 05/11/2020		815,000		815,228
				3,506,293
Food-Misc./Diversified — 0.3%
Nestle Holdings, Inc. Company Guar. Notes 2.13% due 01/14/2020		1,000,000		1,000,218
Insurance-Reinsurance — 0.6%
Berkshire Hathaway Finance Corp. FRS Company Guar. Notes 2.65% (3 ML + 0.32%) due 01/10/2020		650,000		650,455
Berkshire Hathaway Finance Corp. FRS Company Guar. Notes 2.73% (3 ML + 0.32%) due 01/10/2020		1,585,000		1,586,109
				2,236,564
Medical-Drugs — 3.9%
Merck & Co., Inc. Senior Notes 1.85% due 02/10/2020		1,000,000		1,000,012
Merck & Co., Inc. FRS Senior Notes 2.56% (3 ML+0.38%) due 02/10/2020		2,508,000		2,510,216
Merck & Co., Inc. FRS Senior Notes 3.07% (3 ML+0.38%) due 02/10/2020		2,056,000		2,057,816
Novartis Capital Corp. Company Guar. Notes 1.80% due 02/14/2020		491,000		490,908
Novartis Capital Corp. Company Guar. Notes 4.40% due 04/24/2020		958,000		969,426
Novartis Finance Corp. 1.97% due 12/02/2019		8,000,000		7,988,558
				15,016,936
Networking Products — 0.2%
Cisco Systems, Inc. Senior Notes 4.45% due 01/15/2020		716,000		719,730
Oil Companies-Integrated — 0.1%
Chevron Corp. FRS Senior Notes 2.83% (3 ML+0.21%) due 03/03/2020		500,000		500,570
Retail-Discount — 1.1%
Walmart, Inc. FRS Senior Notes 2.36% (3 ML+0.04%) due 06/23/2020		1,500,000		1,500,269
Walmart, Inc. FRS Senior Notes 2.64% (3 ML+0.04%) due 06/23/2020		900,000		900,162
Walmart, Inc. Senior Notes 2.85% due 06/23/2020		1,656,000		1,667,841
				4,068,272
Total U.S. Corporate Bonds & Notes (cost $38,659,817)				38,692,035
FOREIGN CORPORATE BONDS & NOTES — 25.2%
Banks-Commercial — 10.5%
Australia & New Zealand Banking Group, Ltd. Senior Notes 2.25% due 12/19/2019*		4,550,000		4,552,175
Bank of Montreal FRS Senior Notes 2.77% (3 ML+0.44%) due 06/15/2020		2,986,000		2,992,957
Bank of Montreal Senior Notes 3.10% due 07/13/2020		1,000,000		1,008,645
Canadian Imperial Bank of Commerce FRS Senior Notes 2.89% (3 ML + 0.32%) due 02/02/2021		4,000,000		4,007,480

Canadian Imperial Bank of Commerce FRS Senior Notes 3.05% (3 ML + 0.32%) due 02/02/2021	400,000	400,748
Cooperatieve Rabobank UA Senior Notes 2.25% due 01/14/2020	1,300,000	1,300,793
Cooperatieve Rabobank UA Senior Notes 4.75% due 01/15/2020	900,000	904,934
Dexia Credit Local SA Government Guar. Notes 1.88% due 01/29/2020	7,000,000	6,999,425
National Australia Bank, Ltd. Senior Notes 2.25% due 01/10/2020	500,000	500,337
National Australia Bank, Ltd. FRS Senior Notes 2.30% (3 ML+0.59%) due 01/10/2020*	1,000,000	1,001,131
Royal Bank of Canada Senior Notes 2.13% due 03/02/2020	1,300,000	1,300,985
Royal Bank of Canada Senior Notes 2.15% due 03/06/2020	1,840,000	1,841,504
Royal Bank of Canada Senior Notes 2.15% due 10/26/2020	2,217,000	2,223,374
Royal Bank of Canada FRS Senior Notes 2.40% (3 ML+0.38%) due 03/02/2020	923,000	923,906
Royal Bank of Canada FRS Senior Notes 2.83% (3 ML+0.24%) due 10/26/2020	954,000	956,190
Royal Bank of Canada FRS Senior Notes 2.97% (3 ML+0.39%) due 04/30/2021	2,111,000	2,117,411
Royal Bank of Canada FRS Senior Notes 3.14% (3 ML+0.39%) due 04/30/2021	400,000	401,215
Toronto-Dominion Bank FRS Senior Notes 2.59% (3 ML+0.26%) due 09/17/2020	300,000	300,531
Toronto-Dominion Bank FRS Senior Notes 2.87% (3 ML+0.26%) due 09/17/2020	1,200,000	1,202,124
Toronto-Dominion Bank Senior Notes 3.00% due 06/11/2020	2,175,000	2,190,100
Toronto-Dominion Bank FRS Senior Notes 3.01% (3 ML+0.24%) due 01/25/2021	2,000,000	2,001,726
Toronto-Dominion Bank FRS Senior Notes 3.05% (3 ML+0.26%) due 09/17/2020	802,000	803,419
		39,931,110
Banks-Export/Import — 2.0%
Export Development Canada Senior Notes 2.30% due 02/10/2020*	7,480,000	7,487,565
Banks-Special Purpose — 5.2%
BNG Bank NV Senior Notes 1.75% due 03/24/2020	2,300,000	2,298,523
BNG Bank NV Senior Notes 2.50% due 02/28/2020	1,692,000	1,694,751
BNG Bank NV FRS Senior Notes 2.54% (3 ML+0.10%) due 07/14/2020*	3,000,000	3,001,812
KFW Government Guar. Notes 1.50% due 04/20/2020	5,000,000	4,992,901
KFW Government Guar. Notes 4.00% due 01/27/2020	200,000	200,994
Landwirtschaftliche Rentenbank Government Guar. Notes 1.88% due 01/22/2020	1,500,000	1,499,886
Nederlandse Waterschapsbank NV Senior Notes 1.63% due 03/04/2020	1,000,000	999,006
Nederlandse Waterschapsbank NV FRS Senior Notes 2.68% (3 ML+0.03%) due 02/24/2020*	2,000,000	2,000,228
NRW Bank FRS Government Guar. Notes 2.78% (3 ML+0.04%) due 02/08/2021	1,000,000	999,370
Oesterreichische Kontrollbank AG Government Guar. Notes 1.75% due 01/24/2020	2,206,000	2,205,691
		19,893,162
Diversified Banking Institutions — 0.8%
Bank of Nova Scotia Senior Notes 2.35% due 10/21/2020	255,000	256,225

Bank of Nova Scotia FRS Senior Notes 3.09% (3 ML+0.29%) due 01/08/2021	2,800,000	2,805,088
		3,061,313
Oil Companies-Integrated — 2.4%
Shell International Finance BV Company Guar. Notes 2.13% due 05/11/2020	3,000,000	3,005,128
Shell International Finance BV Company Guar. Notes 2.25% due 11/10/2020	1,705,000	1,710,990
Shell International Finance BV FRS Company Guar. Notes 2.99% (3 ML+0.45%) due 05/11/2020	1,200,000	1,202,690
Shell International Finance BV FRS Company Guar. Notes 3.07% (3 ML+0.45%) due 05/11/2020	600,000	601,345
Statoil ASA Company Guar. Notes 2.25% due 11/08/2019	1,690,000	1,689,988
Total Capital SA Company Guar. Notes 4.45% due 06/24/2020	997,000	1,013,344
		9,223,485
SupraNational Banks — 3.5%
African Development Bank Senior Notes 1.88% due 03/16/2020	3,700,000	3,699,534
Council of Europe Development Bank Senior Notes 1.63% due 03/10/2020	1,000,000	999,171
Council of Europe Development Bank Senior Notes 1.88% due 01/27/2020	3,000,000	2,999,850
EUROFIMA Senior Notes 1.75% due 05/29/2020	594,000	593,287
European Investment Bank Senior Notes 1.25% due 12/16/2019	1,000,000	999,160
Inter-American Development Bank FRS Senior Notes 3.01% (3 ML+0.22%) due 10/15/2020	2,500,000	2,504,950
Nordic Investment Bank Senior Notes 2.50% due 04/28/2020	1,500,000	1,504,307
		13,300,259
Winding-Up Agency — 0.5%
FMS Wertmanagement Government Guar. Notes 1.75% due 01/24/2020	500,000	499,845
FMS Wertmanagement Government Guar. Notes 2.25% due 02/03/2020	1,600,000	1,601,152
		2,100,997
Total Foreign Corporate Bonds & Notes (cost $94,780,622)		94,997,891
FOREIGN GOVERNMENT OBLIGATIONS — 11.2%
Banks-Special Purpose — 0.5%
Agence Francaise de Developpement Senior Notes 1.63% due 01/21/2020	1,710,000	1,708,694
Regional Agencies — 4.2%
Kommunekredit Senior Notes 1.63% due 06/12/2020	3,702,000	3,695,299
Kommunekredit Senior Notes 1.75% due 01/10/2020	2,000,000	1,999,368
Kommuninvest I Sverige AB Government Guar. Notes 1.75% due 03/19/2020	2,056,000	2,055,009
Kommuninvest I Sverige AB Government Guar. Notes 2.00% due 11/12/2019	4,850,000	4,850,194
Municipality Finance PLC Government Guar. Notes 1.50% due 03/23/2020	568,000	567,063
Municipality Finance PLC FRS Government Guar. Notes 2.69% (3 ML + 0.05%) due 02/17/2021	2,000,000	2,000,080
Municipality Finance PLC FRS Government Guar. Notes 2.76% (3 ML+0.17%) due 02/07/2020	870,000	870,313
		16,037,326
Regional Authority — 4.6%
Province of Alberta, Canada Senior Notes 1.90% due 12/06/2019	6,200,000	6,198,636
Province of Ontario, Canada Senior Notes 1.88% due 05/21/2020	2,000,000	1,999,334

Province of Ontario, Canada Senior Notes 4.40% due 04/14/2020	6,442,000	6,514,147
State of North Rhine-Westphalia, Germany Senior Notes 1.63% due 01/22/2020	3,000,000	2,997,786
		17,709,903
Sovereign Agency — 2.1%
Caisse d’Amortissement de la Dette Sociale Senior Notes 1.88% due 01/13/2020	500,000	499,921
Kommunalbanken AS Senior Notes 2.50% due 04/17/2020*	300,000	300,786
Kommunalbanken AS FRS Senior Notes 2.64% (3 ML+0.04%) due 03/12/2021	4,000,000	3,999,116
Kommunalbanken AS FRS Senior Notes 2.64% (3 ML+0.04%) due 03/12/2021*	1,000,000	999,779
Kommunalbanken AS FRS Senior Notes 2.94% (3 ML+0.33%) due 06/16/2020	1,000,000	1,002,030
Kommunalbanken AS FRS Senior Notes 2.94% (3 ML+0.33%) due 06/16/2020*	1,286,000	1,288,611
		8,090,243
SupraNational Banks — 0.2%
European Bank for Reconstruction & Development Senior Notes 1.75% due 11/26/2019	600,000	599,922
Total Foreign Government Obligations (cost $44,072,995)		44,146,088
U.S. GOVERNMENT AGENCIES — 0.9%
Federal Farm Credit Bank FRS 2.52% (1 ML+ 0.05%) due 04/16/2021 (cost $3,200,000)	3,200,000	3,197,114
U.S. GOVERNMENT TREASURIES — 8.5%
United States Treasury Notes FRS 2.13% (3 M USBMMY + 0.22%) due 07/31/2021	8,000,000	7,998,780
2.39% (3 M USBMMY+0.14%) due 04/30/2021	3,000,000	2,996,147
2.43% (3 M USBMMY + 0.12%) due 01/31/2021	2,000,000	1,997,807
2.45% (3 M USBMMY+0.14%) due 04/30/2021	1,000,000	998,716
2.46% (3 M USBMMY+0.14%) due 04/30/2021	3,500,000	3,495,505
2.49% (3 M USBMMY+0.14%) due 04/30/2021	1,000,000	998,716
2.51% (3 M USBMMY+0.14%) due 04/30/2021	14,000,000	13,982,019
Total U.S. Government Treasuries (cost $32,494,477)		32,467,690
Total Long-Term Investment Securities (cost $213,207,911)		213,500,818
SHORT-TERM INVESTMENT SECURITIES — 44.0%
Certificates of Deposit — 3.7%
Bank of Montreal/Chicago IL FRS 2.51% (3 ML+0.19%) due 03/03/2020	8,000,000	8,004,559
Bank of Nova Scotia FRS 2.69% (3 ML+0.05%) due 02/27/2020	2,000,000	2,000,433
Bank of Nova Scotia FRS 2.96% (3 ML+0.19%) due 03/11/2020	3,000,000	3,001,779
Bank of Nova Scotia FRS 3.07% (3 ML+0.28%) due 09/21/2020	200,000	200,280
Svenska Handelsbanken NY FRS 2.58% (3 ML+0.22%) due 01/22/2020	1,000,000	1,000,543
		14,207,594
Commercial Paper — 31.1%
3M Co. 1.86% due 11/01/2019	10,000,000	9,999,565
ASB Finance, Ltd. 2.05% due 12/20/2019*	5,000,000	4,988,215
DBS Bank, Ltd. 1.90% due 01/23/2020*	7,000,000	6,971,025
Eli Lilly & Co. 1.87% due 11/20/2019	7,000,000	6,993,778
Eli Lilly & Co. 1.88% due 11/19/2019	1,483,000	1,481,748
Erste Abwicklungsanstalt 1.78% due 11/19/2019*	4,000,000	3,996,711
Erste Abwicklungsanstalt 1.78% due 12/30/2019*	1,000,000	997,200
Erste Abwicklungsanstalt 1.87% due 02/19/2020*	5,000,000	4,972,327
European Investment Bank 1.81% due 12/17/2019	5,000,000	4,989,099
Exxon Mobil Corp. 1.89% due 12/02/2019	5,700,000	5,691,878
Exxon Mobil Corp. 1.91% due 12/04/2019	5,000,000	4,992,411
Landesbank Hessen-Thueringen Girozentrale 2.04% due 01/02/2020*	4,500,000	4,486,045
Nike, Inc. BDR 1.84% due 12/02/2019	5,000,000	4,998,464
NRW Bank 2.01% due 12/02/2019	5,000,000	4,992,222
Oesterreichische Kontrollbank AG 2.10% due 11/06/2019	5,000,000	4,998,685
Oversea-Chinese Banking Corp., Ltd. 1.97% due 11/12/2019	900,000	899,449
Oversea-Chinese Banking Corp., Ltd. 2.07% due 01/06/2020	1,000,000	996,235

Oversea-Chinese Banking Corp., Ltd. 2.12% due 01/16/2020*	3,000,000			2,987,083
Pfizer, Inc. 2.08% due 01/13/2020*	730,000			727,463
Pfizer, Inc. 2.09% due 03/05/2020*	7,500,000			7,453,380
PSP Capital, Inc. 1.80% due 01/02/2020	1,000,000			997,050
PSP Capital, Inc. 2.06% due 12/17/2019*	3,000,000			2,993,624
Sanofi 1.98% due 12/11/2019	8,000,000			7,985,058
Total Capital CDA, Ltd. 2.00% due 01/08/2020	5,000,000			4,983,335
Total Capital CDA, Ltd. 2.01% due 01/06/2020	2,000,000			1,993,534
United Overseas Bank, Ltd. 2.12% due 11/26/2019*	6,000,000			5,993,127
United Overseas Bank, Ltd. 2.14% due 01/16/2020*	500,000			498,174
United Overseas Bank, Ltd. 2.16% due 11/26/2019*	2,000,000			1,997,709
United Overseas Bank, Ltd. 2.16% due 01/07/2020*	2,500,000			2,491,982
				118,546,576
Registered Investment Companies — 0.6%
State Street Institutional U.S. Government Money Market Fund, Premier Class  1.75%(1)	2,301,503			2,301,503
U.S. Government Agencies — 7.3%
Federal Home Loan Bank 1.96% due 11/04/2019	15,000,000			14,997,900
1.97% due 11/27/2019	10,000,000			9,987,867
1.65% due 12/06/2019	3,000,000			2,995,129
				27,980,896
U.S. Government Treasuries — 1.3%
United States Treasury Bills 1.54% due 11/26/2019	3,000,000			2,996,792
1.64% due 12/10/2019	2,000,000			1,996,797
				4,993,589
Total Short-Term Investment Securities (cost $167,992,536)				168,030,158
TOTAL INVESTMENTS (cost $381,200,447)	99.9	%		381,530,976
Other assets less liabilities	0.1			531,270
NET ASSETS	100.0	%	$	382,062,246

* 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 Portfolio has no right to demand registration of these securities. At October 31, 2019, the aggregate value of these securities was $72,186,152 representing 18.9% of net assets.

(1) The rate shown is the 7-day yield as of October 31, 2019.

FRS — Floating Rate Security

The rates shown on FRS are the current interest rates at October 31, 2019 and unless noted otherwise, the dates shown are the original maturity dates.

Index Legend

1 ML – 1 Month USD LIBOR

3 ML – 3 Month USD LIBOR

3 M USBMMY – 3 Month U.S. Treasury Bill Money Market Yield

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
U.S. Corporate Bonds & Notes	$	—	$	38,692,035	$	—	$	38,692,035
Foreign Corporate Bonds & Notes		—		94,997,891		—		94,997,891
Foreign Government Obligations		—		44,146,088		—		44,146,088
U.S. Government Agencies		—		3,197,114		—		3,197,114
U.S. Government Treasuries		—		32,467,690		—		32,467,690
Short-Term Investment Securities:
Registered Investment Companies		2,301,503		—		—		2,301,503
Other Short-Term Securities		—		165,728,655		—		165,728,655
Total Investments at Value	$	2,301,503	$	379,229,473	$	—	$	381,530,976

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA Dogs of Wall Street Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount			Value (Note 1)
COMMON STOCKS — 98.9%
Advertising Agencies — 3.2%
Omnicom Group, Inc.		148,975		$	11,499,380
Aerospace/Defense — 6.4%
General Dynamics Corp.		65,318			11,548,223
Lockheed Martin Corp.		30,184			11,369,709
					22,917,932
Apparel Manufacturers — 3.4%
Ralph Lauren Corp.		126,104			12,113,550
Chemicals-Diversified — 3.5%
Dow, Inc.		251,656			12,706,111
Computer Services — 3.0%
International Business Machines Corp.		80,921			10,821,565
Consumer Products-Misc. — 3.2%
Clorox Co.		77,063			11,381,435
Data Processing/Management — 3.3%
Paychex, Inc.		142,221			11,895,364
Distribution/Wholesale — 3.7%
Fastenal Co.		368,117			13,230,125
Diversified Banking Institutions — 3.5%
JPMorgan Chase & Co.		100,213			12,518,608
Diversified Manufacturing Operations — 10.4%
3M Co.		73,178			12,073,638
Eaton Corp. PLC		143,880			12,533,387
Illinois Tool Works, Inc.		76,336			12,868,723
					37,475,748
Electric Products-Misc. — 3.4%
Emerson Electric Co.		176,189			12,359,658
Electronic Components-Semiconductors — 3.0%
Texas Instruments, Inc.		91,061			10,744,287
Food-Misc./Diversified — 3.0%
General Mills, Inc.		214,182			10,893,297
Machinery-Construction & Mining — 3.6%
Caterpillar, Inc.		94,647			13,042,357
Medical-Drugs — 3.5%
Pfizer, Inc.		328,240			12,594,569
Oil Companies-Integrated — 6.4%
Chevron Corp.		100,032			11,617,717
Exxon Mobil Corp.		168,534			11,387,842
					23,005,559
Pharmacy Services — 3.5%
CVS Health Corp.		188,361			12,505,287
Retail-Apparel/Shoe — 3.0%
Gap, Inc.		672,773			10,939,289
Retail-Auto Parts — 3.4%
Genuine Parts Co.		118,411			12,146,600
Retail-Building Products — 3.3%
Home Depot, Inc.		50,414			11,826,116
Retail-Drug Store — 3.2%
Walgreens Boots Alliance, Inc.		214,222			11,735,081
Retail-Restaurants — 3.0%
McDonald’s Corp.		55,765			10,968,976
Telephone-Integrated — 3.3%
Verizon Communications, Inc.		194,668			11,771,574
Tools-Hand Held — 3.4%
Snap-on, Inc.		74,851			12,176,012
Transport-Rail — 3.4%
Union Pacific Corp.		74,593			12,342,158
Transport-Services — 2.9%
C.H. Robinson Worldwide, Inc.		138,925			10,508,287
Total Long-Term Investment Securities (cost $338,948,553)					356,118,925
REPURCHASE AGREEMENTS — 0.9%
Agreement with Fixed Income Clearing Corp., bearing interest at 0.25%, dated 10/31/2019, to be repurchased 11/01/2019 in the amount of $3,292,023 collateralized by $3,250,000 of United States Treasury Notes, bearing interest at 2.38% due 02/29/2024 and having an approximate value of $3,361,898 (cost $3,292,000)	$	3,292,000			3,292,000
TOTAL INVESTMENTS (cost $342,240,553)		99.8	%		359,410,925
Other assets less liabilities		0.2			659,501
NET ASSETS		100.0	%	$	360,070,426

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks	$	356,118,925	$	—	$	—	$	356,118,925
Repurchase Agreements		—		3,292,000		—		3,292,000
Total Investments at Value	$	356,118,925	$	3,292,000	$	—	$	359,410,925

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA Emerging Markets Equity Index Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
COMMON STOCKS — 77.2%
Argentina — 0.1%
Banco BBVA Argentina SA ADR		475	$	1,663
Banco Macro SA ADR		562		12,870
Grupo Financiero Galicia SA ADR		1,291		14,924
Pampa Energia SA ADR†		719		11,195
Telecom Argentina SA ADR		994		8,946
Transportadora de Gas del Sur SA ADR		663		5,012
YPF SA ADR		2,106		19,712
				74,322
Bermuda — 0.7%
Beijing Enterprises Water Group, Ltd.		74,000		38,719
Brilliance China Automotive Holdings, Ltd.		38,000		42,093
China Gas Holdings, Ltd.		24,200		103,305
China Oriental Group Co., Ltd.		8,000		2,797
China Resources Gas Group, Ltd.		12,000		72,435
COSCO SHIPPING Ports, Ltd.		18,000		14,173
Credicorp, Ltd.		966		206,763
GOME Retail Holdings, Ltd.†		80,000		7,249
Haier Electronics Group Co., Ltd.		17,000		48,597
Kunlun Energy Co., Ltd.		40,000		37,315
Nine Dragons Paper Holdings, Ltd.		18,000		15,666
Shanghai Industrial Urban Development Group, Ltd.		2,000		250
Shenzhen International Holdings, Ltd.		11,500		23,423
Sihuan Pharmaceutical Holdings Group, Ltd.		27,000		3,549
				616,334
Brazil — 6.6%
AMBEV SA		67,300		291,653
Atacadao SA		5,000		23,825
B2W Cia Digital†		1,900		24,067
B3 SA - Brasil Bolsa Balcao		29,300		353,456
Banco Bradesco SA		17,400		142,523
Banco Bradesco SA (Preference Shares)		56,460		495,125
Banco BTG Pactual SA		2,500		40,494
Banco do Brasil SA		11,900		142,871
Banco Santander Brasil SA		5,700		66,885
BB Seguridade Participacoes SA		10,200		86,397
BR Malls Participacoes SA		9,600		36,744
Braskem SA, Class A (Preference Shares)		2,600		17,958
BRF SA†		7,400		65,521
CCR SA		15,900		65,178
Centrais Eletricas Brasileiras SA		2,700		26,633
Centrais Eletricas Brasileiras SA, Class B (Preference Shares)		2,900		29,640
Cia Brasileira de Distribuicao (Preference Shares)		2,000		41,386
Cia de Saneamento Basico do Estado de Sao Paulo		4,600		62,648
Cia Energetica de Minas Gerais (Preference Shares)		11,600		39,481
Cia Siderurgica Nacional SA		7,600		22,361
Cielo SA		15,800		29,784
Cogna Educacao		18,900		45,571
Cosan SA		1,800		25,937
Embraer SA		8,800		38,465
Energisa SA		2,200		26,287
Engie Brasil Energia SA		2,900		32,728
Equatorial Energia SA		2,200		55,887
Gerdau SA (Preference Shares)		12,700		42,529
Hypera SA		4,200		35,942
IRB Brasil Resseguros S/A		5,700		53,710
Itau Unibanco Holding SA (Preference Shares)		68,450		618,363
Itausa - Investimentos Itau SA (Preference Shares)		64,080		219,059
JBS SA		14,900		105,104
Klabin SA		8,300		32,741
Localiza Rent a Car SA		7,600		81,827
Lojas Americanas SA (Preference Shares)		9,000		44,860
Lojas Renner SA		11,000		139,197
M. Dias Branco SA		1,000		9,413
Magazine Luiza SA		8,000		89,046
Multiplan Empreendimentos Imobiliarios SA		3,500		25,492
Natura Cosmeticos SA		5,200		40,402
Notre Dame Intermedica Participacoes SA		3,700		55,355
Petrobras Distribuidora SA		4,300		30,321
Petroleo Brasileiro SA		42,000		342,451
Petroleo Brasileiro SA (Preference Shares)		58,700		444,806
Porto Seguro SA		1,100		15,744
Raia Drogasil SA		3,000		82,284
Rumo SA†		14,600		83,002
Sul America SA		3,000		36,123
Suzano SA		7,191		58,525
Telefonica Brasil SA (Preference Shares)		6,100		80,735
Tim Participacoes SA		10,000		28,475
Ultrapar Participacoes SA		8,800		41,405
Vale SA†		44,600		524,902
WEG SA		11,700		74,392
				5,765,710
Cayman Islands — 13.4%
51job, Inc. ADR†		300		23,631
58.com, Inc. ADR†		1,302		68,759
AAC Technologies Holdings, Inc.		9,500		61,830
Agile Property Holdings, Ltd.		16,000		21,644
Airtac International Group		1,000		13,715
Alibaba Group Holding, Ltd. ADR†		20,155		3,560,784
ANTA Sports Products, Ltd.		15,000		147,015
Autohome, Inc. ADR†		796		67,310
Baidu, Inc. ADR†		3,876		394,771
Chailease Holding Co., Ltd.		16,830		76,021
China Aoyuan Group, Ltd.		15,000		19,257
China Conch Venture Holdings, Ltd.		21,500		84,233
China Hongqiao Group, Ltd.		17,500		9,737
China Literature, Ltd.†*		2,600		10,236
China Medical System Holdings, Ltd.		11,000		14,964
China Mengniu Dairy Co., Ltd.		39,000		156,031
China Resources Cement Holdings, Ltd.		32,000		35,120
China Resources Land, Ltd.		40,000		170,751
China State Construction International Holdings, Ltd.		26,000		23,956
CIFI Holdings Group Co., Ltd.		32,000		21,440
Country Garden Holdings Co., Ltd.		107,000		149,113
Dali Foods Group Co., Ltd.*		27,000		18,503
ENN Energy Holdings, Ltd.		10,900		124,914
GDS Holdings, Ltd. ADR†		800		33,344
Geely Automobile Holdings, Ltd.		67,000		127,400

Haitian International Holdings, Ltd.	7,000	16,562
Hengan International Group Co., Ltd.	10,000	69,934
Huazhu Group, Ltd. ADR	1,800	68,148
iQIYI, Inc. ADR†	1,500	26,145
JD.com, Inc. ADR†	10,224	318,478
Kaisa Group Holdings, Ltd.	25,000	10,975
Kingboard Holdings, Ltd.	7,500	20,052
Kingboard Laminates Holdings, Ltd.	10,500	9,648
Kingdee International Software Group Co., Ltd.	31,000	34,102
KWG Property Holding, Ltd.	15,000	15,161
Lee & Man Paper Manufacturing, Ltd.	13,000	7,250
Li Ning Co., Ltd.	25,500	86,725
Longfor Group Holdings, Ltd.*	25,000	104,008
Meituan Dianping, Class B†	13,600	162,538
Momo, Inc. ADR	1,780	59,666
NetEase, Inc. ADR	980	280,143
New Oriental Education & Technology Group, Inc. ADR†	2,001	244,242
Nexteer Automotive Group, Ltd.	10,000	9,341
NIO, Inc. ADR†	7,500	10,875
Noah Holdings, Ltd.†	300	9,087
Semiconductor Manufacturing International Corp.†	39,000	49,721
Shenzhou International Group Holdings, Ltd.	10,500	145,522
Shimao Property Holdings, Ltd.	15,500	52,122
Shui On Land, Ltd.	19,000	3,831
SINA Corp.†	765	30,294
Sino Biopharmaceutical, Ltd.	93,500	139,845
Sunny Optical Technology Group Co., Ltd.	9,700	156,964
TAL Education Group ADR†	4,963	212,466
Tencent Holdings, Ltd.	81,000	3,316,101
Tencent Music Entertainment Group ADR†	1,000	13,840
Tingyi Cayman Islands Holding Corp.	26,000	34,640
Trip.com International, Ltd. ADR†	5,702	188,109
Uni-President China Holdings, Ltd.	15,000	15,505
Vipshop Holdings, Ltd. ADR†	5,533	63,851
Want Want China Holdings, Ltd.	69,000	58,293
Weibo Corp. ADR†	693	34,089
Wuxi Biologics Cayman, Inc.†*	7,500	88,534
Xiaomi Corp. Class B†*	46,400	52,701
Xinyi Solar Holdings, Ltd.	36,000	20,398
YY, Inc. ADR†	656	37,287
Zhen Ding Technology Holding, Ltd.	5,000	23,817
Zhongsheng Group Holdings, Ltd.	6,500	21,609
		11,757,098
Chile — 0.7%
Aguas Andinas SA, Class A	58,604	26,868
Banco de Chile	476,447	61,355
Banco de Credito e Inversiones SA	646	35,967
Banco Santander Chile	969,367	60,141
Cencosud SA	15,174	20,604
Cia Cervecerias Unidas SA	2,347	23,419
Colbun SA	117,677	20,303
Embotelladora Andina SA (Preference Shares)	4,397	12,688
Empresa Nacional de Telecomunicaciones SA†	1,590	12,437
Empresas CMPC SA	14,547	33,151
Empresas COPEC SA	4,671	41,766
Enel Americas SA	387,126	72,299
Enel Chile SA	419,655	34,513
Itau CorpBanca	181,927	1,104
Latam Airlines Group SA	4,240	46,883
SACI Falabella	10,728	54,609
Sociedad Quimica y Minera de Chile SA, Class B (Preference Shares)	1,485	39,448
		597,555
China — 8.5%
3SBio, Inc.†*	13,500	25,257
Agricultural Bank of China, Ltd.	430,000	177,247
Air China, Ltd.	22,000	19,485
Aluminum Corp. of China, Ltd.†	44,000	13,083
Anhui Conch Cement Co., Ltd.	17,000	101,857
AviChina Industry & Technology Co., Ltd.	27,000	12,783
BAIC Motor Corp., Ltd.*	14,500	9,030
Bank of China, Ltd.	1,140,000	467,001
Bank of Communications Co., Ltd.	129,000	88,239
Baozun, Inc. ADR†	400	17,408
Beijing Capital International Airport Co., Ltd.	20,000	18,964
BYD Co., Ltd.	8,000	37,673
CGN Power Co., Ltd.*	157,000	40,873
China Cinda Asset Management Co. Ltd.	76,000	15,809
China CITIC Bank Corp., Ltd.	129,000	74,905
China Coal Energy Co., Ltd.	11,000	4,394
China Communications Construction Co., Ltd.	62,000	47,236
China Communications Services Corp., Ltd.	30,000	18,568
China Construction Bank Corp.	1,380,000	1,111,263
China COSCO Holdings Co., Ltd.†	16,500	6,191
China Eastern Airlines Corp., Ltd.†	14,000	7,004
China Everbright Bank Co., Ltd.	50,000	23,035
China Evergrande Group†	26,000	63,507
China Galaxy Securities Co., Ltd.	43,500	22,261
China Huarong Asset Management Co., Ltd.*	111,000	16,432
China International Capital Corp., Ltd.*	14,400	26,352
China Life Insurance Co., Ltd.	106,000	275,959
China Longyuan Power Group Corp. Ltd.	39,000	21,103
China Merchants Bank Co., Ltd.	56,000	267,996
China Minsheng Banking Corp., Ltd.	93,500	65,508
China Molybdenum Co, Ltd.	36,000	11,394
China National Building Material Co., Ltd.	50,000	42,241
China Oilfield Services, Ltd.	16,000	22,338
China Pacific Insurance Group Co., Ltd.	37,400	136,027
China Petroleum & Chemical Corp.	356,000	204,442
China Railway Construction Corp., Ltd.	24,500	26,826
China Railway Group, Ltd.	51,000	30,785
China Railway Signal & Communication Corp., Ltd.*	15,000	8,978
China Reinsurance Group Corp.	63,000	10,291
China Resources Pharmaceutical Group, Ltd.*	15,000	13,878
China Shenhua Energy Co., Ltd.	45,000	91,540
China Southern Airlines Co., Ltd.	18,000	11,118
China Telecom Corp., Ltd.	192,000	81,838
China Tower Corp., Ltd.*	582,000	128,492

China Vanke Co., Ltd.	20,700	75,684
Chongqing Rural Commercial Bank Co., Ltd.	22,000	11,764
CITIC Securities Co., Ltd.	28,000	51,598
Country Garden Services Holdings Co., Ltd.	15,689	53,358
CRRC Corp., Ltd.	55,000	36,849
Datang International Power Generation Co., Ltd.	32,000	6,330
Dongfeng Motor Group Co., Ltd.	26,000	26,146
Future Land Development Holdings, Ltd.	22,000	23,275
Fuyao Glass Industry Group Co., Ltd.*	4,800	13,599
Genscript Biotech Corp.†	12,000	28,852
GF Securities Co., Ltd.	16,000	16,723
Great Wall Motor Co., Ltd.	35,000	28,497
Greentown Service Group Co., Ltd.	12,000	13,645
Guangzhou Automobile Group Co., Ltd.	35,200	35,263
Guangzhou R&F Properties Co., Ltd.	12,400	19,274
Guotai Junan Securities Co., Ltd.*	9,800	15,008
Haitong Securities Co., Ltd.	39,200	40,171
HengTen Networks Group, Ltd.†	172,000	2,480
Huadian Power International Corp., Ltd.	14,000	5,253
Huaneng Power International, Inc.	48,000	22,849
Huaneng Renewables Corp., Ltd.	50,000	19,143
Huatai Securities Co., Ltd.*	22,000	32,792
Industrial & Commercial Bank of China, Ltd.	941,000	677,294
Jiangsu Expressway Co., Ltd.	16,000	21,276
Jiangxi Copper Co., Ltd.	10,000	11,728
Kingsoft Corp., Ltd.†	11,000	25,409
Legend Holdings Corp.*	3,700	8,159
Logan Property Holdings Co., Ltd.	18,000	27,519
Luye Pharma Group, Ltd.*	7,500	5,561
Maanshan Iron & Steel Co., Ltd.	10,000	3,790
Meitu, Inc.†*	16,500	3,664
Metallurgical Corp of China, Ltd.	31,000	6,567
New China Life Insurance Co., Ltd.	10,900	42,496
People’s Insurance Co. Group of China, Ltd.	118,000	49,845
PetroChina Co., Ltd.	282,000	138,554
PICC Property & Casualty Co., Ltd.	96,000	121,900
Pinduoduo, Inc. ADR†	2,500	102,200
Ping An Insurance Group Co. of China, Ltd.	80,500	932,290
Postal Savings Bank of China Co., Ltd.*	113,000	72,536
Shandong Weigao Group Medical Polymer Co., Ltd.	24,000	27,596
Shanghai Electric Group Co., Ltd.	40,000	12,251
Shanghai Fosun Pharmaceutical Group Co., Ltd.	5,500	15,582
Shanghai Pharmaceuticals Holding Co., Ltd.	9,400	17,010
Sinopec Engineering Group Co., Ltd.	15,000	8,595
Sinopec Shanghai Petrochemical Co., Ltd.	36,000	10,015
Sinopharm Group Co., Ltd.	15,600	56,042
Sunac China Holdings, Ltd.	34,000	154,901
TravelSky Technology, Ltd.	16,000	36,550
Tsingtao Brewery Co., Ltd.	6,000	34,878
Weichai Power Co., Ltd.	25,000	39,497
WuXi AppTec Co., Ltd.*	900	10,877
Xinjiang Goldwind Science & Technology Co., Ltd.	6,200	7,414
Yanzhou Coal Mining Co., Ltd.	18,000	18,308
Yihai International Holding, Ltd.	6,000	40,888
Yuzhou Properties Co., Ltd.	15,000	6,355
Zhaojin Mining Industry Co., Ltd.	6,500	7,225
Zhejiang Expressway Co., Ltd.	16,000	13,129
ZhongAn Online P&C Insurance Co., Ltd.†*	2,500	8,359
Zhuzhou CRRC Times Electric Co., Ltd.	7,200	26,784
Zijin Mining Group Co., Ltd.	70,000	24,209
ZTE Corp.†	9,400	26,391
ZTO Express Cayman, Inc. ADR	4,200	92,400
		7,441,208
Colombia — 0.3%
Bancolombia SA	3,019	36,710
Bancolombia SA (Preference Shares)	6,129	80,003
Cementos Argos SA	5,365	12,111
Ecopetrol SA	64,581	58,085
Grupo Argos SA	3,056	16,546
Grupo Aval Acciones y Valores (Preference Shares)	45,394	18,601
Grupo de Inversiones Suramericana SA	3,306	33,451
Grupo de Inversiones Suramericana SA (Preference Shares)	1,290	11,824
Interconexion Electrica SA ESP	5,807	33,502
		300,833
Czech Republic — 0.1%
CEZ AS	2,231	50,893
Komercni banka AS	898	30,354
Moneta Money Bank AS*	3,420	11,366
		92,613
Greece — 0.3%
Alpha Bank AE†	16,962	36,152
Eurobank Ergasias SA†	28,892	29,259
Hellenic Telecommunications Organization SA	3,407	51,678
JUMBO SA	1,601	31,248
Motor Oil Hellas Corinth Refineries SA	642	15,853
National Bank of Greece SA†	6,024	20,424
OPAP SA	3,239	35,221
		219,835
Hong Kong — 2.8%
Alibaba Health Information Technology, Ltd.†	46,000	46,435
Alibaba Pictures Group, Ltd.†	180,000	29,633
Beijing Enterprises Holdings, Ltd.	7,000	33,008
BYD Electronic International Co., Ltd.	6,500	11,215
China Education Group Holdings, Ltd.	6,000	8,989
China Everbright International, Ltd.	48,000	36,325
China Everbright, Ltd.	12,000	17,825
China First Capital Group, Ltd.†	22,000	6,261
China Jinmao Holdings Group, Ltd.	70,000	46,721
China Merchants Port Holdings Co., Ltd.	18,000	28,208
China Mobile, Ltd.	87,000	708,351
China Overseas Land & Investment, Ltd.	56,000	177,234
China Power International Development, Ltd.	35,000	7,325

China Resources Beer Holdings Co., Ltd.	20,000	102,987
China Resources Power Holdings Co., Ltd.	24,000	30,230
China Taiping Insurance Holdings Co., Ltd.	21,600	48,790
China Traditional Chinese Medicine Holdings Co., Ltd.	16,000	7,167
China Unicom Hong Kong, Ltd.	86,000	85,276
CITIC, Ltd.	84,000	110,414
CNOOC, Ltd.	251,000	376,695
CSPC Pharmaceutical Group, Ltd.	62,000	159,432
Far East Horizon, Ltd.	26,000	24,653
Fosun International, Ltd.	33,500	43,949
Fullshare Holdings, Ltd.†	70,000	1,769
Guangdong Investment, Ltd.	42,000	91,118
Hua Hong Semiconductor, Ltd.*	4,000	8,076
Hutchison China MediTech, Ltd. ADR†	600	11,340
Lenovo Group, Ltd.	100,000	69,934
MMG, Ltd.†	20,000	4,186
Shanghai Industrial Holdings, Ltd.	2,000	3,726
Shenzhen Investment, Ltd.	40,000	15,773
Sino-Ocean Land Holdings, Ltd.	31,500	11,618
Sinotruk Hong Kong, Ltd.	8,000	12,129
SSY Group, Ltd.	14,000	11,720
Sun Art Retail Group, Ltd.	28,000	28,622
Towngas China Co., Ltd.	9,000	6,949
Yuexiu Property Co., Ltd.	90,000	19,870
		2,443,953
Hungary — 0.3%
MOL Hungarian Oil & Gas PLC	5,029	49,708
OTP Bank PLC	3,139	144,587
Richter Gedeon Nyrt	1,404	26,021
		220,316
India — 2.6%
Axis Bank, Ltd. GDR	5,223	271,074
Dr. Reddy’s Laboratories, Ltd. ADR	618	24,195
GAIL India, Ltd. GDR	1,894	21,876
HDFC Bank, Ltd. ADR	1,024	62,556
ICICI Bank, Ltd. ADR	15,774	205,535
Infosys, Ltd. ADR	48,463	464,760
Larsen & Toubro, Ltd. GDR	6,624	139,766
Mahindra & Mahindra, Ltd. GDR	8,562	73,205
Reliance Industries, Ltd. GDR*	20,160	827,568
State Bank of India GDR†	1,941	84,045
Tata Motors, Ltd. ADR†	824	9,954
Vedanta, Ltd. ADR	2,524	21,050
Wipro, Ltd. ADR	11,420	45,452
		2,251,036
Indonesia — 1.7%
Adaro Energy Tbk PT	127,000	11,852
Astra International Tbk PT	275,400	136,356
Bank Central Asia Tbk PT	141,900	317,928
Bank Mandiri Persero Tbk PT	258,000	129,120
Bank Negara Indonesia Persero Tbk PT	100,900	55,169
Bank Rakyat Indonesia Persero Tbk PT	786,900	236,008
Bank Tabungan Negara Persero Tbk PT	26,500	3,511
Barito Pacific Tbk PT	293,500	19,864
Bumi Serpong Damai Tbk PT†	52,500	5,292
Charoen Pokphand Indonesia Tbk PT	93,500	41,964
Gudang Garam Tbk PT	7,500	29,974
Hanjaya Mandala Sampoerna Tbk PT	157,000	23,823
Indah Kiat Pulp and Paper Corp. PT	29,600	15,341
Indocement Tunggal Prakarsa Tbk PT	22,900	32,628
Indofood CBP Sukses Makmur Tbk PT	28,300	23,437
Indofood Sukses Makmur Tbk PT	51,000	27,976
Jasa Marga Persero Tbk PT	19,400	7,532
Kalbe Farma Tbk PT	229,600	26,089
Pabrik Kertas Tjiwi Kimia Tbk PT	13,800	10,396
Pakuwon Jati Tbk PT	170,800	7,605
Perusahaan Gas Negara Persero Tbk PT	124,000	18,639
Semen Indonesia Persero Tbk PT	36,800	33,164
Surya Citra Media Tbk PT	44,500	3,868
Telekomunikasi Indonesia Persero Tbk PT	691,500	202,470
Unilever Indonesia Tbk PT	24,400	76,006
United Tractors Tbk PT	19,500	30,111
		1,526,123
Jersey — 0.1%
WNS Holdings, Ltd. ADR†	651	40,258
Luxembourg — 0.1%
Globant SA†	485	45,231
Reinet Investments SCA	1,688	31,678
		76,909
Malaysia — 1.6%
AirAsia Bhd†	13,500	6,171
AMMB Holdings Bhd	18,000	17,188
Axiata Group Bhd	33,500	34,474
British American Tobacco Malaysia Bhd	2,200	9,909
CIMB Group Holdings Bhd	65,600	82,422
Dialog Group Bhd	40,900	34,063
DiGi.Com Bhd	41,800	47,017
Fraser & Neave Holdings Bhd	1,900	15,724
Gamuda Bhd	18,500	16,559
Genting Bhd	26,600	36,986
Genting Malaysia Bhd	33,800	25,966
HAP Seng Consolidated Bhd	11,600	27,706
Hartalega Holdings Bhd	17,500	22,029
Hong Leong Bank Bhd	9,700	39,975
Hong Leong Financial Group Bhd	2,500	10,422
IHH Healthcare Bhd	26,800	36,558
IJM Corp. BHD	28,500	14,664
IOI Corp. Bhd	23,400	24,472
Kuala Lumpur Kepong Bhd	6,400	33,175
Malayan Banking Bhd	57,100	117,521
Malaysia Airports Holdings Bhd	11,000	20,850
Maxis Bhd	27,400	35,344
MISC BHD	10,900	21,730
Nestle Malaysia Bhd	1,200	41,556
Petronas Chemicals Group Bhd	32,900	58,816
Petronas Dagangan Bhd	2,100	11,841
Petronas Gas Bhd	9,000	35,841
PPB Group Bhd	7,800	33,787
Press Metal Aluminium Holdings Bhd	12,800	14,581
Public Bank Bhd	44,500	216,190
QL Resources Bhd	7,400	12,893
RHB Bank Bhd	11,400	15,687
Sime Darby Bhd	29,400	15,972
Sime Darby Plantation Bhd	24,400	28,671
Sime Darby Property Bhd	10,400	1,804

SP Setia Bhd	11,500	3,330
Telekom Malaysia Bhd	9,200	8,279
Tenaga Nasional Bhd	43,000	142,630
Top Glove Corp. Bhd	16,900	17,594
Westports Holdings Bhd	7,000	7,170
YTL Corp.	23,400	4,872
		1,402,439
Mexico — 2.2%
Alfa SAB de CV, Class A	39,700	34,548
Alsea SAB de CV†	5,600	14,905
America Movil SAB de CV, Series L	474,200	375,436
Arca Continental SAB de CV	7,200	40,243
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand	22,800	30,674
Cemex SAB de CV CPO	207,300	77,913
Coca-Cola Femsa SAB de CV	7,200	39,615
El Puerto de Liverpool SAB de CV, Class C1	2,300	11,719
Fibra Uno Administracion SA de CV	42,000	63,841
Fomento Economico Mexicano SAB de CV	28,600	254,221
Gruma SAB de CV, Class B	2,850	29,822
Grupo Aeroportuario del Pacifico SAB de CV, Class B	5,100	53,456
Grupo Aeroportuario del Sureste SAB de CV, Class B	2,905	47,570
Grupo Bimbo SAB de CV, Class A	24,300	45,350
Grupo Carso SAB de CV, Class A1	5,700	19,023
Grupo Financiero Banorte SAB de CV, Class O	36,400	199,025
Grupo Financiero Inbursa SAB de CV, Class O	31,300	38,937
Grupo Mexico SAB de CV, Class B	48,000	126,734
Grupo Televisa SAB CPO	31,800	70,274
Industrias Penoles SAB de CV	1,360	16,197
Infraestructura Energetica Nova SAB de CV†	7,000	30,931
Kimberly-Clark de Mexico SAB de CV, Class A	25,700	51,636
Megacable Holdings SA de CV	3,200	13,137
Orbia Advance Corp SAB de CV	12,800	27,707
Promotora y Operadora de Infraestructura SAB de CV	3,170	29,305
Wal-Mart de Mexico SAB de CV	74,300	222,670
		1,964,889
Netherlands — 0.5%
Prosus NV†	6,210	428,235
Peru — 0.0%
Cia de Minas Buenaventura SAA ADR	2,591	39,746
Philippines — 0.9%
Aboitiz Equity Ventures, Inc.	24,190	26,671
Aboitiz Power Corp.	11,900	9,368
Alliance Global Group, Inc.	48,500	10,972
Altus San Nicolas Corp.†(1)(2)	458	47
Ayala Corp.	4,075	69,061
Ayala Land, Inc.	107,400	102,754
Bank of the Philippine Islands	10,610	20,281
BDO Unibank, Inc.	27,090	82,693
DMCI Holdings, Inc.	35,200	5,695
Globe Telecom, Inc.	375	13,479
GT Capital Holdings, Inc.	1,107	19,503
International Container Term Services, Inc.	13,400	31,345
JG Summit Holdings, Inc.	37,820	56,829
Jollibee Foods Corp.	5,820	26,608
Manila Electric Co.	3,030	20,206
Megaworld Corp.	145,600	13,858
Metro Pacific Investments Corp.	187,000	17,688
Metropolitan Bank & Trust Co.	21,763	28,992
PLDT, Inc.	1,030	22,327
Robinsons Land Corp.	23,800	11,936
Security Bank Corp.	2,580	10,128
SM Investments Corp.	3,430	69,621
SM Prime Holdings, Inc.	147,700	113,515
Universal Robina Corp.	11,800	35,113
		818,690
Poland — 0.8%
Alior Bank SA†	936	6,605
Bank Millennium SA†	7,350	11,821
Bank Polska Kasa Opieki SA	2,332	65,798
CCC SA	299	8,734
CD Projekt SA	941	62,090
Cyfrowy Polsat SA	3,245	23,526
Dino Polska SA†*	569	22,190
Grupa Lotos SA	1,064	26,568
Jastrzebska Spolka Weglowa SA	287	1,454
KGHM Polska Miedz SA†	1,731	37,894
LPP SA	17	36,286
mBank SA†	183	18,287
Orange Polska SA†	3,962	6,481
PGE Polska Grupa Energetyczna SA†	10,044	21,530
Polski Koncern Naftowy Orlen SA	4,046	110,558
Polskie Gornictwo Naftowe I Gazownictwo SA	19,561	24,084
Powszechna Kasa Oszczednosci Bank Polski SA	12,430	124,019
Powszechny Zaklad Ubezpieczen SA	8,770	84,816
Santander Bank Polska SA	498	40,824
		733,565
Qatar — 0.3%
Barwa Real Estate Co.	21,550	20,242
Commercial Bank PQSC	2,328	2,749
Industries Qatar QSC	24,570	70,923
Masraf Al Rayan QSC	4,661	4,801
Mesaieed Petrochemical Holding Co.	55,820	38,327
Ooredoo Q.P.S.C.	7,320	14,676
Qatar Electricity & Water Co. QSC	7,620	33,067
Qatar Fuel QSC	5,690	34,537
Qatar Insurance Co. SAQ	15,910	13,415
Qatar Islamic Bank SAQ	1,565	6,542
Qatar National Bank Q.P.S.C.	6,422	33,865
		273,144
Romania — 0.1%
NEPI Rockcastle PLC	5,043	43,887
Russia — 4.1%
Gazprom PJSC ADR	118,101	945,281
Lukoil PJSC ADR	8,879	816,513
Magnit PJSC GDR	4,750	53,960
MMC Norilsk Nickel PJSC ADR	14,606	404,586
Mobile TeleSystems PJSC ADR	6,595	59,025
Novatek PJSC GDR	1,601	342,614
PhosAgro PJSC GDR	1,621	20,392
Rosneft GDR	33,704	223,188
Rostelecom PJSC ADR	13,027	94,576
Severstal PJSC GDR	7,309	99,841
Surgutneftegas OJSC ADR	28,889	190,667
Tatneft PJSC ADR	5,417	379,190
		3,629,833

Singapore — 0.0%
BOC Aviation, Ltd.*	2,400	22,573
South Africa — 3.9%
Absa Group, Ltd.	9,831	100,766
Anglo American Platinum, Ltd.	700	52,240
AngloGold Ashanti, Ltd.	5,385	117,743
Aspen Pharmacare Holdings, Ltd.†	4,509	31,481
Bid Corp., Ltd.	4,524	105,540
Bidvest Group, Ltd.	3,837	52,325
Capitec Bank Holdings, Ltd.	637	57,880
Clicks Group, Ltd.	3,336	54,262
Discovery, Ltd.	5,456	43,423
Exxaro Resources, Ltd.	3,014	24,596
FirstRand, Ltd.	48,064	207,708
Fortress REIT, Ltd., Class B	19,803	11,782
Foschini Group, Ltd.	3,053	35,156
Gold Fields, Ltd.	10,454	64,299
Growthpoint Properties, Ltd.	40,809	59,713
Investec, Ltd.	3,287	18,690
Kumba Iron Ore, Ltd.	781	19,019
Liberty Holdings, Ltd.	1,005	7,740
Life Healthcare Group Holdings, Ltd.	15,662	24,731
Momentum Metropolitan Holdings	7,774	10,392
Mondi PLC	1,484	30,691
Mr. Price Group, Ltd.	3,395	35,904
MTN Group, Ltd.	23,347	144,604
MultiChoice Group, Ltd.†	5,894	49,159
Naspers, Ltd., Class N	6,210	881,795
Nedbank Group, Ltd.	5,081	77,063
Netcare, Ltd.	11,140	12,614
Old Mutual, Ltd.	69,769	90,729
Pick n Pay Stores, Ltd.	4,028	17,620
PSG Group, Ltd.	2,161	33,773
Rand Merchant Investment Holdings, Ltd.	9,649	19,067
Redefine Properties, Ltd.	64,523	32,196
Remgro, Ltd.	7,572	86,827
RMB Holdings, Ltd.	12,151	63,905
Sanlam, Ltd.	25,034	131,826
Sappi, Ltd.	6,040	15,509
Sasol, Ltd.	7,810	141,759
Shoprite Holdings, Ltd.	6,182	55,399
SPAR Group, Ltd.	2,198	29,533
Standard Bank Group, Ltd.	18,332	210,453
Telkom SA SOC, Ltd.	3,211	14,692
Tiger Brands, Ltd.	1,992	28,292
Truworths International, Ltd.	5,247	18,602
Vodacom Group, Ltd.	8,601	75,050
Woolworths Holdings, Ltd.	12,108	46,067
		3,442,615
South Korea — 10.6%
Amorepacific Corp.	461	76,077
Amorepacific Corp. (Preference Shares)	122	10,098
AMOREPACIFIC Group	417	30,322
BGF retail Co., Ltd.	85	13,004
BNK Financial Group, Inc.	1,964	11,732
Celltrion Healthcare Co., Ltd.†	614	29,079
Celltrion Pharm, Inc.†	89	3,060
Celltrion, Inc.†	1,209	207,830
Cheil Worldwide, Inc.	865	18,401
CJ CheilJedang Corp.	103	20,229
CJ Corp.	162	11,473
CJ Corp. (Preference Shares)†	33	1,727
CJ ENM Co., Ltd.	125	17,727
CJ Logistics Corp.†	95	12,860
Daelim Industrial Co., Ltd.	398	31,130
Daewoo Engineering & Construction Co., Ltd.†	2,572	9,627
Daewoo Shipbuilding & Marine Engineering Co., Ltd.†	324	7,839
DB Insurance Co., Ltd.	593	25,739
Doosan Bobcat, Inc.	505	13,673
E-Mart Co., Ltd.	242	23,192
Fila Korea, Ltd.	630	31,190
GS Engineering & Construction Corp.	733	19,468
GS Holdings Corp.	476	20,313
GS Retail Co., Ltd.	196	6,444
Hana Financial Group, Inc.	4,026	116,615
Hankook Tire & Technology Co., Ltd.	671	17,908
Hanmi Pharm Co., Ltd.	71	20,352
Hanmi Science Co., Ltd.	76	2,848
Hanon Systems	1,901	18,954
Hanwha Chemical Corp.	1,172	16,470
Hanwha Corp.	292	5,961
Hanwha Life Insurance Co., Ltd.	2,491	4,775
HDC Hyundai Development Co-Engineering & Construction, Class E	247	6,571
Helixmith Co., Ltd.†	201	16,723
HLB, Inc.†	404	58,337
Hotel Shilla Co., Ltd.	446	29,709
Hyundai Department Store Co., Ltd.	126	8,003
Hyundai Engineering & Construction Co., Ltd.	1,029	37,987
Hyundai Glovis Co., Ltd.	222	28,813
Hyundai Heavy Industries Holdings Co., Ltd.	117	34,342
Hyundai Marine & Fire Insurance Co., Ltd.	759	16,472
Hyundai Mobis Co., Ltd.	921	188,403
Hyundai Motor Co.	2,083	218,425
Hyundai Motor Co. (2nd Preference Shares)	469	31,967
Hyundai Motor Co. (Preference Shares)	240	15,059
Hyundai Steel Co.	879	24,025
Industrial Bank of Korea	3,013	30,559
Kakao Corp.	681	82,824
Kangwon Land, Inc.	1,592	42,898
KB Financial Group, Inc.	5,462	196,941
KCC Corp.	70	13,597
Kia Motors Corp.	3,558	130,124
Korea Aerospace Industries, Ltd.	983	32,106
Korea Electric Power Corp.†	3,561	77,895
Korea Gas Corp.	222	7,499
Korea Investment Holdings Co., Ltd.	591	34,440
Korea Shipbuilding & Offshore Engineering Co., Ltd.†	501	52,535
Korea Zinc Co., Ltd.	106	39,587
Korean Air Lines Co., Ltd.	499	10,680
KT Corp.	60	1,367
KT&G Corp.	1,782	153,165
Kumho Petrochemical Co., Ltd.	204	12,274
LG Chem, Ltd.	655	173,117
LG Chem, Ltd. (Preference Shares)	83	12,270
LG Corp.	1,319	78,679
LG Display Co., Ltd.†	3,041	35,678

LG Electronics, Inc.	1,458	83,837
LG Household & Health Care, Ltd.	136	147,403
LG Household & Health Care, Ltd. (Preference Shares)	32	20,326
LG Innotek Co., Ltd.	173	17,992
LG Uplus Corp.	1,237	14,300
Lotte Chemical Corp.	226	44,095
Lotte Corp.	267	8,376
Lotte Shopping Co., Ltd.	116	12,413
Medy-Tox, Inc.	45	12,764
Meritz Securities Co., Ltd.	3,613	14,005
Mirae Asset Daewoo Co., Ltd.	5,701	35,036
NAVER Corp.	1,970	277,691
NCSoft Corp.	239	105,999
Netmarble Games Corp.†*	350	27,045
NH Investment & Securities Co., Ltd.	1,829	19,022
OCI Co., Ltd.	208	11,245
Orange Life Insurance, Ltd.*	301	7,244
Orion Corp.	307	27,970
Ottogi Corp.	17	8,256
Pan Ocean Co., Ltd.†	1,971	7,446
PearlAbyss Corp.†	81	15,080
POSCO	1,082	196,693
POSCO Chemical Co., Ltd.	258	10,655
Posco Daewoo Corp.	345	5,412
S-1 Corp.	219	17,637
S-Oil Corp.	531	45,503
Samsung Biologics Co, Ltd.†*	218	74,668
Samsung C&T Corp.	1,216	104,517
Samsung Card Co.	353	10,179
Samsung Electro-Mechanics Co., Ltd.	750	72,844
Samsung Electronics Co., Ltd.	67,721	2,933,636
Samsung Electronics Co., Ltd. (Preference Shares)	11,616	409,847
Samsung Engineering Co., Ltd.†	2,099	32,113
Samsung Fire & Marine Insurance Co., Ltd.	444	82,622
Samsung Heavy Industries Co., Ltd.†	5,879	36,635
Samsung Life Insurance Co., Ltd.	987	59,893
Samsung SDI Co., Ltd.	779	152,325
Samsung SDS Co., Ltd.	540	93,524
Samsung Securities Co. Ltd.	821	23,710
Shinhan Financial Group Co., Ltd.	6,314	230,646
Shinsegae Co. Ltd.	86	17,445
SillaJen, Inc.†	721	11,929
SK Holdings Co Ltd.	499	110,870
SK Hynix, Inc.	7,690	541,991
SK Innovation Co., Ltd.	734	100,941
SK Telecom Co., Ltd.	279	56,834
Woongjin Coway Co., Ltd.	681	53,733
Woori Financial Group, Inc.	6,425	64,888
Yuhan Corp.	91	17,559
		9,275,982
Taiwan — 10.3%
Acer, Inc.	35,000	20,466
Advantech Co., Ltd.	5,000	49,523
ASE Technology Holding Co., Ltd.	46,000	120,136
Asia Cement Corp.	29,000	41,013
Asustek Computer, Inc.	10,000	67,837
AU Optronics Corp.	96,000	24,599
Catcher Technology Co., Ltd.	9,000	76,280
Cathay Financial Holding Co., Ltd.	107,000	141,657
Chang Hwa Commercial Bank, Ltd.	81,681	63,728
Cheng Shin Rubber Industry Co., Ltd.	15,000	23,579
Chicony Electronics Co., Ltd.	7,065	21,979
China Airlines, Ltd.	34,000	10,119
China Development Financial Holding Corp.	163,000	50,870
China Life Insurance Co., Ltd.†	27,160	22,395
China Steel Corp.	159,000	122,486
Chunghwa Telecom Co., Ltd.	55,000	202,362
Compal Electronics, Inc.	58,000	34,677
CTBC Financial Holding Co., Ltd.	265,000	184,557
Delta Electronics, Inc.	27,000	118,855
E.Sun Financial Holding Co., Ltd.	154,178	139,538
Eclat Textile Co., Ltd.	2,000	26,905
Eva Airways Corp.	23,686	11,088
Far Eastern New Century Corp.	42,000	40,840
Far EasTone Telecommunications Co., Ltd.	21,000	50,361
Feng TAY Enterprise Co., Ltd.	4,400	29,776
First Financial Holding Co., Ltd.	153,015	112,347
Formosa Chemicals & Fibre Corp.	50,000	145,530
Formosa Petrochemical Corp.	17,000	54,115
Formosa Plastics Corp.	63,000	202,408
Formosa Taffeta Co., Ltd.	3,000	3,415
Foxconn Technology Co., Ltd.	12,000	25,703
Fubon Financial Holding Co., Ltd.	95,000	139,034
Giant Manufacturing Co., Ltd.	4,000	29,697
Globalwafers Co., Ltd.	3,000	35,972
Highwealth Construction Corp.	13,000	19,965
Hiwin Technologies Corp.	2,183	18,753
Hon Hai Precision Industry Co., Ltd.	175,200	463,893
Hotai Motor Co., Ltd.	4,000	70,695
Hua Nan Financial Holdings Co., Ltd.	125,485	90,278
Innolux Corp.	90,000	20,016
Inventec Corp.	33,000	23,958
Largan Precision Co., Ltd.	1,000	146,844
Lite-On Technology Corp.	30,000	49,474
MediaTek, Inc.	21,000	281,467
Mega Financial Holding Co., Ltd.	158,000	155,195
Micro-Star International Co., Ltd.	8,000	23,653
Nan Ya Plastics Corp.	74,000	175,030
Nanya Technology Corp.	15,000	34,494
Nien Made Enterprise Co., Ltd.	2,000	18,167
Novatek Microelectronics Corp.	7,000	45,072
Pegatron Corp.	28,000	54,546
Phison Electronics Corp.	1,000	9,116
Pou Chen Corp.	25,000	33,467
Powertech Technology, Inc.	7,000	22,076
President Chain Store Corp.	8,000	79,894
Quanta Computer, Inc.	39,000	74,949
Realtek Semiconductor Corp.	6,000	44,644
Ruentex Development Co., Ltd.	4,000	6,110
Shanghai Commercial & Savings Bank, Ltd.	43,000	74,161
Shin Kong Financial Holding Co., Ltd.	130,598	41,272
SinoPac Financial Holdings Co., Ltd.	143,860	59,074
Standard Foods Corp.	4,000	8,068
Synnex Technology International Corp.	16,000	19,106
TaiMed Biologics, Inc.†	1,000	4,386
Taishin Financial Holding Co., Ltd.	135,770	63,111
Taiwan Business Bank	46,200	19,503
Taiwan Cement Corp.	68,486	91,006
Taiwan Cooperative Financial Holding Co., Ltd.	143,746	98,930
Taiwan High Speed Rail Corp.	27,000	31,975
Taiwan Mobile Co., Ltd.	23,000	85,757
Taiwan Semiconductor Manufacturing Co., Ltd.	350,000	3,432,105

Tatung Co., Ltd.†		19,000	11,422
Uni-President Enterprises Corp.		68,000	167,987
United Microelectronics Corp.		152,000	69,907
Vanguard International Semiconductor Corp.		11,000	23,561
Walsin Technology Corp.†		4,000	24,113
Win Semiconductors Corp.		4,000	41,786
Winbond Electronics Corp.		29,000	16,338
Wistron Corp.		36,027	33,079
WPG Holdings, Ltd.		20,000	25,361
Yageo Corp.		3,000	30,946
Yuanta Financial Holding Co., Ltd.		157,000	98,252
			8,976,809
Thailand — 2.3%
Advanced Info Service PCL NVDR		14,200	107,693
Airports of Thailand PCL NVDR		62,200	161,191
Bangkok Bank PCL		6,600	38,142
Bangkok Dusit Medical Services PCL NVDR		126,400	100,467
Bangkok Expressway & Metro PCL NVDR		104,700	37,449
Banpu Public Co., Ltd. NVDR		25,700	9,873
Berli Jucker PCL NVDR		16,800	27,124
BTS Group Holdings PCL NVDR		59,400	26,361
Bumrungrad Hospital PCL NVDR		6,300	25,142
Central Pattana PCL NVDR		34,400	72,913
Charoen Pokphand Foods PCL NVDR		51,700	43,233
CP ALL PCL NVDR		81,700	211,048
Delta Electronics Thai PCL NVDR		400	583
Electricity Generating PCL NVDR		4,000	45,968
Energy Absolute PCL NVDR		22,100	30,008
Glow Energy PCL NVDR		600	1,788
Gulf Energy Development PCL NVDR		7,700	41,311
Home Product Center PCL NVDR		84,300	48,020
Indorama Ventures PCL NVDR		24,900	23,090
Intouch Holdings PCL NVDR		26,100	57,049
IRPC PCL NVDR		82,100	9,245
Kasikornbank PCL		15,400	71,147
Kasikornbank PCL NVDR		9,100	41,891
Krung Thai Bank PCL NVDR		47,200	25,949
Land & Houses PCL NVDR		102,700	32,992
Minor International PCL NVDR		35,300	42,086
Muangthai Capital PCL NVDR		8,600	17,658
PTT Exploration & Production PCL NVDR		18,100	72,232
PTT Global Chemical PCL NVDR		28,700	48,475
PTT PCL NVDR		158,200	237,077
Ratch Group PCL NVDR		8,600	20,934
Robinson PCL NVDR		4,300	9,292
Siam Cement PCL NVDR		11,200	136,128
Siam Commercial Bank PCL NVDR		11,600	43,027
Thai Oil PCL NVDR		15,100	34,256
Thai Union Group PCL NVDR		37,600	18,180
TMB Bank PCL NVDR		153,000	7,297
Total Access Communication PCL NVDR		6,300	12,936
True Corp. PCL NVDR		147,500	24,425
			2,013,680
Turkey — 0.4%
Akbank Turk AS†		33,737	40,775
Anadolu Efes Biracilik Ve Malt Sanayii AS		2,352	7,911
Arcelik AS†		1,442	4,469
Aselsan Elektronik Sanayi Ve Ticaret AS		3,533	11,339
BIM Birlesik Magazalar AS		5,640	46,681
Eregli Demir ve Celik Fabrikalari TAS		15,439	17,661
Ford Otomotiv Sanayi AS		593	6,690
Haci Omer Sabanci Holding AS		9,593	13,876
KOC Holding AS		9,697	31,768
TAV Havalimanlari Holding AS		1,524	6,952
Tupras Turkiye Petrol Rafinerileri AS		1,557	33,906
Turk Hava Yollari AO†		4,036	8,217
Turkcell Iletisim Hizmetleri AS		13,296	29,233
Turkiye Garanti Bankasi AS†		28,281	45,509
Turkiye Is Bankasi, Class C†		18,450	18,717
Turkiye Sise ve Cam Fabrikalari AS		5,468	4,160
			327,864
United Arab Emirates — 0.6%
Abu Dhabi Commercial Bank PJSC		37,799	80,276
Aldar Properties PJSC		41,456	26,525
DP World, Ltd.		2,034	27,032
Dubai Islamic Bank PJSC		18,897	27,218
Emaar Development PJSC		8,225	9,070
Emaar Malls Group PJSC		29,965	15,910
Emaar Properties PJSC		45,416	52,801
Emirates Telecommunications Group Co. PJSC		25,242	113,813
First Abu Dhabi Bank PJSC		38,026	157,581
			510,226
United States — 0.3%
Southern Copper Corp.		1,074	38,213
Yum China Holdings, Inc.		5,072	215,560
			253,773
Total Common Stocks (cost $70,496,072)			67,582,053
EXCHANGE-TRADED FUNDS — 9.1%
United States — 9.1%
iShares MSCI Emerging Markets ETF		91,217	3,884,020
iShares MSCI India ETF		118,386	4,102,075
Total Exchange-Traded Funds (cost $8,302,986)			7,986,095
WARRANTS — 0.0%
Thailand — 0.0%
BTS Group Holdings LLC Expires 11/29/2019 (strike price THB 10.50)†		15,345	1,443
Minor International PCL Expires 04/27/2020 (strike price THB 43.00)†		1,765	178
Total Warrants (cost $0)			1,621
RIGHTS — 0.0%
Thailand — 0.0%
TMB Bank PCL (Expires 11/19/2019)† (cost $0)		105,917	140
Total Long-Term Investment Securities (cost $78,799,058)			75,569,909
SHORT-TERM INVESTMENT SECURITIES — 0.9%
United States Treasury Bills 1.65% due 12/24/2019(3)	$	100,000	99,774
1.70% due 01/02/2020(3)		200,000	199,467

1.83% due 12/26/2019(3)	100,000			99,765
1.88% due 11/12/2019(3)	350,000			349,837
Total Short-Term Investment Securities (cost $748,694)				748,843
TOTAL INVESTMENTS (cost $79,547,752) (2)	87.2	%		76,318,752
Other assets less liabilities	12.8			11,238,411
NET ASSETS	100.0	%	$	87,557,163

† Non-income producing security

* 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 Portfolio has no right to demand registration of these securities. At October 31, 2019, the aggregate value of these securities was $1,714,559 representing 2.0% of net assets.

(1) Securities classified as Level 3 (see Note 1).

(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 October 31, 2019, the Portfolio held the following restricted securities:

Description	Acquisition Date		Shares		Acquisition Cost		Value		Value Per Share		% of Net  Assets
Common Stocks
Altus San Nicholas Corp.
		5/7/2019		370	$	27
		5/30/2019		88		7
				458		34	$	47	$	0.10		0.00	%

(3) The security or a portion thereof was pledged as collateral to cover margin requirements for open futures contracts.

ADR — American Depositary Receipt

CPO — Certification de Participations Ordinario

ETF — Exchange-Traded Funds

GDR — Global Depositary Receipt

NVDR — Non-Voting Depositary Receipt

Futures Contracts

Number of Contracts	Type	Description	Expiration Month	Notional Basis*		Notional Value*		Unrealized Appreciation (Depreciation)
229	Long	MSCI Emerging Markets Index	December 2019	$	11,746,949	$	11,924,030	$	177,081

* 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.

Industry Allocation*
Banks-Commercial	11.3	%
Exchange-Traded Funds	9.1
Internet Content-Information/News	5.3
E-Commerce/Products	4.9
Electronic Components-Semiconductors	4.9
Oil Companies-Integrated	4.7
Semiconductor Components-Integrated Circuits	4.4
Cellular Telecom	2.4
Oil Refining & Marketing	2.0
Diversified Financial Services	1.9
Real Estate Operations & Development	1.7
Insurance-Multi-line	1.3
Insurance-Life/Health	1.3
Auto-Cars/Light Trucks	1.1
Oil Companies-Exploration & Production	0.9
Electronic Components-Misc.	0.9
U.S. Government Treasuries	0.9
Computer Services	0.9
Web Portals/ISP	0.8
Telecom Services	0.7
Food-Misc./Diversified	0.7
Petrochemicals	0.7
Schools	0.7
Metal-Iron	0.6
Retail-Apparel/Shoe	0.6
Steel-Producers	0.6
Metal-Diversified	0.6
Chemicals-Diversified	0.6
Insurance-Property/Casualty	0.6
Finance-Investment Banker/Broker	0.6
Electric-Integrated	0.5
Building-Heavy Construction	0.5
Finance-Other Services	0.5
Building Products-Cement	0.5
Brewery	0.5
Computers	0.5
Food-Retail	0.5
Beverages-Non-alcoholic	0.5
Medical-Drugs	0.4
Entertainment Software	0.4
Gas-Distribution	0.4
E-Commerce/Services	0.4
Electric-Generation	0.4
Airport Development/Maintenance	0.4
Photo Equipment & Supplies	0.4
Retail-Automobile	0.4
Investment Companies	0.3
Cosmetics & Toiletries	0.3
Retail-Convenience Store	0.3
Telephone-Integrated	0.3
Retail-Hypermarkets	0.3
Real Estate Management/Services	0.3
Retail-Restaurants	0.3
Water	0.3
Medical-Generic Drugs	0.3
Wireless Equipment	0.3
Retail-Misc./Diversified	0.3
Shipbuilding	0.3
Diversified Operations	0.2
Internet Content-Entertainment	0.2
Gold Mining	0.2
Textile-Apparel	0.2
Auto/Truck Parts & Equipment-Original	0.2
Chemicals-Plastics	0.2
Tobacco	0.2
Medical-Hospitals	0.2
Non-Ferrous Metals	0.2
Food-Meat Products	0.2
Real Estate Investment Trusts	0.2
Retail-Discount	0.2
Food-Dairy Products	0.2
Retail-Drug Store	0.2
Cable/Satellite TV	0.2
Hotels/Motels	0.2
Appliances	0.2
Casino Hotels	0.2
Applications Software	0.2
Public Thoroughfares	0.1
Paper & Related Products	0.1
Coal	0.1
Electric-Distribution	0.1
Transport-Rail	0.1
Medical Labs & Testing Services	0.1
Airlines	0.1
Distribution/Wholesale	0.1
Medical-Biomedical/Gene	0.1
Power Converter/Supply Equipment	0.1
Finance-Leasing Companies	0.1
Food-Wholesale/Distribution	0.1
Food-Confectionery	0.1
Warehousing & Harbor Transportation Services	0.1
Transport-Services	0.1
Miscellaneous Manufacturing	0.1
Retail-Major Department Stores	0.1
Building & Construction-Misc.	0.1
Energy-Alternate Sources	0.1
Computers-Periphery Equipment	0.1
Agricultural Chemicals	0.1
Machinery-General Industrial	0.1
Poultry	0.1
Auto-Heavy Duty Trucks	0.1
Diversified Operations/Commercial Services	0.1
Audio/Video Products	0.1
Rental Auto/Equipment	0.1
Metal Processors & Fabrication	0.1
Soap & Cleaning Preparation	0.1
Banks-Money Center	0.1
Aerospace/Defense	0.1
Female Health Care Products	0.1
Diversified Banking Institutions	0.1
Insurance-Reinsurance	0.1
Finance-Consumer Loans	0.1
Medical-Wholesale Drug Distribution	0.1
Medical-HMO	0.1
Pastoral & Agricultural	0.1
Platinum	0.1
Consumer Products-Misc.	0.1
Retail-Building Products	0.1
Food-Baking	0.1
Textile-Products	0.1
Building & Construction Products-Misc.	0.1
Pipelines	0.1
Auto/Truck Parts & Equipment-Replacement	0.1
Semiconductor Equipment	0.1
Gambling (Non-Hotel)	0.1
Engineering/R&D Services	0.1
	87.2	%

* Calculated as a percentage of net assets

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable  Inputs		Level 3 -  Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks:
Philippines	$	818,643	$	—	$	47	$	818,690
Other Countries		66,763,363		—		—		66,763,363
Exchange-Traded Funds		7,986,095		—		—		7,986,095
Warrants		1,621		—		—		1,621
Rights		—		140		—		140
Short-Term Investment Securities		—		748,843		—		748,843
Total Investments at Value	$	75,569,722	$	748,983	$	47	$	76,318,752
Other Financial Instruments:+
Future Contracts	$	177,081	$	—	$	—	$	177,081

* 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.

At the beginning and end of the reporting period, Level 3 investments in securities were not considered a material portion of the Portfolio. There were no material Level 3 transfers during the reporting period.

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA Federated Corporate Bond Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
U.S. CORPORATE BONDS & NOTES — 83.5%
Advanced Materials — 0.1%
Hexcel Corp. Senior Notes 3.95% due 02/15/2027	$	1,260,000	$	1,325,520
Advertising Agencies — 0.4%
Omnicom Group, Inc. Senior Notes 3.63% due 05/01/2022		3,000,000		3,111,275
Omnicom Group, Inc./Omnicom Capital, Inc. Senior Notes 3.65% due 11/01/2024		1,770,000		1,870,048
				4,981,323
Aerospace/Defense — 0.6%
BAE Systems Holdings, Inc. Company Guar. Notes 3.85% due 12/15/2025*		4,440,000		4,729,685
Lockheed Martin Corp. Senior Notes 3.55% due 01/15/2026		2,190,000		2,365,427
Rockwell Collins, Inc. Senior Notes 3.10% due 11/15/2021		750,000		764,193
				7,859,305
Aerospace/Defense-Equipment — 0.3%
TransDigm, Inc. Company Guar. Notes 6.00% due 07/15/2022		425,000		432,225
TransDigm, Inc. Senior Sec. Notes 6.25% due 03/15/2026*		1,200,000		1,285,500
TransDigm, Inc. Company Guar. Notes 6.38% due 06/15/2026		275,000		287,719
TransDigm, Inc. Company Guar. Notes 6.50% due 07/15/2024		475,000		490,437
TransDigm, Inc. Company Guar. Notes 6.50% due 05/15/2025		1,250,000		1,291,812
TransDigm, Inc. Company Guar. Notes 7.50% due 03/15/2027		275,000		295,287
				4,082,980
Apparel Manufacturers — 0.0%
Hanesbrands, Inc. Company Guar. Notes 4.88% due 05/15/2026*		475,000		502,313
William Carter Co. Company Guar. Notes 5.63% due 03/15/2027*		125,000		133,750
				636,063
Applications Software — 0.2%
Nuance Communications, Inc. Company Guar. Notes 5.63% due 12/15/2026		950,000		1,008,235
SS&C Technologies, Inc. Company Guar. Notes 5.50% due 09/30/2027*		1,375,000		1,471,250
				2,479,485
Auto-Cars/Light Trucks — 1.0%
General Motors Co. Senior Notes 4.00% due 04/01/2025		1,055,000		1,088,567
General Motors Co. Senior Notes 5.20% due 04/01/2045		3,250,000		3,229,132
General Motors Financial Co., Inc. Company Guar. Notes 3.20% due 07/06/2021		1,750,000		1,772,306
General Motors Financial Co., Inc. Company Guar. Notes 3.45% due 04/10/2022		2,750,000		2,803,136
Hyundai Capital America Senior Notes 2.60% due 03/19/2020*		2,500,000		2,503,714
Volkswagen Group of America Finance LLC Company Guar. Notes 4.25% due 11/13/2023*		2,445,000		2,619,754
				14,016,609
Auto-Heavy Duty Trucks — 0.1%
JB Poindexter & Co., Inc. Senior Notes 7.13% due 04/15/2026*		875,000		912,188
Auto/Truck Parts & Equipment-Original — 0.1%
American Axle & Manufacturing, Inc. Company Guar. Notes 6.25% due 03/15/2026		325,000		308,750
American Axle & Manufacturing, Inc. Company Guar. Notes 6.50% due 04/01/2027		1,050,000		994,875
				1,303,625
Banks-Commercial — 1.4%
Associated Banc-Corp Sub. Notes 4.25% due 01/15/2025		2,710,000		2,866,627
Branch Banking & Trust Co. Sub. Notes 3.80% due 10/30/2026		3,000,000		3,243,295
Citizens Financial Group, Inc. Sub. Notes 4.15% due 09/28/2022*		3,510,000		3,656,853
Compass Bank Sub. Notes 3.88% due 04/10/2025		3,110,000		3,279,479
Discover Bank Sub. Notes 8.70% due 11/18/2019		688,000		689,700
Manufacturers & Traders Trust Co. FRS Sub. Notes 2.78% (3 ML+0.64%) due 12/01/2021		2,860,000		2,860,000

MUFG Americas Holdings Corp. Senior Notes 3.00% due 02/10/2025	296,000	303,750
Regions Financial Corp. Senior Notes 3.20% due 02/08/2021	1,380,000	1,399,085
		18,298,789
Banks-Super Regional — 1.6%
Comerica, Inc. Sub. Notes 3.80% due 07/22/2026	2,330,000	2,472,302
Fifth Third Bancorp Senior Notes 2.38% due 01/28/2025	1,765,000	1,773,290
Fifth Third Bancorp Sub. Notes 4.30% due 01/16/2024	3,485,000	3,766,065
Huntington Bancshares, Inc. Senior Notes 3.15% due 03/14/2021	1,340,000	1,359,386
Huntington Bancshares, Inc. Sub. Notes 7.00% due 12/15/2020	1,780,000	1,875,267
Wells Fargo & Co. Senior Notes 2.88% due 10/30/2030	2,495,000	2,502,963
Wells Fargo & Co. Sub. Notes 4.30% due 07/22/2027	4,800,000	5,253,617
Wells Fargo & Co. Sub. Notes 4.90% due 11/17/2045	2,330,000	2,819,278
		21,822,168
Batteries/Battery Systems — 0.1%
Energizer Holdings, Inc. Company Guar. Notes 5.50% due 06/15/2025*	100,000	103,750
Energizer Holdings, Inc. Company Guar. Notes 6.38% due 07/15/2026*	500,000	533,150
Energizer Holdings, Inc. Company Guar. Notes 7.75% due 01/15/2027*	450,000	498,375
		1,135,275
Beverages-Non-alcoholic — 0.3%
Keurig Dr Pepper, Inc. Company Guar. Notes 4.42% due 05/25/2025	2,000,000	2,192,723
Keurig Dr Pepper, Inc. Company Guar. Notes 4.99% due 05/25/2038	1,340,000	1,578,129
		3,770,852
Beverages-Wine/Spirits — 0.7%
Constellation Brands, Inc. Company Guar. Notes 4.65% due 11/15/2028	5,335,000	6,092,743
Constellation Brands, Inc. Company Guar. Notes 5.25% due 11/15/2048	2,250,000	2,777,180
		8,869,923
Brewery — 0.9%
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 4.90% due 02/01/2046	3,270,000	3,922,570
Anheuser-Busch InBev Finance, Inc. Company Guar. Notes 3.30% due 02/01/2023	4,494,000	4,675,422
Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 4.60% due 04/15/2048	2,920,000	3,331,999
		11,929,991
Broadcast Services/Program — 0.6%
Clear Channel Communications, Inc. Escrow Notes 9.00% due 03/01/2021†(1)	1,375,000	0
Diamond Sports Group LLC/Diamond Sports Finance Co. Senior Sec. Notes 5.38% due 08/15/2026*	575,000	600,875
Diamond Sports Group LLC/Diamond Sports Finance Co. Company Guar. Notes 6.63% due 08/15/2027*	900,000	927,000
Fox Corp. Senior Notes 4.71% due 01/25/2029*	1,720,000	1,956,923
iHeartCommunications, Inc. Company Guar. Notes 0.01% due 05/01/2027	1,723,710	1,848,679
iHeartCommunications, Inc. Senior Sec. Notes 5.25% due 08/15/2027*	350,000	361,095
Nexstar Broadcasting, Inc. Company Guar. Notes 5.88% due 11/15/2022	575,000	583,625
Nexstar Broadcasting, Inc. Company Guar. Notes 5.63% due 08/01/2024*	1,025,000	1,069,465
Nexstar Broadcasting, Inc. Company Guar. Notes 6.13% due 02/15/2022*	725,000	734,969
Nexstar Escrow, Inc. Company Guar. Notes 5.63% due 07/15/2027*	300,000	316,410
		8,399,041
Building & Construction Products-Misc. — 0.2%
Standard Industries, Inc. Senior Notes 5.00% due 02/15/2027*	1,275,000	1,330,781

Standard Industries, Inc. Senior Notes 6.00% due 10/15/2025*	1,050,000	1,102,500
		2,433,281
Building Products-Air & Heating — 0.3%
Lennox International, Inc. Company Guar. Notes 3.00% due 11/15/2023	3,365,000	3,391,426
Building Products-Doors & Windows — 0.1%
Cornerstone Building Brands, Inc. Company Guar. Notes 8.00% due 04/15/2026*	1,250,000	1,229,225
Building Products-Wood — 1.1%
Masco Corp. Senior Notes 4.38% due 04/01/2026	5,125,000	5,562,263
Masco Corp. Senior Notes 4.45% due 04/01/2025	5,110,000	5,560,517
Masco Corp. Senior Notes 4.50% due 05/15/2047	2,420,000	2,474,578
Masco Corp. Senior Notes 5.95% due 03/15/2022	554,000	596,694
		14,194,052
Cable/Satellite TV — 3.2%
Cablevision Systems Corp. Senior Notes 5.88% due 09/15/2022	1,100,000	1,186,625
CCO Holdings LLC/CCO Holdings Capital Corp. Senior Notes 5.00% due 02/01/2028*	1,025,000	1,072,048
CCO Holdings LLC/CCO Holdings Capital Corp. Senior Notes 5.13% due 05/01/2027*	575,000	605,906
CCO Holdings LLC/CCO Holdings Capital Corp. Senior Notes 5.25% due 09/30/2022	825,000	836,344
CCO Holdings LLC/CCO Holdings Capital Corp. Senior Notes 5.38% due 05/01/2025*	850,000	881,875
CCO Holdings LLC/CCO Holdings Capital Corp. Senior Notes 5.38% due 06/01/2029*	425,000	453,688
CCO Holdings LLC/CCO Holdings Capital Corp. Senior Notes 5.75% due 01/15/2024	45,000	46,112
CCO Holdings LLC/CCO Holdings Capital Corp. Senior Notes 5.75% due 02/15/2026*	700,000	739,200
CCO Holdings LLC/CCO Holdings Capital Corp. Senior Notes 5.88% due 04/01/2024*	1,000,000	1,042,500
CCO Holdings LLC/CCO Holdings Capital Corp. Senior Notes 5.88% due 05/01/2027*	1,400,000	1,484,000
Charter Communications Operating LLC/Charter Communications Operating Capital Senior Sec. Notes 4.91% due 07/23/2025	2,350,000	2,589,183
Charter Communications Operating LLC/Charter Communications Operating Capital Senior Sec. Notes 6.48% due 10/23/2045	2,365,000	2,908,308
Comcast Corp. Senior Notes 2.65% due 02/01/2030	2,520,000	2,544,393
Comcast Corp. Company Guar. Notes 3.30% due 02/01/2027	4,690,000	4,985,392
Comcast Corp. Company Guar. Notes 4.00% due 11/01/2049	1,554,000	1,723,538
Cox Communications, Inc. Senior Notes 3.35% due 09/15/2026*	2,625,000	2,744,158
CSC Holdings LLC Senior Notes 5.25% due 06/01/2024	225,000	242,438
CSC Holdings LLC Company Guar. Notes 5.38% due 07/15/2023*	825,000	845,609
CSC Holdings LLC Company Guar. Notes 5.50% due 05/15/2026*	375,000	395,156
CSC Holdings LLC Company Guar. Notes 5.50% due 04/15/2027*	1,175,000	1,245,512
CSC Holdings LLC Senior Notes 5.75% due 01/15/2030*	1,025,000	1,077,531
CSC Holdings LLC Company Guar. Notes 6.63% due 10/15/2025*	225,000	239,625
CSC Holdings LLC Senior Notes 7.50% due 04/01/2028*	250,000	281,875
CSC Holdings LLC Senior Notes 7.75% due 07/15/2025*	1,075,000	1,152,937

DISH DBS Corp. Company Guar. Notes 5.88% due 11/15/2024	1,175,000	1,177,937
DISH DBS Corp. Company Guar. Notes 7.75% due 07/01/2026	1,000,000	1,008,850
Time Warner Cable LLC Senior Sec. Notes 4.00% due 09/01/2021	3,273,000	3,360,944
Time Warner Cable LLC Senior Sec. Notes 4.50% due 09/15/2042	1,000,000	1,000,833
Time Warner Cable LLC Senior Sec. Notes 5.50% due 09/01/2041	3,410,000	3,759,930
Time Warner Cable LLC Senior Sec. Notes 6.75% due 06/15/2039	690,000	847,367
		42,479,814
Casino Hotels — 0.4%
Boyd Gaming Corp. Company Guar. Notes 6.00% due 08/15/2026	125,000	132,188
Boyd Gaming Corp. Company Guar. Notes 6.38% due 04/01/2026	175,000	185,937
Boyd Gaming Corp. Company Guar. Notes 6.88% due 05/15/2023	1,450,000	1,504,375
MGM Resorts International Company Guar. Notes 4.63% due 09/01/2026	700,000	735,000
MGM Resorts International Company Guar. Notes 5.50% due 04/15/2027	175,000	192,500
MGM Resorts International Company Guar. Notes 5.75% due 06/15/2025	575,000	637,531
MGM Resorts International Company Guar. Notes 6.00% due 03/15/2023	650,000	716,833
Station Casinos LLC Company Guar. Notes 5.00% due 10/01/2025*	1,200,000	1,216,500
Sugarhouse HSP Gaming Prop Mezz LP/Sugarhouse HSP Gaming Finance Corp. Senior Sec. Notes 5.88% due 05/15/2025*	600,000	594,000
		5,914,864
Casino Services — 0.1%
Eldorado Resorts, Inc. Company Guar. Notes 6.00% due 04/01/2025	800,000	841,000
Eldorado Resorts, Inc. Company Guar. Notes 6.00% due 09/15/2026	200,000	219,250
		1,060,250
Cellular Telecom — 0.6%
Sprint Corp. Company Guar. Notes 7.13% due 06/15/2024	1,525,000	1,654,625
Sprint Corp. Company Guar. Notes 7.63% due 02/15/2025	975,000	1,071,281
Sprint Corp. Company Guar. Notes 7.63% due 03/01/2026	525,000	580,781
Sprint Corp. Company Guar. Notes 7.88% due 09/15/2023	725,000	800,219
T-Mobile USA, Inc. Company Guar. Notes 4.50% due 02/01/2026	675,000	696,094
T-Mobile USA, Inc. Company Guar. Notes 4.75% due 02/01/2028	275,000	289,781
T-Mobile USA, Inc. Company Guar. Notes 6.00% due 03/01/2023	350,000	357,000
T-Mobile USA, Inc. Company Guar. Notes 6.38% due 03/01/2025	100,000	103,771
T-Mobile USA, Inc. Company Guar. Notes 6.50% due 01/15/2024	625,000	649,219
T-Mobile USA, Inc. Company Guar. Notes 6.50% due 01/15/2026	1,200,000	1,284,120
		7,486,891
Chemicals-Diversified — 0.0%
Hexion, Inc. Company Guar. Notes 7.88% due 07/15/2027*	550,000	529,375
Chemicals-Specialty — 0.1%
Platform Specialty Products Corp. Company Guar. Notes 5.88% due 12/01/2025*	800,000	835,126
PQ Corp. Company Guar. Notes 5.75% due 12/15/2025*	500,000	517,500
		1,352,626
Circuit Boards — 0.1%
TTM Technologies, Inc. Company Guar. Notes 5.63% due 10/01/2025*	775,000	782,750
Coatings/Paint — 0.4%
RPM International, Inc. Senior Notes 4.55% due 03/01/2029	3,395,000	3,700,399

RPM International, Inc. Senior Notes 5.25% due 06/01/2045	1,740,000	1,961,424
		5,661,823
Commercial Services — 0.4%
Cintas Corp. No. 2 Company Guar. Notes 3.70% due 04/01/2027	3,140,000	3,433,814
Nielsen Finance LLC/Nielsen Finance Co. Company Guar. Notes 5.00% due 04/15/2022*	575,000	577,887
Sterigenics-Nordion Topco LLC Senior Notes 8.13% due 11/01/2021*(2)	1,000,000	995,000
		5,006,701
Commercial Services-Finance — 1.1%
Equifax, Inc. Senior Notes 3.25% due 06/01/2026	3,425,000	3,465,857
Equifax, Inc. Senior Notes 3.95% due 06/15/2023	1,315,000	1,385,500
Global Payments, Inc. Senior Notes 4.15% due 08/15/2049	2,675,000	2,790,573
MPH Acquisition Holdings LLC Company Guar. Notes 7.13% due 06/01/2024*	2,475,000	2,289,499
Refinitiv US Holdings, Inc. Senior Sec. Notes 6.25% due 05/15/2026*	275,000	298,719
Refinitiv US Holdings, Inc. Company Guar. Notes 8.25% due 11/15/2026*	1,750,000	1,964,375
Total System Services, Inc. Senior Notes 4.45% due 06/01/2028	1,850,000	2,063,532
Total System Services, Inc. Senior Notes 4.80% due 04/01/2026	695,000	780,826
		15,038,881
Computer Services — 0.3%
Banff Merger Sub, Inc. Senior Notes 9.75% due 09/01/2026*	1,225,000	1,140,781
SAIC, Inc. Senior Sec. Notes 5.95% due 12/01/2040	850,000	939,817
Tempo Acquisition LLC/Tempo Acquisition Finance Corp. Senior Notes 6.75% due 06/01/2025*	2,475,000	2,546,157
		4,626,755
Computer Software — 0.1%
Rackspace Hosting, Inc. Company Guar. Notes 8.63% due 11/15/2024*	1,775,000	1,624,125
Computers — 0.4%
Dell International LLC/EMC Corp. Senior Sec. Notes 6.02% due 06/15/2026*	1,940,000	2,214,272
Dell International LLC/EMC Corp. Company Guar. Notes 7.13% due 06/15/2024*	2,000,000	2,120,500
Hewlett Packard Enterprise Co. Senior Notes 3.60% due 10/15/2020	1,670,000	1,692,417
		6,027,189
Computers-Integrated Systems — 0.1%
NCR Corp. Company Guar. Notes 5.00% due 07/15/2022	225,000	226,969
NCR Corp. Company Guar. Notes 5.75% due 09/01/2027*	150,000	153,750
NCR Corp. Company Guar. Notes 5.88% due 12/15/2021	275,000	275,688
NCR Corp. Company Guar. Notes 6.38% due 12/15/2023	750,000	768,281
		1,424,688
Computers-Memory Devices — 0.0%
Western Digital Corp. Company Guar. Notes 4.75% due 02/15/2026	475,000	485,403
Consulting Services — 0.5%
Verisk Analytics, Inc. Senior Notes 4.00% due 06/15/2025	250,000	270,252
Verisk Analytics, Inc. Senior Notes 4.13% due 09/12/2022	2,068,000	2,186,331
Verisk Analytics, Inc. Senior Notes 4.13% due 03/15/2029	160,000	176,745
Verisk Analytics, Inc. Senior Notes 5.50% due 06/15/2045	3,060,000	3,827,933
		6,461,261
Consumer Products-Misc. — 0.2%
Prestige Brands, Inc. Company Guar. Notes 5.38% due 12/15/2021*	1,900,000	1,903,800
Prestige Brands, Inc. Company Guar. Notes 6.38% due 03/01/2024*	1,150,000	1,200,312
		3,104,112

Containers-Metal/Glass — 0.3%
BWAY Holding Co. Senior Sec. Notes 5.50% due 04/15/2024*	475,000	488,656
BWAY Holding Co. Senior Notes 7.25% due 04/15/2025*	2,425,000	2,318,906
Owens-Brockway Glass Container, Inc. Company Guar. Notes 5.38% due 01/15/2025*	925,000	933,094
Owens-Brockway Glass Container, Inc. Company Guar. Notes 6.38% due 08/15/2025*	700,000	737,625
		4,478,281
Containers-Paper/Plastic — 1.5%
Berry Global Escrow Corp. Senior Sec. Notes 4.88% due 07/15/2026*	800,000	841,000
Berry Global Escrow Corp. Sec. Notes 5.63% due 07/15/2027*	500,000	526,250
Berry Global, Inc. Sec. Notes 5.50% due 05/15/2022	1,225,000	1,241,844
Flex Acquisition Co., Inc. Senior Notes 6.88% due 01/15/2025*	2,500,000	2,343,750
Flex Acquisition Co., Inc. Senior Notes 7.88% due 07/15/2026*	1,150,000	1,081,000
Graphic Packaging International LLC Company Guar. Notes 4.75% due 07/15/2027*	300,000	317,250
Packaging Corp. of America Senior Notes 3.65% due 09/15/2024	2,750,000	2,891,799
Packaging Corp. of America Senior Notes 4.50% due 11/01/2023	915,000	981,259
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC Senior Sec. Notes 5.75% due 10/15/2020	1,477,889	1,482,988
Sealed Air Corp. Company Guar. Notes 5.13% due 12/01/2024*	400,000	431,000
Trident Merger Sub, Inc. Senior Notes 6.63% due 11/01/2025*	1,025,000	914,812
Trident TPI Holdings, Inc. Company Guar. Notes 9.25% due 08/01/2024*	525,000	509,250
WestRock RKT Co. Company Guar. Notes 4.00% due 03/01/2023	700,000	733,825
WRKCo, Inc. Company Guar. Notes 4.00% due 03/15/2028	3,260,000	3,498,976
WRKCo, Inc. Company Guar. Notes 4.90% due 03/15/2029	2,100,000	2,412,418
		20,207,421
Data Processing/Management — 1.2%
Dun & Bradstreet Corp. Senior Sec. Notes 6.88% due 08/15/2026*	450,000	492,041
Fidelity National Information Services, Inc. Company Guar. Notes 3.50% due 04/15/2023	3,800,000	3,967,622
Fidelity National Information Services, Inc. Company Guar. Notes 3.88% due 06/05/2024	2,265,000	2,421,917
Fidelity National Information Services, Inc. Senior Notes 5.00% due 10/15/2025	517,000	590,826
Fiserv, Inc. Senior Notes 3.85% due 06/01/2025	3,250,000	3,506,515
Fiserv, Inc. Senior Notes 4.20% due 10/01/2028	2,870,000	3,193,989
Star Merger Sub, Inc. Senior Notes 10.25% due 02/15/2027*	1,775,000	1,945,879
		16,118,789
Diagnostic Equipment — 0.5%
Avantor, Inc. Senior Sec. Notes 6.00% due 10/01/2024*	450,000	480,996
Avantor, Inc. Senior Notes 9.00% due 10/01/2025*	1,600,000	1,787,520
Ortho-Clinical Diagnostics, Inc. Senior Notes 6.63% due 05/15/2022*	2,000,000	1,925,000
Thermo Fisher Scientific, Inc. Senior Notes 2.95% due 09/19/2026	2,040,000	2,120,473
		6,313,989
Direct Marketing — 0.0%
Anna Merger Sub, Inc. Senior Notes 7.75% due 10/01/2022*	1,475,000	59,000
Disposable Medical Products — 0.3%
Sotera Health Holdings LLC Senior Notes 6.50% due 05/15/2023*	2,350,000	2,394,062

Teleflex, Inc. Company Guar. Notes 4.63% due 11/15/2027	125,000	130,938
Teleflex, Inc. Company Guar. Notes 4.88% due 06/01/2026	100,000	104,844
Teleflex, Inc. Company Guar. Notes 5.25% due 06/15/2024	900,000	924,187
		3,554,031
Distribution/Wholesale — 0.4%
ABC Supply Co., Inc. Senior Sec. Notes 4.00% due 01/15/2028*	150,000	149,625
American Builders & Contractors Supply Co., Inc. Senior Notes 5.75% due 12/15/2023*	225,000	231,412
American Builders & Contractors Supply Co., Inc. Company Guar. Notes 5.88% due 05/15/2026*	1,475,000	1,549,192
Anixter, Inc. Company Guar. Notes 6.00% due 12/01/2025	650,000	667,875
CD&R Waterworks Merger Sub LLC Senior Notes 6.13% due 08/15/2025*	1,425,000	1,448,156
KAR Auction Services, Inc. Company Guar. Notes 5.13% due 06/01/2025*	625,000	652,344
Performance Food Group, Inc. Company Guar. Notes 5.50% due 06/01/2024*	225,000	230,063
Performance Food Group, Inc. Senior Notes 5.50% due 10/15/2027*	400,000	423,000
Resideo Funding, Inc. Company Guar. Notes 6.13% due 11/01/2026*	500,000	503,750
		5,855,417
Diversified Banking Institutions — 9.2%
Bank of America Corp. Senior Notes 2.33% due 10/01/2021	9,100,000	9,121,433
Bank of America Corp. Senior Notes 2.82% due 07/21/2023	6,540,000	6,642,158
Bank of America Corp. Senior Notes 3.71% due 04/24/2028	2,975,000	3,181,121
Bank of America Corp. Senior Notes 3.82% due 01/20/2028	3,170,000	3,411,405
Bank of America Corp. Sub. Notes 3.95% due 04/21/2025	1,000,000	1,065,053
Bank of America Corp. Senior Notes 4.00% due 04/01/2024	3,350,000	3,597,989
Bank of America Corp. Sub. Notes 4.00% due 01/22/2025	3,500,000	3,733,167
Bank of America Corp. Sub. Notes 4.18% due 11/25/2027	2,760,000	2,985,395
Bank One Corp. Sub. Debentures 8.00% due 04/29/2027	460,000	614,438
Citigroup, Inc. Senior Notes 2.88% due 07/24/2023	4,250,000	4,319,525
Citigroup, Inc. Senior Notes 2.98% due 11/05/2030	1,390,000	1,401,713
Citigroup, Inc. Senior Notes 3.35% due 04/24/2025	2,085,000	2,169,150
Citigroup, Inc. Senior Notes 3.40% due 05/01/2026	3,340,000	3,504,383
Citigroup, Inc. Senior Notes 3.52% due 10/27/2028	6,250,000	6,579,347
Citigroup, Inc. Sub. Notes 4.13% due 07/25/2028	1,340,000	1,450,788
Citigroup, Inc. Sub. Notes 4.30% due 11/20/2026	3,100,000	3,358,649
Citigroup, Inc. Sub. Notes 5.50% due 09/13/2025	2,500,000	2,859,849
City National Corp. Senior Notes 5.25% due 09/15/2020	2,205,000	2,270,946
Goldman Sachs Group, Inc. Senior Notes 2.35% due 11/15/2021	2,685,000	2,694,778
Goldman Sachs Group, Inc. Senior Notes 3.81% due 04/23/2029	3,800,000	4,033,654
Goldman Sachs Group, Inc. Senior Notes 4.22% due 05/01/2029	3,125,000	3,415,172
Goldman Sachs Group, Inc. Sub. Notes 5.15% due 05/22/2045	3,000,000	3,650,962
Goldman Sachs Group, Inc. Senior Notes 5.75% due 01/24/2022	4,000,000	4,310,432
JPMorgan Chase & Co. Senior Notes 2.78% due 04/25/2023	2,020,000	2,049,045
JPMorgan Chase & Co. Sub. Notes 3.38% due 05/01/2023	1,510,000	1,572,901

JPMorgan Chase & Co. Sub. Notes 3.88% due 09/10/2024	10,500,000	11,197,685
Morgan Stanley Senior Notes 2.50% due 04/21/2021	4,695,000	4,729,148
Morgan Stanley Senior Notes 3.77% due 01/24/2029	2,000,000	2,143,826
Morgan Stanley Sub. Notes 3.95% due 04/23/2027	8,250,000	8,788,573
Morgan Stanley Sub. Notes 4.10% due 05/22/2023	4,000,000	4,235,627
Morgan Stanley Senior Notes 4.46% due 04/22/2039	3,125,000	3,627,130
Morgan Stanley Sub. Notes 5.00% due 11/24/2025	2,000,000	2,248,273
Morgan Stanley Senior Notes 5.50% due 07/24/2020	2,000,000	2,050,637
		123,014,352
Diversified Manufacturing Operations — 1.1%
3M Co. Senior Notes 2.38% due 08/26/2029	5,650,000	5,643,593
Amsted Industries, Inc. Company Guar. Notes 5.63% due 07/01/2027*	150,000	158,625
Koppers, Inc. Company Guar. Notes 6.00% due 02/15/2025*	1,550,000	1,545,288
Parker-Hannifin Corp. Senior Notes 3.25% due 03/01/2027	3,140,000	3,300,415
Textron, Inc. Senior Notes 3.88% due 03/01/2025	905,000	961,212
Textron, Inc. Senior Notes 3.90% due 09/17/2029	1,215,000	1,310,088
Textron, Inc. Senior Notes 4.30% due 03/01/2024	1,945,000	2,090,012
		15,009,233
E-Commerce/Services — 0.8%
Expedia, Inc. Company Guar. Notes 3.80% due 02/15/2028	2,770,000	2,906,223
Expedia, Inc. Company Guar. Notes 5.00% due 02/15/2026	4,450,000	5,013,645
Expedia, Inc. Company Guar. Notes 5.95% due 08/15/2020	930,000	957,505
Go Daddy Operating Co. LLC/GD Finance Co., Inc. Company Guar. Notes 5.25% due 12/01/2027*	300,000	318,000
Match Group, Inc. Senior Notes 5.00% due 12/15/2027*	450,000	469,688
Match Group, Inc. Senior Notes 6.38% due 06/01/2024	500,000	525,000
		10,190,061
Electric Products-Misc. — 0.3%
Molex Electronic Technologies LLC Senior Notes 3.90% due 04/15/2025*	2,500,000	2,603,343
WESCO Distribution, Inc. Company Guar. Notes 5.38% due 12/15/2021	1,500,000	1,507,560
WESCO Distribution, Inc. Company Guar. Notes 5.38% due 06/15/2024	250,000	258,125
		4,369,028
Electric-Distribution — 0.5%
Sempra Energy Senior Notes 3.55% due 06/15/2024	3,000,000	3,112,236
Sempra Energy Senior Notes 6.00% due 10/15/2039	1,170,000	1,489,693
UIL Holdings Corp. Senior Notes 4.63% due 10/01/2020	2,070,000	2,117,382
		6,719,311
Electric-Generation — 0.4%
Emera US Finance LP Company Guar. Notes 3.55% due 06/15/2026	1,240,000	1,302,380
Emera US Finance LP Company Guar. Notes 4.75% due 06/15/2046	1,880,000	2,206,828
Vistra Operations Co. LLC Company Guar. Notes 5.00% due 07/31/2027*	350,000	361,375
Vistra Operations Co. LLC Company Guar. Notes 5.50% due 09/01/2026*	425,000	449,106
Vistra Operations Co. LLC Senior Notes 5.63% due 02/15/2027*	925,000	980,500
		5,300,189
Electric-Integrated — 2.9%
Ameren Corp. Senior Notes 3.65% due 02/15/2026	1,480,000	1,564,399

American Electric Power Co., Inc. Senior Notes 2.95% due 12/15/2022	2,900,000	2,963,395
American Electric Power Co., Inc. Senior Notes 3.20% due 11/13/2027	3,125,000	3,289,351
Cleveland Electric Illuminating Co. Senior Notes 5.95% due 12/15/2036	1,145,000	1,465,429
Consolidated Edison Co. of New York, Inc. Senior Notes 4.63% due 12/01/2054	1,367,000	1,641,191
Duke Energy Corp. Senior Notes 2.65% due 09/01/2026	1,810,000	1,827,365
Entergy Gulf States Louisiana LLC 1st Mtg. Notes 5.59% due 10/01/2024	125,000	144,438
Eversource Energy Senior Notes 3.35% due 03/15/2026	3,300,000	3,416,337
Exelon Corp. Senior Notes 3.95% due 06/15/2025	1,500,000	1,624,709
Exelon Generation Co. LLC Senior Notes 4.25% due 06/15/2022	4,900,000	5,134,995
Exelon Generation Co. LLC Senior Notes 5.75% due 10/01/2041	500,000	587,725
NextEra Energy Capital Holdings, Inc. Company Guar. Notes 3.55% due 05/01/2027	1,125,000	1,198,491
NextEra Energy Capital Holdings, Inc. Company Guar. Notes 3.63% due 06/15/2023	3,000,000	3,139,776
NextEra Energy Capital Holdings, Inc. Company Guar. Notes 4.50% due 06/01/2021	2,000,000	2,065,730
PPL Capital Funding, Inc. Company Guar. Notes 3.95% due 03/15/2024	2,500,000	2,643,267
PPL Capital Funding, Inc. Company Guar. Notes 4.20% due 06/15/2022	590,000	617,040
PSEG Power LLC Company Guar. Notes 4.15% due 09/15/2021	725,000	746,279
Southern Co. Senior Notes 3.25% due 07/01/2026	4,950,000	5,167,196
		39,237,113
Electronic Components-Semiconductors — 0.5%
Broadcom Corp./Broadcom Cayman Finance, Ltd. Company Guar. Notes 3.88% due 01/15/2027	3,440,000	3,473,702
Micron Technology, Inc. Senior Notes 4.64% due 02/06/2024	2,750,000	2,956,990
Qorvo, Inc. Company Guar. Notes 4.38% due 10/15/2029*	425,000	427,391
		6,858,083
Electronic Measurement Instruments — 0.7%
Agilent Technologies, Inc. Senior Notes 3.05% due 09/22/2026	3,330,000	3,397,596
Keysight Technologies, Inc. Senior Notes 3.00% due 10/30/2029	1,425,000	1,425,526
Keysight Technologies, Inc. Senior Notes 4.55% due 10/30/2024	4,175,000	4,553,792
		9,376,914
Electronic Security Devices — 0.7%
Allegion PLC Company Guar. Notes 3.50% due 10/01/2029	3,400,000	3,505,632
Allegion US Holding Co., Inc. Company Guar. Notes 3.55% due 10/01/2027	5,570,000	5,711,015
		9,216,647
Energy-Alternate Sources — 0.2%
Enviva Partners LP/Enviva Partners Finance Corp. Company Guar. Notes 8.50% due 11/01/2021	1,475,000	1,507,266
TerraForm Power Operating LLC Company Guar. Notes 4.25% due 01/31/2023*	100,000	103,000
TerraForm Power Operating LLC Company Guar. Notes 4.75% due 01/15/2030*	525,000	542,719
TerraForm Power Operating LLC Company Guar. Notes 5.00% due 01/31/2028*	1,125,000	1,186,537
		3,339,522
Enterprise Software/Service — 0.4%
Infor US, Inc. Company Guar. Notes 6.50% due 05/15/2022	2,125,000	2,154,218
Informatica Corp. Senior Notes 7.13% due 07/15/2023*	1,700,000	1,727,625
Project Homestake Merger Corp. Company Guar. Notes 8.88% due 03/01/2023*	825,000	375,375
Sophia LP/Sophia Finance, Inc. Senior Notes 9.00% due 09/30/2023*	725,000	744,481
		5,001,699

Finance-Consumer Loans — 0.1%
Navient Corp. Senior Notes 5.88% due 10/25/2024	1,300,000	1,339,000
Navient Corp. Senior Notes 6.75% due 06/25/2025	400,000	421,880
Navient Corp. Senior Notes 6.75% due 06/15/2026	150,000	156,750
		1,917,630
Finance-Credit Card — 0.9%
Capital One Bank USA NA Sub. Notes 3.38% due 02/15/2023	6,100,000	6,284,841
Capital One Financial Corp. Sub. Notes 4.20% due 10/29/2025	1,690,000	1,821,913
Discover Financial Services Senior Notes 3.85% due 11/21/2022	3,212,000	3,364,634
		11,471,388
Finance-Investment Banker/Broker — 0.6%
Jefferies Group LLC Senior Notes 4.85% due 01/15/2027	3,475,000	3,728,561
Jefferies Group LLC Senior Notes 6.50% due 01/20/2043	1,170,000	1,380,114
TD Ameritrade Holding Corp. Senior Notes 3.63% due 04/01/2025	2,650,000	2,812,993
		7,921,668
Finance-Mortgage Loan/Banker — 0.2%
Quicken Loans, Inc. Company Guar. Notes 5.25% due 01/15/2028*	450,000	464,062
Quicken Loans, Inc. Company Guar. Notes 5.75% due 05/01/2025*	2,275,000	2,342,067
		2,806,129
Finance-Other Services — 0.4%
Allied Universal Holdco LLC Senior Sec. Notes 6.63% due 07/15/2026*	250,000	266,875
Allied Universal Holdco LLC Senior Notes 9.75% due 07/15/2027*	2,200,000	2,299,000
CBOE Holdings, Inc. Senior Notes 3.65% due 01/12/2027	3,000,000	3,224,503
		5,790,378
Financial Guarantee Insurance — 0.0%
MBIA, Inc. Senior Notes 6.63% due 10/01/2028	250,000	244,375
Food-Baking — 0.2%
Flowers Foods, Inc. Senior Notes 3.50% due 10/01/2026	2,180,000	2,241,147
Food-Catering — 0.2%
Aramark Services, Inc. Company Guar. Notes 4.75% due 06/01/2026	275,000	282,219
Aramark Services, Inc. Company Guar. Notes 5.00% due 04/01/2025*	325,000	338,406
Aramark Services, Inc. Company Guar. Bonds 5.00% due 02/01/2028*	700,000	731,500
Aramark Services, Inc. Company Guar. Notes 5.13% due 01/15/2024	725,000	747,482
		2,099,607
Food-Meat Products — 0.2%
Tyson Foods, Inc. Senior Notes 3.95% due 08/15/2024	1,475,000	1,582,992
Tyson Foods, Inc. Senior Notes 5.15% due 08/15/2044	1,250,000	1,527,825
		3,110,817
Food-Misc./Diversified — 1.3%
B&G Foods, Inc. Company Guar. Notes 5.25% due 04/01/2025	825,000	842,531
General Mills, Inc. Senior Notes 4.70% due 04/17/2048	1,075,000	1,266,629
Kraft Heinz Foods Co. Company Guar. Notes 3.00% due 06/01/2026	1,355,000	1,349,933
Kraft Heinz Foods Co. Company Guar. Notes 4.38% due 06/01/2046	2,810,000	2,745,470
Kraft Heinz Foods Co. Company Guar. Notes 5.20% due 07/15/2045	1,830,000	1,945,373
Lamb Weston Holdings, Inc. Company Guar. Notes 4.88% due 11/01/2026*	375,000	394,219
McCormick & Co., Inc. Senior Notes 3.15% due 08/15/2024	3,140,000	3,282,263
McCormick & Co., Inc. Senior Notes 3.40% due 08/15/2027	2,915,000	3,061,558
Post Holdings, Inc. Company Guar. Notes 5.50% due 03/01/2025*	225,000	235,710
Post Holdings, Inc. Company Guar. Notes 5.63% due 01/15/2028*	350,000	374,500

Post Holdings, Inc. Company Guar. Notes 5.75% due 03/01/2027*	2,200,000	2,342,186
		17,840,372
Food-Retail — 0.7%
Albertsons Cos. LLC/Safeway, Inc./New Albertsons LP/Albertson’s LLC Company Guar. Notes 5.75% due 03/15/2025	1,775,000	1,836,593
Albertsons Cos. LLC/Safeway, Inc./New Albertsons LP/Albertson’s LLC Company Guar. Notes 5.88% due 02/15/2028*	150,000	160,125
Albertsons Cos. LLC/Safeway, Inc./New Albertsons LP/Albertson’s LLC Company Guar. Notes 6.63% due 06/15/2024	875,000	917,656
Kroger Co. Senior Notes 3.50% due 02/01/2026	3,150,000	3,315,954
Kroger Co. Senior Notes 4.45% due 02/01/2047	1,325,000	1,370,884
Kroger Co. Senior Notes 6.90% due 04/15/2038	940,000	1,261,427
		8,862,639
Food-Wholesale/Distribution — 0.1%
US Foods, Inc. Company Guar. Notes 5.88% due 06/15/2024*	1,400,000	1,442,000
Gambling (Non-Hotel) — 0.2%
Caesars Resort Collection LLC/CRC Finco, Inc. Company Guar. Notes 5.25% due 10/15/2025*	1,100,000	1,126,125
Mohegan Gaming & Entertainment Company Guar. Notes 7.88% due 10/15/2024*	975,000	933,563
		2,059,688
Gas-Distribution — 0.8%
AmeriGas Partners LP/AmeriGas Finance Corp. Senior Notes 5.63% due 05/20/2024	325,000	350,188
AmeriGas Partners LP/AmeriGas Finance Corp. Senior Notes 5.75% due 05/20/2027	175,000	191,625
AmeriGas Partners LP/AmeriGas Finance Corp. Senior Notes 5.88% due 08/20/2026	950,000	1,052,125
National Fuel Gas Co. Senior Notes 3.75% due 03/01/2023	3,800,000	3,905,135
National Fuel Gas Co. Senior Notes 4.90% due 12/01/2021	1,880,000	1,962,410
NiSource, Inc. Senior Notes 2.65% due 11/17/2022	1,350,000	1,368,169
NiSource, Inc. Senior Notes 4.38% due 05/15/2047	935,000	1,055,594
Southern Co. Gas Capital Corp. Company Guar. Notes 3.95% due 10/01/2046	1,120,000	1,181,753
		11,066,999
Home Decoration Products — 0.3%
Newell Brands, Inc. Senior Notes 4.20% due 04/01/2026	3,500,000	3,658,021
Hotels/Motels — 0.1%
Hilton Domestic Operating Co., Inc. Company Guar. Notes 4.25% due 09/01/2024	200,000	203,500
Hilton Domestic Operating Co., Inc. Company Guar. Notes 5.13% due 05/01/2026	900,000	945,000
		1,148,500
Human Resources — 0.1%
Team Health Holdings, Inc. Company Guar. Notes 6.38% due 02/01/2025*	2,775,000	1,789,875
Independent Power Producers — 0.3%
Calpine Corp. Senior Sec. Notes 5.25% due 06/01/2026*	100,000	104,000
Calpine Corp. Senior Notes 5.75% due 01/15/2025	1,325,000	1,359,781
Calpine Corp. Senior Sec. Notes 5.88% due 01/15/2024*	150,000	153,300
Dynegy, Inc. Company Guar. Notes 5.88% due 06/01/2023	175,000	178,719
NRG Energy, Inc. Company Guar. Notes 5.25% due 06/15/2029*	550,000	589,875
NRG Energy, Inc. Company Guar. Notes 5.75% due 01/15/2028	325,000	351,812
NRG Energy, Inc. Company Guar. Notes 6.63% due 01/15/2027	575,000	623,156

NRG Energy, Inc. Company Guar. Notes 7.25% due 05/15/2026	225,000	246,382
		3,607,025
Instruments-Controls — 0.0%
Sensata Technologies, Inc. Company Guar. Notes 4.38% due 02/15/2030*	225,000	226,547
Instruments-Scientific — 0.2%
PerkinElmer, Inc. Senior Notes 3.30% due 09/15/2029	2,525,000	2,545,691
Insurance Brokers — 0.4%
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Senior Notes 6.75% due 10/15/2027*	350,000	364,039
HUB International, Ltd. Senior Notes 7.00% due 05/01/2026*	3,725,000	3,832,094
USI, Inc. Senior Notes 6.88% due 05/01/2025*	1,675,000	1,704,312
		5,900,445
Insurance-Life/Health — 1.3%
Lincoln National Corp. Senior Notes 4.20% due 03/15/2022	1,900,000	1,988,860
Lincoln National Corp. Senior Notes 7.00% due 06/15/2040	1,425,000	2,048,839
Pacific LifeCorp Senior Notes 6.60% due 09/15/2033*	2,700,000	3,580,847
Penn Mutual Life Insurance Co. Sub. Bonds 7.63% due 06/15/2040*	875,000	1,274,109
Principal Financial Group, Inc. Company Guar. Notes 3.13% due 05/15/2023	2,740,000	2,828,343
Principal Financial Group, Inc. Company Guar. Notes 3.30% due 09/15/2022	1,850,000	1,910,104
Prudential Financial, Inc. Senior Notes 6.20% due 11/15/2040	850,000	1,145,808
Prudential Financial, Inc. Senior Notes 6.63% due 12/01/2037	2,130,000	3,024,982
		17,801,892
Insurance-Multi-line — 0.7%
Acrisure LLC/Acrisure Finance, Inc. Senior Notes 7.00% due 11/15/2025*	1,325,000	1,212,375
Acrisure LLC/Acrisure Finance, Inc. Senior Sec. Notes 8.13% due 02/15/2024*	475,000	503,951
Acrisure LLC/Acrisure Finance, Inc. Senior Notes 10.13% due 08/01/2026*	150,000	155,250
Hartford Financial Services Group, Inc. Senior Notes 6.63% due 04/15/2042	2,255,000	3,158,442
Nationwide Mutual Insurance Co. Sub. Notes 9.38% due 08/15/2039*	2,870,000	4,964,106
		9,994,124
Insurance-Mutual — 0.5%
Liberty Mutual Group, Inc. Company Guar. Notes 3.95% due 10/15/2050*	3,120,000	3,223,405
Liberty Mutual Group, Inc. Company Guar. Notes 4.95% due 05/01/2022*	680,000	722,733
Liberty Mutual Group, Inc. Company Guar. Notes 5.00% due 06/01/2021*	580,000	601,493
Massachusetts Mutual Life Insurance Co. Sub. Notes 8.88% due 06/01/2039*	1,008,000	1,745,475
New York Life Insurance Co. Sub. Notes 6.75% due 11/15/2039*	420,000	625,435
		6,918,541
Insurance-Property/Casualty — 0.2%
AmWINS Group, Inc. Company Guar. Notes 7.75% due 07/01/2026*	1,200,000	1,290,000
AssuredPartners, Inc. Senior Notes 7.00% due 08/15/2025*	1,375,000	1,369,844
GTCR AP Finance, Inc. Senior Notes 8.00% due 05/15/2027*	250,000	255,625
		2,915,469
Investment Management/Advisor Services — 1.1%
Eaton Vance Corp. Senior Notes 3.63% due 06/15/2023	1,100,000	1,156,335
FMR LLC Senior Notes 5.35% due 11/15/2021*	1,260,000	1,339,232
FMR LLC Bonds 7.57% due 06/15/2029*	2,200,000	3,103,743
NFP Corp. Senior Notes 6.88% due 07/15/2025*	1,800,000	1,773,000

Raymond James Financial, Inc. Senior Notes 5.63% due 04/01/2024	2,150,000	2,420,648
Stifel Financial Corp. Senior Notes 3.50% due 12/01/2020	2,540,000	2,571,787
Stifel Financial Corp. Senior Notes 4.25% due 07/18/2024	865,000	915,955
TIAA Asset Management Finance Co. LLC Senior Notes 4.13% due 11/01/2024*	1,080,000	1,172,668
		14,453,368
Machinery-Farming — 0.2%
CNH Industrial Capital LLC Company Guar. Notes 4.20% due 01/15/2024	2,155,000	2,299,352
Machinery-General Industrial — 0.6%
Roper Technologies, Inc. Senior Notes 2.95% due 09/15/2029	1,230,000	1,246,306
Roper Technologies, Inc. Senior Notes 3.80% due 12/15/2026	1,225,000	1,317,087
Roper Technologies, Inc. Senior Notes 3.85% due 12/15/2025	3,510,000	3,800,671
Roper Technologies, Inc. Senior Notes 4.20% due 09/15/2028	955,000	1,057,603
Stevens Holding Co, Inc. Company Guar. Notes 6.13% due 10/01/2026*	200,000	215,000
		7,636,667
Medical Information Systems — 0.1%
IQVIA, Inc. Company Guar. Notes 5.00% due 10/15/2026*	1,175,000	1,239,625
IQVIA, Inc. Company Guar. Notes 5.00% due 05/15/2027*	225,000	238,500
		1,478,125
Medical Instruments — 0.2%
Alcon Finance Corp. Company Guar. Notes 3.00% due 09/23/2029*	2,245,000	2,291,153
Medical Labs & Testing Services — 0.3%
Charles River Laboratories International, Inc. Company Guar. Notes 4.25% due 05/01/2028*	225,000	229,241
Eagle Holding Co. II LLC Senior Notes 7.63% due 05/15/2022*(2)	350,000	353,063
Eagle Holding Co. II LLC Notes 7.75% due 05/15/2022*(2)	400,000	406,000
Envision Healthcare Corp. Company Guar. Notes 8.75% due 10/15/2026*	1,500,000	862,500
West Street Merger Sub, Inc. Senior Notes 6.38% due 09/01/2025*	1,875,000	1,785,937
		3,636,741
Medical Products — 1.4%
Abbott Laboratories Senior Notes 3.75% due 11/30/2026	3,655,000	4,004,584
Abbott Laboratories Senior Notes 4.90% due 11/30/2046	2,900,000	3,706,040
Becton Dickinson and Co. Senior Notes 3.70% due 06/06/2027	3,025,000	3,252,310
Becton Dickinson and Co. Senior Notes 3.73% due 12/15/2024	1,625,000	1,736,321
Becton Dickinson and Co. Senior Notes 4.69% due 12/15/2044	3,088,000	3,635,376
Hill-Rom Holdings, Inc. Senior Notes 4.38% due 09/15/2027*	125,000	128,750
Zimmer Biomet Holdings, Inc. Senior Notes 3.55% due 04/01/2025	1,605,000	1,697,573
		18,160,954
Medical-Biomedical/Gene — 1.6%
Bio-Rad Laboratories, Inc. Senior Notes 4.88% due 12/15/2020	2,380,000	2,433,791
Biogen, Inc. Senior Notes 5.20% due 09/15/2045	2,235,000	2,740,802
Celgene Corp. Senior Notes 3.88% due 08/15/2025	2,600,000	2,813,467
Celgene Corp. Senior Notes 3.90% due 02/20/2028	5,600,000	6,152,582
Celgene Corp. Senior Notes 5.00% due 08/15/2045	5,530,000	7,041,672
		21,182,314
Medical-Drugs — 0.5%
Bausch Health Americas, Inc. Company Guar. Notes 9.25% due 04/01/2026*	375,000	424,226
Bausch Health Americas, Inc. Company Guar. Notes 8.50% due 01/31/2027*	725,000	813,595

Bayer US Finance II LLC Company Guar. Notes 3.88% due 12/15/2023*	2,150,000	2,251,810
Bayer US Finance II LLC Company Guar. Notes 4.25% due 12/15/2025*	910,000	978,720
Bayer US Finance II LLC Company Guar. Notes 4.88% due 06/25/2048*	1,000,000	1,115,020
Bayer US Finance LLC Company Guar. Notes 3.38% due 10/08/2024*	720,000	739,488
		6,322,859
Medical-HMO — 0.2%
Anthem, Inc. Senior Notes 5.85% due 01/15/2036	760,000	938,974
Centene Corp. Senior Notes 5.38% due 06/01/2026*	600,000	635,100
Polaris Intermediate Corp. Senior Notes 8.50% due 12/01/2022*(2)	725,000	607,187
		2,181,261
Medical-Hospitals — 1.0%
Acadia Healthcare Co., Inc. Company Guar. Notes 5.63% due 02/15/2023	550,000	558,250
Acadia Healthcare Co., Inc. Company Guar. Notes 6.50% due 03/01/2024	1,375,000	1,423,125
CHS/Community Health Systems, Inc. Senior Sec. Notes 6.25% due 03/31/2023	675,000	657,703
CHS/Community Health Systems, Inc. Company Guar. Notes 6.88% due 02/01/2022	325,000	251,063
CHS/Community Health Systems, Inc. Senior Sec. Notes 8.00% due 03/15/2026*	525,000	513,187
CHS/Community Health Systems, Inc. Senior Sec. Notes 8.63% due 01/15/2024*	225,000	228,938
HCA, Inc. Company Guar. Notes 5.63% due 09/01/2028	950,000	1,067,562
HCA, Inc. Company Guar. Notes 5.88% due 02/15/2026	650,000	731,250
HCA, Inc. Company Guar. Notes 5.88% due 02/01/2029	800,000	907,000
RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc. Company Guar. Notes 9.75% due 12/01/2026*	1,400,000	1,536,500
Surgery Center Holdings, Inc. Company Guar. Notes 6.75% due 07/01/2025*	975,000	901,875
Tenet Healthcare Corp. Senior Sec. Notes 4.63% due 07/15/2024	375,000	386,250
Tenet Healthcare Corp. Senior Sec. Notes 4.88% due 01/01/2026*	625,000	646,875
Tenet Healthcare Corp. Sec. Notes 5.13% due 05/01/2025	925,000	946,969
Tenet Healthcare Corp. Senior Sec. Notes 5.13% due 11/01/2027*	625,000	650,000
Tenet Healthcare Corp. Senior Notes 6.75% due 06/15/2023	1,025,000	1,084,911
Tenet Healthcare Corp. Senior Notes 7.00% due 08/01/2025	625,000	647,000
		13,138,458
Medical-Outpatient/Home Medical — 0.1%
Air Medical Group Holdings, Inc. Senior Notes 6.38% due 05/15/2023*	1,425,000	1,211,250
Metal Processors & Fabrication — 0.1%
Hillman Group, Inc. Company Guar. Notes 6.38% due 07/15/2022*	975,000	897,000
Metal Products-Distribution — 0.4%
Worthington Industries, Inc. Senior Notes 4.30% due 08/01/2032	1,805,000	1,886,482
Worthington Industries, Inc. Senior Notes 4.55% due 04/15/2026	3,083,000	3,318,377
		5,204,859
Metal-Copper — 0.2%
Freeport-McMoRan Copper & Gold, Inc. Company Guar. Notes 3.88% due 03/15/2023	375,000	380,625
Freeport-McMoRan, Inc. Company Guar. Notes 5.00% due 09/01/2027	425,000	434,031
Freeport-McMoRan, Inc. Company Guar. Notes 5.25% due 09/01/2029	375,000	381,675
Freeport-McMoRan, Inc. Company Guar. Notes 5.40% due 11/14/2034	875,000	854,219
		2,050,550
Multimedia — 0.4%
NBCUniversal Media LLC Company Guar. Notes 2.88% due 01/15/2023	2,710,000	2,793,942

NBCUniversal Media LLC Company Guar. Notes 5.95% due 04/01/2041	2,000,000	2,756,882
		5,550,824
Office Automation & Equipment — 0.1%
CDW LLC/CDW Finance Corp. Company Guar. Notes 4.25% due 04/01/2028	325,000	336,407
CDW LLC/CDW Finance Corp. Company Guar. Notes 5.50% due 12/01/2024	750,000	834,795
Xerox Corp. Senior Notes 4.50% due 05/15/2021	825,000	846,141
		2,017,343
Oil Companies-Exploration & Production — 2.4%
Antero Resources Corp. Company Guar. Notes 5.00% due 03/01/2025	450,000	297,000
Apache Corp. Senior Notes 4.25% due 01/15/2030	3,635,000	3,540,052
Ascent Resources Utica Holdings LLC/ARU Finance Corp. Senior Notes 7.00% due 11/01/2026*	125,000	95,625
Ascent Resources Utica Holdings LLC/ARU Finance Corp. Senior Notes 10.00% due 04/01/2022*	425,000	402,177
Berry Petroleum Co. LLC Company Guar. Notes 7.00% due 02/15/2026*	575,000	534,750
Callon Petroleum Co. Company Guar. Notes 6.13% due 10/01/2024	850,000	807,500
Callon Petroleum Co. Company Guar. Notes 6.38% due 07/01/2026	275,000	256,438
Carrizo Oil & Gas, Inc. Company Guar. Notes 6.25% due 04/15/2023	325,000	302,250
Carrizo Oil & Gas, Inc. Company Guar. Notes 8.25% due 07/15/2025	550,000	522,500
Centennial Resource Production LLC Company Guar. Notes 6.88% due 04/01/2027*	650,000	637,000
Chesapeake Energy Corp. Company Guar. Notes 7.00% due 10/01/2024	650,000	438,750
Chesapeake Energy Corp. Company Guar. Notes 8.00% due 01/15/2025	250,000	165,000
Chesapeake Energy Corp. Company Guar. Notes 8.00% due 06/15/2027	800,000	500,000
Cimarex Energy Co. Senior Notes 3.90% due 05/15/2027	1,330,000	1,351,261
CrownRock LP/CrownRock Finance, Inc. Senior Notes 5.63% due 10/15/2025*	1,300,000	1,270,776
EP Energy LLC/Everest Acquisition Finance, Inc. Senior Sec. Notes 8.00% due 11/29/2024*	875,000	358,750
Gulfport Energy Corp. Company Guar. Notes 6.00% due 10/15/2024	550,000	353,375
Gulfport Energy Corp. Company Guar. Notes 6.38% due 05/15/2025	450,000	272,250
Gulfport Energy Corp. Company Guar. Notes 6.38% due 01/15/2026	250,000	150,000
Hess Corp. Senior Notes 5.60% due 02/15/2041	2,000,000	2,241,892
Jagged Peak Energy LLC Company Guar. Notes 5.88% due 05/01/2026	625,000	631,250
Laredo Petroleum, Inc. Company Guar. Notes 5.63% due 01/15/2022	450,000	430,875
Laredo Petroleum, Inc. Company Guar. Notes 6.25% due 03/15/2023	300,000	273,750
Marathon Oil Corp. Senior Notes 3.85% due 06/01/2025	4,250,000	4,463,777
Oasis Petroleum, Inc. Company Guar. Notes 6.25% due 05/01/2026*	675,000	459,000
Oasis Petroleum, Inc. Company Guar. Notes 6.88% due 03/15/2022	521,000	457,177
Occidental Petroleum Corp. Senior Notes 3.45% due 07/15/2024	4,600,000	4,682,555
Occidental Petroleum Corp. Senior Notes 4.20% due 03/15/2048	835,000	812,845
Occidental Petroleum Corp. Senior Notes 4.40% due 04/15/2046	850,000	844,750
Parsley Energy LLC/Parsley Finance Corp. Company Guar. Notes 5.25% due 08/15/2025*	100,000	102,502
Parsley Energy LLC/Parsley Finance Corp. Company Guar. Notes 5.63% due 10/15/2027*	375,000	387,188

PDC Energy, Inc. Company Guar. Notes 5.75% due 05/15/2026	550,000	514,250
PDC Energy, Inc. Company Guar. Notes 6.13% due 09/15/2024	200,000	194,125
QEP Resources, Inc. Senior Notes 5.25% due 05/01/2023	375,000	356,250
QEP Resources, Inc. Senior Notes 5.63% due 03/01/2026	400,000	358,000
Range Resources Corp. Company Guar. Notes 4.88% due 05/15/2025	450,000	361,125
Range Resources Corp. Company Guar. Notes 5.00% due 03/15/2023	450,000	389,250
SM Energy Co. Senior Notes 5.63% due 06/01/2025	275,000	233,068
SM Energy Co. Senior Notes 6.63% due 01/15/2027	125,000	105,313
SM Energy Co. Senior Notes 6.75% due 09/15/2026	750,000	643,125
SRC Energy, Inc. Senior Notes 6.25% due 12/01/2025	625,000	584,250
Ultra Resources, Inc. Company Guar. Notes 6.88% due 04/15/2022*	175,000	17,500
Ultra Resources, Inc. Company Guar. Notes 7.13% due 04/15/2025*	700,000	70,000
Whiting Petroleum Corp. Company Guar. Notes 6.25% due 04/01/2023	625,000	453,125
Whiting Petroleum Corp. Company Guar. Notes 6.63% due 01/15/2026	500,000	310,000
WPX Energy, Inc. Senior Notes 5.25% due 10/15/2027	175,000	170,188
		32,802,584
Oil Companies-Integrated — 0.4%
BP Capital Markets America, Inc. Company Guar. Notes 3.12% due 05/04/2026	2,810,000	2,944,651
BP Capital Markets America, Inc. Company Guar. Notes 4.74% due 03/11/2021	2,290,000	2,380,311
		5,324,962
Oil Refining & Marketing — 0.8%
CVR Refining LLC/Coffeyville Finance, Inc. Company Guar. Notes 6.50% due 11/01/2022	1,700,000	1,717,000
Marathon Petroleum Corp. Senior Notes 3.63% due 09/15/2024	1,850,000	1,948,429
Marathon Petroleum Corp. Senior Notes 6.50% due 03/01/2041	730,000	935,990
Sunoco LP/Sunoco Finance Corp. Company Guar. Notes 5.50% due 02/15/2026	300,000	310,155
Sunoco LP/Sunoco Finance Corp. Company Guar. Notes 5.88% due 03/15/2028	425,000	446,258
Valero Energy Corp. Senior Notes 4.00% due 04/01/2029	1,535,000	1,640,579
Valero Energy Corp. Senior Notes 4.90% due 03/15/2045	1,000,000	1,131,462
Valero Energy Corp. Company Guar. Notes 7.50% due 04/15/2032	1,540,000	2,109,887
		10,239,760
Oil-Field Services — 0.3%
Archrock Partners LP/Archrock Partners Finance Corp. Company Guar. Notes 6.88% due 04/01/2027*	1,000,000	1,032,400
SESI LLC Company Guar. Notes 7.13% due 12/15/2021	700,000	530,250
SESI LLC Company Guar. Notes 7.75% due 09/15/2024	1,450,000	797,500
USA Compression Partners LP/USA Compression Finance Corp. Company Guar. Notes 6.88% due 04/01/2026	1,175,000	1,186,750
USA Compression Partners LP/USA Compression Finance Corp. Company Guar. Notes 6.88% due 09/01/2027*	600,000	600,000
		4,146,900
Paper & Related Products — 0.4%
Clearwater Paper Corp. Company Guar. Notes 5.38% due 02/01/2025*	1,150,000	1,127,000
International Paper Co. Senior Notes 4.40% due 08/15/2047	4,175,000	4,335,032
Pope & Talbot, Inc. Debentures 8.38% due 06/01/2013†(1)(3)(4)	250,000	0
		5,462,032

Pharmacy Services — 1.3%
Cigna Corp. Company Guar. Notes 3.75% due 07/15/2023	2,215,000	2,320,299
Cigna Corp. Company Guar. Notes 4.38% due 10/15/2028	2,215,000	2,432,658
Cigna Corp. Company Guar. Notes 4.90% due 12/15/2048	2,215,000	2,572,680
CVS Health Corp. Senior Notes 3.88% due 07/20/2025	2,025,000	2,152,670
CVS Health Corp. Senior Notes 4.78% due 03/25/2038	3,130,000	3,474,033
CVS Health Corp. Senior Notes 5.05% due 03/25/2048	2,740,000	3,158,209
CVS Health Corp. Senior Notes 5.13% due 07/20/2045	1,265,000	1,458,114
CVS Pass-Through Trust Pass-Through Certs. 5.30% due 01/11/2027*	333,195	354,596
		17,923,259
Pipelines — 4.2%
Antero Midstream Partners LP/Antero Midstream Finance Corp. Company Guar. Notes 5.38% due 09/15/2024	1,125,000	930,938
Antero Midstream Partners LP/Antero Midstream Finance Corp. Company Guar. Notes 5.75% due 03/01/2027*	375,000	278,906
Antero Midstream Partners LP/Antero Midstream Finance Corp. Company Guar. Notes 5.75% due 01/15/2028*	825,000	622,875
Atlas Pipeline Partners LP/Atlas Pipeline Finance Corp. Company Guar. Notes 5.88% due 08/01/2023	375,000	370,781
Boardwalk Pipelines LP Company Guar. Notes 4.80% due 05/03/2029	980,000	1,041,763
Cheniere Energy Partners LP Company Guar. Notes 4.50% due 10/01/2029*	450,000	458,438
Cheniere Energy Partners LP Senior Sec. Notes 5.25% due 10/01/2025	1,300,000	1,345,500
Cheniere Energy Partners LP Company Guar. Notes 5.63% due 10/01/2026	350,000	369,688
CNX Midstream Partners LP/CNX Midstream Finance Corp. Senior Notes 6.50% due 03/15/2026*	1,350,000	1,258,875
Columbia Pipeline Group, Inc. Company Guar. Notes 4.50% due 06/01/2025	2,065,000	2,252,185
Columbia Pipeline Group, Inc. Company Guar. Notes 5.80% due 06/01/2045	1,260,000	1,587,351
Energy Transfer Operating LP Company Guar. Notes 4.90% due 02/01/2024	4,250,000	4,586,827
Energy Transfer Operating LP Company Guar. Notes 5.15% due 03/15/2045	3,013,000	3,141,003
Enterprise Products Operating LLC Company Guar. Notes 3.75% due 02/15/2025	3,300,000	3,518,646
Florida Gas Transmission Co. LLC Senior Notes 5.45% due 07/15/2020*	700,000	715,288
Holly Energy Partners LP/Holly Energy Finance Corp. Company Guar. Notes 6.00% due 08/01/2024*	1,575,000	1,639,969
Kinder Morgan Energy Partners LP Company Guar. Notes 5.80% due 03/15/2035	2,540,000	2,977,884
Kinder Morgan Energy Partners LP Company Guar. Notes 6.38% due 03/01/2041	570,000	696,621
Kinder Morgan Energy Partners LP Company Guar. Notes 6.55% due 09/15/2040	2,960,000	3,665,633
MPLX LP Senior Notes 4.25% due 12/01/2027*	850,000	893,833
MPLX LP Senior Notes 4.50% due 04/15/2038	3,150,000	3,218,763
MPLX LP Senior Notes 5.20% due 03/01/2047	2,250,000	2,414,052
MPLX LP Senior Notes 5.20% due 12/01/2047*	2,740,000	2,928,849
MPLX LP Senior Notes 6.25% due 10/15/2022*	186,000	189,349
MPLX LP Senior Notes 6.38% due 05/01/2024*	350,000	367,521
NuStar Logistics LP Company Guar. Notes 5.63% due 04/28/2027	1,450,000	1,508,000
NuStar Logistics LP Company Guar. Notes 6.00% due 06/01/2026	150,000	160,305
Southeast Supply Header LLC Senior Notes 4.25% due 06/15/2024*	2,370,000	2,414,002

Summit Midstream Holdings LLC/Summit Midstream Finance Corp. Company Guar. Notes 5.50% due 08/15/2022	1,425,000	1,275,375
Summit Midstream Holdings LLC/Summit Midstream Finance Corp. Company Guar. Notes 5.75% due 04/15/2025	850,000	658,750
Targa Resources Partners LP/Targa Resources Partners Finance Corp. Company Guar. Notes 5.00% due 01/15/2028	825,000	816,750
Targa Resources Partners LP/Targa Resources Partners Finance Corp. Company Guar. Notes 5.25% due 05/01/2023	150,000	150,563
Targa Resources Partners LP/Targa Resources Partners Finance Corp. Company Guar. Notes 5.38% due 02/01/2027	625,000	639,844
Targa Resources Partners LP/Targa Resources Partners Finance Corp. Company Guar. Notes 5.88% due 04/15/2026	725,000	756,791
Targa Resources Partners LP/Targa Resources Partners Finance Corp. Company Guar. Notes 6.50% due 07/15/2027*	75,000	80,252
TC PipeLines LP Senior Notes 3.90% due 05/25/2027	1,270,000	1,334,253
Texas Eastern Transmission LP Senior Notes 2.80% due 10/15/2022*	1,510,000	1,520,512
TransMontaigne Partners LP/TLP Finance Corp. Company Guar. Notes 6.13% due 02/15/2026	400,000	383,132
Williams Cos., Inc. Senior Notes 4.90% due 01/15/2045	2,960,000	3,122,329
		56,292,396
Precious Metals — 0.1%
Coeur Mining, Inc. Company Guar. Notes 5.88% due 06/01/2024	925,000	918,174
Professional Sports — 0.1%
Football Trust V Pass-Through Certs. 5.35% due 10/05/2020*	800,479	824,338
Publishing-Newspapers — 0.1%
TEGNA, Inc. Company Guar. Notes 5.00% due 09/15/2029*	600,000	608,250
TEGNA, Inc. Company Guar. Notes 5.50% due 09/15/2024*	350,000	360,828
TEGNA, Inc. Company Guar. Notes 6.38% due 10/15/2023	675,000	694,406
		1,663,484
Quarrying — 0.1%
Compass Minerals International, Inc. Company Guar. Notes 4.88% due 07/15/2024*	1,125,000	1,096,875
Racetracks — 0.0%
Penn National Gaming, Inc. Senior Notes 5.63% due 01/15/2027*	400,000	412,000
Radio — 0.4%
Cumulus Media New Holdings, Inc. Senior Sec. Notes 6.75% due 07/01/2026*	500,000	530,000
Entercom Media Corp. Sec. Notes 6.50% due 05/01/2027*	625,000	653,125
Entercom Media Corp. Company Guar. Notes 7.25% due 11/01/2024*	925,000	964,312
Sirius XM Radio, Inc. Company Guar. Notes 4.63% due 07/15/2024*	1,000,000	1,045,000
Sirius XM Radio, Inc. Company Guar. Notes 5.38% due 04/15/2025*	950,000	988,000
Sirius XM Radio, Inc. Company Guar. Notes 5.38% due 07/15/2026*	925,000	975,875
		5,156,312
Real Estate Investment Trusts — 3.8%
Alexandria Real Estate Equities, Inc. Company Guar. Notes 3.90% due 06/15/2023	2,100,000	2,218,004
Alexandria Real Estate Equities, Inc. Company Guar. Notes 3.95% due 01/15/2028	2,110,000	2,284,372
American Tower Corp. Senior Notes 3.45% due 09/15/2021	3,100,000	3,175,778
American Tower Corp. Senior Notes 5.00% due 02/15/2024	2,400,000	2,655,182
AvalonBay Communities, Inc. Senior Notes 3.35% due 05/15/2027	2,745,000	2,925,021
Boston Properties LP Senior Notes 3.80% due 02/01/2024	1,400,000	1,483,363
Crown Castle International Corp. Senior Notes 2.25% due 09/01/2021	410,000	411,209

Crown Castle International Corp. Senior Bonds 3.80% due 02/15/2028	3,560,000	3,832,188
Health Care REIT, Inc. Senior Notes 4.00% due 06/01/2025	2,600,000	2,816,371
Healthcare Trust of America Holdings LP Company Guar. Notes 3.70% due 04/15/2023	2,300,000	2,379,708
Host Hotels & Resorts LP Senior Notes 4.00% due 06/15/2025	2,815,000	2,998,110
Kimco Realty Corp. Senior Notes 3.40% due 11/01/2022	490,000	507,215
Kimco Realty Corp. Senior Notes 3.80% due 04/01/2027	1,730,000	1,848,130
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc. Company Guar. Notes 5.63% due 05/01/2024	150,000	165,188
Mid-America Apartments LP Senior Notes 3.75% due 06/15/2024	3,200,000	3,367,895
Physicians Realty LP Company Guar. Notes 4.30% due 03/15/2027	1,590,000	1,706,857
Plum Creek Timberlands LP Senior Notes 3.25% due 03/15/2023	1,370,000	1,409,231
Regency Centers Corp. Company Guar. Notes 3.75% due 11/15/2022	3,900,000	4,061,454
Tanger Properties LP Senior Notes 3.13% due 09/01/2026	2,600,000	2,569,686
Tanger Properties LP Senior Notes 3.75% due 12/01/2024	1,000,000	1,024,215
Tanger Properties LP Senior Notes 3.88% due 12/01/2023	2,100,000	2,165,611
UDR, Inc. Company Guar. Notes 2.95% due 09/01/2026	2,180,000	2,230,958
UDR, Inc. Company Guar. Notes 3.75% due 07/01/2024	500,000	531,724
UDR, Inc. Company Guar. Notes 4.63% due 01/10/2022	710,000	745,046
WP Carey, Inc. Senior Notes 4.60% due 04/01/2024	1,890,000	2,021,210
		51,533,726
Rental Auto/Equipment — 0.6%
ERAC USA Finance LLC Company Guar. Notes 4.50% due 02/15/2045*	750,000	833,286
ERAC USA Finance LLC Company Guar. Notes 5.63% due 03/15/2042*	4,090,000	5,130,935
United Rentals North America, Inc. Sec. Notes 3.88% due 11/15/2027	200,000	202,050
United Rentals North America, Inc. Company Guar. Notes 4.88% due 01/15/2028	875,000	903,437
United Rentals North America, Inc. Company Guar. Notes 5.50% due 05/15/2027	350,000	369,687
United Rentals North America, Inc. Company Guar. Notes 5.88% due 09/15/2026	400,000	423,768
United Rentals North America, Inc. Company Guar. Notes 6.50% due 12/15/2026	275,000	297,688
		8,160,851
Research & Development — 0.2%
Jaguar Holding Co. II/Pharmaceutical Product Development LLC Company Guar. Notes 6.38% due 08/01/2023*	2,600,000	2,691,000
Resort/Theme Parks — 0.1%
Six Flags Entertainment Corp. Company Guar. Notes 5.50% due 04/15/2027*	925,000	968,938
Retail-Arts & Crafts — 0.1%
Michaels Stores, Inc. Company Guar. Notes 8.00% due 07/15/2027*	725,000	715,720
Retail-Auto Parts — 0.7%
Advance Auto Parts, Inc. Company Guar. Notes 4.50% due 01/15/2022	840,000	875,293
Advance Auto Parts, Inc. Company Guar. Notes 4.50% due 12/01/2023	3,750,000	4,043,910
AutoZone, Inc. Senior Notes 3.13% due 04/21/2026	975,000	1,011,305
AutoZone, Inc. Senior Notes 3.75% due 06/01/2027	2,870,000	3,080,108
		9,010,616
Retail-Building Products — 0.0%
Beacon Roofing Supply, Inc. Senior Sec. Notes 4.50% due 11/15/2026*	175,000	178,500
Retail-Discount — 0.1%
Dollar Tree, Inc. Senior Notes 3.70% due 05/15/2023	1,630,000	1,705,836

Retail-Leisure Products — 0.2%
Party City Holdings, Inc. Company Guar. Notes 6.13% due 08/15/2023*	1,200,000	1,206,000
Party City Holdings, Inc. Company Guar. Notes 6.63% due 08/01/2026*	975,000	948,188
		2,154,188
Retail-Propane Distribution — 0.3%
Ferrellgas LP/Ferrellgas Finance Corp. Senior Notes 6.50% due 05/01/2021	850,000	714,000
Ferrellgas LP/Ferrellgas Finance Corp. Senior Notes 6.75% due 01/15/2022	675,000	565,312
Suburban Propane Partners LP/Suburban Energy Finance Corp. Senior Notes 5.50% due 06/01/2024	625,000	638,875
Suburban Propane Partners LP/Suburban Energy Finance Corp. Senior Notes 5.75% due 03/01/2025	250,000	254,375
Suburban Propane Partners LP/Suburban Energy Finance Corp. Senior Notes 5.88% due 03/01/2027	1,150,000	1,190,250
		3,362,812
Retail-Restaurants — 0.1%
KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of America LLC Company Guar. Notes 4.75% due 06/01/2027*	700,000	730,415
KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of America LLC Company Guar. Notes 5.00% due 06/01/2024*	100,000	103,750
KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of America LLC Company Guar. Notes 5.25% due 06/01/2026*	350,000	370,125
Yum! Brands, Inc. Senior Notes 4.75% due 01/15/2030*	250,000	262,188
		1,466,478
Rubber-Tires — 0.1%
Goodyear Tire & Rubber Co. Company Guar. Notes 4.88% due 03/15/2027	425,000	427,125
Goodyear Tire & Rubber Co. Company Guar. Notes 5.00% due 05/31/2026	625,000	646,094
		1,073,219
Rubber/Plastic Products — 0.1%
Gates Global LLC/Gates Global Co. Company Guar. Notes 6.00% due 07/15/2022*	1,358,000	1,356,303
Semiconductor Components-Integrated Circuits — 0.1%
QUALCOMM, Inc. Senior Notes 2.60% due 01/30/2023	1,940,000	1,977,744
Semiconductor Equipment — 0.1%
Lam Research Corp. Senior Notes 4.00% due 03/15/2029	1,585,000	1,753,228
Shipbuilding — 0.2%
Huntington Ingalls Industries, Inc. Company Guar. Notes 3.48% due 12/01/2027	2,470,000	2,581,397
Soap & Cleaning Preparation — 0.1%
Church & Dwight Co., Inc. Senior Notes 3.15% due 08/01/2027	1,350,000	1,400,868
Software Tools — 0.1%
JDA Escrow LLC/JDA Bond Finance, Inc. Company Guar. Notes 7.38% due 10/15/2024*	1,625,000	1,685,629
Steel Pipe & Tube — 0.4%
Valmont Industries, Inc. Company Guar. Notes 5.00% due 10/01/2044	500,000	524,647
Valmont Industries, Inc. Company Guar. Notes 5.25% due 10/01/2054	4,815,000	4,946,978
		5,471,625
Steel-Producers — 1.0%
Carpenter Technology Corp. Senior Notes 4.45% due 03/01/2023	3,347,000	3,453,748
Carpenter Technology Corp. Senior Notes 5.20% due 07/15/2021	2,600,000	2,664,493
Reliance Steel & Aluminum Co. Senior Notes 4.50% due 04/15/2023	6,770,000	7,182,076
Steel Dynamics, Inc. Company Guar. Notes 5.50% due 10/01/2024	575,000	592,411
		13,892,728
Telecom Equipment-Fiber Optics — 0.1%
Corning, Inc. Senior Notes 4.75% due 03/15/2042	1,100,000	1,261,020
Telephone-Integrated — 2.5%
AT&T, Inc. Senior Notes 3.40% due 05/15/2025	5,100,000	5,343,793

AT&T, Inc. Senior Notes 4.25% due 03/01/2027	3,475,000	3,816,611
AT&T, Inc. Senior Notes 4.80% due 06/15/2044	3,485,000	3,880,868
AT&T, Inc. Senior Notes 5.15% due 03/15/2042	1,500,000	1,742,669
AT&T, Inc. Senior Notes 5.30% due 08/15/2058	2,750,000	3,277,713
AT&T, Inc. Senior Notes 6.38% due 03/01/2041	3,500,000	4,572,098
Sprint Capital Corp. Company Guar. Notes 6.88% due 11/15/2028	1,025,000	1,116,922
Verizon Communications, Inc. Senior Notes 4.13% due 08/15/2046	5,545,000	6,239,646
Verizon Communications, Inc. Senior Notes 4.50% due 08/10/2033	3,000,000	3,502,407
		33,492,727
Television — 0.7%
AMC Networks, Inc. Company Guar. Notes 4.75% due 08/01/2025	175,000	176,531
AMC Networks, Inc. Company Guar. Notes 5.00% due 04/01/2024	1,075,000	1,094,952
CBS Corp. Company Guar. Notes 4.90% due 08/15/2044	2,550,000	2,854,226
Gray Television, Inc. Company Guar. Notes 5.13% due 10/15/2024*	275,000	284,969
Gray Television, Inc. Company Guar. Notes 5.88% due 07/15/2026*	1,275,000	1,340,369
Gray Television, Inc. Company Guar. Notes 7.00% due 05/15/2027*	325,000	355,469
Scripps Escrow, Inc. Senior Notes 5.88% due 07/15/2027*	550,000	563,585
Sinclair Television Group, Inc. Company Guar. Notes 5.13% due 02/15/2027*	250,000	253,125
Sinclair Television Group, Inc. Company Guar. Notes 5.63% due 08/01/2024*	650,000	669,500
Sinclair Television Group, Inc. Company Guar. Notes 5.88% due 03/15/2026*	1,350,000	1,410,750
		9,003,476
Theaters — 0.0%
Live Nation Entertainment, Inc. Company Guar. Notes 4.75% due 10/15/2027*	125,000	130,325
Tobacco — 0.7%
BAT Capital Corp. Company Guar. Notes 3.56% due 08/15/2027	4,270,000	4,293,879
BAT Capital Corp. Company Guar. Notes 4.54% due 08/15/2047	5,625,000	5,440,055
		9,733,934
Transport-Rail — 0.8%
Burlington Northern and Santa Fe Railway Co. Pass-Through Certs. Series 1992-2 7.57% due 01/02/2021	19,713	20,161
Burlington Northern Santa Fe LLC Senior Notes 3.00% due 04/01/2025	3,000,000	3,143,307
Burlington Northern Santa Fe LLC Senior Notes 5.75% due 05/01/2040	2,200,000	2,976,779
Kansas City Southern Company Guar. Notes 3.00% due 05/15/2023	1,935,000	1,983,640
Kansas City Southern Company Guar. Notes 4.70% due 05/01/2048	2,710,000	3,199,075
		11,322,962
Transport-Services — 0.4%
FedEx Corp. Company Guar. Notes 3.10% due 08/05/2029	1,220,000	1,220,900
FedEx Corp. Company Guar. Notes 4.05% due 02/15/2048	1,320,000	1,303,559
Ryder System, Inc. Senior Notes 3.88% due 12/01/2023	3,300,000	3,497,426
		6,021,885
Trucking/Leasing — 0.5%
Penske Truck Leasing Co. LP/PTL Finance Corp. Senior Notes 3.40% due 11/15/2026*	3,300,000	3,379,376
Penske Truck Leasing Co. LP/PTL Finance Corp. Senior Notes 3.45% due 07/01/2024*	2,750,000	2,865,520
		6,244,896
Vitamins & Nutrition Products — 0.3%
Mead Johnson Nutrition Co. Company Guar. Notes 3.00% due 11/15/2020	2,550,000	2,577,046

Mead Johnson Nutrition Co. Company Guar. Notes 4.13% due 11/15/2025	1,270,000	1,394,426
		3,971,472
Total U.S. Corporate Bonds & Notes (cost $1,056,813,563)		1,118,038,933
FOREIGN CORPORATE BONDS & NOTES — 13.5%
Aerospace/Defense — 0.6%
Embraer Netherlands Finance BV Company Guar. Notes 5.05% due 06/15/2025	3,135,000	3,436,775
Embraer Overseas, Ltd. Company Guar. Notes 5.70% due 09/16/2023*	3,804,000	4,184,400
		7,621,175
Aerospace/Defense-Equipment — 0.1%
TransDigm UK Holdings PLC Company Guar. Notes 6.88% due 05/15/2026	200,000	213,000
TransDigm, Inc. Company Guar. Notes 5.50% due 11/15/2027*	675,000	672,766
		885,766
Auto/Truck Parts & Equipment-Original — 0.5%
Adient Global Holdings, Ltd. Company Guar. Notes 4.88% due 08/15/2026*	1,450,000	1,141,875
Dana Financing Luxembourg SARL Company Guar. Notes 5.75% due 04/15/2025*	300,000	308,250
Dana Financing Luxembourg SARL Company Guar. Notes 6.50% due 06/01/2026*	950,000	997,500
IHO Verwaltungs GmbH Senior Sec. Notes 4.75% due 09/15/2026*(2)	1,025,000	1,014,750
IHO Verwaltungs GmbH Senior Sec. Notes 6.00% due 05/15/2027*(2)	375,000	387,187
IHO Verwaltungs GmbH Senior Sec. Notes 6.38% due 05/15/2029*(2)	375,000	384,375
Panther BF Aggregator 2 LP/Panther Finance Co, Inc. Senior Sec. Notes 6.25% due 05/15/2026*	150,000	158,580
Panther BF Aggregator 2 LP/Panther Finance Co, Inc. Company Guar. Notes 8.50% due 05/15/2027*	2,200,000	2,216,500
		6,609,017
Beverages-Wine/Spirits — 0.1%
Bacardi, Ltd. Company Guar. Notes 2.75% due 07/15/2026*	1,340,000	1,303,802
Brewery — 0.5%
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 3.65% due 02/01/2026	6,050,000	6,478,519
Cable/Satellite TV — 1.2%
Altice Luxembourg SA Company Guar. Notes 7.63% due 02/15/2025*	1,000,000	1,031,250
Grupo Televisa SAB Senior Notes 5.00% due 05/13/2045	835,000	884,261
Grupo Televisa SAB Senior Notes 6.63% due 03/18/2025	7,015,000	8,257,918
Telenet Finance Luxembourg Notes SARL Senior Sec. Notes 5.50% due 03/01/2028*	1,950,000	2,073,825
Virgin Media Finance PLC Company Guar. Notes 5.75% due 01/15/2025*	300,000	309,000
Virgin Media Finance PLC Company Guar. Notes 6.00% due 10/15/2024*	350,000	360,937
Virgin Media Secured Finance PLC Senior Sec. Notes 5.50% due 08/15/2026*	400,000	420,500
Virgin Media Secured Finance PLC Senior Sec. Notes 5.50% due 05/15/2029*	200,000	212,500
Ziggo Bond Finance BV Senior Notes 5.88% due 01/15/2025*	450,000	463,500
Ziggo Bond Finance BV Senior Notes 6.00% due 01/15/2027*	625,000	653,125
Ziggo BV Senior Sec. Notes 5.50% due 01/15/2027*	1,150,000	1,213,250
		15,880,066
Cellular Telecom — 0.3%
Numericable-SFR SA Senior Sec. Notes 7.38% due 05/01/2026*	2,875,000	3,078,679
Vodafone Group PLC Senior Notes 4.13% due 05/30/2025	1,475,000	1,601,364
		4,680,043
Chemicals-Specialty — 0.2%
Alpha 2 BV Senior Notes 8.75% due 06/01/2023*(2)	350,000	343,875
Alpha 3 BV/Alpha US Bidco, Inc. Company Guar. Notes 6.25% due 02/01/2025*	1,575,000	1,582,875

Starfruit Finco BV/Starfruit US Holdco LLC Senior Notes 8.00% due 10/01/2026*	1,375,000	1,368,125
		3,294,875
Commercial Services — 0.0%
Nielsen Co. Luxembourg SARL Company Guar. Notes 5.00% due 02/01/2025*	250,000	248,750
Commercial Services-Finance — 0.2%
IHS Markit, Ltd. Senior Notes 4.25% due 05/01/2029	2,340,000	2,520,671
Containers-Metal/Glass — 0.3%
ARD Finance SA Senior Sec. Notes 7.13% due 09/15/2023(2)	1,775,000	1,843,781
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc. Company Guar. Notes 5.25% due 08/15/2027*	700,000	717,500
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc. Company Guar. Notes 6.00% due 02/15/2025*	725,000	761,250
Trivium Packaging Finance BV Senior Sec. Notes 5.50% due 08/15/2026*	225,000	235,688
Trivium Packaging Finance BV Company Guar. Notes 8.50% due 08/15/2027*	300,000	319,875
		3,878,094
Containers-Paper/Plastic — 0.1%
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC Company Guar. Notes 7.00% due 07/15/2024*	1,250,000	1,293,750
Cruise Lines — 0.1%
Viking Cruises, Ltd. Senior Notes 6.25% due 05/15/2025*	150,000	156,375
VOC Escrow, Ltd. Senior Sec. Notes 5.00% due 02/15/2028*	750,000	780,000
		936,375
Diagnostic Equipment — 0.4%
DH Europe Finance II SARL Company Guar. Notes 2.60% due 11/15/2029	1,665,000	1,682,171
DH Europe Finance II SARL Company Guar. Notes 3.40% due 11/15/2049	4,180,000	4,267,005
		5,949,176
Diversified Financial Services — 0.7%
GE Capital International Funding Co. ULC Company Guar. Notes 3.37% due 11/15/2025	3,653,000	3,758,733
GE Capital International Funding Co. ULC Company Guar. Notes 4.42% due 11/15/2035	5,500,000	5,804,962
		9,563,695
E-Commerce/Products — 0.4%
Alibaba Group Holding, Ltd. Senior Notes 3.40% due 12/06/2027	3,000,000	3,115,985
Alibaba Group Holding, Ltd. Senior Notes 3.60% due 11/28/2024	1,620,000	1,701,624
		4,817,609
Electric-Distribution — 0.1%
PPL WEM Holdings, Ltd. Senior Notes 5.38% due 05/01/2021*	1,100,000	1,137,042
Electric-Integrated — 0.7%
EDP Finance BV Senior Notes 3.63% due 07/15/2024*	2,550,000	2,635,917
Enel Finance International NV Company Guar. Notes 4.88% due 06/14/2029*	980,000	1,121,644
Fortis, Inc. Senior Notes 2.10% due 10/04/2021	1,810,000	1,808,691
Fortis, Inc. Senior Notes 3.06% due 10/04/2026	3,220,000	3,317,081
		8,883,333
Electronic Components-Misc. — 0.2%
Flex, Ltd. Senior Notes 4.75% due 06/15/2025	1,935,000	2,096,409
Electronic Components-Semiconductors — 0.0%
Sensata Technologies UK Financing Co. PLC Company Guar. Notes 6.25% due 02/15/2026*	250,000	267,344
Finance-Leasing Companies — 0.1%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust Company Guar. Notes 4.88% due 01/16/2024	715,000	778,119
Park Aerospace Holdings, Ltd. Company Guar. Notes 5.50% due 02/15/2024*	750,000	824,550
		1,602,669

Food-Baking — 0.3%
Grupo Bimbo SAB de CV Company Guar. Notes 4.50% due 01/25/2022*	1,230,000	1,279,839
Grupo Bimbo SAB de CV Company Guar. Notes 4.88% due 06/27/2044*	2,736,000	2,965,520
		4,245,359
Food-Misc./Diversified — 0.5%
Kerry Group Financial Services Company Guar. Notes 3.20% due 04/09/2023*	6,150,000	6,256,660
Gambling (Non-Hotel) — 0.1%
Stars Group Holdings BV/Stars Group US Co-Borrower LLC Company Guar. Notes 7.00% due 07/15/2026*	1,675,000	1,806,906
Hazardous Waste Disposal — 0.1%
Tervita Escrow Corp. Sec. Notes 7.63% due 12/01/2021*	775,000	765,313
Investment Management/Advisor Services — 0.1%
Invesco Finance PLC Company Guar. Notes 3.75% due 01/15/2026	800,000	851,783
Machinery-Farming — 0.4%
CNH Industrial NV Senior Notes 3.85% due 11/15/2027	5,245,000	5,463,919
Machinery-Pumps — 0.1%
Titan Acquisition, Ltd./Titan Co-Borrower LLC Senior Notes 7.75% due 04/15/2026*	825,000	773,437
Medical-Drugs — 1.4%
AstraZeneca PLC Senior Notes 2.38% due 06/12/2022	3,085,000	3,113,930
AstraZeneca PLC Senior Notes 3.13% due 06/12/2027	3,085,000	3,227,476
AstraZeneca PLC Senior Notes 3.38% due 11/16/2025	2,900,000	3,067,174
Bausch Health Cos., Inc. Senior Sec. Notes 5.50% due 11/01/2025*	375,000	391,879
Bausch Health Cos., Inc. Senior Sec. Notes 5.75% due 08/15/2027*	325,000	352,930
Bausch Health Cos., Inc. Company Guar. Notes 5.88% due 05/15/2023*	242,000	245,630
Bausch Health Cos., Inc. Company Guar. Notes 6.13% due 04/15/2025*	1,600,000	1,661,000
Bausch Health Cos., Inc. Senior Sec. Notes 7.00% due 03/15/2024*	450,000	470,779
Bausch Health Cos., Inc. Company Guar. Notes 7.25% due 05/30/2029*	450,000	495,563
Bausch Health Cos., Inc. Company Guar. Notes 9.00% due 12/15/2025*	750,000	842,025
Endo, Ltd./Endo Finance LLC/Endo Finco, Inc. Company Guar. Notes 6.00% due 07/15/2023*	825,000	545,531
Endo, Ltd./Endo Finance LLC/Endo Finco, Inc. Company Guar. Notes 6.00% due 02/01/2025*	1,575,000	1,004,062
Mallinckrodt International Finance SA/Mallinckrodt CB LLC Company Guar. Notes 5.50% due 04/15/2025*	1,975,000	656,687
Mallinckrodt International Finance SA/Mallinckrodt CB LLC Company Guar. Notes 5.63% due 10/15/2023*	1,350,000	486,000
Teva Pharmaceutical Finance Netherlands III BV Company Guar. Notes 4.10% due 10/01/2046	3,225,000	2,209,125
Valeant Pharmaceuticals International, Inc. Company Guar. Notes 5.50% due 03/01/2023*	150,000	151,313
		18,921,104
Medical-Generic Drugs — 0.1%
Allergan Funding SCS Company Guar. Notes 3.45% due 03/15/2022	955,000	978,543
Allergan Funding SCS Company Guar. Notes 3.80% due 03/15/2025	890,000	936,214
		1,914,757
Medical-Hospitals — 0.2%
HCA, Inc. Company Guar. Notes 5.38% due 02/01/2025	1,975,000	2,170,031
Metal-Copper — 0.1%
Hudbay Minerals, Inc. Company Guar. Notes 7.25% due 01/15/2023*	125,000	129,206
HudBay Minerals, Inc. Company Guar. Notes 7.63% due 01/15/2025*	1,150,000	1,170,844
		1,300,050

Oil & Gas Drilling — 0.1%
Precision Drilling Corp. Company Guar. Notes 7.13% due 01/15/2026*	225,000	194,625
Precision Drilling Corp. Company Guar. Notes 7.75% due 12/15/2023	800,000	756,000
Shelf Drilling Holdings, Ltd. Company Guar. Notes 8.25% due 02/15/2025*	850,000	714,000
		1,664,625
Oil Companies-Exploration & Production — 0.8%
Canadian Natural Resources, Ltd. Senior Notes 3.80% due 04/15/2024	2,125,000	2,245,869
Canadian Natural Resources, Ltd. Senior Notes 5.85% due 02/01/2035	4,960,000	6,011,432
CNPC HK Overseas Capital, Ltd. Company Guar. Notes 5.95% due 04/28/2041*	1,550,000	2,159,405
		10,416,706
Oil Companies-Integrated — 0.4%
Husky Energy, Inc. Senior Notes 3.95% due 04/15/2022	2,800,000	2,897,252
Husky Energy, Inc. Senior Notes 4.40% due 04/15/2029	2,460,000	2,599,862
		5,497,114
Retail-Restaurants — 0.2%
1011778 BC ULC/New Red Finance, Inc. Sec. Notes 5.00% due 10/15/2025*	2,625,000	2,690,625
Satellite Telecom — 0.1%
Intelsat Jackson Holdings SA Company Guar. Notes 5.50% due 08/01/2023	850,000	794,750
Intelsat Jackson Holdings SA Company Guar. Notes 8.50% due 10/15/2024*	925,000	932,122
Intelsat Jackson Holdings SA Company Guar. Notes 9.75% due 07/15/2025*	350,000	363,188
		2,090,060
Security Services — 0.1%
GW B-CR Security Corp. Senior Notes 9.50% due 11/01/2027*	1,800,000	1,849,500
Soap & Cleaning Preparation — 0.1%
Reckitt Benckiser Treasury Services PLC Company Guar. Notes 3.00% due 06/26/2027*	1,440,000	1,488,234
Telecom Services — 0.2%
TELUS Corp. Senior Notes 2.80% due 02/16/2027	3,170,000	3,200,276
Telephone-Integrated — 0.8%
AT&T, Inc. Senior Notes 4.10% due 02/15/2028	2,500,000	2,724,925
Telefonica Emisiones SAU Company Guar. Notes 4.57% due 04/27/2023	1,500,000	1,621,557
Telefonica Emisiones SAU Company Guar. Notes 5.21% due 03/08/2047	1,530,000	1,779,308
Telefonica Emisiones SAU Company Guar. Notes 5.52% due 03/01/2049	1,930,000	2,349,097
Telefonica Emisiones SAU Company Guar. Notes 7.05% due 06/20/2036	1,575,000	2,184,198
		10,659,085
Transport-Rail — 0.5%
Canadian Pacific Railway Co. Senior Notes 2.90% due 02/01/2025	3,185,000	3,284,967
Canadian Pacific Railway Co. Senior Notes 7.13% due 10/15/2031	2,950,000	4,165,338
		7,450,305
Total Foreign Corporate Bonds & Notes (cost $173,306,743)		181,424,029
U.S. GOVERNMENT AGENCIES — 0.1%
Resolution Funding Corp — 0.1%
Resolution Funding Corp. STRIPS Bonds zero coupon due 01/15/2021 (cost $581,747)	640,000	626,420
COMMON STOCKS — 0.0%
Chemicals-Specialty — 0.0%
Hexion Holdings Corp., Class B† (cost $603,140)	20,415	206,191
PREFERRED SECURITIES — 0.1%
Finance-Investment Banker/Broker — 0.0%
Lehman Brothers Holdings, Inc. Class D, 5.67%(1)†	30,000	300
Real Estate Investment Trusts — 0.1%
Prologis, Inc. Series Q, 8.54%	20,000	1,380,400
Total Preferred Securities (cost $2,274,140)		1,380,700

PREFERRED SECURITIES/CAPITAL SECURITIES — 1.3%
Diversified Banking Institutions — 0.2%
Goldman Sachs Capital I 6.35% due 02/15/2034	2,500,000			3,244,023
Diversified Manufacturing Operations — 0.1%
Textron Financial Corp. FRS 3.45% (3 ML+1.74%) due 02/15/2067*	2,400,000			1,806,000
Electric-Generation — 0.4%
Electricite de France SA 5.63% due 01/22/2024*(5)	5,000,000			5,243,750
Insurance-Multi-line — 0.6%
AXA SA 5.63% due 12/15/2030	4,000,000			5,804,800
MetLife, Inc. 10.75% due 08/01/2069	900,000			1,480,086
USF&G Capital III 8.31% due 07/01/2046*	250,000			359,291
				7,644,177
Total Preferred Securities/Capital Securities (cost $15,875,771)				17,937,950
WARRANTS — 0.0%
Radio — 0.0%
iHeartmedia, Inc. Expires 05/01/2039 (cost $239,415)	14,510			197,699
TOTAL INVESTMENTS (cost $1,249,694,519)	98.5	%		1,319,811,922
Other assets less liabilities	1.5			19,956,579
NET ASSETS	100.0	%	$	1,339,768,501

* 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 Portfolio has no right to demand registration of these securities. At October 31, 2019, the aggregate value of these securities was $311,424,946 representing 22.7% of net assets.

† Non-income producing security

(1) Securities classified as Level 3 (see Note 1).

(2) PIK (“Payment-in-Kind”) security — Income may be paid in additional securities or cash at the discretion of the issuer. The security is currently paying interest in cash at the coupon rate listed.

(3) Security in default of interest and principal at maturity.

(4) Company has filed for bankruptcy protection.

(5) Perpetual maturity - maturity date reflects the next call date.

FRS — Floating Rate Security

The rate shown on FRS is the current rates as of October 31, 2019 and unless noted otherwise, the dates shown are the original maturity dates.

ULC — Unlimited Liability Corp.

Index Legend

3 ML—3 Month USD LIBOR

Futures Contracts

Number of Contracts	Type		Description	Expiration Month		Notional Basis*		Notional Value*		Unrealized Appreciation (Depreciation)
220		Long	U.S. Treasury 10 Year Notes		December 2019	$	28,956,276	$	28,665,313	$	(290,963	)
215		Long	U.S. Treasury Long Bonds		December 2019		35,421,734		34,695,625		(726,109	)
										$	(1,017,072	)

* 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.

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices			Level 2 - Other Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
U.S. Corporate Bonds & Notes:
Broadcast Services/Program	$	—		$	8,399,041	$	0	$	8,399,041
Paper & Related Products		—			5,462,032		0		5,462,032
Other Industries		—			1,104,177,860		—		1,104,177,860
Foreign Corporate Bonds & Notes		—			181,424,029		—		181,424,029
U.S. Government Agencies					626,420				626,420
Common Stocks		206,191			—		—		206,191
Preferred Securities:
Finance-Investment Banker/Broker		—			—		300		300
Real Estate Investment Trusts		1,380,400			—		—		1,380,400
Preferred Securities/Capital Securities		—			17,937,950		—		17,937,950
Warrants		—			197,699		—		197,699
Total Investments at Value	$	1,586,591		$	1,318,225,031	$	300	$	1,319,811,922
LIABILITIES:
Other Financial Instruments:†
Futures Contracts	$	(1,017,072	)	$	—	$	—	$	(1,017,072	)

* 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.

At the beginning and end of the reporting period, Level 3 investments in securities were not considered a material portion of the Portfolio. There were no Level 3 transfers during the reporting period.

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA Fidelity Institutional AM^® International Growth Portfolio#

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares		Value (Note 1)
COMMON STOCKS — 96.6%
Australia — 1.8%
Sydney Airport		464,596	$	2,811,964
Transurban Group		277,300		2,836,766
				5,648,730
Bermuda — 1.6%
Hiscox, Ltd.		131,200		2,530,555
IHS Markit, Ltd.†		36,300		2,541,726
				5,072,281
Brazil — 2.9%
B3 SA—Brasil Bolsa Balcao		276,600		3,336,718
Lojas Renner SA		219,600		2,778,880
Rumo SA†		470,700		2,675,966
				8,791,564
Canada — 8.9%
Alimentation Couche-Tard, Inc., Class B		100,844		3,024,325
Brookfield Asset Management, Inc., Class A		61,800		3,414,450
Canadian National Railway Co.		40,816		3,650,539
Canadian Pacific Railway, Ltd.		14,146		3,216,816
CGI, Inc.†		36,500		2,837,195
Constellation Software, Inc.		2,903		2,867,139
Restaurant Brands International, Inc.		44,300		2,898,285
Thomson Reuters Corp.		41,500		2,788,828
Waste Connections, Inc.		29,796		2,752,245
				27,449,822
Cayman Islands — 6.0%
Alibaba Group Holding, Ltd. ADR†		37,453		6,616,821
New Oriental Education & Technology Group, Inc. ADR†		24,700		3,014,882
Shenzhou International Group Holdings, Ltd.		197,086		2,731,454
Tencent Holdings, Ltd.		152,048		6,224,772
				18,587,929
China — 1.2%
Ping An Insurance Group Co. of China, Ltd.		309,000		3,578,603
Denmark — 1.9%
Coloplast A/S, Class B		24,400		2,940,180
DSV A/S		30,723		2,981,124
				5,921,304
Finland — 0.9%
Kone Oyj, Class B		41,000		2,608,284
France — 13.1%
Air Liquide SA		25,850		3,433,712
Dassault Systemes SE		21,513		3,264,308
Edenred		57,753		3,040,242
Hermes International		4,426		3,183,924
Kering SA		5,679		3,231,498
L’Oreal SA		13,511		3,945,016
LVMH Moet Hennessy Louis Vuitton SE		10,755		4,588,106
Pernod Ricard SA		18,469		3,409,047
Remy Cointreau SA		20,400		2,727,978
Safran SA		20,844		3,297,630
Teleperformance		12,945		2,933,711
Vinci SA		30,467		3,418,371
				40,473,543
Germany — 6.4%
adidas AG		10,714		3,308,170
Deutsche Boerse AG		19,408		3,007,675
Nemetschek SE		53,944		2,743,466
SAP SE		35,593		4,715,987
Symrise AG		28,694		2,761,168
Vonovia SE		61,121		3,252,306
				19,788,772
Hong Kong — 1.5%
AIA Group, Ltd.		457,056		4,575,839
India — 0.9%
HDFC Bank, Ltd. ADR		47,470		2,899,942
Indonesia — 0.9%
Bank Central Asia Tbk PT		1,260,480		2,824,115
Ireland — 2.7%
Kerry Group PLC, Class A		23,395		2,828,420
Kingspan Group PLC		55,127		2,856,506
Linde PLC		13,762		2,729,693
				8,414,619
Israel — 0.9%
NICE, Ltd., ADR†		18,393		2,902,231
Italy — 3.7%
Amplifon SpA		112,815		2,833,524
Davide Campari-Milano SpA		278,100		2,548,004
Enel SpA		445,100		3,445,154
Moncler SpA		66,200		2,550,186
				11,376,868
Japan — 6.4%
Hoya Corp.		35,000		3,112,372
Kao Corp.		41,400		3,352,177
Keyence Corp.		5,500		3,505,047
OBIC Co., Ltd.		25,000		3,160,015
Recruit Holdings Co., Ltd.		101,600		3,397,329
Shiseido Co., Ltd.		37,700		3,130,786
				19,657,726
Jersey — 1.0%
Experian PLC		93,950		2,954,831
Netherlands — 5.8%
ASML Holding NV		16,414		4,302,035
Ferrari NV		18,975		3,035,805
InterXion Holding NV†		32,123		2,833,891
Unilever NV		81,383		4,806,083
Wolters Kluwer NV		39,169		2,884,095
				17,861,909
Philippines — 0.9%
SM Prime Holdings, Inc.		3,775,688		2,901,800
Spain — 4.2%
Amadeus IT Group SA		42,562		3,149,119
Cellnex Telecom SA*		65,500		2,824,195
Cellnex Telecom SA (Interim Shares)†		19,449		838,592
Ferrovial SA		92,000		2,714,996
Iberdrola SA		329,734		3,386,263
				12,913,165

Sweden — 2.9%
Assa Abloy AB, Class B	126,338			2,996,303
Atlas Copco AB, Class A	83,400			2,946,212
Hexagon AB, Class B	61,853			3,157,445
				9,099,960
Switzerland — 6.4%
Givaudan SA	992			2,913,152
Nestle SA	72,757			7,767,630
Partners Group Holding AG	3,666			2,858,477
Sika AG	19,194			3,297,905
Temenos AG	21,569			3,077,381
				19,914,545
Taiwan — 2.0%
Taiwan Semiconductor Manufacturing Co., Ltd.	620,000			6,079,729
United Kingdom — 9.2%
Ashtead Group PLC	98,400			2,992,819
Atlassian Corp. PLC, Class A†	24,900			3,007,671
Compass Group PLC	126,747			3,375,577
Diageo PLC	98,544			4,039,452
Halma PLC	118,200			2,868,523
London Stock Exchange Group PLC	31,331			2,822,254
Prudential PLC	172,800			3,018,435
RELX PLC	145,135			3,493,052
Rentokil Initial PLC	489,256			2,880,430
				28,498,213
United States — 2.5%
Mastercard, Inc., Class A	8,945			2,476,065
MercadoLibre, Inc.†	5,360			2,795,347
Visa, Inc., Class A	14,130			2,527,292
				7,798,704
Total Common Stocks (cost $281,425,903)				298,595,028
EXCHANGE-TRADED FUNDS — 1.3%
United States — 1.3%
iShares MSCI India ETF (cost $4,133,209)	117,259			4,063,024
Total Long-Term Investment Securities (cost $285,559,112)				302,658,052
TOTAL INVESTMENTS (cost $285,559,112)	97.9	%		302,658,052
Other assets less liabilities	2.1			6,521,064
NET ASSETS	100.0	%	$	309,179,116

† Non-income producing security

* 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 Portfolio has no right to demand registration of these securities. At October 31, 2019, the aggregate value of these securities was $2,824,195 representing 0.9% of net assets.

# Effective May 1, 2019, SA Fidelity Institutional AM^® International Growth Portfolio commenced operations.

ADR — American Depositary Receipt

ETF — Exchange-Traded Funds

Industry Allocation*
Cosmetics & Toiletries	5.0	%
Enterprise Software/Service	4.4
Beverages-Wine/Spirits	4.1
Food-Misc./Diversified	3.4
Transport-Rail	3.2
Commercial Services	3.1
Finance-Other Services	3.0
Apparel Manufacturers	2.9
Machinery-General Industrial	2.8
Insurance-Life/Health	2.5
Textile-Apparel	2.4
Building-Heavy Construction	2.3
Electric-Integrated	2.2
E-Commerce/Products	2.1
Private Equity	2.0
Internet Content-Information/News	2.0
Industrial Gases	2.0
Building & Construction Products-Misc.	2.0
Semiconductor Components-Integrated Circuits	2.0
Real Estate Management/Services	1.9
Computers-Integrated Systems	1.9
Banks-Commercial	1.8
Commercial Services-Finance	1.8
Finance-Credit Card	1.6
Semiconductor Equipment	1.4
Exchange-Traded Funds	1.3
Insurance-Multi-line	1.2
Industrial Automated/Robotic	1.2
Human Resources	1.1
Food-Catering	1.1
Athletic Footwear	1.1
Aerospace/Defense-Equipment	1.1
Computer Aided Design	1.1
Electronic Components-Misc.	1.0
Auto-Cars/Light Trucks	1.0
Retail-Convenience Store	1.0
Schools	1.0
Electronic Security Devices	1.0
Rental Auto/Equipment	1.0
Transport-Services	1.0
Medical Products	0.9
Computer Services	0.9
Chemicals-Specialty	0.9
Telecommunication Equipment	0.9
Retail-Restaurants	0.9
Publishing-Periodicals	0.9
Building-Maintenance & Services	0.9
Electronic Measurement Instruments	0.9
Public Thoroughfares	0.9
Computer Software	0.9
Medical-Wholesale Drug Distribution	0.9
Airport Development/Maintenance	0.9
E-Commerce/Services	0.9
Multimedia	0.9
Retail-Apparel/Shoe	0.9
Chemicals-Diversified	0.9
Non-Hazardous Waste Disposal	0.9
Applications Software	0.9
Building & Construction-Misc.	0.9
Insurance-Property/Casualty	0.8
	97.9	%

* Calculated as a percentage of net assets

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks	$	298,595,028	$	—	$	—	$	298,595,028
Exchanged-Traded Funds		4,063,024		—		—		4,063,024
Total Investments at Value	$	302,658,052	$	—	$	—	$	302,658,052

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA Fidelity Institutional AM^® Real Estate Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares			Value (Note 1)
COMMON STOCKS — 98.2%
Advertising Sales — 0.1%
Clear Channel Outdoor Holdings, Inc.†		142,000		$	330,860
Hotels/Motels — 1.0%
Marriott International, Inc., Class A		21,500			2,720,825
Real Estate Investment Trusts — 96.6%
Acadia Realty Trust		129,066			3,611,267
Alexandria Real Estate Equities, Inc.		68,200			10,826,750
Americold Realty Trust		151,000			6,053,590
AvalonBay Communities, Inc.		63,925			13,913,915
Boston Properties, Inc.		33,242			4,560,802
CareTrust REIT, Inc.		140,600			3,408,144
Clipper Realty, Inc.		122,018			1,176,254
CoreSite Realty Corp.		18,500			2,173,750
Crown Castle International Corp.		20,700			2,872,953
CubeSmart		233,200			7,392,440
Digital Realty Trust, Inc.		50,900			6,466,336
Douglas Emmett, Inc.		102,400			4,435,968
Duke Realty Corp.		191,400			6,725,796
Equinix, Inc.		34,300			19,440,554
Equity LifeStyle Properties, Inc.		112,192			7,846,708
Equity Residential		96,354			8,542,746
Essex Property Trust, Inc.		29,413			9,621,875
Extra Space Storage, Inc.		61,700			6,927,059
Four Corners Property Trust, Inc.		213,500			6,116,775
Healthcare Realty Trust, Inc.		234,700			8,160,519
Highwoods Properties, Inc.		79,100			3,701,880
Invitation Homes, Inc.		228,000			7,020,120
Lexington Realty Trust		56,600			615,808
Mack-Cali Realty Corp.		71,700			1,535,814
National Retail Properties, Inc.		160,800			9,472,728
Outfront Media, Inc.		85,700			2,254,767
Prologis, Inc.		242,458			21,278,114
Public Storage		9,370			2,088,198
RLJ Lodging Trust		200,376			3,288,170
Simon Property Group, Inc.		29,969			4,515,729
SITE Centers Corp.		236,920			3,679,368
Spirit Realty Capital, Inc.		96,600			4,814,544
Sunstone Hotel Investors, Inc.		198,900			2,687,139
Taubman Centers, Inc.		77,034			2,756,277
Terreno Realty Corp.		84,180			4,748,594
UDR, Inc.		190,900			9,592,725
Urban Edge Properties		171,950			3,629,864
Ventas, Inc.		206,645			13,452,589
VEREIT, Inc.		572,953			5,637,858
VICI Properties, Inc.		279,500			6,582,225
Welltower, Inc.		97,664			8,857,148
Weyerhaeuser Co.		106,100			3,099,181
					265,583,041
Real Estate Management/Services — 0.5%
Jones Lang LaSalle, Inc.		9,700			1,421,244
TOTAL INVESTMENTS (cost $227,190,728)		98.2	%		270,055,970
Other assets less liabilities		1.8			4,993,017
NET ASSETS		100.0	%	$	275,048,987

† Non-income producing security

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 - Signifcant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks	$	270,055,970	$	—	$	—	$	270,055,970

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA Fixed Income Index Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
U.S. CORPORATE BONDS & NOTES — 30.1%
Aerospace/Defense — 0.4%
Northrop Grumman Corp. Senior Notes 2.08% due 10/15/2020	$	2,000,000	$	2,002,673
Aerospace/Defense-Equipment — 0.2%
United Technologies Corp. Senior Notes 5.40% due 05/01/2035		1,000,000		1,284,374
Airlines — 0.2%
United Airlines Pass Through Trust Pass-Through Certs. Series 2016-1, Class AA 3.10% due 01/07/2030		1,028,637		1,055,144
Applications Software — 0.2%
Microsoft Corp. Senior Notes 3.70% due 08/08/2046		1,036,000		1,178,922
Auto/Truck Parts & Equipment-Original — 0.7%
Aptiv Corp. Company Guar. Notes 4.15% due 03/15/2024		1,903,000		2,019,549
BorgWarner, Inc. Senior Notes 4.38% due 03/15/2045		1,900,000		1,961,921
				3,981,470
Banks-Commercial — 1.5%
BB&T Corp. Senior Notes 2.05% due 05/10/2021		2,000,000		2,003,765
First Horizon National Corp. Senior Notes 3.50% due 12/15/2020		659,000		667,458
PNC Bank NA Senior Notes 2.00% due 05/19/2020		1,600,000		1,601,078
PNC Bank NA Sub. Notes 4.05% due 07/26/2028		1,000,000		1,111,698
Regions Financial Corp. Senior Notes 3.80% due 08/14/2023		2,500,000		2,645,591
				8,029,590
Banks-Fiduciary — 0.7%
Bank of New York Mellon Corp. Senior Notes 2.95% due 01/29/2023		2,000,000		2,064,156
Bank of New York Mellon Corp. Senior Notes 3.00% due 02/24/2025		928,000		972,386
State Street Corp. Senior Notes 3.55% due 08/18/2025		844,000		910,824
				3,947,366
Banks-Super Regional — 0.8%
SunTrust Banks, Inc. Senior Notes 2.90% due 03/03/2021		2,000,000		2,022,478
US Bancorp Senior Notes 3.15% due 04/27/2027		1,000,000		1,058,323
Wells Fargo & Co. Senior Notes 3.90% due 05/01/2045		1,311,000		1,481,508
				4,562,309
Beverages-Non-alcoholic — 0.2%
Pepsi-Cola Metropolitan Bottling Co., Inc. Senior Notes 7.00% due 03/01/2029		644,000		884,097
Brewery — 0.2%
Anheuser-Busch InBev Finance, Inc. Company Guar. Notes 4.90% due 02/01/2046		973,000		1,156,315
Cable/Satellite TV — 0.5%
Charter Communications Operating LLC/Charter Communications Operating Capital Senior Sec. Notes 4.46% due 07/23/2022		500,000		525,632
Comcast Corp. Company Guar. Notes 3.90% due 03/01/2038		2,000,000		2,192,564
				2,718,196
Chemicals-Diversified — 0.4%
PPG Industries, Inc. Senior Notes 3.75% due 03/15/2028		2,000,000		2,181,781
Commercial Services-Finance — 0.2%
Moody’s Corp. Senior Notes 4.88% due 02/15/2024		1,031,000		1,141,892
Computer Services — 0.1%
International Business Machines Corp. Senior Notes 7.00% due 10/30/2025		400,000		504,735
Computers — 0.4%
Apple, Inc. Senior Notes 2.30% due 05/11/2022		2,000,000		2,026,690
Diversified Banking Institutions — 2.8%
Bank of America Corp. Senior Notes 3.30% due 01/11/2023		1,000,000		1,036,780
Bank of America Corp. Senior Notes 3.82% due 01/20/2028		2,000,000		2,152,306
Bank of America Corp. Senior Notes 4.44% due 01/20/2048		1,084,000		1,302,886
Citigroup, Inc. Sub. Notes 4.13% due 07/25/2028		2,000,000		2,165,356
Citigroup, Inc. Senior Notes 4.65% due 07/30/2045		1,032,000		1,262,983

Goldman Sachs Group, Inc. Sub. Notes 4.25% due 10/21/2025	250,000	269,288
Goldman Sachs Group, Inc. Senior Notes 5.38% due 03/15/2020	400,000	404,908
Goldman Sachs Group, Inc. Sub. Notes 6.75% due 10/01/2037	200,000	272,135
JPMorgan Chase & Co. Senior Notes 4.01% due 04/23/2029	2,000,000	2,184,058
JPMorgan Chase & Co. Senior Notes 6.40% due 05/15/2038	999,000	1,422,166
Morgan Stanley Senior Notes 3.13% due 01/23/2023	2,500,000	2,572,319
Morgan Stanley Sub. Notes 4.10% due 05/22/2023	500,000	529,453
		15,574,638
Diversified Manufacturing Operations — 0.2%
General Electric Capital Corp. Senior Notes 5.88% due 01/14/2038	1,000,000	1,196,797
E-Commerce/Products — 0.4%
Amazon.com, Inc. Senior Notes 1.90% due 08/21/2020	1,000,000	1,000,374
eBay, Inc. Senior Notes 3.45% due 08/01/2024	1,073,000	1,121,934
		2,122,308
Electric-Integrated — 2.0%
Berkshire Hathaway Energy Co. Senior Notes 3.80% due 07/15/2048	1,000,000	1,091,129
Consolidated Edison Co. of New York, Inc. Senior Notes 4.50% due 05/15/2058	1,000,000	1,193,563
Exelon Generation Co. LLC Senior Notes 6.25% due 10/01/2039	200,000	250,222
PPL Capital Funding, Inc. Company Guar. Notes 3.95% due 03/15/2024	1,786,000	1,888,350
Progress Energy, Inc. Senior Notes 4.40% due 01/15/2021	800,000	818,092
PSEG Power LLC Company Guar. Notes 3.00% due 06/15/2021	1,750,000	1,772,052
Puget Energy, Inc. Senior Sec. Notes 5.63% due 07/15/2022	1,912,000	2,052,162
SCANA Corp. Senior Notes 4.75% due 05/15/2021	1,970,000	2,020,858
		11,086,428
Electronic Components-Semiconductors — 0.4%
Broadcom Corp./Broadcom Cayman Finance, Ltd. Company Guar. Notes 2.38% due 01/15/2020	1,000,000	1,000,320
Intel Corp. Senior Notes 3.10% due 07/29/2022	1,000,000	1,035,325
		2,035,645
Engines-Internal Combustion — 0.3%
Cummins, Inc. Senior Notes 4.88% due 10/01/2043	1,400,000	1,762,869
Enterprise Software/Service — 0.4%
CA, Inc. Senior Notes 3.60% due 08/15/2022	1,000,000	1,021,298
Oracle Corp. Senior Notes 2.40% due 09/15/2023	1,000,000	1,013,712
		2,035,010
Finance-Credit Card — 0.6%
American Express Co. Senior Notes 2.50% due 08/01/2022	2,000,000	2,025,159
Capital One Financial Corp. Senior Notes 3.20% due 02/05/2025	500,000	517,568
Visa, Inc. Senior Notes 4.30% due 12/14/2045	829,000	1,027,677
		3,570,404
Finance-Leasing Companies — 0.1%
Air Lease Corp. Senior Notes 3.88% due 04/01/2021	449,000	458,885
Finance-Other Services — 0.4%
CME Group, Inc. Senior Notes 3.00% due 03/15/2025	680,000	714,911
Intercontinental Exchange, Inc. Company Guar. Notes 3.75% due 12/01/2025	1,143,000	1,237,972
		1,952,883
Food-Meat Products — 0.4%
Tyson Foods, Inc. Senior Notes 4.88% due 08/15/2034	2,000,000	2,395,726
Food-Misc./Diversified — 0.9%
Campbell Soup Co. Senior Notes 4.80% due 03/15/2048	2,000,000	2,270,187

Kraft Foods Group, Inc. Company Guar. Notes 6.88% due 01/26/2039	2,000,000	2,483,846
		4,754,033
Gas-Distribution — 0.5%
Piedmont Natural Gas Co., Inc. Senior Notes 3.50% due 06/01/2029	1,000,000	1,074,900
Southern Co. Gas Capital Corp. Company Guar. Notes 5.88% due 03/15/2041	1,165,000	1,506,578
		2,581,478
Insurance-Multi-line — 0.3%
MetLife, Inc. Senior Notes 3.60% due 04/10/2024	1,345,000	1,429,609
Insurance-Property/Casualty — 0.1%
Berkshire Hathaway, Inc. Senior Notes 3.13% due 03/15/2026	397,000	422,192
Investment Management/Advisor Services — 0.2%
Ameriprise Financial, Inc. Senior Notes 3.70% due 10/15/2024	1,176,000	1,258,089
Machinery-Construction & Mining — 0.1%
Caterpillar, Inc. Senior Notes 3.90% due 05/27/2021	600,000	619,128
Medical Instruments — 0.2%
Medtronic, Inc. Company Guar. Notes 4.63% due 03/15/2045	701,000	900,262
Medical Labs & Testing Services — 0.2%
Laboratory Corp. of America Holdings Senior Notes 3.60% due 02/01/2025	1,030,000	1,087,134
Medical Products — 0.3%
Abbott Laboratories Senior Notes 2.95% due 03/15/2025	1,000,000	1,043,656
Becton Dickinson and Co. Senior Notes 3.73% due 12/15/2024	771,000	823,818
		1,867,474
Medical-Biomedical/Gene — 0.9%
Amgen, Inc. Senior Notes 3.63% due 05/15/2022	2,000,000	2,069,644
Gilead Sciences, Inc. Senior Notes 5.65% due 12/01/2041	2,000,000	2,622,312
		4,691,956
Medical-Drugs — 0.9%
AbbVie, Inc. Senior Notes 3.60% due 05/14/2025	400,000	419,751
Johnson & Johnson Senior Notes 3.50% due 01/15/2048	2,134,000	2,353,258
Novartis Capital Corp. Company Guar. Notes 3.40% due 05/06/2024	800,000	851,152
Pfizer, Inc. Senior Notes 4.20% due 09/15/2048	1,000,000	1,195,963
		4,820,124
Medical-HMO — 0.7%
Aetna, Inc. Senior Notes 4.13% due 06/01/2021	1,800,000	1,846,268
UnitedHealth Group, Inc. Senior Notes 3.85% due 06/15/2028	2,000,000	2,204,540
		4,050,808
Metal-Copper — 0.2%
Southern Copper Corp. Senior Notes 5.25% due 11/08/2042	1,000,000	1,121,895
Multimedia — 0.5%
Historic TW, Inc. Company Guar. Notes 9.15% due 02/01/2023	2,500,000	2,983,526
Networking Products — 0.1%
Cisco Systems, Inc. Senior Notes 2.20% due 09/20/2023	500,000	506,793
Oil Companies-Exploration & Production — 0.3%
Devon Energy Corp. Senior Notes 7.95% due 04/15/2032	200,000	288,026
Kerr-McGee Corp. Company Guar. Notes 7.88% due 09/15/2031	200,000	269,178
Marathon Oil Corp. Senior Notes 6.80% due 03/15/2032	200,000	251,941
Newfield Exploration Co. Company Guar. Notes 5.63% due 07/01/2024	1,000,000	1,095,422
		1,904,567
Oil Companies-Integrated — 0.8%
Chevron Corp. Senior Notes 2.95% due 05/16/2026	3,193,000	3,358,111
Exxon Mobil Corp. Senior Notes 2.73% due 03/01/2023	1,000,000	1,028,554
		4,386,665

Oil Field Machinery & Equipment — 0.1%
National Oilwell Varco, Inc. Senior Notes 2.60% due 12/01/2022	500,000	504,278
Oil Refining & Marketing — 0.2%
HollyFrontier Corp. Senior Notes 5.88% due 04/01/2026	250,000	280,022
Marathon Petroleum Corp. Senior Notes 6.50% due 03/01/2041	500,000	641,089
Valero Energy Corp. Company Guar. Notes 7.50% due 04/15/2032	200,000	274,011
		1,195,122
Oil-Field Services — 0.5%
Baker Hughes a GE Co. LLC/Baker Hughes Co-Obligor, Inc. Senior Notes 2.77% due 12/15/2022	1,000,000	1,017,144
Halliburton Co. Senior Notes 3.80% due 11/15/2025	1,000,000	1,053,436
Halliburton Co. Senior Notes 7.45% due 09/15/2039	500,000	708,118
		2,778,698
Pharmacy Services — 0.4%
CVS Health Corp. Senior Notes 5.13% due 07/20/2045	872,000	1,005,118
Express Scripts Holding Co. Company Guar. Notes 4.50% due 02/25/2026	1,122,000	1,221,492
		2,226,610
Pipelines — 1.6%
Energy Transfer Operating LP Company Guar. Notes 4.65% due 06/01/2021	2,000,000	2,059,691
EnLink Midstream Partners LP Senior Notes 4.85% due 07/15/2026	2,000,000	1,830,000
Kinder Morgan Energy Partners LP Company Guar. Notes 7.30% due 08/15/2033	300,000	401,686
Phillips 66 Partners LP Senior Notes 3.61% due 02/15/2025	2,101,000	2,198,295
TC PipeLines LP Senior Notes 4.65% due 06/15/2021	1,026,000	1,056,829
Williams Cos., Inc. Senior Notes 4.30% due 03/04/2024	1,000,000	1,062,061
		8,608,562
Real Estate Investment Trusts — 0.5%
American Tower Corp. Senior Notes 5.00% due 02/15/2024	1,261,000	1,395,077
Crown Castle International Corp. Senior Notes 4.45% due 02/15/2026	1,180,000	1,303,439
		2,698,516
Retail-Building Products — 1.0%
Home Depot, Inc. Senior Notes 2.63% due 06/01/2022	2,000,000	2,043,994
Home Depot, Inc. Senior Notes 3.50% due 09/15/2056	979,000	1,045,815
Lowe’s Cos., Inc. Senior Notes 4.05% due 05/03/2047	2,000,000	2,133,567
		5,223,376
Retail-Discount — 1.3%
Costco Wholesale Corp. Senior Notes 2.15% due 05/18/2021	1,000,000	1,005,859
Dollar General Corp. Senior Notes 4.15% due 11/01/2025	1,154,000	1,258,372
Dollar Tree, Inc. Senior Notes 4.20% due 05/15/2028	2,000,000	2,172,466
Target Corp. Senior Notes 6.50% due 10/15/2037	840,000	1,255,040
Wal-Mart, Inc. Senior Notes 5.63% due 04/15/2041	1,050,000	1,490,291
		7,182,028
Retail-Drug Store — 0.3%
Walgreens Boots Alliance, Inc. Senior Notes 3.45% due 06/01/2026	1,391,000	1,442,058
Semiconductor Equipment — 0.4%
Applied Materials, Inc. Senior Notes 4.35% due 04/01/2047	2,000,000	2,434,896
Telephone-Integrated — 1.0%
AT&T, Inc. Senior Notes 6.00% due 08/15/2040	864,000	1,081,984
AT&T, Inc. Senior Notes 6.38% due 03/01/2041	902,000	1,178,295
Verizon Communications, Inc. Senior Notes 3.38% due 02/15/2025	2,500,000	2,661,168

Verizon Communications, Inc. Senior Notes 6.40% due 09/15/2033	500,000	678,578
		5,600,025
Transport-Rail — 0.6%
CSX Corp. Senior Notes 3.80% due 03/01/2028	3,000,000	3,278,443
Transport-Services — 0.3%
FedEx Corp. Company Guar. Notes 3.10% due 08/05/2029	1,500,000	1,501,107
Total U.S. Corporate Bonds & Notes (cost $155,093,750)		164,906,599
FOREIGN CORPORATE BONDS & NOTES — 3.7%
Banks-Commercial — 0.8%
Bank of Montreal Senior Notes 2.10% due 06/15/2020	2,000,000	2,003,357
Cooperatieve Rabobank UA Senior Notes 3.38% due 05/21/2025	1,264,000	1,351,803
Santander UK Group Holdings PLC Senior Notes 3.13% due 01/08/2021	837,000	844,904
		4,200,064
Banks-Money Center — 0.2%
Lloyds Bank PLC Company Guar. Notes 3.50% due 05/14/2025	1,101,000	1,166,555
Diversified Banking Institutions — 0.7%
Barclays PLC Sub. Notes 5.20% due 05/12/2026	1,000,000	1,084,566
Credit Suisse Group Funding Guernsey, Ltd. Company Guar. Notes 2.75% due 03/26/2020	550,000	551,735
HSBC Holdings PLC Sub. Notes 6.50% due 09/15/2037	793,000	1,078,809
Lloyds Banking Group PLC Sub. Notes 4.34% due 01/09/2048	1,000,000	1,058,882
		3,773,992
Finance-Leasing Companies — 0.2%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust Company Guar. Notes 4.50% due 05/15/2021	995,000	1,029,253
Medical-Drugs — 0.4%
AstraZeneca PLC Senior Notes 2.38% due 06/12/2022	2,000,000	2,018,755
Medical-Generic Drugs — 0.2%
Allergan Funding SCS Company Guar. Notes 3.85% due 06/15/2024	250,000	263,824
Allergan Funding SCS Company Guar. Notes 4.55% due 03/15/2035	1,000,000	1,069,508
		1,333,332
Metal-Iron — 0.3%
Vale Overseas, Ltd. Company Guar. Notes 6.25% due 08/10/2026	1,500,000	1,747,800
Oil Companies-Integrated — 0.4%
Total Capital International SA Company Guar. Notes 2.88% due 02/17/2022	2,000,000	2,047,766
Oil-Field Services — 0.5%
Schlumberger Investment SA Company Guar. Notes 3.65% due 12/01/2023	2,500,000	2,645,761
Total Foreign Corporate Bonds & Notes (cost $19,163,530)		19,963,278
U.S. GOVERNMENT AGENCIES — 6.6%
Federal Home Loan Bank — 3.6%
1.13% due 07/14/2021	1,000,000	992,967
1.75% due 06/12/2020	1,000,000	1,001,149
1.88% due 06/11/2021	2,000,000	2,009,250
1.88% due 11/29/2021	1,500,000	1,510,026
2.00% due 09/09/2022	1,000,000	1,012,791
2.13% due 02/11/2020	2,000,000	2,002,545
2.50% due 12/09/2022	1,000,000	1,027,905
2.63% due 12/10/2021	2,000,000	2,044,337
2.88% due 09/13/2024	1,000,000	1,057,124
3.00% due 10/12/2021	2,000,000	2,054,447
3.63% due 06/11/2021	2,000,000	2,064,782
5.50% due 07/15/2036	2,000,000	2,888,454
		19,665,777
Federal Home Loan Mtg. Corp. — 1.4%
zero coupon due 12/14/2029	2,200,000	1,768,101
2.38% due 01/13/2022	2,000,000	2,034,628
2.50% due 04/23/2020	2,000,000	2,008,542
2.75% due 06/19/2023	2,000,000	2,084,356
		7,895,627
Federal National Mtg. Assoc. — 1.3%
1.88% due 09/24/2026	2,000,000	2,028,405
2.00% due 01/05/2022	1,000,000	1,009,302
2.00% due 10/05/2022	1,000,000	1,013,243
2.13% due 04/24/2026	1,000,000	1,029,075
2.63% due 09/06/2024	2,000,000	2,095,612
		7,175,637
Tennessee Valley Authority — 0.3%
4.88% due 01/15/2048	1,000,000	1,409,132
Total U.S. Government Agencies (cost $34,745,765)		36,146,173

U.S. GOVERNMENT TREASURIES — 51.8%
United States Treasury Bonds — 11.6%
2.25% due 08/15/2046	2,452,000	2,486,290
2.50% due 02/15/2045	3,006,000	3,197,867
2.50% due 02/15/2046	2,692,000	2,866,139
2.50% due 05/15/2046	652,000	694,227
2.75% due 08/15/2042	2,000,000	2,218,594
2.75% due 11/15/2042	3,300,000	3,660,164
2.75% due 08/15/2047	1,000,000	1,118,750
2.75% due 11/15/2047	3,000,000	3,359,297
2.88% due 05/15/2043	2,589,000	2,932,548
2.88% due 08/15/2045	1,027,000	1,170,098
2.88% due 11/15/2046	744,000	850,979
3.00% due 11/15/2044	1,275,000	1,480,843
3.00% due 05/15/2045	1,150,000	1,338,402
3.00% due 11/15/2045	1,037,000	1,209,442
3.00% due 05/15/2047	1,500,000	1,756,406
3.00% due 02/15/2048	2,000,000	2,347,109
3.00% due 08/15/2048	2,000,000	2,351,016
3.00% due 02/15/2049	1,000,000	1,178,906
3.13% due 02/15/2043	1,428,000	1,683,088
3.13% due 08/15/2044	1,351,000	1,600,829
3.13% due 05/15/2048	2,000,000	2,403,359
3.38% due 05/15/2044	1,498,000	1,845,407
3.50% due 02/15/2039	2,000,000	2,482,344
3.63% due 08/15/2043	1,535,000	1,956,825
3.63% due 02/15/2044	1,567,000	2,002,699
3.75% due 11/15/2043	1,685,000	2,190,632
4.63% due 02/15/2040	2,015,000	2,886,094
4.75% due 02/15/2041	1,751,000	2,561,727
5.38% due 02/15/2031	2,000,000	2,747,891
5.50% due 08/15/2028	2,000,000	2,626,875
		63,204,847
United States Treasury Notes — 40.2%
1.13% due 02/28/2021	1,250,000	1,242,383
1.13% due 07/31/2021	2,000,000	1,984,531
1.13% due 08/31/2021	2,500,000	2,479,980
1.13% due 09/30/2021	2,000,000	1,983,438
1.25% due 03/31/2021	732,000	728,512
1.25% due 10/31/2021	1,000,000	993,828
1.25% due 07/31/2023	1,500,000	1,485,410
1.25% due 08/31/2024	2,000,000	1,975,234
1.38% due 01/31/2021	1,868,000	1,863,038
1.38% due 04/30/2021	198,000	197,358
1.38% due 06/30/2023	1,500,000	1,492,031
1.38% due 08/31/2023	1,500,000	1,492,031
1.38% due 09/30/2023	143,000	142,196
1.50% due 08/31/2021	2,000,000	1,997,734
1.50% due 01/31/2022	2,000,000	1,998,594
1.50% due 08/15/2022	2,000,000	1,999,375
1.50% due 03/31/2023	2,000,000	1,998,906
1.50% due 08/15/2026	2,181,000	2,166,432
1.63% due 11/30/2020	2,465,000	2,465,289
1.63% due 08/15/2022	3,000,000	3,009,141
1.63% due 08/31/2022	1,300,000	1,303,809
1.63% due 11/15/2022	1,500,000	1,504,922
1.63% due 04/30/2023	1,500,000	1,505,156
1.63% due 05/31/2023	1,500,000	1,505,273
1.63% due 10/31/2023	265,000	266,077
1.63% due 02/15/2026	2,186,000	2,189,757
1.63% due 05/15/2026	2,233,000	2,236,576
1.63% due 09/30/2026	1,000,000	1,001,055
1.63% due 08/15/2029	2,300,000	2,286,254
1.75% due 12/31/2020	2,070,000	2,072,992
1.75% due 07/31/2021	2,500,000	2,507,617
1.75% due 11/30/2021	2,000,000	2,008,125
1.75% due 02/28/2022	2,500,000	2,512,109
1.75% due 05/15/2022	3,000,000	3,016,875
1.75% due 05/31/2022	2,000,000	2,011,406
1.75% due 06/15/2022	1,000,000	1,006,094
1.75% due 06/30/2022	2,000,000	2,012,422
1.75% due 09/30/2022	2,000,000	2,013,359
1.75% due 01/31/2023	2,000,000	2,014,062
1.75% due 05/15/2023	1,500,000	1,511,367
1.75% due 07/31/2024	2,000,000	2,020,234
1.88% due 11/30/2021	2,000,000	2,013,984
1.88% due 01/31/2022	2,000,000	2,014,375
1.88% due 04/30/2022	2,000,000	2,016,719
1.88% due 07/31/2022	2,000,000	2,018,672
1.88% due 08/31/2022	2,000,000	2,019,922
1.88% due 09/30/2022	2,000,000	2,020,703
1.88% due 10/31/2022	2,000,000	2,020,859
1.88% due 08/31/2024	2,000,000	2,031,406
2.00% due 01/15/2021	2,300,000	2,310,961
2.00% due 02/28/2021	565,000	568,068
2.00% due 10/31/2021	2,000,000	2,017,344
2.00% due 11/15/2021	2,000,000	2,018,203
2.00% due 12/31/2021	2,500,000	2,523,926
2.00% due 02/15/2022	1,300,000	1,313,813
2.00% due 07/31/2022	1,000,000	1,012,930
2.00% due 10/31/2022	3,500,000	3,548,945
2.00% due 11/30/2022	2,000,000	2,028,359
2.00% due 02/15/2023	2,000,000	2,030,312
2.00% due 05/31/2024	2,000,000	2,042,500
2.00% due 06/30/2024	3,000,000	3,061,992
2.00% due 02/15/2025	1,332,000	1,361,762
2.00% due 08/15/2025	3,217,000	3,291,770
2.00% due 11/15/2026	2,455,000	2,519,731
2.13% due 01/31/2021	1,249,000	1,257,197
2.13% due 05/31/2021	2,000,000	2,016,641
2.13% due 08/15/2021	2,000,000	2,019,141
2.13% due 09/30/2021	2,000,000	2,020,859
2.13% due 12/31/2021	2,000,000	2,024,531
2.13% due 12/31/2022	2,000,000	2,037,344
2.13% due 11/30/2023	273,000	279,398
2.13% due 03/31/2024	3,500,000	3,588,457
2.13% due 09/30/2024	2,000,000	2,054,922
2.13% due 11/30/2024	2,000,000	2,055,859
2.13% due 05/15/2025	2,820,000	2,902,507
2.25% due 03/31/2021	2,500,000	2,522,754
2.25% due 07/31/2021	2,000,000	2,023,125
2.25% due 12/31/2023	344,000	353,917
2.25% due 01/31/2024	401,000	412,811
2.25% due 10/31/2024	3,000,000	3,101,602
2.25% due 11/15/2024	1,352,000	1,397,683
2.25% due 12/31/2024	1,000,000	1,034,648
2.25% due 11/15/2025	2,742,000	2,846,003
2.25% due 03/31/2026	3,000,000	3,119,180

2.25% due 02/15/2027		2,000,000			2,088,125
2.25% due 08/15/2027		2,000,000			2,091,484
2.25% due 11/15/2027		3,000,000			3,139,102
2.38% due 08/15/2024		1,221,000			1,267,741
2.38% due 04/30/2026		1,000,000			1,047,773
2.38% due 05/15/2027		1,000,000			1,054,297
2.38% due 05/15/2029		2,500,000			2,650,879
2.50% due 02/15/2022		2,000,000			2,042,891
2.50% due 03/31/2023		2,000,000			2,064,687
2.50% due 01/31/2024		1,400,000			1,455,508
2.50% due 05/15/2024		1,220,000			1,271,469
2.50% due 01/31/2025		3,000,000			3,142,969
2.63% due 11/15/2020		2,000,000			2,020,625
2.63% due 05/15/2021		2,000,000			2,031,250
2.63% due 07/15/2021		2,000,000			2,034,766
2.63% due 12/31/2023		2,000,000			2,088,125
2.63% due 02/15/2029		2,700,000			2,919,164
2.75% due 09/15/2021		1,500,000			1,532,813
2.75% due 04/30/2023		1,900,000			1,978,820
2.75% due 07/31/2023		2,000,000			2,088,672
2.75% due 11/15/2023		522,000			546,795
2.75% due 02/15/2024		535,000			562,022
2.75% due 02/28/2025		2,000,000			2,121,484
2.75% due 08/31/2025		1,000,000			1,064,844
2.75% due 02/15/2028		2,000,000			2,171,016
2.88% due 11/15/2021		1,500,000			1,539,551
2.88% due 04/30/2025		2,000,000			2,137,500
2.88% due 05/15/2028		2,000,000			2,193,828
2.88% due 08/15/2028		2,500,000			2,746,289
3.13% due 11/15/2028		3,000,000			3,364,102
3.63% due 02/15/2021		2,740,000			2,810,641
					220,346,049
Total U.S. Government Treasuries (cost $270,965,712)					283,550,896
EXCHANGE-TRADED FUNDS — 6.1%
iShares 1-3 Year Treasury Bond ETF		82,300			6,991,385
iShares 10-20 Year Treasury Bond ETF		500			74,245
iShares 20+ Year Treasury Bond ETF		24,700			3,488,628
iShares 3-7 Year Treasury Bond ETF		61,000			7,745,170
iShares 7-10 Year Treasury Bond ETF		18,700			2,103,937
iShares iBoxx $ Investment Grade Corporate Bond ETF		103,000			13,154,130
Total Exchange-Traded Funds (cost $31,715,451)					33,557,495
PREFERRED SECURITIES/CAPITAL SECURITIES — 0.5%
Insurance-Multi-line — 0.5%
Aegon NV 5.50% due 04/11/2048	$	2,100,000			2,257,500
Allstate Corp. 5.75% due 08/15/2053		500,000			537,680
Total Preferred Securities/Capital Securities (cost $2,546,050)					2,795,180
Total Long-Term Investment Securities (cost $514,230,258)					540,919,621
REPURCHASE AGREEMENTS — 0.6%
Agreement with Fixed Income Clearing Corp., bearing interest at 0.25%, dated 10/31/2019, to be repurchased 11/01/2019 in the amount of $3,143,022 collateralized by $3,095,000 of United States Treasury Notes, bearing interest at 2.75% due 04/30/2023 and having an approximate value of $3,210,700 (cost $3,143,000)		3,143,000			3,143,000
TOTAL INVESTMENTS (cost $517,373,258)		99.4	%		544,062,621
Other assets less liabilities		0.6			3,556,209
NET ASSETS		100.0	%	$	547,618,830

(1) ETF — Exchange-Traded Funds

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 -   Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
U.S. Corporate Bonds & Notes	$	—	$	164,906,599	$	—	$	164,906,599
Foreign Corporate Bonds & Notes		—		19,963,278		—		19,963,278
U.S. Government Agencies		—		36,146,173		—		36,146,173
U.S. Government Treasuries		—		283,550,896		—		283,550,896
Exchange-Traded Funds		33,557,495		—		—		33,557,495
Preferred Securities/Capital Securities		—		2,795,180		—		2,795,180
Repurchase Agreements		—		3,143,000		—		3,143,000
Total Investments at Value	$	33,557,495	$	510,505,126	$	—	$	544,062,621

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA Fixed Income Intermediate Index Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Principal Amount/ Shares		Value (Note 1)
U.S. CORPORATE BONDS & NOTES — 26.1%
Advertising Agencies — 0.1%
Omnicom Group, Inc. Senior Notes 4.45% due 08/15/2020	$	420,000	$	427,839
Applications Software — 0.4%
Microsoft Corp. Senior Notes 3.13% due 11/03/2025		1,300,000		1,384,633
Auto-Cars/Light Trucks — 0.7%
Ford Motor Credit Co. LLC Senior Notes 4.25% due 09/20/2022		900,000		925,622
General Motors Financial Co., Inc. Company Guar. Notes 2.65% due 04/13/2020		1,300,000		1,301,825
				2,227,447
Auto/Truck Parts & Equipment-Original — 0.3%
Lear Corp. Senior Notes 3.80% due 09/15/2027		1,000,000		1,012,778
Banks-Commercial — 1.4%
Capital One NA Senior Notes 2.35% due 01/31/2020		1,000,000		1,000,572
PNC Bank NA Senior Notes 2.95% due 02/23/2025		2,500,000		2,592,870
Synchrony Bank Senior Notes 3.00% due 06/15/2022		1,000,000		1,014,104
				4,607,546
Banks-Fiduciary — 0.2%
Bank of New York Mellon Corp. Senior Notes 2.05% due 05/03/2021		700,000		702,037
Banks-Super Regional — 1.1%
SunTrust Banks, Inc. Senior Notes 2.90% due 03/03/2021		1,500,000		1,516,858
Wells Fargo & Co. Senior Notes 3.00% due 02/19/2025		1,000,000		1,029,233
Wells Fargo & Co. Senior Notes 3.00% due 04/22/2026		1,000,000		1,028,189
				3,574,280
Beverages-Non-alcoholic — 0.3%
Coca-Cola Co. Senior Notes 2.88% due 10/27/2025		800,000		841,611
Brewery — 0.3%
Anheuser-Busch InBev Finance, Inc. Company Guar. Notes 3.65% due 02/01/2026		800,000		857,278
Cable/Satellite TV — 0.7%
Charter Communications Operating LLC/Charter Communications Operating Capital Senior Sec. Notes 4.46% due 07/23/2022		600,000		630,758
Comcast Cable Communications Holdings, Inc. Company Guar. Notes 9.46% due 11/15/2022		600,000		733,627
Comcast Corp. Company Guar. Notes 3.00% due 02/01/2024		800,000		831,351
				2,195,736
Chemicals-Diversified — 0.4%
Dow Chemical Co. Senior Notes 4.80% due 11/30/2028*		1,000,000		1,139,801
Commercial Services-Finance — 0.9%
Block Financial LLC Company Guar. Notes 4.13% due 10/01/2020		1,000,000		1,016,622
Moody’s Corp. Senior Notes 3.25% due 06/07/2021		2,000,000		2,038,059
				3,054,681
Computer Services — 0.3%
International Business Machines Corp. Senior Notes 2.88% due 11/09/2022		1,000,000		1,027,514
Computers — 0.7%
Apple, Inc. Senior Notes 3.35% due 02/09/2027		1,000,000		1,073,122
Apple, Inc. Senior Notes 3.45% due 05/06/2024		1,000,000		1,066,849
				2,139,971
Diversified Banking Institutions — 4.3%
Bank of America Corp. Senior Notes 3.88% due 08/01/2025		1,200,000		1,294,103
Citigroup, Inc. Senior Notes 2.88% due 07/24/2023		1,300,000		1,321,267
Goldman Sachs Group, Inc. Senior Notes 2.91% due 07/24/2023		1,300,000		1,319,933
Goldman Sachs Group, Inc. Senior Notes 3.50% due 11/16/2026		2,000,000		2,083,757
JPMorgan Chase & Co. Senior Notes 2.30% due 08/15/2021		1,000,000		1,001,664
JPMorgan Chase & Co. Senior Notes 3.21% due 04/01/2023		1,000,000		1,024,037
JPMorgan Chase & Co. Sub. Notes 3.38% due 05/01/2023		1,300,000		1,354,153

JPMorgan Chase & Co. Sub. Notes 3.88% due 09/10/2024	1,000,000	1,066,446
Morgan Stanley Senior Notes 2.63% due 11/17/2021	1,000,000	1,011,350
Morgan Stanley Senior Notes 3.63% due 01/20/2027	1,000,000	1,066,377
Morgan Stanley Senior Notes 3.75% due 02/25/2023	1,300,000	1,366,632
		13,909,719
Diversified Manufacturing Operations — 0.2%
General Electric Capital Corp. Senior Notes 2.20% due 01/09/2020	800,000	799,812
E-Commerce/Products — 0.8%
Amazon.com, Inc. Senior Notes 2.80% due 08/22/2024	1,200,000	1,247,957
eBay, Inc. Senior Notes 3.45% due 08/01/2024	1,300,000	1,359,286
		2,607,243
E-Commerce/Services — 0.6%
Expedia, Inc. Company Guar. Notes 3.80% due 02/15/2028	2,000,000	2,098,356
Electric-Distribution — 1.0%
Connecticut Light & Power Co. 1st Mtg. Notes 3.20% due 03/15/2027	2,000,000	2,125,130
Sempra Energy Senior Notes 3.25% due 06/15/2027	1,000,000	1,020,296
		3,145,426
Electric-Integrated — 0.3%
Dominion Resources, Inc. Senior Notes 3.90% due 10/01/2025	1,000,000	1,075,365
Enterprise Software/Service — 0.6%
Oracle Corp. Senior Notes 2.65% due 07/15/2026	900,000	921,951
Oracle Corp. Senior Notes 3.40% due 07/08/2024	1,000,000	1,057,308
		1,979,259
Finance-Credit Card — 1.1%
American Express Credit Corp. Senior Notes 2.38% due 05/26/2020	2,500,000	2,506,040
Visa, Inc. Senior Notes 3.15% due 12/14/2025	1,000,000	1,069,021
		3,575,061
Food-Misc./Diversified — 0.7%
Conagra Brands, Inc. Senior Notes 4.30% due 05/01/2024	1,000,000	1,072,904
Kraft Foods Group, Inc. Company Guar. Notes 3.50% due 06/06/2022	1,000,000	1,030,835
		2,103,739
Food-Retail — 0.7%
The Kroger Co. Senior Notes 4.50% due 01/15/2029	2,000,000	2,245,364
Gas-Distribution — 0.3%
Piedmont Natural Gas Co., Inc. Senior Notes 3.50% due 06/01/2029	1,000,000	1,074,900
Home Decoration Products — 0.4%
Newell Rubbermaid, Inc. Senior Notes 3.15% due 04/01/2021	1,300,000	1,311,210
Hotels/Motels — 0.3%
Marriott International, Inc. Senior Notes 3.13% due 06/15/2026	900,000	927,435
Machinery-Construction & Mining — 0.3%
Caterpillar Financial Services Corp. Senior Notes 2.10% due 01/10/2020	1,000,000	1,000,250
Machinery-Farming — 0.5%
John Deere Capital Corp. Senior Notes 2.80% due 09/08/2027	1,500,000	1,551,807
Medical Products — 0.1%
Abbott Laboratories Senior Notes 3.75% due 11/30/2026	283,000	310,068
Medical-Biomedical/Gene — 0.3%
Gilead Sciences, Inc. Senior Notes 3.50% due 02/01/2025	900,000	955,975
Medical-Drugs — 1.4%
AbbVie, Inc. Senior Notes 2.90% due 11/06/2022	1,500,000	1,529,019
AbbVie, Inc. Senior Notes 3.60% due 05/14/2025	800,000	839,501
Johnson & Johnson Senior Notes 2.45% due 03/01/2026	1,000,000	1,025,798
Novartis Capital Corp. Company Guar. Notes 3.40% due 05/06/2024	1,200,000	1,276,728
		4,671,046

Medical-HMO — 0.3%
UnitedHealth Group, Inc. Senior Bonds 2.88% due 03/15/2023	1,000,000	1,028,083
Networking Products — 0.4%
Cisco Systems, Inc. Senior Notes 4.45% due 01/15/2020	1,200,000	1,206,252
Pharmacy Services — 0.5%
CVS Health Corp. Senior Notes 4.00% due 12/05/2023	700,000	742,177
Express Scripts Holding Co. Company Guar. Notes 3.00% due 07/15/2023	1,000,000	1,020,204
		1,762,381
Pipelines — 0.9%
Kinder Morgan, Inc. Company Guar. Notes 3.15% due 01/15/2023	600,000	613,751
Plains All American Pipeline LP/PAA Finance Corp. Senior Notes 5.75% due 01/15/2020	700,000	704,551
Sabine Pass Liquefaction LLC Senior Sec. Notes 5.63% due 03/01/2025	500,000	561,054
Williams Cos., Inc. Senior Notes 3.60% due 03/15/2022	1,000,000	1,029,171
		2,908,527
Real Estate Investment Trusts — 0.3%
American Tower Corp. Senior Notes 3.45% due 09/15/2021	1,010,000	1,034,689
Retail-Discount — 0.3%
Wal-Mart Stores, Inc. Senior Notes 2.65% due 12/15/2024	1,000,000	1,035,859
Semiconductor Components-Integrated Circuits — 0.2%
QUALCOMM, Inc. Senior Notes 3.45% due 05/20/2025	700,000	742,245
Tobacco — 0.6%
Altria Group, Inc. Company Guar. Notes 4.00% due 01/31/2024	700,000	740,250
Philip Morris International, Inc. Senior Notes 3.60% due 11/15/2023	1,000,000	1,054,659
		1,794,909
Transport-Services — 0.5%
FedEx Corp. Company Guar. Bonds 3.40% due 02/15/2028	1,500,000	1,549,118
Web Portals/ISP — 0.4%
Alphabet, Inc. Senior Notes 2.00% due 08/15/2026	1,300,000	1,301,638
Total U.S. Corporate Bonds & Notes (cost $82,455,027)		84,898,888
FOREIGN CORPORATE BONDS & NOTES — 7.2%
Banks-Commercial — 2.2%
Bank of Montreal Senior Notes 3.30% due 02/05/2024	1,000,000	1,043,562
Canadian Imperial Bank of Commerce Senior Notes 2.70% due 02/02/2021	1,500,000	1,514,583
Cooperatieve Rabobank UA Company Guar. Notes 3.88% due 02/08/2022	1,300,000	1,353,122
Credit Suisse AG Senior Notes 3.63% due 09/09/2024	1,000,000	1,062,692
Royal Bank of Canada Senior Notes 2.15% due 10/26/2020	2,000,000	2,005,750
		6,979,709
Cellular Telecom — 0.8%
America Movil SAB de CV Company Guar. Notes 5.00% due 03/30/2020	293,000	296,448
Vodafone Group PLC Senior Notes 4.38% due 05/30/2028	2,000,000	2,222,091
		2,518,539
Diversified Banking Institutions — 2.6%
Bank of Nova Scotia Senior Notes 2.45% due 03/22/2021	1,850,000	1,865,232
Barclays PLC Senior Notes 3.65% due 03/16/2025	1,000,000	1,034,622
HSBC Holdings PLC Senior Notes 3.26% due 03/13/2023	1,300,000	1,328,654
Lloyds Banking Group PLC Senior Notes 3.00% due 01/11/2022	1,300,000	1,321,342
Mitsubishi UFJ Financial Group, Inc. Senior Notes 3.85% due 03/01/2026	800,000	861,029

Royal Bank of Scotland Group PLC Sub. Notes 5.13% due 05/28/2024	1,000,000	1,078,725
Sumitomo Mitsui Financial Group, Inc. Senior Notes 2.63% due 07/14/2026	1,000,000	1,006,011
		8,495,615
Medical-Generic Drugs — 0.8%
Allergan Funding SCS Company Guar. Notes 3.45% due 03/15/2022	2,000,000	2,049,304
Allergan Funding SCS Company Guar. Notes 3.80% due 03/15/2025	600,000	631,156
		2,680,460
Metal-Iron — 0.3%
Vale Overseas, Ltd. Company Guar. Notes 4.38% due 01/11/2022	1,000,000	1,041,000
Oil Companies-Integrated — 0.5%
Total Capital International SA Company Guar. Notes 2.88% due 02/17/2022	883,000	904,089
Total Capital International SA Company Guar. Notes 3.75% due 04/10/2024	600,000	645,039
		1,549,128
Total Foreign Corporate Bonds & Notes (cost $22,585,094)		23,264,451
U.S. GOVERNMENT AGENCIES — 7.0%
Federal Farm Credit Bank — 0.6%
2.55% due 06/11/2020	2,000,000	2,009,852
Federal Home Loan Bank — 3.4%
1.13% due 07/14/2021	1,500,000	1,489,451
1.38% due 02/18/2021	1,500,000	1,495,556
1.75% due 06/12/2020	2,000,000	2,002,298
1.88% due 06/11/2021	2,005,000	2,014,273
1.88% due 07/07/2021	900,000	904,447
1.88% due 11/29/2021	1,000,000	1,006,684
2.50% due 12/09/2022	1,000,000	1,027,905
2.88% due 09/13/2024	1,000,000	1,057,124
		10,997,738
Federal Home Loan Mtg. Corp. — 1.7%
1.13% due 08/12/2021	2,000,000	1,984,092
1.38% due 04/20/2020	2,000,000	1,997,771
2.38% due 01/13/2022	1,500,000	1,525,971
		5,507,834
Federal National Mtg. Assoc. — 1.3%
2.00% due 01/05/2022	1,000,000	1,009,302
2.13% due 04/24/2026	2,000,000	2,058,149
2.63% due 09/06/2024	1,000,000	1,047,806
		4,115,257
Total U.S. Government Agencies (cost $22,228,296)		22,630,681
U.S. GOVERNMENT TREASURIES — 53.5%
United States Treasury Bonds — 0.8%
5.25% due 02/15/2029	1,000,000	1,307,305
6.00% due 02/15/2026	1,000,000	1,263,672
		2,570,977
United States Treasury Notes — 52.7%
1.13% due 02/28/2021	2,000,000	1,987,812
1.13% due 06/30/2021	1,400,000	1,389,445
1.13% due 07/31/2021	1,400,000	1,389,172
1.25% due 03/31/2021	1,300,000	1,293,805
1.25% due 10/31/2021	1,500,000	1,490,742
1.25% due 07/31/2023	1,500,000	1,485,410
1.25% due 08/31/2024	1,500,000	1,481,426
1.38% due 09/15/2020	1,000,000	998,164
1.38% due 10/31/2020	1,300,000	1,296,902
1.38% due 01/31/2021	1,300,000	1,296,547
1.38% due 04/30/2021	1,300,000	1,295,785
1.38% due 05/31/2021	1,400,000	1,395,187
1.38% due 06/30/2023	2,300,000	2,287,781
1.38% due 08/31/2023	1,300,000	1,293,094
1.38% due 09/30/2023	1,300,000	1,292,688
1.50% due 08/31/2021	1,000,000	998,867
1.50% due 01/31/2022	1,500,000	1,498,945
1.50% due 02/28/2023	1,200,000	1,199,063
1.50% due 03/31/2023	1,200,000	1,199,344
1.50% due 09/30/2024	1,500,000	1,497,949
1.50% due 08/15/2026	1,500,000	1,489,980
1.63% due 11/30/2020	2,000,000	2,000,234
1.63% due 08/31/2022	1,300,000	1,303,809
1.63% due 11/15/2022	2,000,000	2,006,562
1.63% due 04/30/2023	2,000,000	2,006,875
1.63% due 05/31/2023	1,000,000	1,003,516
1.63% due 02/15/2026	1,300,000	1,302,234
1.63% due 05/15/2026	2,400,000	2,403,844
1.63% due 09/30/2026	1,000,000	1,001,055
1.63% due 08/15/2029	4,300,000	4,274,301
1.75% due 12/31/2020	1,300,000	1,301,879
1.75% due 07/31/2021	1,300,000	1,303,961
1.75% due 11/30/2021	1,300,000	1,305,281
1.75% due 09/30/2022	1,000,000	1,006,680
1.75% due 01/31/2023	800,000	805,625
1.75% due 05/15/2023	1,300,000	1,309,852
1.88% due 11/30/2021	1,300,000	1,309,090
1.88% due 02/28/2022	1,300,000	1,309,801
1.88% due 07/31/2022	1,300,000	1,312,137
1.88% due 08/31/2022	1,200,000	1,211,953
1.88% due 09/30/2022	2,000,000	2,020,703
1.88% due 10/31/2022	2,000,000	2,020,859
1.88% due 08/31/2024	1,500,000	1,523,555
2.00% due 09/30/2020	2,000,000	2,006,719
2.00% due 11/30/2020	1,300,000	1,305,332
2.00% due 05/31/2021	2,000,000	2,012,578

2.00% due 08/31/2021		1,300,000			1,310,055
2.00% due 11/15/2021		1,300,000			1,311,832
2.00% due 12/31/2021		1,300,000			1,312,441
2.00% due 02/15/2022		1,300,000			1,313,812
2.00% due 07/31/2022		1,500,000			1,519,395
2.00% due 10/31/2022		2,000,000			2,027,969
2.00% due 11/30/2022		1,200,000			1,217,016
2.00% due 02/15/2023		1,300,000			1,319,703
2.00% due 04/30/2024		1,300,000			1,326,051
2.00% due 05/31/2024		1,300,000			1,327,625
2.00% due 06/30/2024		1,500,000			1,530,996
2.00% due 02/15/2025		1,300,000			1,329,047
2.00% due 08/15/2025		1,300,000			1,330,215
2.00% due 11/15/2026		1,300,000			1,334,277
2.13% due 01/31/2021		1,300,000			1,308,531
2.13% due 05/31/2021		1,350,000			1,361,232
2.13% due 08/15/2021		1,350,000			1,362,920
2.13% due 09/30/2021		1,300,000			1,313,559
2.13% due 12/31/2021		1,300,000			1,315,945
2.13% due 06/30/2022		1,200,000			1,218,938
2.13% due 12/31/2022		1,200,000			1,222,406
2.13% due 11/30/2023		1,300,000			1,330,469
2.13% due 02/29/2024		1,200,000			1,229,672
2.13% due 03/31/2024		1,300,000			1,332,855
2.13% due 07/31/2024		1,300,000			1,334,684
2.13% due 09/30/2024		2,000,000			2,054,922
2.13% due 11/30/2024		1,000,000			1,027,930
2.13% due 05/15/2025		1,300,000			1,338,035
2.13% due 05/31/2026		1,000,000			1,032,500
2.25% due 02/15/2021		2,000,000			2,016,641
2.25% due 03/31/2021		2,000,000			2,018,203
2.25% due 04/30/2021		2,000,000			2,019,297
2.25% due 04/30/2024		1,100,000			1,134,246
2.25% due 10/31/2024		1,000,000			1,033,867
2.25% due 11/15/2024		1,300,000			1,343,926
2.25% due 11/15/2025		1,300,000			1,349,309
2.25% due 02/15/2027		1,300,000			1,357,281
2.25% due 08/15/2027		1,300,000			1,359,465
2.25% due 11/15/2027		2,000,000			2,092,734
2.38% due 03/15/2021		1,300,000			1,313,609
2.38% due 03/15/2022		1,500,000			1,530,059
2.38% due 02/29/2024		2,000,000			2,070,703
2.38% due 08/15/2024		1,300,000			1,349,766
2.38% due 04/30/2026		1,000,000			1,047,773
2.38% due 05/15/2027		1,300,000			1,370,586
2.38% due 05/15/2029		1,000,000			1,060,352
2.50% due 01/15/2022		2,000,000			2,041,094
2.50% due 03/31/2023		1,000,000			1,032,344
2.50% due 08/15/2023		1,500,000			1,553,437
2.50% due 01/31/2024		1,100,000			1,143,613
2.50% due 05/15/2024		1,500,000			1,563,281
2.63% due 11/15/2020		1,300,000			1,313,406
2.63% due 12/15/2021		1,500,000			1,534,395
2.63% due 12/31/2023		2,000,000			2,088,125
2.63% due 03/31/2025		2,000,000			2,109,766
2.63% due 12/31/2025		2,000,000			2,120,859
2.63% due 02/15/2029		1,800,000			1,946,109
2.75% due 11/15/2023		1,300,000			1,361,750
2.75% due 02/15/2024		1,500,000			1,575,762
2.75% due 02/28/2025		2,000,000			2,121,484
2.75% due 02/15/2028		2,000,000			2,171,016
2.88% due 04/30/2025		1,500,000			1,603,125
2.88% due 05/15/2028		2,000,000			2,193,828
2.88% due 08/15/2028		2,000,000			2,197,031
3.13% due 05/15/2021		1,300,000			1,330,113
3.13% due 11/15/2028		2,000,000			2,242,734
3.63% due 02/15/2021		1,300,000			1,333,516
					171,266,180
Total U.S. Government Treasuries (cost $169,469,195)					173,837,157
EXCHANGE-TRADED FUNDS — 5.0%
iShares 1-3 Year Treasury Bond ETF		56,200			4,774,190
iShares 3-7 Year Treasury Bond ETF		40,100			5,091,497
iShares 7-10 Year Treasury Bond ETF		12,000			1,350,120
iShares iBoxx $ Investment Grade Corporate Bond ETF		39,400			5,031,774
Total Exchange-Traded Funds (cost $15,624,073)					16,247,581
Total Long-Term Investment Securities (cost $312,361,685)					320,878,758
REPURCHASE AGREEMENTS — 0.7%
Agreement with Fixed Income Clearing Corp., bearing interest at 0.25%, dated 10/31/2019, to be repurchased 11/01/2019 in the amount of $2,193,015 collateralized by $2,165,000 of United States Treasury Notes, bearing interest at 2.38% due 02/29/2024 and having an approximate value of $2,239,541 (cost $2,193,000)	$	2,193,000		$	2,193,000
TOTAL INVESTMENTS (cost $314,554,685)		99.5	%		323,071,758
Other assets less liabilities		0.5			1,775,811
NET ASSETS		100.0	%	$	324,847,569

* 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 Portfolio has no right to demand registration of these securities. At October 31, 2019, the aggregate value of these securities was $1,139,801 representing 0.4% of net assets.

ETF — Exchange-Traded Funds

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
U.S. Corporate Bonds & Notes	$	—	$	84,898,888	$	—	$	84,898,888
Foreign Corporate Bonds & Notes		—		23,264,451		—		23,264,451
U.S. Government Agencies		—		22,630,681		—		22,630,681
U Government Treasuries		—		173,837,157		—		173,837,157
Exchange-Traded Funds		16,247,581		—		—		16,247,581
Repurchase Agreements		—		2,193,000		—		2,193,000
Total Investments at Value	$	16,247,581	$	306,824,177	$	—	$	323,071,758

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA Franklin Small Company Value Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
COMMON STOCKS — 97.4%
Aerospace/Defense-Equipment — 0.6%
Barnes Group, Inc.		33,200	$	1,940,540
Apparel Manufacturers — 2.5%
Carter’s, Inc.		80,297		8,048,971
Banks-Commercial — 16.3%
Atlantic Union Bankshares Corp.		53,340		1,966,112
Bryn Mawr Bank Corp.		124,239		4,734,748
CenterState Bank Corp.		130,342		3,305,473
Columbia Banking System, Inc.		241,362		9,485,527
First Horizon National Corp.		542,500		8,663,725
First of Long Island Corp.		167,322		3,922,028
German American Bancorp, Inc.		44,027		1,455,092
Glacier Bancorp, Inc.		57,400		2,429,168
Lakeland Financial Corp.		148,377		6,906,949
Peoples Bancorp, Inc.		82,200		2,688,762
TCF Financial Corp.		83,167		3,292,582
TrustCo Bank Corp.		216,856		1,873,636
Washington Trust Bancorp, Inc.		57,043		2,914,327
				53,638,129
Building & Construction Products-Misc. — 2.7%
Gibraltar Industries, Inc.†		166,735		8,875,304
Building Products-Cement — 2.7%
Eagle Materials, Inc.		96,500		8,814,310
Building Products-Wood — 2.2%
Universal Forest Products, Inc.		140,490		7,075,076
Building-Mobile Home/Manufactured Housing — 0.4%
LCI Industries		11,922		1,157,865
Building-Residential/Commercial — 1.3%
Toll Brothers, Inc.		104,030		4,137,273
Chemicals-Plastics — 1.1%
PolyOne Corp.		112,400		3,602,420
Chemicals-Specialty — 1.5%
Minerals Technologies, Inc.		99,197		4,905,292
Consulting Services — 0.7%
Huron Consulting Group, Inc.†		35,865		2,372,111
Diversified Manufacturing Operations — 0.7%
Federal Signal Corp.		70,746		2,295,000
Electric-Integrated — 1.3%
Black Hills Corp.		37,800		2,979,774
IDACORP, Inc.		13,111		1,411,006
				4,390,780
Electronic Components-Misc. — 4.1%
Advanced Energy Industries, Inc.†		71,022		4,197,400
Gentex Corp.		9,500		266,475
Plexus Corp.†		122,839		9,082,716
				13,546,591
Electronic Components-Semiconductors — 0.9%
Synaptics, Inc.†		71,958		3,030,151
Electronic Measurement Instruments — 0.0%
FARO Technologies, Inc.†		3,400		162,112
Finance-Investment Banker/Broker — 0.6%
Houlihan Lokey, Inc.		40,732		1,924,994
Food-Meat Products — 1.7%
Maple Leaf Foods, Inc.		315,929		5,509,748
Footwear & Related Apparel — 2.0%
Crocs, Inc.†		192,049		6,719,795
Gas-Distribution — 1.1%
Spire, Inc.		43,588		3,664,007
Gold Mining — 1.6%
OceanaGold Corp.		2,163,503		5,190,699
Hotels/Motels — 2.4%
Wyndham Hotels & Resorts, Inc.		146,768		7,921,069
Insurance-Multi-line — 5.7%
Horace Mann Educators Corp.		210,788		9,181,925
Old Republic International Corp.		424,200		9,476,628
				18,658,553
Insurance-Property/Casualty — 3.1%
Hanover Insurance Group, Inc.		74,300		9,786,053
Selective Insurance Group, Inc.		7,070		488,678
				10,274,731
Lasers-System/Components — 1.9%
Coherent, Inc.†		43,013		6,405,496
Machine Tools & Related Products — 1.5%
Kennametal, Inc.		155,693		4,818,698
Machinery-Construction & Mining — 2.5%
Astec Industries, Inc.		33,827		1,186,989
Oshkosh Corp.		83,900		7,163,382
				8,350,371
Machinery-Electrical — 2.2%
Regal Beloit Corp.		98,500		7,293,925
Machinery-Material Handling — 0.1%
Columbus McKinnon Corp.		13,023		488,623
Machinery-Pumps — 4.0%
Mueller Water Products, Inc., Class A		777,903		9,101,465
SPX FLOW, Inc.†		87,683		3,970,286
				13,071,751
Medical Products — 0.1%
Integer Holdings Corp.†		2,945		228,061
Metal Processors & Fabrication — 2.2%
Mueller Industries, Inc.		73,544		2,262,949
Rexnord Corp.†		172,600		4,882,854
				7,145,803
Oil Companies-Exploration & Production — 0.9%
Crescent Point Energy Corp.		797,558		2,912,652
Oil Field Machinery & Equipment — 0.1%
Natural Gas Services Group, Inc.†		36,814		437,719
Oil-Field Services — 1.6%
Hunting PLC		1,049,716		5,343,817
Paper & Related Products — 1.2%
P.H. Glatfelter Co.		211,156		3,800,808
Real Estate Investment Trusts — 6.8%
Brandywine Realty Trust		299,000		4,568,720
Highwoods Properties, Inc.		130,200		6,093,360
LTC Properties, Inc.		27,937		1,448,533
Retail Properties of America, Inc., Class A		504,838		6,946,571
Sunstone Hotel Investors, Inc.		245,604		3,318,110
				22,375,294

Real Estate Operations & Development — 2.2%
McGrath RentCorp		94,910			7,242,582
Recreational Vehicles — 0.5%
Brunswick Corp.		27,900			1,624,896
Retail-Apparel/Shoe — 0.8%
Caleres, Inc.		115,954			2,495,330
Retail-Discount — 0.3%
BJ’s Wholesale Club Holdings, Inc.†		39,385			1,051,580
Retail-Restaurants — 3.1%
Brinker International, Inc.		108,904			4,840,783
Jack in the Box, Inc.		64,045			5,381,061
					10,221,844
Semiconductor Equipment — 2.0%
MKS Instruments, Inc.		62,178			6,728,903
Steel-Producers — 2.7%
Carpenter Technology Corp.		70,831			3,472,136
Reliance Steel & Aluminum Co.		45,200			5,245,008
					8,717,144
Textile-Apparel — 0.4%
Unifi, Inc.†		49,200			1,343,160
Theaters — 1.7%
Cinemark Holdings, Inc.		149,600			5,475,360
Transport-Equipment & Leasing — 0.5%
Greenbrier Cos., Inc.		57,806			1,693,138
Transport-Truck — 0.1%
Heartland Express, Inc.		8,700			181,830
Wire & Cable Products — 0.8%
Encore Wire Corp.		20,653			1,160,699
Insteel Industries, Inc.		80,798			1,540,818
					2,701,517
Total Common Stocks (cost $293,811,471)					320,005,823
U.S. CORPORATE BONDS & NOTES — 0.3%
Metal Processors & Fabrication — 0.3%
Mueller Industries, Inc. Sub. Notes 6.00% due 03/01/2027 (cost $792,000)	$	792,000			803,880
Total Long-Term Investment Securities (cost $294,603,471)					320,809,703
SHORT-TERM INVESTMENT SECURITIES — 2.0%
U.S. Government Agencies — 2.0%
Federal Home Loan Bank Disc. Notes
1.52% due 11/01/2019 (cost $6,655,000)	$	6,655,000			6,655,000
REPURCHASE AGREEMENTS — 0.4%
Agreement with Fixed Income Clearing Corp., bearing interest at 0.25% dated 10/31/2019, to be purchased 11/01/2019 in the amount $1,415,010 and collateralized by $1,405,000 of United States Treasury Notes, bearing interest at 2.00% due 11/15/2026 and having an approximate value of $1,445,093 (cost $1,415,000)		1,415,000			1,415,000
TOTAL INVESTMENTS (cost $302,673,471)		100.1	%		328,879,703
Liabilities in excess of other assets		(0.1	)		(361,818	)
NET ASSETS		100.0	%	$	328,517,885

† Non-income producing security

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable  Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks	$	320,005,823	$	—	$	—	$	320,005,823
U.S Corporate Bonds & Notes		—		803,880		—		803,880
Short-Term Investment Securities		—		6,655,000		—		6,655,000
Repurchase Agreements		—		1,415,000		—		1,415,000
Total Investments at Value	$	320,005,823	$	8,873,880	$	—	$	328,879,703

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA Franklin U.S. Equity Smart Beta Portfolio#

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
COMMON STOCKS — 99.1%
Advertising Agencies — 0.5%
Interpublic Group of Cos., Inc.		5,400	$	117,450
Omnicom Group, Inc.		4,800		370,512
				487,962
Aerospace/Defense — 2.1%
Lockheed Martin Corp.		2,800		1,054,704
Raytheon Co.		5,200		1,103,492
				2,158,196
Airlines — 1.5%
Alaska Air Group, Inc.		2,900		201,347
Delta Air Lines, Inc.		12,800		705,024
Southwest Airlines Co.		11,200		628,656
				1,535,027
Apparel Manufacturers — 1.0%
Capri Holdings, Ltd.†		3,700		114,959
Carter’s, Inc.		1,000		100,240
Hanesbrands, Inc.		2,200		33,462
Ralph Lauren Corp.		600		57,636
Tapestry, Inc.		7,200		186,192
VF Corp.		7,400		608,946
				1,101,435
Applications Software — 2.0%
Intuit, Inc.		3,900		1,004,250
Microsoft Corp.		7,700		1,103,949
				2,108,199
Athletic Footwear — 1.1%
NIKE, Inc., Class B		12,400		1,110,420
Auto-Cars/Light Trucks — 0.3%
General Motors Co.		8,400		312,144
Auto-Heavy Duty Trucks — 0.2%
PACCAR, Inc.		2,200		167,332
Auto/Truck Parts & Equipment-Original — 0.3%
Allison Transmission Holdings, Inc.		1,300		56,693
Lear Corp.		1,400		164,878
WABCO Holdings, Inc.†		500		67,310
				288,881
Beverages-Non-alcoholic — 2.3%
Coca-Cola Co.		19,500		1,061,385
Monster Beverage Corp.†		6,700		376,071
PepsiCo, Inc.		7,400		1,015,058
				2,452,514
Beverages-Wine/Spirits — 0.1%
Brown-Forman Corp., Class A		1,200		74,580
Building & Construction-Misc. — 0.0%
Frontdoor, Inc.†		500		24,115
Building Products-Air & Heating — 0.1%
Lennox International, Inc.		200		49,472
Building-Maintenance & Services — 0.1%
Rollins, Inc.		3,600		137,196
Building-Mobile Home/Manufactured Housing — 0.1%
Thor Industries, Inc.		1,100		69,586
Building-Residential/Commercial — 0.3%
NVR, Inc.†		60		218,195
PulteGroup, Inc.		1,700		66,708
				284,903
Cable/Satellite TV — 1.1%
Cable One, Inc.		100		132,537
Comcast Corp., Class A		23,300		1,044,306
				1,176,843
Casino Hotels — 0.4%
Las Vegas Sands Corp.		6,000		371,040
Chemicals-Diversified — 1.0%
Celanese Corp.		800		96,920
Eastman Chemical Co.		1,900		144,476
Huntsman Corp.		2,200		48,686
LyondellBasell Industries NV, Class A		8,600		771,420
				1,061,502
Chemicals-Specialty — 0.1%
NewMarket Corp.		200		97,098
Valvoline, Inc.		1,100		23,474
				120,572
Commercial Services — 0.5%
Cintas Corp.		1,800		483,606
Morningstar, Inc.		400		64,736
				548,342
Commercial Services-Finance — 1.6%
Automatic Data Processing, Inc.		5,900		957,157
H&R Block, Inc.		5,600		139,944
MarketAxess Holdings, Inc.		800		294,872
Moody’s Corp.		1,100		242,759
				1,634,732
Computer Aided Design — 0.2%
Aspen Technology, Inc.†		700		80,577
Cadence Design Systems, Inc.†		1,900		124,165
				204,742
Computer Services — 2.5%
Accenture PLC, Class A		5,300		982,726
Amdocs, Ltd.		3,200		208,640
Cognizant Technology Solutions Corp., Class A		7,800		475,332
International Business Machines Corp.		7,500		1,002,975
				2,669,673
Computer Software — 0.1%
Citrix Systems, Inc.		800		87,088
Computers — 1.9%
Apple, Inc.		5,400		1,343,304
HP, Inc.		39,500		686,115
				2,029,419
Computers-Memory Devices — 0.3%
NetApp, Inc.		5,000		279,400
Consulting Services — 0.1%
Booz Allen Hamilton Holding Corp.		800		56,296
Consumer Products-Misc. — 1.0%
Clorox Co.		3,500		516,915
Kimberly-Clark Corp.		4,200		558,096
				1,075,011
Containers-Paper/Plastic — 0.3%
Packaging Corp. of America		1,500		164,190
Sonoco Products Co.		2,200		126,940
				291,130
Cosmetics & Toiletries — 2.9%
Colgate-Palmolive Co.		13,700		939,820
Estee Lauder Cos., Inc., Class A		5,200		968,604
Procter & Gamble Co.		9,300		1,157,943
				3,066,367

Cruise Lines — 0.3%
Carnival Corp.	7,900	338,831
Data Processing/Management — 1.2%
Broadridge Financial Solutions, Inc.	2,900	363,138
Jack Henry & Associates, Inc.	1,800	254,808
Paychex, Inc.	8,300	694,212
		1,312,158
Decision Support Software — 0.4%
MSCI, Inc.	1,700	398,752
Distribution/Wholesale — 1.4%
Copart, Inc.†	4,400	363,616
Fastenal Co.	14,300	513,942
Pool Corp.	800	165,920
Watsco, Inc.	600	105,780
WW Grainger, Inc.	1,100	339,724
		1,488,982
Diversified Manufacturing Operations — 1.3%
3M Co.	6,000	989,940
Illinois Tool Works, Inc.	2,100	354,018
		1,343,958
E-Commerce/Services — 0.1%
Match Group, Inc.	900	65,691
Electric Products-Misc. — 0.9%
Emerson Electric Co.	13,500	947,025
Electric-Integrated — 7.1%
Alliant Energy Corp.	4,600	245,364
Ameren Corp.	2,600	202,020
Consolidated Edison, Inc.	6,700	617,874
Dominion Energy, Inc.	5,000	412,750
DTE Energy Co.	4,100	522,012
Evergy, Inc.	2,600	166,166
Eversource Energy	5,600	468,944
Exelon Corp.	19,900	905,251
Hawaiian Electric Industries, Inc.	2,200	99,330
NextEra Energy, Inc.	4,800	1,144,032
OGE Energy Corp.	3,900	167,934
Pinnacle West Capital Corp.	2,600	244,712
PPL Corp.	8,200	274,618
Public Service Enterprise Group, Inc.	12,300	778,713
Southern Co.	11,400	714,324
WEC Energy Group, Inc.	5,300	500,320
		7,464,364
Electronic Components-Misc. — 0.4%
Garmin, Ltd.	3,100	290,625
Gentex Corp.	6,100	171,105
		461,730
Electronic Components-Semiconductors — 4.0%
Intel Corp.	21,700	1,226,701
Micron Technology, Inc.†	20,100	955,755
Skyworks Solutions, Inc.	4,600	418,876
Texas Instruments, Inc.	9,100	1,073,709
Xilinx, Inc.	5,900	535,366
		4,210,407
Engines-Internal Combustion — 0.5%
Cummins, Inc.	3,300	569,184
Enterprise Software/Service — 0.0%
Manhattan Associates, Inc.†	400	29,980
Finance-Auto Loans — 0.1%
Santander Consumer USA Holdings, Inc.	2,300	57,684
Finance-Consumer Loans — 0.0%
Navient Corp.	2,300	31,671
Finance-Credit Card — 1.0%
Mastercard, Inc., Class A	3,800	1,051,878
Finance-Investment Banker/Broker — 0.1%
Evercore, Inc., Class A	500	36,820
Lazard, Ltd., Class A	2,700	100,791
		137,611
Finance-Other Services — 0.1%
SEI Investments Co.	2,000	119,840
Financial Guarantee Insurance — 0.1%
Assured Guaranty, Ltd.	1,100	51,612
Food-Baking — 0.1%
Flowers Foods, Inc.	4,000	86,880
Food-Confectionery — 0.7%
Hershey Co.	3,900	572,793
J.M. Smucker Co.	1,500	158,520
		731,313
Food-Meat Products — 0.8%
Hormel Foods Corp.	6,800	278,052
Tyson Foods, Inc., Class A	6,300	521,577
		799,629
Food-Misc./Diversified — 1.1%
General Mills, Inc.	13,700	696,782
Ingredion, Inc.	1,300	102,700
Kellogg Co.	2,600	165,178
Lamb Weston Holdings, Inc.	2,800	218,512
		1,183,172
Food-Retail — 0.3%
Kroger Co.	9,300	229,152
Sprouts Farmers Market, Inc.†	1,700	32,997
		262,149
Food-Wholesale/Distribution — 0.8%
Sysco Corp.	11,100	886,557
Garden Products — 0.2%
Toro Co.	2,700	208,251
Gas-Distribution — 0.3%
Atmos Energy Corp.	2,300	258,704
UGI Corp.	1,700	81,039
		339,743
Home Furnishings — 0.1%
Leggett & Platt, Inc.	2,800	143,640
Hotels/Motels — 0.1%
Choice Hotels International, Inc.	700	61,936
Wyndham Destinations, Inc.	1,200	55,692
		117,628
Human Resources — 0.2%
Robert Half International, Inc.	3,200	183,264
Industrial Automated/Robotic — 0.5%
Rockwell Automation, Inc.	2,800	481,572
Industrial Gases — 0.3%
Air Products & Chemicals, Inc.	1,400	298,564
Instruments-Controls — 1.1%
Honeywell International, Inc.	4,500	777,285
Mettler-Toledo International, Inc.†	500	352,470
		1,129,755

Insurance-Property/Casualty — 0.8%
American National Insurance Co.	200	23,996
Erie Indemnity Co., Class A	500	92,135
Mercury General Corp.	600	28,836
Progressive Corp.	10,500	731,850
		876,817
Insurance-Reinsurance — 0.2%
Everest Re Group, Ltd.	500	128,545
RenaissanceRe Holdings, Ltd.	200	37,436
		165,981
Internet Content-Entertainment — 1.0%
Facebook, Inc., Class A†	5,400	1,034,910
Internet Infrastructure Software — 0.2%
F5 Networks, Inc.†	1,600	230,528
Investment Management/Advisor Services — 0.1%
Invesco, Ltd.	4,200	70,644
Machinery-Pumps — 0.2%
Graco, Inc.	3,600	162,720
Machinery-Thermal Process — 0.0%
GrafTech International, Ltd.	300	3,624
Medical Information Systems — 0.4%
Cerner Corp.	5,500	369,160
Medical Products — 0.2%
Varian Medical Systems, Inc.†	2,000	241,620
Medical-Biomedical/Gene — 3.6%
Amgen, Inc.	5,700	1,215,525
Biogen, Inc.†	3,500	1,045,485
Celgene Corp.†	4,300	464,529
Exelixis, Inc.†	5,000	77,250
Gilead Sciences, Inc.	15,400	981,134
		3,783,923
Medical-Drugs — 4.8%
AbbVie, Inc.	12,500	994,375
Bristol-Myers Squibb Co.	21,100	1,210,507
Johnson & Johnson	7,300	963,892
Merck & Co., Inc.	12,100	1,048,586
Pfizer, Inc.	23,000	882,510
		5,099,870
Medical-Hospitals — 0.6%
HCA Healthcare, Inc.	3,600	480,744
Universal Health Services, Inc., Class B	800	109,968
		590,712
Medical-Outpatient/Home Medical — 0.1%
Chemed Corp.	200	78,782
Multilevel Direct Selling — 0.0%
Nu Skin Enterprises, Inc., Class A	1,100	49,038
Multimedia — 1.2%
FactSet Research Systems, Inc.	800	202,816
Viacom, Inc., Class B	5,300	114,268
Walt Disney Co.	7,200	935,424
		1,252,508
Networking Products — 0.8%
Cisco Systems, Inc.	18,400	874,184
Oil Companies-Exploration & Production — 0.6%
Cabot Oil & Gas Corp.	2,700	50,328
Cimarex Energy Co.	1,000	42,220
ConocoPhillips	7,100	391,920
Occidental Petroleum Corp.	4,700	190,350
		674,818
Oil Companies-Integrated — 0.9%
Exxon Mobil Corp.	13,500	912,195
Oil Refining & Marketing — 1.6%
HollyFrontier Corp.	1,000	54,940
Phillips 66	6,300	735,966
Valero Energy Corp.	8,700	843,726
		1,634,632
Paper & Related Products — 0.0%
Domtar Corp.	300	10,917
Real Estate Investment Trusts — 4.5%
American Tower Corp.	2,900	632,432
EPR Properties	1,600	124,464
Gaming and Leisure Properties, Inc.	3,900	157,404
Kimco Realty Corp.	7,500	161,700
National Retail Properties, Inc.	3,900	229,749
Omega Healthcare Investors, Inc.	4,900	215,796
Public Storage	4,000	891,440
Realty Income Corp.	7,100	580,709
Simon Property Group, Inc.	5,300	798,604
Spirit Realty Capital, Inc.	2,300	114,632
STORE Capital Corp.	4,000	162,000
Ventas, Inc.	3,700	240,870
VEREIT, Inc.	23,000	226,320
WP Carey, Inc.	2,600	239,356
		4,775,476
Resort/Theme Parks — 0.0%
Six Flags Entertainment Corp.	1,000	42,190
Respiratory Products — 0.4%
ResMed, Inc.	3,100	458,552
Retail-Apparel/Shoe — 1.9%
Foot Locker, Inc.	3,300	143,583
Gap, Inc.	6,300	102,438
L Brands, Inc.	5,900	100,536
Lululemon Athletica, Inc.†	2,500	510,675
Ross Stores, Inc.	10,300	1,129,601
Urban Outfitters, Inc.†	1,800	51,660
		2,038,493
Retail-Auto Parts — 1.5%
AutoZone, Inc.†	400	457,752
Genuine Parts Co.	3,300	338,514
O’Reilly Automotive, Inc.†	1,900	827,469
		1,623,735
Retail-Automobile — 0.0%
Penske Automotive Group, Inc.	500	24,360
Retail-Building Products — 1.1%
Home Depot, Inc.	5,000	1,172,900
Retail-Catalog Shopping — 0.1%
MSC Industrial Direct Co., Inc., Class A	900	65,889
Retail-Consumer Electronics — 0.4%
Best Buy Co., Inc.	5,900	423,797
Retail-Convenience Store — 0.1%
Casey’s General Stores, Inc.	700	119,567
Retail-Discount — 4.0%
Costco Wholesale Corp.	4,000	1,188,440
Dollar General Corp.	4,600	737,564
Target Corp.	11,000	1,176,010
Walmart, Inc.	9,400	1,102,244
		4,204,258

Retail-Drug Store — 0.6%
Walgreens Boots Alliance, Inc.		12,300			673,794
Retail-Gardening Products — 0.3%
Tractor Supply Co.		2,900			275,558
Retail-Home Furnishings — 0.1%
Williams-Sonoma, Inc.		2,100			140,259
Retail-Major Department Stores — 1.1%
Nordstrom, Inc.		2,800			100,520
TJX Cos., Inc.		19,000			1,095,350
					1,195,870
Retail-Misc./Diversified — 0.0%
Five Below, Inc.†		300			37,533
Retail-Perfume & Cosmetics — 0.3%
Ulta Beauty, Inc.†		1,400			326,410
Retail-Regional Department Stores — 0.3%
Kohl’s Corp.		4,300			220,418
Macy’s, Inc.		7,100			107,636
					328,054
Retail-Restaurants — 2.3%
Darden Restaurants, Inc.		3,200			359,264
Domino’s Pizza, Inc.		1,000			271,620
McDonald’s Corp.		4,800			944,160
Yum! Brands, Inc.		8,700			884,877
					2,459,921
Retail-Sporting Goods — 0.1%
Dick’s Sporting Goods, Inc.		1,900			73,967
Savings & Loans/Thrifts — 0.1%
People’s United Financial, Inc.		7,500			121,275
Schools — 0.1%
Grand Canyon Education, Inc.†		600			55,176
Semiconductor Components-Integrated Circuits — 0.3%
Maxim Integrated Products, Inc.		6,000			351,960
Semiconductor Equipment — 2.3%
Applied Materials, Inc.		20,600			1,117,756
KLA Corp.		3,300			557,832
Lam Research Corp.		2,900			786,016
					2,461,604
Shipbuilding — 0.2%
Huntington Ingalls Industries, Inc.		900			203,094
Soap & Cleaning Preparation — 0.4%
Church & Dwight Co., Inc.		5,700			398,658
Steel-Producers — 0.2%
Nucor Corp.		2,000			107,700
Steel Dynamics, Inc.		2,500			75,900
					183,600
Telephone-Integrated — 2.2%
AT&T, Inc.		31,300			1,204,737
Verizon Communications, Inc.		17,600			1,064,272
					2,269,009
Television — 0.1%
AMC Networks, Inc., Class A†		700			30,485
CBS Corp., Class B		2,200			79,288
					109,773
Theaters — 0.0%
Cinemark Holdings, Inc.		1,100			40,260
Tobacco — 1.8%
Altria Group, Inc.		19,500			873,405
Philip Morris International, Inc.		12,400			1,009,856
					1,883,261
Tools-Hand Held — 0.1%
Snap-on, Inc.		600			97,602
Toys — 0.2%
Hasbro, Inc.		2,600			253,006
Transport-Rail — 0.9%
Union Pacific Corp.		5,700			943,122
Transport-Services — 1.0%
C.H. Robinson Worldwide, Inc.		3,400			257,176
Expeditors International of Washington, Inc.		3,800			277,172
United Parcel Service, Inc., Class B		4,500			518,265
					1,052,613
Transport-Truck — 0.3%
JB Hunt Transport Services, Inc.		2,100			246,876
Landstar System, Inc.		800			90,520
Schneider National, Inc., Class B		700			16,009
					353,405
Web Hosting/Design — 0.4%
VeriSign, Inc.†		2,300			437,046
Wireless Equipment — 0.5%
Motorola Solutions, Inc.		3,300			548,856
Ubiquiti Networks, Inc.		200			25,318
					574,174
Total Long-Term Investment Securities (cost $103,659,054)					104,334,398
SHORT-TERM INVESTMENT SECURITIES — 30.8%
U.S. Government Agencies — 30.8%
Federal Home Loan Bank Disc. Notes 1.52% due 11/01/2019 (cost $32,398,650)	$	32,400,000			32,400,000
TOTAL INVESTMENTS (cost $136,057,704)		129.9	%		136,734,398
Liabilities in excess of other assets		(29.9	)		(31,483,225	)
NET ASSETS		100.0	%	$	105,251,173

# Effective October 7, 2019, the SA Franklin U.S. Equity Smart Beta Portfolio commenced operations.

† Non-income producing security

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 -  Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks	$	104,334,398	$	—	$	—	$	104,334,398
Short-Term Investment Securities		—		32,400,000		—		32,400,000
Total Investments at Value	$	104,334,398	$	32,400,000	$	—	$	136,734,398

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA Global Index Allocation 60/40 Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares			Value (Note 1)
AFFILIATED REGISTERED INVESTMENT COMPANIES@# — 100.2%
Domestic Equity Investment Companies — 30.9%
SunAmerica Series Trust SA Large Cap Index Portfolio, Class 1		344,344		$	8,453,637
SunAmerica Series Trust SA Mid Cap Index Portfolio, Class 1		155,377			1,751,097
SunAmerica Series Trust SA Small Cap Index Portfolio, Class 1		47,588			530,128
Total Domestic Equity Investment Companies (cost $10,122,516)					10,734,862
Domestic Fixed Income Investment Companies — 40.2%
SunAmerica Series Trust SA Fixed Income Index Portfolio, Class 1		834,396			9,019,826
SunAmerica Series Trust SA Fixed Income Intermediate Index Portfolio, Class 1		475,557			4,945,789
Total Domestic Fixed Income Investment Companies (cost $13,285,056)					13,965,615
International Equity Investment Companies — 29.1%
SunAmerica Series Trust SA Emerging Markets Equity Index Portfolio, Class 1		63,538			895,247
SunAmerica Series Trust SA International Index Portfolio, Class 1		818,589			9,225,503
Total International Equity Investment Companies (cost $9,659,959)					10,120,750
TOTAL INVESTMENTS (cost $33,067,531)		100.2	%		34,821,227
Liabilities in excess of other assets		(0.2	)		(63,156	)
NET ASSETS		100.0	%	$	34,758,071

@ The SunAmerica Series Trust SA Global Index Allocation 60/40 Portfolio invests in Class 1 shares of the underlying Portfolios, which are Portfolios of the SunAmerica Series Trust. Additional information on the underlying Portfolios, including such portfolios’ prospectuses and shareholder reports are available on our website, www.aig.com/getprospectus.

# See Note 2

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable  Inputs		Level 3 -  Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Affiliated Registered Investment Companies	$	34,821,227	$	—	$	—	$	34,821,227

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA Global Index Allocation 75/25 Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares			Value (Note 1)
AFFILIATED REGISTERED INVESTMENT COMPANIES @# — 100.2%
Domestic Equity Investment Companies — 39.2%
SunAmerica Series Trust SA Large Cap Index Portfolio, Class 1		451,531		$	11,085,088
SunAmerica Series Trust SA Mid Cap Index Portfolio, Class 1		195,689			2,205,417
SunAmerica Series Trust SA Small Cap Index Portfolio, Class 1		100,592			1,120,600
Total Domestic Equity Investment Companies (cost $13,606,267)					14,411,105
Domestic Fixed Income Investment Companies — 25.4%
SunAmerica Series Trust SA Fixed Income Index Portfolio, Class 1		546,102			5,903,359
SunAmerica Series Trust SA Fixed Income Intermediate Index Portfolio, Class 1		327,578			3,406,806
Total Domestic Fixed Income Investment Companies (cost $8,840,470)					9,310,165
International Equity Investment Companies — 35.6%
SunAmerica Series Trust SA Emerging Markets Equity Index Portfolio, Class 1		106,755			1,504,182
SunAmerica Series Trust SA International Index Portfolio, Class 1		1,025,584			11,558,331
Total International Equity Investment Companies (cost $12,471,400)					13,062,513
TOTAL INVESTMENTS (cost $34,918,137)		100.2	%		36,783,783
Liabilities in excess of other assets		(0.2	)		(63,289	)
NET ASSETS		100.0	%	$	36,720,494

@ The SunAmerica Series Trust SA Global Index Allocation 75/25 Portfolio invests in Class 1 shares of the underlying Portfolios, which are Portfolios of the SunAmerica Series Trust. Additional information on the underlying Portfolios, including such portfolios’ prospectuses and shareholder reports are available on our website, www.aig.com/getprospectuses.

# See Note 2

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable  Inputs		Level 3 -   Signifcant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Affiliated Registered Investment Companies	$	36,783,783	$	—	$	—	$	36,783,783

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA Global Index Allocation 90/10 Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares			Value (Note 1)
AFFILIATED REGISTERED INVESTMENT COMPANIES@# — 100.1%
Domestic Equity Investment Companies — 46.0%
SunAmerica Series Trust SA Large Cap Index Portfolio, Class 1		1,886,032		$	46,302,075
SunAmerica Series Trust SA Mid Cap Index Portfolio, Class 1		963,011			10,853,131
SunAmerica Series Trust SA Small Cap Index Portfolio, Class 1		494,155			5,504,889
Total Domestic Equity Investment Companies (cost $59,551,774)					62,660,095
Domestic Fixed Income Investment Companies — 11.1%
SunAmerica Series Trust SA Fixed Income Index Portfolio, Class 1		944,186			10,206,648
SunAmerica Series Trust SA Fixed Income Intermediate Index Portfolio, Class 1		476,000			4,950,400
Total Domestic Fixed Income Investment Companies (cost $14,536,271)					15,157,048
International Equity Investment Companies — 43.0%
SunAmerica Series Trust SA Emerging Markets Equity Index Portfolio, Class 1		393,503			5,544,459
SunAmerica Series Trust SA International Index Portfolio, Class 1		4,696,306			52,927,364
Total International Equity Investment Companies (cost $56,174,985)					58,471,823
TOTAL INVESTMENTS (cost $130,263,030)		100.1	%		136,288,966
Liabilities in excess of other assets		(0.1	)		(94,991	)
NET ASSETS		100.0	%	$	136,193,975

@ The SunAmerica Series Trust SA Global Index Allocation 90/10 Portfolio invests in Class 1 shares of the underlying Portfolios, which are Portfolios of the SunAmerica Series Trust. Additional information on the underlying Portfolios, including such portfolios’ prospectuses and shareholder reports are available on our website, www.aig.com/getprospectus.

# See Note 2

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable  Inputs		Level 3 -  Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Affiliated Registered Investment Companies	$	136,288,966	$	—	$	—	$	136,288,966

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA Goldman Sachs Global Bond Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019

(unaudited)

Security Description		Principal Amount**	Value (Note 1)
ASSET BACKED SECURITIES — 5.5%
Cayman Islands — 0.7%
Recette CLO, Ltd. FRS Series 2015-1A, Class AR 2.89% (3 ML+0.92%) due 10/20/2027*(1)		$2,656,064	$2,652,436
United Kingdom — 1.8%
Harben Finance PLC FRS Series 2017-1X, Class A 1.56% (3 ML GBP+0.80%) due 08/20/2056(2)	GBP	645,273	833,910
London Wall Mtg. Capital PLC FRS Series 2017-FL1, Class A 1.62% (3 ML GBP+0.85%) due 11/15/2049(2)	GBP	754,542	976,200
Ripon Mortgages PLC FRS Series 1X, Class A2 1.56% (3 ML GBP+0.80%) due 08/20/2056(2)	GBP	2,009,713	2,598,425
Ripon Mortgages PLC FRS Series 1X, Class A1 1.56% (3 ML GBP+0.80%) due 08/20/2056(2)	GBP	203,993	263,750
Silverstone Master Issuer PLC FRS Series 2019-1A, Class 1A 2.54% (3 ML+0.57%) due 01/21/2070*(2)		613,050	613,248
Tower Bridge Funding No.1 PLC FRS Series 2017-1, Class A 1.78% (3 ML GBP+ 1.00%) due 03/20/2056(2)	GBP	374,747	486,016
Warwick Finance Residential Mortgages PLC FRS Series 1, Class A 1.77% (3 ML GBP+1.00%) due 09/21/2049(2)	GBP	1,058,453	1,373,572
			7,145,121
United States — 3.0%
Countrywide Alternative Loan Trust FRS Series 2006-OA1, Class 2A1 2.06% (1 ML+0.21%) due 03/20/2046(2)		222,068	206,609
Countrywide Alternative Loan Trust FRS Series 2005-82, Class A1 2.09% (1 ML+0.27%) due 02/25/2036(2)		423,117	388,088
Higher Education Funding I FRS Series 2014-1, Class A 3.18% (3 ML+1.05%) due 05/25/2034*		1,772,791	1,779,429
Home Equity Loan Trust FRS Series 2007-FRE1, Class 2AV3 2.05% (1 ML+0.23%) due 04/25/2037		750,000	693,747
Lehman XS Trust FRS Series 2007-7N, Class 1A2 2.06% (1 ML+0.24%) due 06/25/2047(2)		343,525	314,507
Mill City Mtg. Loan Trust VRS Series 2017-2, Class A3 2.88% due 07/25/2059*(3)		357,090	361,687
Panhandle-Plains Higher Education Authority, Inc. FRS Series 2011-1, Class A3 3.05% (3 ML+0.95%) due 10/01/2037		1,127,534	1,128,936
Scholar Funding Trust FRS Series 2010-A, Class A 2.69% (3 ML+0.75%) due 10/28/2041*		525,408	521,599
Sequoia Mtg. Trust FRS Series 2004-10, Class A3A 2.63% (6 ML+0.66%) due 11/20/2034(2)		28,798	28,688
SLM Student Loan Trust FRS Series 2007-2, Class A4 2.00% (3 ML+0.06%) due 07/25/2022		1,811,004	1,765,750
SLM Student Loan Trust FRS Series 2003-1, Class A5A 2.23% (3 ML+0.11%) due 12/15/2032*		1,386,163	1,316,635
SLM Student Loan Trust FRS Series 2008-2, Class A3 2.69% (3 ML+0.75%) due 04/25/2023		276,085	272,839
SLM Student Loan Trust FRS Series 2008-4, Class A4 3.59% (3 ML+1.65%) due 07/25/2022		594,374	599,637
SLM Student Loan Trust FRS Series 2008-5, Class A4 3.64% (3 ML+1.70%) due 07/25/2023		742,371	749,741
Station Place Securitization Trust FRS Series 2015-2, Clas AR 2.47% (1 ML+0.55%) due 05/15/2021*(2)(4)		850,000	850,000
Washington Mutual Mtg. Pass-Through Certs. FRS Series 2006-AR5 Class 4A 3.38% (12 MTA+0.99%) due 06/25/2046(2)		300,786	266,848
Wells Fargo Alternative Loan Trust VRS Series 2007-PA6, Class A1 4.53% due 12/28/2037(2)(3)		262,940	263,070
			11,507,810
Total Asset Backed Securities     (cost $21,355,304)			21,305,367
CORPORATE BONDS & NOTES — 21.3%
Australia — 0.1%
Macquarie Group, Ltd. Senior Notes 3.76% due 11/28/2028*		200,000	208,796

Belgium — 0.2%
KBC Group NV Senior Notes 0.75% due 10/18/2023	EUR	600,000	684,718
Bermuda — 0.1%
IHS Markit, Ltd. Company Guar. Notes 4.75% due 02/15/2025*		250,000	275,093
British Virgin Islands — 0.1%
Huarong Finance 2019 Co., Ltd. Company Guar. Notes 3.75% due 05/29/2024		260,000	265,557
Huarong Finance II Co., Ltd. Company Guar. Notes 5.50% due 01/16/2025		200,000	219,736
			485,293
Canada — 0.1%
1011778 BC ULC/New Red Finance, Inc. Sec. Notes 5.00% due 10/15/2025*		400,000	410,000
Cenovus Energy, Inc. Senior Notes 4.25% due 04/15/2027		150,000	157,405
			567,405
Cayman Islands — 0.3%
Avolon Holdings Funding, Ltd. Company Guar. Notes 3.95% due 07/01/2024*		250,000	259,550
Thames Water Utilities Finance, Ltd. Sec. Notes 5.75% due 09/13/2030	GBP	550,000	775,833
			1,035,383
France — 2.8%
BNP Paribas SA Senior Notes 3.38% due 01/09/2025*		2,050,000	2,127,288
BPCE SA Senior Notes 4.00% due 09/12/2023*		1,300,000	1,373,141
Dexia Credit Local SA Government Guar. Notes 1.13% due 06/15/2022	GBP	5,600,000	7,291,150
Total Capital International SA Company Guar. Notes 3.46% due 07/12/2049		200,000	211,900
			11,003,479
Germany — 6.0%
Commerzbank AG Sub. Notes 4.00% due 03/23/2026	EUR	300,000	381,228
KFW Government Guar. Notes zero coupon due 06/30/2022	EUR	800,000	904,106
KFW Government Guar. Notes zero coupon due 12/15/2022	EUR	16,000,000	18,117,535
KFW Government Guar. Notes 0.38% due 03/15/2023	EUR	2,800,000	3,211,659
KFW Government Guar. Notes 5.00% due 12/01/2020	SEK	2,000,000	217,988
KFW Government Guar. Notes 6.00% due 08/20/2020	AUD	800,000	572,943
			23,405,459
Guernsey — 0.1%
Credit Suisse Group Funding Guernsey, Ltd. Company Guar. Notes 1.25% due 04/14/2022	EUR	350,000	402,140
Hong Kong — 0.1%
CNAC HK Finbridge Co., Ltd. Company Guar. Notes 3.13% due 06/19/2022		270,000	271,482
CNAC HK Finbridge Co., Ltd. Company Guar. Notes 4.63% due 03/14/2023		200,000	210,435
			481,917
Italy — 0.1%
Telecom Italia SpA Senior Notes 4.00% due 04/11/2024	EUR	350,000	431,854
Japan — 0.1%
Mitsubishi UFJ Financial Group, Inc. Senior Notes 3.75% due 07/18/2039		200,000	215,941
Luxembourg — 0.5%
DH Europe Finance II SARL Company Guar. Notes 0.45% due 03/18/2028	EUR	300,000	331,512
DH Europe Finance II SARL Company Guar. Notes 0.75% due 09/18/2031	EUR	450,000	491,910
Gazprom OAO Via Gaz Capital SA Senior Notes 5.15% due 02/11/2026*		340,000	370,887
Logicor Financing SARL Company Guar. Notes 2.25% due 05/13/2025	EUR	350,000	419,920
Logicor Financing SARL Company Guar. Notes 3.25% due 11/13/2028	EUR	300,000	378,674
			1,992,903
Mexico — 0.1%
Mexico City Airport Trust Senior Sec. Notes 3.88% due 04/30/2028*		210,000	209,895

Mexico City Airport Trust Senior Sec. Notes 5.50% due 07/31/2047		200,000	199,840
Mexico City Airport Trust Senior Sec. Notes 5.50% due 07/31/2047*		200,000	199,840
			609,575
Netherlands — 0.9%
Cooperatieve Rabobank UA Sub. Notes 3.88% due 07/25/2023	EUR	450,000	569,037
NXP BV/NXP Funding LLC Company Guar. Notes 3.88% due 09/01/2022*		900,000	930,684
Petrobras Global Finance BV Company Guar. Notes 5.09% due 01/15/2030*		23,000	24,374
Petrobras Global Finance BV Company Guar. Notes 6.00% due 01/27/2028		20,000	22,541
Syngenta Finance NV Company Guar. Notes 4.44% due 04/24/2023*		450,000	469,751
Syngenta Finance NV Company Guar. Notes 4.89% due 04/24/2025*		350,000	370,766
Syngenta Finance NV Company Guar. Notes 5.18% due 04/24/2028*		200,000	212,093
WPC Eurobond BV Company Guar. Notes 1.35% due 04/15/2028	EUR	700,000	772,044
			3,371,290
Spain — 0.6%
Banco de Sabadell SA Senior Notes 0.88% due 03/05/2023	EUR	300,000	339,508
Banco Santander SA Senior Notes 2.71% due 06/27/2024		600,000	609,302
Banco Santander SA Senior Notes 3.31% due 06/27/2029		200,000	207,224
CaixaBank SA Senior Notes 1.13% due 05/17/2024	EUR	400,000	463,724
FCC Aqualia SA Senior Sec. Notes 2.63% due 06/08/2027	EUR	500,000	608,021
			2,227,779
Switzerland — 0.2%
Credit Suisse Group AG Senior Bonds 3.87% due 01/12/2029*		600,000	641,118
United Kingdom — 1.0%
BAT International Finance PLC Company Guar. Notes 3.95% due 06/15/2025*		1,000,000	1,045,334
HSBC Holdings PLC Senior Notes 2.18% due 06/27/2023	GBP	600,000	789,829
Nationwide Building Society Senior Notes 3.96% due 07/18/2030*		200,000	214,702
Royal Bank of Scotland Group PLC Senior Notes 4.27% due 03/22/2025		1,200,000	1,273,200
Santander UK PLC Senior Notes 2.88% due 06/18/2024		700,000	715,794
			4,038,859
United States — 7.9%
Alexandria Real Estate Equities, Inc. Company Guar. Notes 3.38% due 08/15/2031		300,000	315,339
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 3.65% due 02/01/2026		550,000	588,956
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 4.90% due 02/01/2046		200,000	239,913
Anheuser-Busch InBev Finance, Inc. Company Guar. Notes 3.30% due 02/01/2023		270,000	280,900
Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 4.15% due 01/23/2025		300,000	327,979
Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 4.60% due 04/15/2048		200,000	228,219
AT&T, Inc. Senior Notes 1.80% due 09/14/2039	EUR	200,000	217,867
AT&T, Inc. Senior Notes 3.95% due 01/15/2025		100,000	107,143
AT&T, Inc. Senior Notes 4.10% due 02/15/2028		300,000	326,991
AT&T, Inc. Senior Notes 4.35% due 06/15/2045		50,000	52,960
Bank of America Corp. Senior Notes 3.37% due 01/23/2026		1,000,000	1,046,060
Bayer US Finance II LLC Company Guar. Notes 3.88% due 12/15/2023*		400,000	418,941

Bayer US Finance II LLC Company Guar. Notes 4.25% due 12/15/2025*		650,000	699,086
Bayer US Finance II LLC Company Guar. Notes 4.38% due 12/15/2028*		350,000	379,797
Becton Dickinson and Co. Senior Notes 3.36% due 06/06/2024		950,000	995,079
Broadcom, Inc. Company Guar. Notes 3.13% due 10/15/2022*		350,000	356,443
Broadcom, Inc. Company Guar. Notes 3.63% due 10/15/2024*		400,000	410,962
Broadcom, Inc. Company Guar. Notes 4.25% due 04/15/2026*		400,000	417,579
Cigna Corp. Company Guar. Notes 3.75% due 07/15/2023		250,000	261,885
CIT Group, Inc. Senior Notes 5.25% due 03/07/2025		400,000	440,500
Citigroup, Inc. Senior Notes 3.40% due 05/01/2026		1,400,000	1,468,903
Comcast Corp. Company Guar. Notes 3.70% due 04/15/2024		750,000	802,112
Comcast Corp. Company Guar. Notes 3.95% due 10/15/2025		550,000	602,915
Comcast Corp. Company Guar. Notes 4.15% due 10/15/2028		550,000	621,269
Crown Castle International Corp. Senior Notes 4.30% due 02/15/2029		250,000	278,351
DaVita HealthCare Partners, Inc. Company Guar. Notes 5.13% due 07/15/2024		400,000	408,308
Dell International LLC/EMC Corp. Senior Sec. Notes 6.02% due 06/15/2026*		350,000	399,482
Diamondback Energy, Inc. Company Guar. Notes 4.75% due 11/01/2024		400,000	413,500
Dollar Tree, Inc. Senior Notes 4.00% due 05/15/2025		400,000	430,114
Dollar Tree, Inc. Senior Notes 4.20% due 05/15/2028		500,000	543,117
Elanco Animal Health, Inc. Senior Notes 4.27% due 08/28/2023		350,000	366,612
EMD Finance LLC Company Guar. Notes 3.25% due 03/19/2025*		900,000	929,073
EQM Midstream Partners LP Senior Notes 4.75% due 07/15/2023		400,000	395,810
Fidelity National Information Services, Inc. Senior Notes 0.75% due 05/21/2023	EUR	300,000	341,460
Fidelity National Information Services, Inc. Senior Notes 1.50% due 05/21/2027	EUR	450,000	533,271
Fidelity National Information Services, Inc. Senior Notes 2.60% due 05/21/2025	GBP	200,000	272,024
Fiserv, Inc. Senior Notes 1.13% due 07/01/2027	EUR	450,000	519,696
Fiserv, Inc. Senior Notes 3.20% due 07/01/2026		250,000	261,205
Fiserv, Inc. Senior Notes 3.50% due 07/01/2029		250,000	264,456
Fox Corp. Senior Notes 4.03% due 01/25/2024*		150,000	160,302
General Electric Capital Corp. Senior Notes 3.10% due 01/09/2023		150,000	152,561
General Electric Co. Senior Notes 2.70% due 10/09/2022		50,000	50,323
HCA, Inc. Company Guar. Notes 5.38% due 02/01/2025		200,000	219,750
HCP, Inc. Senior Notes 3.25% due 07/15/2026		50,000	52,221
JPMorgan Chase & Co. Senior Notes 4.02% due 12/05/2024		1,450,000	1,548,307
Level 3 Financing, Inc. Company Guar. Notes 5.63% due 02/01/2023		400,000	404,000
MGIC Investment Corp. Senior Notes 5.75% due 08/15/2023		250,000	274,687
Morgan Stanley Senior Notes 3.13% due 07/27/2026		1,500,000	1,557,732
MPLX LP Senior Notes 4.50% due 04/15/2038		250,000	255,457
MPLX LP Senior Notes 4.70% due 04/15/2048		200,000	203,742

MPT Operating Partnership LP/MPT Finance Corp. Company Guar. Notes 4.63% due 08/01/2029		300,000	312,942
Occidental Petroleum Corp. Senior Notes 3.20% due 08/15/2026		100,000	101,228
Occidental Petroleum Corp. Senior Notes 3.50% due 08/15/2029		50,000	50,664
Occidental Petroleum Corp. Senior Notes 5.55% due 03/15/2026		350,000	397,386
Occidental Petroleum Corp. Senior Notes 6.60% due 03/15/2046		100,000	128,303
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC Company Guar. Notes 7.00% due 07/15/2024*		400,000	414,000
Sabine Pass Liquefaction LLC Senior Sec. Notes 5.63% due 03/01/2025		650,000	729,370
Sprint Communications, Inc. Senior Notes 7.00% due 08/15/2020		1,450,000	1,493,746
Thermo Fisher Scientific, Inc. Senior Notes 0.50% due 03/01/2028	EUR	250,000	277,431
Thermo Fisher Scientific, Inc. Senior Notes 0.88% due 10/01/2031	EUR	250,000	279,788
TransDigm, Inc. Company Guar. Notes 5.50% due 11/15/2027*		750,000	747,517
United Technologies Corp. Senior Notes 4.13% due 11/16/2028		500,000	567,366
Valero Energy Partners LP Company Guar. Notes 4.38% due 12/15/2026		300,000	326,748
VEREIT Operating Partnership LP Company Guar. Notes 4.63% due 11/01/2025		650,000	713,711
VEREIT Operating Partnership LP Company Guar. Notes 4.88% due 06/01/2026		300,000	333,959
Verizon Communications, Inc. Senior Notes 2.63% due 08/15/2026		500,000	510,171
WEA Finance LLC Company Guar. Notes 3.50% due 06/15/2029*		400,000	414,434
			30,642,123
Venezuela — 0.0%
Petroleos de Venezuela SA Company Guar. Bonds 5.38% due 04/12/2027(5)(6)†		390,000	23,400
Total Corporate Bonds & Notes (cost $81,420,670)			82,744,525
FOREIGN GOVERNMENT OBLIGATIONS — 45.5%
Argentina — 0.1%
Republic of Argentina Senior Notes 3.38% due 01/15/2023	EUR	240,000	101,180
Republic of Argentina Senior Notes 5.25% due 01/15/2028	EUR	310,000	130,518
Republic of Argentina Senior Notes 3.75% due 12/31/2038(7)		100,000	39,900
Republic of Argentina Senior Bonds 6.88% due 01/11/2048		80,000	31,201
			302,799
Australia — 1.5%
Commonwealth of Australia Senior Bonds 2.75% due 11/21/2027	AUD	3,750,000	2,915,658
Commonwealth of Australia Senior Notes 3.25% due 06/21/2039	AUD	740,000	658,223
Commonwealth of Australia Senior Bonds 4.50% due 04/21/2033	AUD	1,100,000	1,062,490
Commonwealth of Australia Senior Bonds 5.50% due 04/21/2023	AUD	1,660,000	1,326,758
			5,963,129
Austria — 0.4%
Republic of Austria Senior Notes 1.50% due 11/02/2086*	EUR	1,100,000	1,668,930
Belgium — 1.7%
Kingdom of Belgium Senior Notes 0.20% due 10/22/2023*	EUR	2,170,000	2,490,517
Kingdom of Belgium Senior Notes 0.80% due 06/22/2027*	EUR	650,000	783,387
Kingdom of Belgium Senior Notes 0.90% due 06/22/2029*	EUR	1,140,000	1,394,598
Kingdom of Belgium Senior Bonds 2.15% due 06/22/2066*	EUR	1,170,000	1,896,245
			6,564,747
Canada — 1.3%
Government of Canada Bonds 2.75% due 12/01/2048	CAD	880,000	849,199

Province of British Columbia, Canada Senior Notes 2.85% due 06/18/2025	CAD	3,600,000	2,876,911
Province of British Columbia, Canada Senior Notes 4.95% due 06/18/2040	CAD	400,000	430,959
Province of Ontario, Canada Notes 2.85% due 06/02/2023	CAD	1,200,000	944,411
			5,101,480
Denmark — 0.3%
Kingdom of Denmark Bonds 4.50% due 11/15/2039	DKK	4,700,000	1,370,931
Dominican Republic — 0.1%
Dominican Republic Senior Notes 6.40% due 06/05/2049*		380,000	411,829
France — 2.2%
Government of France Bonds 1.75% due 05/25/2066*	EUR	1,100,000	1,641,496
Government of France Bonds 2.75% due 10/25/2027	EUR	1,220,000	1,696,105
Government of France Bonds 4.50% due 04/25/2041	EUR	2,560,000	5,257,956
			8,595,557
Germany — 0.1%
Federal Republic of Germany Bonds 1.25% due 08/15/2048	EUR	160,000	237,974
Indonesia — 0.1%
Republic of Indonesia Senior Notes 4.45% due 02/11/2024		200,000	214,594
Israel — 0.1%
Israel Government USAID Government Guar. Bonds 5.50% due 09/18/2023		300,000	342,617
Italy — 7.2%
Republic of Italy Bonds 0.70% due 05/01/2020	EUR	180,000	201,633
Republic of Italy Bonds 0.95% due 03/01/2023	EUR	2,550,000	2,924,124
Republic of Italy Bonds 2.80% due 12/01/2028	EUR	7,390,000	9,650,930
Republic of Italy Bonds 2.80% due 03/01/2067*	EUR	930,000	1,196,767
Republic of Italy Bonds 2.95% due 09/01/2038*	EUR	3,060,000	4,123,106
Republic of Italy Bonds 3.75% due 08/01/2021*	EUR	1,300,000	1,548,047
Republic of Italy Bonds 5.50% due 11/01/2022	EUR	6,380,000	8,277,535
			27,922,142
Japan — 20.3%
Government of Japan Senior Notes 0.10% due 09/01/2021	JPY	317,500,000	2,957,728
Government of Japan Senior Notes 0.10% due 10/01/2021	JPY	1,575,300,000	14,678,925
Government of Japan Senior Notes 0.10% due 11/01/2021	JPY	644,200,000	6,004,858
Government of Japan Senior Notes 0.10% due 06/20/2029	JPY	26,600,000	252,371
Government of Japan Senior Notes 0.30% due 09/20/2039	JPY	660,600,000	6,195,044
Government of Japan Senior Notes 0.40% due 03/20/2039	JPY	57,000,000	545,477
Government of Japan Senior Notes 0.40% due 09/20/2049	JPY	220,700,000	2,048,061
Government of Japan Senior Notes 0.50% due 03/20/2049	JPY	127,850,000	1,221,211
Government of Japan Senior Notes 0.50% due 03/20/2059	JPY	234,250,000	2,224,779
Government of Japan Senior Bonds 1.40% due 09/20/2034	JPY	1,431,350,000	15,852,211
Government of Japan Senior Notes 2.00% due 06/20/2022	JPY	1,056,000,000	10,356,212
Government of Japan Senior Bonds 2.00% due 09/20/2041	JPY	472,800,000	5,983,532
Government of Japan CPI Linked Senior Notes 0.10% due 03/10/2025(8)	JPY	464,007,200	4,384,532
Government of Japan CPI Linked Senior Bonds 0.10% due 03/10/2026(8)	JPY	498,474,587	4,726,463
Government of Japan CPI Linked Senior Notes 0.10% due 03/10/2029(8)	JPY	143,832,920	1,380,524
			78,811,928

South Africa — 0.1%
Republic of South Africa Senior Notes 4.85% due 09/30/2029		200,000	198,210
Republic of South Africa Senior Notes 5.75% due 09/30/2049		200,000	193,524
			391,734
Spain — 4.1%
Kingdom of Spain Bonds 1.50% due 04/30/2027*	EUR	4,820,000	5,956,271
Kingdom of Spain Senior Notes 3.45% due 07/30/2066*	EUR	750,000	1,392,956
Kingdom of Spain Bonds 3.80% due 04/30/2024*	EUR	2,110,000	2,778,963
Kingdom of Spain Senior Bonds 4.90% due 07/30/2040*	EUR	780,000	1,541,250
Kingdom of Spain Bonds 5.15% due 10/31/2044*	EUR	740,000	1,583,274
Kingdom of Spain Senior Bonds 5.90% due 07/30/2026*	EUR	1,640,000	2,557,937
			15,810,651
SupraNational — 0.5%
Asian Development Bank Senior Notes 2.35% due 06/21/2027	JPY	40,000,000	447,669
European Investment Bank Senior Notes 5.00% due 12/01/2020	SEK	2,950,000	321,467
Inter-American Development Bank Senior Notes 7.00% due 06/15/2025		850,000	1,072,457
			1,841,593
Sweden — 0.3%
Kingdom of Sweden Bonds 1.00% due 11/12/2026	SEK	4,610,000	520,169
Kingdom of Sweden Bonds 3.50% due 06/01/2022	SEK	7,130,000	813,477
			1,333,646
United Kingdom — 5.1%
United Kingdom Gilt Treasury Bonds 3.25% due 01/22/2044	GBP	3,130,000	5,878,039
United Kingdom Gilt Treasury Bonds 3.50% due 01/22/2045	GBP	3,030,000	5,967,945
United Kingdom Gilt Treasury Bonds 3.50% due 07/22/2068	GBP	770,000	1,935,116
United Kingdom Gilt Treasury Bonds 4.25% due 12/07/2046	GBP	800,000	1,792,429
United Kingdom Gilt Treasury Bonds 4.50% due 09/07/2034	GBP	2,170,000	4,234,450
			19,807,979
Venezuela — 0.0%
Republic of Venezuela Senior Bonds 9.25% due 05/07/2028(5)(6)†		230,000	23,862
Total Foreign Government Obligations     (cost $164,259,626)			176,718,122
MUNICIPAL BONDS & NOTES — 1.2%
United States — 1.2%
Louisiana Public Facilities Authority FRS Revenue Bonds 2.89% (3 ML+0.95%) due 04/25/2035		3,150,000	3,152,898
New Hampshire Higher Education Loan Corp. FRS Revenue Bonds 2.79% (3 ML+0.85%) due 10/25/2037		1,402,930	1,402,930
Total Municipal Bonds & Notes     (cost $4,512,259)			4,555,828
U.S. GOVERNMENT AGENCIES — 1.3%
United States — 1.3%
Federal Home Loan Bank 2.63% due 09/12/2025		2,200,000	2,311,109
Federal Home Loan Mtg. Corp. 5.00% due 07/01/2035		434,318	480,021
5.00% due 11/01/2038		87,314	96,423
5.00% due 01/01/2039		28,228	31,168
5.00% due 09/01/2039		64,793	71,556
5.00% due 05/01/2041		304,210	335,731
Federal National Mtg. Assoc. 4.50% due 02/01/2040		8,481	8,911
4.50% due 08/01/2041		108,112	117,220
6.00% due 10/01/2034		279,376	319,986
6.00% due 11/01/2034		51,666	57,416
6.00% due 02/01/2037		220,944	246,450
6.00% due 03/01/2037		27,247	31,290
6.00% due 10/01/2037		110,201	126,562
6.00% due 08/01/2038		79,389	89,936
6.00% due 06/01/2039		1,147	1,273
6.00% due 10/01/2040		108,468	124,723
6.00% due 04/01/2041		13,856	15,818
6.00% due 05/01/2041		99,230	114,128
6.00% due 10/01/2041		104,693	116,736
Federal National Mtg. Assoc. REMIC
Series 2012-153, Class B 7.00% due 07/25/2042(2)		342,081	405,271

Series 2012-111, Class B 7.00% due 10/25/2042(2)		87,863		102,301
Total U.S. Government Agencies     (cost $4,995,752)				5,204,029
U.S. GOVERNMENT TREASURIES — 21.0%
United States — 21.0%
United States Treasury Bonds
2.75% due 11/15/2047(10)		2,010,000		2,250,729
3.63% due 02/15/2044		21,620,000		27,631,373
United States Treasury Notes
2.13% due 07/31/2024		7,880,000		8,090,236
2.25% due 11/15/2027		6,070,000		6,351,449
2.38% due 01/31/2023(10)		33,220,000		34,107,597
2.88% due 08/15/2028		2,980,000		3,273,577
Total U.S. Government Treasuries     (cost $78,451,967)				81,704,961
OPTIONS - PURCHASED — 0.0%
United States — 0.0%
Over the Counter Purchased Call Options on Interest Rate Swap Contracts(12)     (cost $206,037)		12,490,000		66,768
PREFERRED SECURITIES/CAPITAL SECURITIES — 0.8%
Brazil — 0.1%
Banco do Brasil SA 6.25% due 04/15/2020(9)		240,000		238,752
France — 0.1%
BNP Paribas SA 6.63% due 03/25/2020*(9)		400,000		426,000
Societe Generale SA 8.00% due 03/29/2020*(9)		350,000		399,875
				825,875
Italy — 0.1%
UniCredit SpA 8.00% due 12/03/2019(9)		200,000		210,994
Netherlands — 0.1%
ING Groep NV 6.75% due 04/16/2020(9)		200,000		212,250
Spain — 0.2%
Banco Santander SA 4.75% due 12/19/2019(9)	EUR	400,000		444,362
CaixaBank SA 5.25% due 12/23/2019(9)	EUR	400,000		440,816
				885,178
Switzerland — 0.2%
Credit Suisse Group AG 7.25% due 03/12/2020*(9)		200,000		217,500
UBS Group AG Company Guar. Notes 7.00% due 01/31/2020*(9)		600,000		643,500
				861,000
Total Preferred Securities/Capital Securities (cost $3,117,906)				3,234,049
Total Long-Term Investment Securities (cost $358,319,521)				375,533,649
SHORT-TERM INVESTMENT SECURITIES — 1.6%
Commercial Paper — 0.3%
VW Credit, Inc. 2.64% due 03/30/2020*		1,150,000		1,139,769
Registered Investment Companies — 1.3%
State Street Institutional U.S. Government Money Market Fund, Administration Class 1.75%(11)		5,037,191		5,037,191
Total Short-Term Investment Securities (cost $6,174,972)				6,176,960
TOTAL INVESTMENTS     (cost $364,494,493)		98.2	%	381,710,609
Other assets less liabilities		1.8		6,987,066
NET ASSETS		100.0	%	$388,697,675

* 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 Portfolio has no right to demand registration of these securities. At October 31, 2019, the aggregate value of these securities was $58,978,178 representing 15.2% of net assets.

** Denominated in United States dollars unless otherwise indicated.

† Non-income producing security

(1) Collateralized Loan Obligation

(2) Collateralized Mortgage Obligation

(3) 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.

(4) Securities classified as Level 3 (see Note 1).

(5) Security in default of interest.

(6) 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 October 31, 2019, the Portfolio held the following restricted securities:

Description	Acquisition Date		Principal Amount		Acquisition Cost		Value		Value Per Par		% of Net Assets
Corporate Bonds & Notes
Petroleos de Venezuela SA 5.38% due 04/12/2027		10/23/2017	$	390,000	$	115,546	$	23,400	$	6.00		0.01	%
Foreign Government Obligations
Republic of Venezuela
9.25% due 05/07/2028		8/1/2017		230,000		93,621		23,862		10.37		0.01	%
							$	47,262				0.02	%

(7) “Step-up” security where the rate increases (“steps-up”) at a predetermined rate. The rate reflected is as of October 31, 2019.

(8) Principal amount of security is adjusted for inflation.

(9) Perpetual maturity—maturity date reflects the next call date.

(10) The security or a portion thereof was pledged as collateral to cover margin requirements for open futures contracts.

(11) The rate shown is the 7-day yield as of October 31, 2019.

(12) Options—Purchased:

Over the Counter Purchased Call Options on Interest Rate Swap Contracts

Issue	Counterparty	Expiration Month	Strike Rate			Notional Amount (000’s)		Premiums Paid		Value at October 31, 2019		Unrealized Appreciation (Depreciation)
Call option to enter into an interest rate swap for the right to receive a fixed rate of 1.30% versus USD-LIBOR-BBA maturing on 3/13/2030	Barclays Bank PLC	March 2020		1.30	%	$	3,040	$	28,500	$	16,899	$	(11,601	)
Call option to enter into an interest rate swap for the right to receive a fixed rate of 1.42% versus USD-LIBOR-BBA maturing on 11/19/2029	Deutsche Bank AG	November 2019		1.42			2,230		32,112		2,026		(30,086	)
Call option to enter into an interest rate swap for the right to receive a fixed rate of 1.59% versus USD-LIBOR-BBA maturing on 11/14/2029	UBS AG	November 2019		1.59			3,140		66,568		12,639		(53,929	)
Call option to enter into an interest rate swap for the right to receive a fixed rate of 1.42% versus USD-LIBOR-BBA maturing on 11/19/2029	UBS AG	November 2019		1.42			910		14,924		459		(14,465	)
Call option to enter into an interest rate swap for the right to receive a fixed rate of 1.27% versus USD-LIBOR-BBA maturing on 09/01/2030	UBS AG	August 2020		1.27			2,160		43,632		23,675		(19,957	)
Call option to enter into an interest rate swap for the right to receive a fixed rate of 1.27% versus USD-LIBOR-BBA maturing on 09/01/2030	UBS AG	August 2020		1.27			1,010		20,301		11,070		(9,231	)
								$	206,037	$	66,768	$	(139,269	)

BBA — British Banking Association

CLO — Collateralized Loan Obligation

LIBOR — London Interbank Offered Rate

REMIC — Real Estate Mortgage Investment Conduit

USAID — United States Agency for International Development

AUD — Australian Dollar

CAD — Canadian Dollar

DKK — Danish Krone

EUR — Euro Currency

GBP — British Pound

JPY — Japanese Yen

SEK — Swedish Krona

USD — U.S. Dollar

FRS — Floating Rate Security

VRS — Variable Rate Security

The rates shown on FRS and VRS are the current interest rates at October 31, 2019 and unless noted otherwise, the dates shown are the original maturity dates.

Index Legend

1 ML — 1 Month USD LIBOR

3 ML — 3 Month USD LIBOR

6 ML — 6 Month USD LIBOR

12 MTA — Federal Reserve 12-Month Treasury average Index

Over the Counter Written Call Options on Interest Rate Swap Contracts

Issue	Counterparty	Expiration Month	Strike Rate			Notional Amount (000’s)		Premiums Paid		Value at October 31, 2019		Unrealized Appreciation (Depreciation)
Call option to enter into an interest rate swap for the right to pay a fixed rate of 0.07% versus EUR-EURIBOR-Reutors maturing 09/16/2030	Bank of America N.A.	September 2020		0.07	%	$	890	$	20,397	$	15,043	$	5,354
Call option to enter into an interest rate swap for the right to pay a fixed rate of 0.07% versus EUR-EURIBOR-Reutors maturing 09/16/2030	Bank of America N.A.	September 2020		0.07			880		20,168		14,874		5,294
Call option to enter into an interest rate swap for the right to pay a fixed rate of 0.07% versus EUR-EURIBOR-Reutors maturing 09/16/2030	Bank of America N.A.	September 2020		0.07			630		14,438		10,648		3,790
Call option to enter into an interest rate swap for the right to pay a fixed rate of 0.07% versus EUR-EURIBOR-Reutors maturing 09/16/2030	Bank of America N.A.	September 2020		0.07			790		25,303		13,353		11,950
Call option to enter into an interest rate swap for the right to pay a fixed rate of 0.07% versus EUR-EURIBOR-Reutors maturing 09/16/2030	Bank of America N.A.	September 2020		0.07			730		23,385		12,338		11,047
Call option to enter into an interest rate swap for the right to pay a fixed rate of 0.28% versus EUR-EURIBOR Reuters maturing on 03/13/2030	Barclays Bank PLC	March 2020		0.28			3,730		26,612		8,890		17,722
Call option to enter into an interest rate swap for the right to pay a fixed rate of 0.25% versus EUR-EURIBOR-Reuters maturing on 11/19/2029	Deutsche Bank AG	November 2019		0.25			2,690		29,894		215		29,679
Call option to enter into an interest rate swap for the right to pay a fixed rate of 0.07% versus EUR-EURIBOR-Reutors maturing 09/16/2030	Deutsche Bank AG	September 2020		0.07			1,690		36,299		28,564		7,735
Call option to enter into an interest rate swap for the right to pay a fixed rate of 0.07% versus EUR-EURIBOR-Reutors maturing 09/16/2030	Deutsche Bank AG	September 2020		0.07			1,590		34,151		26,874		7,277
Call option to enter into an interest rate swap for the right to pay a fixed rate of 0.09% versus EUR-EURIBOR-Reuters maturing on 11/14/2029	UBS AG	November 2019		0.09			3,810		72,976		1,968		71,008
Call option to enter into an interest rate swap for the right to pay a fixed rate of 0.25% versus EUR-EURIBOR-Reuters maturing on 11/19/2029	UBS AG	November 2019		0.25			1,120		20,621		90		20,531
Call option to enter into an interest rate swap for the right to pay a fixed rate of 0.26% versus EUR-EURIBOR-Reuters maturing on 08/31/2030	UBS AG	August 2020		0.26			2,610		41,679		14,344		27,335
Call option to enter into an interest rate swap for the right to pay a fixed rate of 0.26% versus EUR-EURIBOR-Reuters maturing on 08/31/2030	UBS AG	August 2020		0.26			1,220		20,023		6,705		13,318
Call option to enter into an interest rate swap for the right to pay a fixed rate of 0.07% versus EUR-EURIBOR-Reutors maturing 09/16/2030	UBS AG	September 2020		0.07			1,490		34,874		25,184		9,690
Call option to enter into an interest rate swap for the right to pay a fixed rate of 0.07% versus EUR-EURIBOR-Reutors maturing 09/16/2030	UBS AG	September 2020		0.07			850		28,040		14,367		13,673
								$	448,860	$	193,457	$	255,403

Over the Counter Written Put Options on Interest Rate Swap Contracts

Issue	Counterparty	Expiration Month	Strike Rate			Notional Amount (000’s)		Premiums Paid		Value at October 31, 2019		Unrealized Appreciation (Depreciation)
Put option to enter into an interest rate swap for the right to receive a fixed rate of 0.07% versus EUR-EURIBOR-Reutors maturing 09/16/2030	Bank of America N.A.	September 2020		0.07	%	$	890	$	17,431	$	19,106	$	(1,675	)
Put option to enter into an interest rate swap for the right to receive a fixed rate of 0.07% versus EUR-EURIBOR-Reutors maturing 09/16/2030	Bank of America N.A.	September 2020		0.07			880		17,235		18,891		(1,656	)
Put option to enter into an interest rate swap for the right to receive a fixed rate of 0.07% versus EUR-EURIBOR-Reutors maturing 09/16/2030	Bank of America N.A.	September 2020		0.07			630		12,363		13,525		(1,162	)
Put option to enter into an interest rate swap for the right to receive a fixed rate of 0.07% versus EUR-EURIBOR-Reutors maturing 09/16/2030	Deutsche Bank AG	September 2020		0.07			1,590		34,151		34,134		17
Put option to enter into an interest rate swap for the right to receive a fixed rate of 0.07% versus EUR-EURIBOR-Reutors maturing 09/16/2030	Deutsche Bank AG	September 2020		0.07			1,690		36,299		36,280		19
Put option to enter into an interest rate swap for the right to receive a fixed rate of 0.07% versus EUR-EURIBOR-Reutors maturing 09/16/2030	UBS AG	September 2020		0.07			1,490		29,199		31,987		(2,788	)
Put option to enter into an interest rate swap for the right to receive a fixed rate of 0.07% versus EUR-EURIBOR-Reutors maturing 09/16/2030	UBS AG	September 2020		0.07			850		10,288		18,248		(7,960	)
Put option to enter into an interest rate swap for the right to receive a fixed rate of 0.07% versus EUR-EURIBOR-Reutors maturing 09/16/2030	Bank of America N.A.	September 2020		0.07			790		10,440		16,959		(6,519	)
Put option to enter into an interest rate swap for the right to receive a fixed rate of 0.07% versus EUR-EURIBOR-Reutors maturing 09/16/2030	Bank of America N.A.	September 2020		0.07			730		9,672		15,671		(5,999	)
								$	177,078	$	204,801	$	(27,723	)

EUR — Euro Dollar

EURIBOR — Euro Interbank Offered Rate

Futures Contracts

Number of Contracts		Type	Description	Expiration Month	Notional Basis*		Notional Value*		Unrealized Appreciation
	25	Long	3 Month SOFR	December 2019	$	6,152,417	$	6,155,938	$	3,521
	64	Long	30 Day Federal Funds	November 2019		26,199,429		26,245,433		46,004
	1	Long	90 Day Euro Dollar	March 2020		245,421		245,975		554
	5	Long	90 Day Euro Dollar	June 2020		1,228,254		1,231,125		2,871
	2	Short	Euro-BTP	December 2019		325,066		322,255		2,811
	8	Short	Euro-BUXL	December 2019		1,970,244		1,873,347		96,897
	24	Short	Long GILT	December 2019		4,133,463		4,129,784		3,679
	210	Long	U.S. Treasury 10 Year Notes	December 2019		27,322,319		27,362,344		40,025
	146	Short	U.S. Treasury 10 Year Ultra Bonds	December 2019		21,160,168		20,747,969		412,199
									$	608,561
									Unrealized (Depreciation)
	71	Short	90 Day Euro Dollar	December 2019	$	17,315,574	$	17,418,075		(102,501	)
	27	Long	Australian 10 Year Bonds	December 2019		2,720,373		2,713,862		(6,511	)
	14	Long	Australian 3 Year Bonds	December 2019		1,116,008		1,113,403		(2,605	)
	24	Long	Euro-Bund	December 2019		4,719,725		4,597,533		(122,192	)
	43	Long	Euro-OAT	December 2019		8,175,939		8,075,149		(100,790	)
	78	Long	Euro-Schatz	December 2019		9,804,589		9,749,348		(55,241	)
	42	Short	U.S. Treasury 2 Year Notes	December 2019		9,041,401		9,055,266		(13,865	)
	33	Short	U.S. Treasury 5 Year Notes	December 2019		3,930,293		3,933,703		(3,410	)
	60	Long	U.S. Treasury Long Bonds	December 2019		9,988,528		9,682,500		(306,028	)
	17	Long	U.S. Treasury Ultra Long Bonds	December 2019		3,276,612		3,225,750		(50,862	)
									$	(764,005	)
			Net Unrealized Appreciation (Depreciation)						$	(155,444	)

* 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.

Forward Foreign Currency Contracts

Counterparty	Contract to Deliver		In Exchange For		Delivery Date		Unrealized Appreciation		Unrealized Depreciation
Morgan Stanley & Co.	AUD	1,149,429	USD	786,965		11/13/2019	$	—	$	(5,600	)
	AUD	3,940,736	CAD	3,534,067		12/18/2019		—		(35,901	)
	AUD	1,484,039	EUR	915,240		12/18/2019		—		(343	)
	AUD	1,252,803	JPY	90,870,219		12/18/2019		—		(20,795	)
	AUD	484,164	NZD	522,947		12/18/2019		1,407		—
	AUD	8,459,145	USD	5,762,940		12/18/2019		—		(75,237	)
	BRL	23,444,349	USD	5,779,715		11/04/2019		—		(66,027	)
	CAD	1,341,251	AUD	1,485,499		12/18/2019		6,661		—
	CAD	1,778,953	EUR	1,211,034		12/18/2019		3,816		—
	CAD	437,004	JPY	35,883,417		12/18/2019		1,352		—
	CAD	1,496,993	NOK	10,167,592		12/18/2019		—		(30,873	)
	CAD	9,137,837	USD	6,911,216		12/18/2019		—		(28,248	)
	CHF	670,362	AUD	999,853		12/18/2019		8,153		—
	CHF	6,542,543	EUR	5,974,789		12/18/2019		28,811		—
	CHF	659,316	JPY	72,618,350		12/18/2019		3,681		—
	CHF	4,841,805	USD	4,901,063		12/18/2019		—		(24,126	)
	CLP	639,174,296	USD	883,729		12/24/2019		20,794		—
	CNH	22,945,633	USD	3,230,595		12/18/2019		—		(21,077	)
	COP	14,049,631,301	USD	4,080,896		11/08/2019		—		(75,376	)
	CZK	23,887,184	EUR	921,491		12/18/2019		—		(13,737	)
	EUR	2,112,075	USD	2,322,417		11/27/2019		—		(36,678	)
	EUR	5,016,111	CHF	5,457,530		12/18/2019		—		(60,031	)
	EUR	781,790	CZK	20,143,494		12/18/2019		6,306		—
	EUR	1,219,966	HUF	405,149,374		12/18/2019		13,648		—
	EUR	1,523,702	JPY	181,277,070		12/18/2019		—		(21,192	)
	EUR	600,169	MXN	12,816,595		12/18/2019		—		(9,607	)
	EUR	6,633,779	NOK	66,355,500		12/18/2019		—		(203,454	)
	EUR	614,980	NZD	1,072,742		12/18/2019		362		—
	EUR	4,719,341	PLN	20,553,635		12/18/2019		101,755		—
	EUR	613,732	RON	2,931,440		12/18/2019		775		—
	EUR	4,170,351	SEK	44,631,830		12/18/2019		—		(31,178	)
	EUR	302,834	TRY	1,977,855		12/18/2019		2,923		—
	EUR	305,000	ZAR	4,958,452		12/18/2019		—		(14,986	)
	EUR	8,407,640	USD	9,310,206		12/18/2019		—		(95,464	)
	GBP	7,744,628	USD	9,583,179		12/04/2019		—		(458,196	)
	GBP	514,630	EUR	595,948		12/18/2019		—		(927	)
	GBP	1,804,424	USD	2,321,016		12/18/2019		—		(19,821	)
	HUF	347,628,517	EUR	1,041,768		12/18/2019		—		(17,298	)
	HUF	434,966,759	USD	1,465,356		12/18/2019		—		(14,521	)
	ILS	2,420,758	EUR	622,874		12/18/2019		8,452		—
	ILS	14,520,424	USD	4,132,592		12/18/2019		3,606		—
	INR	191,662,578	USD	2,679,338		11/25/2019		—		(10,906	)
	INR	25,171,665	USD	353,014		12/03/2019		39		—
	JPY	2,029,645,640	USD	18,919,858		11/14/2019		115,353		—
	JPY	71,891,309	CAD	879,879		12/18/2019		599		—
	JPY	72,123,322	CHF	663,137		12/18/2019		4,803		—
	JPY	361,955,071	EUR	3,014,933		12/18/2019		11,622		—
	JPY	72,043,311	NZD	1,063,762		12/18/2019		13,570		—
	JPY	433,895,082	USD	4,040,954		12/18/2019		11,703		—
	KRW	4,735,001,360	USD	3,978,021		11/25/2019		—		(69,482	)
	MXN	107,081,523	USD	5,446,275		12/18/2019		—		(83,052	)
	NOK	3,050,373	EUR	306,678		12/18/2019		11,279		—
	NOK	6,126,996	SEK	6,536,124		12/18/2019		12,198		—
	NOK	3,037,960	USD	339,900		12/18/2019		9,448		—
	NZD	1,059,402	CAD	890,033		12/18/2019		—		(3,874	)
	NZD	535,350	CHF	330,704		12/18/2019		—		(7,117	)
	NZD	517,899	GBP	256,941		12/18/2019		1,005		—
	NZD	532,772	JPY	36,110,190		12/18/2019		—		(6,534	)
	NZD	8,838,090	USD	5,598,599		12/18/2019		—		(72,513	)
	PEN	2,233,610	USD	668,249		11/06/2019		465		—
	PLN	10,297,582	EUR	2,381,291		12/18/2019		—		(32,127	)
	PLN	1,342,871	HUF	102,107,857		12/18/2019		—		(4,188	)
	PLN	2,599,645	USD	667,238		12/18/2019		—		(13,395	)
	RON	2,782,343	USD	647,433		12/18/2019		—		(4,967	)
	RUB	21,474,849	USD	333,107		11/07/2019		—		(1,698	)
	SEK	6,603,594	USD	669,974		12/05/2019		—		(15,079	)
	SEK	3,276,311	AUD	495,742		12/18/2019		1,956		—
	SEK	60,288,580	EUR	5,615,213		12/18/2019		21,880		—
	SEK	3,235,523	NOK	3,040,362		12/18/2019		—		(5,237	)
	SEK	53,031,997	USD	5,480,704		12/18/2019		—		(25,717	)
	SGD	4,534,416	USD	3,293,303		12/18/2019		—		(41,217	)
	TRY	1,898,218	ZAR	4,946,939		12/18/2019		—		(2,485	)
	TRY	18,917,937	USD	3,155,991		12/18/2019		—		(112,376	)
	TWD	179,507,613	USD	5,891,235		11/21/2019		—		(9,333	)
	USD	5,654,892	BRL	23,444,349		11/04/2019		190,851		—
	USD	2,007,221	PEN	6,792,244		11/06/2019		23,463		—
	USD	5,362,656	RUB	346,957,030		11/07/2019		46,602		—
	USD	3,124,442	COP	10,762,743,614		11/08/2019		59,476		—
	USD	321,821	AUD	467,429		11/13/2019		485		—
	USD	18,909,304	JPY	2,021,196,211		11/14/2019		—		(183,083	)
	USD	299,102	CHF	292,175		11/20/2019		—		(2,583	)
	USD	562,634	DKK	3,779,000		11/20/2019		2,142		—
	USD	332,989	TWD	10,164,503		11/21/2019		1,126		—
	USD	4,058,201	INR	288,762,788		11/25/2019		—		(5,025	)
	USD	3,191,951	KRW	3,795,524,168		11/25/2019		52,482		—
	USD	15,222,141	EUR	13,782,718		11/27/2019		172,555		—
	USD	2,761,477	BRL	11,031,473		12/03/2019		—		(15,886	)
	USD	331,194	INR	23,560,725		12/03/2019		—		(809	)
	USD	814,199	GBP	632,530		12/04/2019		5,914		—
	USD	5,997,679	AUD	8,785,651		12/18/2019		65,840		—
	USD	4,439,852	CAD	5,860,588		12/18/2019		10,801		—
	USD	5,018,948	CHF	4,943,138		12/18/2019		9,318		—
	USD	1,472,585	CNH	10,448,527		12/18/2019		8,096		—
	USD	3,234,881	CZK	75,025,829		12/18/2019		46,084		—
	USD	8,826,666	EUR	7,929,431		12/18/2019		44,029		—
	USD	4,022,724	GBP	3,177,936		12/18/2019		99,938		—
	USD	2,437,721	HUF	725,496,731		12/18/2019		30,620		—
	USD	332,921	ILS	1,174,844		12/18/2019		1,155		—
	USD	7,321,386	JPY	782,574,187		12/18/2019		—		(54,220	)
	USD	6,700,804	MXN	132,121,673		12/18/2019		121,511		—
	USD	1,004,794	NOK	9,067,947		12/18/2019		—		(18,433	)
	USD	1,901,784	NZD	2,967,099		12/18/2019		2,107		—
	USD	2,978,947	PLN	11,688,492		12/18/2019		81,308		—
	USD	2,347,829	SEK	22,664,823		12/18/2019		5,506		—
	USD	1,344,082	SGD	1,854,716		12/18/2019		19,840		—
	USD	4,384,353	TRY	25,701,236		12/18/2019		55,934		—
	USD	4,542,070	ZAR	68,102,821		12/18/2019		—		(61,550	)
	USD	647,828	CLP	470,379,403		12/24/2019		—		(12,779	)
	ZAR	67,364,426	USD	4,456,963		12/18/2019		25,023		—
Net Unrealized Appreciation/(Depreciation)							$	1,610,628	$	(2,256,358	)

AUD — Australian Dollar

BRL — Brazilian Real

CAD — Canadian Dollar

CHF — Swiss Franc

CLP — Chilean Peso

CNH— Yuan Renminbi Offshore

COP — Colombian Peso

CZK — Czech Koruna

DKK — Danish Krone

EUR — Euro Currency

GBP — British Pound Sterling

HUF —Hungarian Forint

ILS — Israeli New Shekel

INR — Indian Rupee

JPY — Japanese Yen

KRW —South Korean Won

MXN — Mexican Peso

NOK — Norwegian Krone

NZD — New Zealand Dollar

PEN — Peruvian Sol

PLN — Polish Zloty

RON — Romanian Leu

RUB — New Russian Ruble

SEK — Swedish Krona

SGD — Singapore Dollar

TRY — Turkish Lira

TWD — New Taiwan Dollar

USD — United States Dollar

ZAR — South African Rand

Centrally Cleared Interest Rate Swaps

					Rates Exchanged		Value
	Notional Amount (000’s)		Maturity Date		Payments Received by the Portfolio/Freqency	Payments Made by the Portfolio/Frequency	Upfront Payments Made (Received) by the Portfolio			Unrealized Appreciation (Depreciation)
USD		11,620		9/15/2021	1.287%/Annually	Less than 1 month FEDL/Annually	$	1,270		$	11,399
MXN		40,540		12/15/2021	6.750%/Monthly	1 month TIIE/Monthly		13,354			4,204
CAD		31,830		12/18/2021	2.250%/Semi-annually	3 month CDOR/Semi-annually		160,967			54,811
USD		18,500		12/18/2021	3 month USD-LIBOR/Quarterly	1.500%/Semi-annually		(23,666	)		31,299
BRL		3,610		1/3/2022	5.440%/Monthly	Less than 1 month BRCDI/Monthly		4,551			4,504
BRL		6,010		1/2/2023	6.660%/Monthly	1 month BRL-LIBOR/Monthly		15,718			38,216
GBP		2,240		8/1/2023	1.100%/Annually	6 month SONIA/Annually		47,141			15,445
USD		5,000		7/25/2024	3 month USD-LIBOR/Quarterly	1 month USD-LIBOR+0.09%/Quarterly		—			1,222
EUR		2,170		12/18/2024	6 month EURIBOR/Semi-annually	0.250%/Annually		(81,466	)		18,966
GBP		2,530		12/18/2024	0.500%/Semi-annually	6 month GBP-LIBOR/Semi-annually		(46,415	)		7,005
USD		13,780		12/18/2024	3 month USD-LIBOR/Quarterly	1.500%/Semi-annually		(37,762	)		19,173
USD		7,810		6/30/2026	Less than 1 month FEDL/Annually	0.971%/Annually		119,965			18,886
CHF		5,900		8/7/2028	1.050%/Annually	6 month CHF-LIBOR/Semi-annually		154,758			199,068
EUR		3,830		2/12/2029	1.200%/Annually	6 month EURIBOR/Semi-annually		122,117			94,839
USD		4,270		2/12/2029	2.800%/Semi-annually	3 month USD-LIBOR/Quarterly		87,972			133,303
USD		3,810		5/15/2029	1.295%/Semi-annually	3 month USD-LIBOR/Quarterly		(137,156	)		43,558
CAD		8,920		6/19/2029	3.000%/Semi-annually	3 month CDOR/Semi-annually		330,736			6,057
CHF		3,590		6/19/2029	1.000%/Annually	6 month CHF-LIBOR/Semi-annually		173,487			10,624
USD		12,470		8/2/2029	2.013%/Semi-annually	3 month USD-LIBOR/Quarterly		147,493			164,125
CNY		21,840		12/18/2029	3 month CNY-LIBOR/Quarterly	3.000%/Quarterly		(3,241	)		385
EUR		5,170		12/18/2029	6 month EURIBOR/Semi-annually	0.750%/Annually		(514,673	)		91,376
NOK		46,560		12/18/2029	6 month NIBOR/Semi-annually	1.750%/Annually		(15,569	)		60,888
SEK		48,590		12/18/2029	3 month STIBOR/Quarterly	0.400%/Annually		19,543			5,042
AUD		4,970		3/19/2030	6 month BBSW/Semi-annually	1.750%/Semi-annually		(51,496	)		31,203
JPY		492,360		3/19/2030	0.250%/Semi-annually	6 month JPY-LIBOR/Semi-annually		19,390			8,480
NOK		7,940		3/19/2030	2.000%/Annually	6 month NIBOR/Semi-annually		2,442			2,364
NZD		3,950		3/19/2030	3 month NZDBB/Quarterly	1.750%/Semi-annually		(9,708	)		15,489
JPY		42,530		6/14/2038	1.250%/Semi-annually	6 month JPY-LIBOR/Semi-annually		33,467			1,713
USD		600		6/20/2039	3 month USD-LIBOR/Quarterly	3.000%/Semi-annually		(51,722	)		791
EUR		1,180		12/18/2049	6 month EURIBOR/Semi-annually	1.250%/Annually		(350,935	)		36,022
							$	130,562		$	1,130,457
					Rates Exchanged		Value
	Notional Amount (000’s)		Maturity Date		Payments Received by the Portfolio/Freqency	Payments Made by the Portfolio/Frequency	Upfront Payments Made (Received) by the Portfolio			Gross Unrealized (Depreciation)
GBP		48,300		11/7/2019	Less than 1 month SONIA/Maturity	0.727%/Maturity	$	17		$	(2,607	)
BRL		3		1/2/2020	Less than 1 month BZDIO/Maturity	7.250%/Maturity		(2	)		(8	)
MXN		60,975		3/18/2020	1 month TIIE/Monthly	8.360%/Monthly		(600	)		(10,107	)
KRW		13,249,810		12/18/2021	1.250%/Quarterly	3 month KRW-LIBOR/Quarterly		26,310			(45,217	)
USD		2,400		12/18/2021	3 month USD-LIBOR/Quarterly	1.750%/Semi-annually		(10,490	)		(334	)
ZAR		37,820		3/18/2022	6.750%/Quarterly	3 month JIBAR/Quarterly		8,326			(7,821	)
USD		20		6/21/2024	3 month USD-LIBOR/Quarterly	1.500%/Semi-annually		901			(910	)
AUD		5,910		12/18/2024	1.250%/Semi-annually	6 month BBSW/Semi-annually		61,706			(14,470	)
CAD		14,490		12/18/2024	2.250%/Semi-annually	3 month CDOR/Semi-annually		260,946			(376	)
PLN		13,940		12/18/2024	6 month WIBOR/Semi-annually	1.860%/Annually		(12,321	)		(7,880	)
EUR		4,990		8/3/2028	6 month EURIBOR/Semi-annually	0.300%/Annually		(45,198	)		(969	)
GBP		5,690		2/12/2029	6 month GBP-LIBOR/Semi-annually	1.500%/Semi-annually		(116,693	)		(114,901	)
USD		6,580		6/19/2029	3 month USD-LIBOR/Quarterly	3.000%/Semi-annually		(388,478	)		(2,108	)
AUD		12,860		12/18/2029	1.250%/Semi-annually	6 month BBSW/Semi-annually		(4,399	)		(35,945	)
CAD		6,930		12/18/2029	2.500%/Semi-annually	3 month CDOR/Semi-annually		382,807			(62,419	)
GBP		2,990		12/18/2029	6 month GBP-LIBOR/Semi-annually	1.500%/Semi-annually		(226,030	)		(32,074	)
EUR		1,140		9/16/2030	6 month EURIBOR/Semi-annually	0.002%/Annually		20,134			(6,885	)
GBP		470		12/18/2034	6 month GBP-LIBOR/Semi-annually	1.750%/Semi-annually		(70,447	)		(5,442	)
EUR		2,020		12/18/2039	0.250%/Annually	6 month EURIBOR/Semi-annually		(17,623	)		(49,413	)
USD		4,290		5/15/2045	3 month USD-LIBOR/Quarterly	1.485%/Semi-annually		374,791			(110,644	)
GBP		320		12/18/2049	6 month GBP-LIBOR/Semi-annually	1.750%/Semi-annually		(89,221	)		(5,833	)
USD		3,390		8/2/2052	3 month USD-LIBOR/Quarterly	2.230%/Semi-annually		(141,900	)		(181,720	)
							$	12,536		$	(698,083	)
Net Unrealized Appreciation/(Depreciation)							$	143,098		$	432,374

BBSW — Bank Bill Swap Reference Rate

BRCDI — Brazilian Interbank Certificate of Deposit

BZDIO — Brazil Deposit Interbank Overnight

CDOR — Canadian Dollar Offered Rate

EURIBOR — Euro Interbank Offered Rate

FEDL — US Federal Funds Effective Rate

JIBAR — Johannesburg Interbank Average Rate

LIBOR — London Interbank Offered Rate

NIBOR — Norwegian Interbank Offered Rate

NZDBB — New Zealand Bank Dollar Bill

SONIA — Sterling Overnight Index Average

STIBOR — Stockholm Interbank Offered Rate

TIIE — Interbank Equilibrium Interest Rate

WIBOR — Warsaw Interbank Offered Rate

Over the Counter Credit Default Swaps on Sovereign Issues—Buy Protection (1)

													Value(5)
Reference Obligation	Fixed Deal (Pay) Rate			Frequency	Maturity Date		Counterparty	Implied Credit Spread at October 31, 2019 (3)			Notional Amount (4) (000’s)		Upfront Premiums Paid/ (Received)		Unrealized Appreciation (Depreciation)
People’s Republic of China 7.50% due 10/28/2027		(1.000	)%	Quarterly		6/20/2021	Citibank, N.A.		0.677	%	$	12,180	$	8,968	$	(194,566)
People’s Republic of China 7.50% due 10/28/2027		(1.000	)%	Quarterly		6/20/2021	Deutsche Bank AG		0.677	%		240		186		(3,843	)
People’s Republic of China 7.50% due 10/28/2027		(1.000	)%	Quarterly		6/20/2021	JPMorgan Chase Bank, N.A.		0.677	%		80		59		(1,278	)
People’s Republic of China 7.50% due 10/28/2027		(1.000	)%	Quarterly		6/20/2021	Morgan Stanley & Co. International PLC		0.677	%		11,780		9,113		(188,615	)
Total													$	18,326	$	(388,302	)

Over the Counter Credit Default Swaps on Sovereign Issues—Sell Protection (1)

													Value(5)
Reference Obligation	Fixed Deal Receive Rate			Frequency	Maturity Date		Counterparty	Implied Credit Spread at October 31, 2019 (3)			Notional Amount (4)		Upfront Premiums Paid/ (Received)		Unrealized Appreciation (Depreciation)
People’s Republic of China 7.50% due 10/28/2027		1.000	%	Quarterly		12/20/2023	Morgan Stanley & Co. International PLC		0.2806	%	$	1,120	$	22,761	$	9,797

Centrally Cleared Credit Default Swaps on Credit Indices—Buy Protection (1)
													Value(5)
Reference Obligation	Fixed Deal (Pay) Rate			Frequency		Maturity Date		Implied Credit Spread at October 31, 2019 (3)			Notional Amount (4) (000’s)		Upfront Premiums Paid/ (Received)			Unrealized Appreciation (Depreciation)
iTraxx Europe Index		(1.000	)%		Quarterly		12/20/2024		0.5175	%	$	3,300	$	(92,742	)	$	1,443
Centrally Cleared Credit Default Swaps on Credit Indices—Sell Protection (2)
													Value(5)
Reference Obligation	Fixed Deal Receive Rate			Frequency		Maturity Date		Implied Credit Spread at October 31, 2019 (3)			Notional Amount (4) (000’s)		Upfront Premiums Paid/ (Received)			Unrealized Appreciation (Depreciation)
CDX North American Investment Grade Index		1.000	%		Quarterly		6/20/2024		0.4801	%	$	5,065	$	109,048		$	7,913
CDX North American Investment Grade Index		1.000	%		Quarterly		12/20/2024		0.5513	%		6,700		129,118			17,216
iTraxx Europe Index		5.000	%		Quarterly		12/20/2024		2.4000	%		480		62,439			3,603
iTraxx Europe Index		1.000	%		Quarterly		12/20/2029		0.9593	%		4,550		20,493			(784	)
Total													$	321,098		$	27,948

Centrally Cleared Credit Default Swaps on Sovereign Issues—Sell Protection (2)

													Value(5)
Reference Obligation	Fixed Deal Receive Rate			Frequency		Maturity Date		Implied Credit Spread at October 31, 2019 (3)			Notional Amount (4) (000’s)		Upfront Premiums Paid/ (Received)		Unrealized Appreciation (Depreciation)
Federative Republic of Brazil 4.25% due 01/07/2025		1.000	%		Quarterly		6/20/2020		0.3860	%	$	200	$	653	$	134
People’s Republic of China 7.50% due 10/28/2027		1.000	%		Quarterly		6/20/2022		0.1376	%		2,470		47,601		8,023
Republic of Indonesia 5.88% due 03/13/2020		1.000	%		Quarterly		6/20/2024		0.6891	%		1,220		7,381		9,558
State of Qatar 9.75% due 06/15/2030		1.000	%		Quarterly		6/20/2024		0.4062	%		150		3,016		994
State of Qatar 9.75% due 06/15/2030		1.000	%		Quarterly		12/20/2024		0.4613	%		70		1,513		358
Total													$	60,164	$	19,067

(1) If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.

(2) If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation.

(3) Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues or sovereign issues of an emerging country as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. A credit spread identified as “Defaulted” indicates a credit event has occurred for the referenced entity or obligation.

(4) The maximum potential amount the Portfolio could be required to make as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

(5) The quoted market prices and resulting values for credit default swap agreements on asset-backed securities and credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement have been closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.

Industry Allocation*
Sovereign	43.9	%
United States Treasury Notes	13.3
United States Treasury Bonds	7.7
Banks-Special Purpose	5.9
Diversified Financial Services	5.5
Diversified Banking Institutions	3.8
Banks-Commercial	3.5
Registered Investment Companies	1.3
Municipal Bonds & Notes	1.2
Regional Authority	1.1
Real Estate Investment Trusts	0.9
Medical-Drugs	0.6
Federal Home Loan Bank	0.6
Data Processing/Management	0.6
Pipelines	0.6
Telephone-Integrated	0.5
Federal National Mtg. Assoc.	0.5
SupraNational Banks	0.5
Brewery	0.5
Cable/Satellite TV	0.4
Cellular Telecom	0.4
Diagnostic Equipment	0.4
Oil Companies-Exploration & Production	0.3
Water	0.3
Aerospace/Defense-Equipment	0.3
Electronic Components-Semiconductors	0.3
Commercial Paper	0.3
Agricultural Chemicals	0.3
Tobacco	0.2
Federal Home Loan Mtg. Corp.	0.2
Medical Products	0.2
Retail-Discount	0.2
Semiconductor Components-Integrated Circuits	0.2
Real Estate Operations & Development	0.2
Airport Development/Maintenance	0.1
Investment Companies	0.1
Chemicals-Diversified	0.1
Oil Companies-Integrated	0.1
Containers-Paper/Plastic	0.1
Retail-Restaurants	0.1
Dialysis Centers	0.1
Computers	0.1
Veterinary Diagnostics	0.1
Commercial Services-Finance	0.1
Financial Guarantee Insurance	0.1
Pharmacy Services	0.1
Finance-Leasing Companies	0.1
Medical-Hospitals	0.1
Building Societies	0.1
	98.2	%

* Calculated as a percentage of net assets

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3-Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Asset Backed Securities:
United States	$	—	$	10,657,810	$	850,000	$	11,507,810
Other Countries		—		9,797,557		—		9,797,557
Corporate Bonds & Notes		—		82,744,525		—		82,744,525
Foreign Government Obligations		—		176,718,122		—		176,718,122
Municipal Bonds & Notes		—		4,555,828		—		4,555,828
U.S. Government Agencies		—		5,204,029		—		5,204,029
U.S. Government Treasuries		—		81,704,961		—		81,704,961
Options-Purchased		—		66,768		—		66,768
Preferred Securities/Capital Securities		—		3,234,049		—		3,234,049
Short-Term Investment Securities:
Commercial Paper		—		1,139,769		—		1,139,769
Registered Invesment Companies		5,037,191		—		—		5,037,191
Total Investments at Value	$	5,037,191	$	375,823,418	$	850,000	$	381,710,609
Other Financial Instruments:+
Over the Counter Written Call Options on Interest Rate Swap Contracts	$	—	$	255,403	$	—	$	255,403
Over the Counter Written Put Options on Interest Rate Swap Contracts		—		36		—		36
Futures Contracts		608,561		—		—		608,561
Forward Foreign Currency Contracts		—		1,610,628		—		1,610,628
Centrally Cleared Interest Rate Swap Contracts		—		1,130,457		—		1,130,457
Over the Counter Credit Default Swaps on Sovereign Issues - Sell Protection		—		9,797		—		9,797
Centrally Cleared Credit Default Swaps on Credit Indices - Buy Protection		—		1,443		—		1,443
Centrally Cleared Credit Default Swaps on Credit Indices - Sell Protection		—		28,732		—		28,732
Centrally Cleared Credit Default Swaps on Sovereign Issues - Sell Protection		—		19,067		—		19,067
Total Other Financial Instruments	$	608,561	$	3,055,563	$	—	$	3,664,124
LIABILITIES:
Other Financial Instruments:+
Over the Counter Written Put Options on Interest Rate Swap Contracts	$	—	$	27,759	$	—	$	27,759
Futures Contracts		764,005		—		—		764,005
Forward Foreign Currency Contracts		—		2,256,358		—		2,256,358
Centrally Cleared Interest Rate Swap Contracts		—		698,083		—		698,083
Over the Counter Credit Default Swaps on Sovereign Issues - Buy Protection		—		388,302		—		388,302
Centrally Cleared Credit Default Swaps on Credit Indices - Sell Protection		—		784		—		784
Total Other Financial Instruments	$	764,005	$	3,371,286	$	—	$	4,135,291

* 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.

At the beginning and end of the reporting period, Level 3 investments in securities were not considered a material portion of the Portfolio. There were no Level 3 transfers during the reporting period.

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA Goldman Sachs Multi-Asset Insights Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares		Value (Note 1)
COMMON STOCKS — 63.6%
Aerospace/Defense — 0.1%
Boeing Co.		69	$	23,454
Aerospace/Defense-Equipment — 0.4%
Airbus SE		115		16,471
HEICO Corp.		871		107,429
L3Harris Technologies, Inc.		19		3,920
Safran SA		44		6,961
Sumitomo Precision Products Co., Ltd.†		100		3,283
				138,064
Agricultural Chemicals — 0.1%
CF Industries Holdings, Inc.		890		40,362
Agricultural Operations — 0.1%
Bunge, Ltd.		331		17,874
Airlines — 1.2%
Copa Holdings SA, Class A		120		12,209
Delta Air Lines, Inc.		2,397		132,027
International Consolidated Airlines Group SA		3,326		22,886
JetBlue Airways Corp.†		4,630		89,359
Qantas Airways, Ltd.		921		4,069
Southwest Airlines Co.		1,707		95,814
				356,364
Apparel Manufacturers — 0.4%
Kering SA		221		125,755
Applications Software — 2.2%
HubSpot, Inc.†		46		7,134
Intuit, Inc.		504		129,780
Microsoft Corp.		2,703		387,529
OBIC Business Consultants Co., Ltd.		900		36,462
ServiceNow, Inc.†		518		128,081
				688,986
Auto-Cars/Light Trucks — 0.7%
Fiat Chrysler Automobiles NV		8,418		130,765
Mazda Motor Corp.		2,500		23,266
Peugeot SA		275		6,962
Subaru Corp.		1,700		49,163
				210,156
Auto-Heavy Duty Trucks — 0.1%
PACCAR, Inc.		235		17,874
Auto/Truck Parts & Equipment-Original — 0.1%
Allison Transmission Holdings, Inc.		346		15,089
Banks-Commercial — 2.8%
Banco Bilbao Vizcaya Argentaria SA		6,642		34,987
Citizens Financial Group, Inc.		3,592		126,295
DNB ASA		2,983		54,203
Hilltop Holdings, Inc.		4,819		112,572
International Bancshares Corp.		454		18,596
Intesa Sanpaolo SpA		3,312		8,296
PacWest Bancorp		303		11,208
Popular, Inc.		2,087		113,658
Signature Bank		953		112,759
SVB Financial Group†		174		38,537
Texas Capital Bancshares, Inc.†		693		37,464
Western Alliance Bancorp		2,024		99,844
Zions Bancorp NA		1,756		85,113
				853,532
Banks-Fiduciary — 0.1%
State Street Corp.		533		35,215
Banks-Super Regional — 0.4%
Comerica, Inc.		124		8,112
Fifth Third Bancorp		4,251		123,619
				131,731
Beverages-Non-alcoholic — 0.7%
Coca-Cola Consolidated, Inc.		369		101,239
Monster Beverage Corp.†		1,790		100,473
				201,712
Beverages-Wine/Spirits — 0.5%
Diageo PLC		3,852		157,899
Building & Construction Products-Misc. — 0.4%
LIXIL Group Corp.		6,900		129,451
Building Products-Air & Heating — 0.4%
Johnson Controls International PLC		3,127		135,493
Building Products-Cement — 0.8%
Continental Building Products, Inc.†		877		26,231
HeidelbergCement AG		1,185		88,047
LafargeHolcim, Ltd.		1,875		96,706
Martin Marietta Materials, Inc.		95		24,881
				235,865
Building-Heavy Construction — 0.2%
ACS Actividades de Construccion y Servicios SA		1,539		62,461
Building-Residential/Commercial — 1.0%
D.R. Horton, Inc.		2,358		123,488
Daiwa House Industry Co., Ltd.		800		27,669
Kaufman & Broad SA		1,167		44,487
Persimmon PLC		246		7,256
Sekisui House, Ltd.		5,100		110,605
				313,505
Cable/Satellite TV — 0.1%
Liberty Global PLC, Class C†		989		23,607
Chemicals-Diversified — 0.2%
Covestro AG*		517		24,823
Dow, Inc.		536		27,063
				51,886
Chemicals-Specialty — 0.0%
Ecolab, Inc.		75		14,405
Coatings/Paint — 1.1%
Akzo Nobel NV		1,340		123,371
Axalta Coating Systems, Ltd.†		1,742		51,372
Sherwin-Williams Co.		270		154,526
				329,269
Commercial Services — 0.6%
Cintas Corp.		268		72,003
CoStar Group, Inc.†		211		115,949
				187,952
Commercial Services-Finance — 0.9%
Experian PLC		2,013		63,311
PayPal Holdings, Inc.†		1,701		177,074
S&P Global, Inc.		104		26,831
				267,216
Computer Aided Design — 0.2%
Cadence Design Systems, Inc.†		971		63,455
Computer Services — 1.4%
CACI International, Inc., Class A†		553		123,734
Fujitsu, Ltd.		1,600		142,546
Nomura Research Institute, Ltd.		2,000		42,800
NTT Data Corp.		5,500		72,933
Perspecta, Inc.		2,139		56,769
				438,782

Computer Software — 0.1%
Citrix Systems, Inc.	420	45,721
Computers — 1.9%
Apple, Inc.	2,370	589,561
Computers-Integrated Systems — 0.1%
NS Solutions Corp.	500	17,154
Cosmetics & Toiletries — 0.7%
Estee Lauder Cos., Inc., Class A	715	133,183
Kao Corp.	800	64,776
Unilever PLC ADR	396	23,804
		221,763
Dental Supplies & Equipment — 0.8%
Align Technology, Inc.†	433	109,241
DENTSPLY SIRONA, Inc.	2,260	123,803
		233,044
Disposable Medical Products — 0.3%
STERIS PLC	723	102,355
Distribution/Wholesale — 0.9%
D’Ieteren SA	2,395	151,187
Ferguson PLC	91	7,763
HD Supply Holdings, Inc.†	2,852	112,768
		271,718
Diversified Banking Institutions — 0.9%
BNP Paribas SA	3,014	157,352
Mitsubishi UFJ Financial Group, Inc.	1,400	7,387
UBS Group AG	9,651	113,875
		278,614
Diversified Operations — 0.1%
CK Hutchison Holdings, Ltd.	1,000	9,252
Swire Pacific, Ltd., Class B	10,000	14,804
		24,056
E-Commerce/Products — 1.4%
Amazon.com, Inc.†	240	426,398
E-Commerce/Services — 0.5%
Booking Holdings, Inc.†	76	155,707
Electric-Integrated — 2.2%
AES Corp.	6,858	116,929
Ameren Corp.	135	10,489
CLP Holdings, Ltd.	500	5,191
CMS Energy Corp.	587	37,521
DTE Energy Co.	658	83,776
Enel SpA	8,226	63,671
Exelon Corp.	3,068	139,563
FirstEnergy Corp.	2,471	119,399
Kansai Electric Power Co., Inc.	200	2,342
PPL Corp.	3,126	104,690
Tohoku Electric Power Co., Inc.	300	3,095
		686,666
Electronic Components-Misc. — 0.4%
Jabil, Inc.	398	14,654
Kyocera Corp.	200	13,227
TDK Corp.	1,100	110,316
		138,197
Electronic Components-Semiconductors — 0.6%
Cree, Inc.†	1,556	74,268
Dialog Semiconductor PLC†	2,489	111,622
		185,890
Electronic Measurement Instruments — 0.6%
Halma PLC	839	20,361
Keysight Technologies, Inc.†	1,308	131,990
National Instruments Corp.	57	2,359
Tokyo Seimitsu Co., Ltd.	900	29,253
		183,963
Enterprise Software/Service — 0.3%
Oracle Corp.	1,882	102,550
Entertainment Software — 0.9%
DeNA Co., Ltd.	6,300	107,752
Konami Holdings Corp.	2,500	110,427
Take-Two Interactive Software, Inc.†	203	24,431
Zynga, Inc., Class A†	4,332	26,728
		269,338
Finance-Auto Loans — 0.4%
Ally Financial, Inc.	3,743	114,648
Finance-Consumer Loans — 0.4%
Synchrony Financial	3,804	134,548
Finance-Credit Card — 0.5%
Visa, Inc., Class A	787	140,763
Finance-Leasing Companies — 0.1%
NEC Capital Solutions, Ltd.	900	19,177
Food-Retail — 0.4%
Woolworths Group, Ltd.	5,141	132,260
Food-Wholesale/Distribution — 0.2%
US Foods Holding Corp.†	1,460	57,918
Funeral Services & Related Items — 0.0%
San Holdings, Inc.	200	2,093
Gas-Distribution — 0.0%
Towngas China Co., Ltd.	10,000	7,721
Human Resources — 0.2%
Adecco Group AG	823	48,788
Industrial Gases — 0.5%
Air Liquide SA	1,123	149,171
Instruments-Controls — 0.7%
Mettler-Toledo International, Inc.†	182	128,299
Watts Water Technologies, Inc., Class A	846	78,890
		207,189
Insurance-Life/Health — 2.2%
AIA Group, Ltd.	12,600	126,145
American Equity Investment Life Holding Co.	4,857	119,871
Athene Holding, Ltd., Class A†	1,899	82,322
Aviva PLC	2,844	15,296
AXA Equitable Holdings, Inc.	5,561	120,117
Swiss Life Holding AG	263	131,487
Unum Group	2,960	81,518
		676,756
Insurance-Multi-line — 0.2%
Allianz SE	12	2,931
Voya Financial, Inc.	1,301	70,202
		73,133
Insurance-Property/Casualty — 0.4%
Insurance Australia Group, Ltd.	430	2,353
Progressive Corp.	1,598	111,381
		113,734

Insurance-Reinsurance — 1.0%
Argo Group International Holdings, Ltd.	82	5,074
Muenchener Rueckversicherungs-Gesellschaft AG	516	143,298
SCOR SE	574	24,186
Swiss Re AG	1,239	129,740
		302,298
Internet Connectivity Services — 0.3%
Cogent Communications Holdings, Inc.	1,486	87,139
Internet Content-Entertainment — 1.0%
Facebook, Inc., Class A†	1,639	314,114
Investment Management/Advisor Services — 0.0%
Value Partners Group, Ltd.	7,000	3,698
Machinery-Construction & Mining — 0.0%
Caterpillar, Inc.	37	5,099
Machinery-Electrical — 0.3%
Hitachi, Ltd.	2,700	101,734
Machinery-General Industrial — 0.0%
Atlas Copco AB, Class A	84	2,967
Medical Labs & Testing Services — 0.5%
IQVIA Holdings, Inc.†	278	40,149
Lonza Group AG	325	116,954
		157,103
Medical Products — 1.1%
Becton Dickinson and Co.	573	146,688
GN Store Nord A/S	1,008	44,300
Smith & Nephew PLC	2,056	44,010
Sonova Holding AG	508	116,379
		351,377
Medical-Biomedical/Gene — 1.5%
Alexion Pharmaceuticals, Inc.†	1,036	109,194
Biogen, Inc.†	368	109,925
BioMarin Pharmaceutical, Inc.†	45	3,295
Gilead Sciences, Inc.	2,227	141,882
Incyte Corp.†	1,225	102,802
		467,098
Medical-Drugs — 2.9%
AbbVie, Inc.	2,276	181,056
Bayer AG	2,150	166,845
Bristol-Myers Squibb Co.	823	47,216
Merck KGaA	329	39,225
Novartis AG	1,099	95,908
Novo Nordisk A/S, Class B	538	29,382
Roche Holding AG	751	225,947
Shionogi & Co., Ltd.	1,900	114,679
UCB SA	106	8,543
		908,801
Medical-Generic Drugs — 0.4%
Mylan NV†	6,558	125,586
Medical-HMO — 0.6%
Anthem, Inc.	577	155,259
Centene Corp.†	431	22,878
		178,137
Medical-Hospitals — 0.7%
HCA Healthcare, Inc.	1,094	146,093
Universal Health Services, Inc., Class B	542	74,503
		220,596
Medical-Wholesale Drug Distribution — 0.1%
McKesson Corp.	297	39,501
Metal-Aluminum — 0.4%
Alcoa Corp.†	5,590	116,216
Metal-Diversified — 0.2%
Boliden AB	1,190	32,000
Rio Tinto PLC ADR	775	40,308
		72,308
Oil Companies-Exploration & Production — 0.4%
ConocoPhillips	2,502	138,110
Oil Companies-Integrated — 0.9%
BP PLC ADR	1,821	69,034
OMV AG	69	4,026
Royal Dutch Shell PLC, Class A	3,888	112,895
Royal Dutch Shell PLC, Class B ADR	1,791	104,398
		290,353
Oil Refining & Marketing — 2.0%
CVR Energy, Inc.	2,650	125,663
HollyFrontier Corp.	2,495	137,075
Idemitsu Kosan Co., Ltd.	4,300	127,618
JXTG Holdings, Inc.	27,000	127,362
Valero Energy Corp.	976	94,653
		612,371
Oil-Field Services — 0.1%
TechnipFMC PLC	2,019	39,835
Power Converter/Supply Equipment — 0.5%
Schneider Electric SE	1,580	146,719
Printing-Commercial — 0.6%
Dai Nippon Printing Co., Ltd.	4,600	123,871
Toppan Printing Co., Ltd.	3,300	61,453
		185,324
Publishing-Newspapers — 0.4%
New York Times Co., Class A	1,521	46,999
News Corp., Class A	6,624	90,815
		137,814
Publishing-Periodicals — 0.3%
Wolters Kluwer NV	1,125	82,836
Real Estate Investment Trusts — 2.7%
Camden Property Trust	21	2,402
CubeSmart	678	21,493
Duke Realty Corp.	3,554	124,888
Equity LifeStyle Properties, Inc.	1,758	122,954
Extra Space Storage, Inc.	437	49,062
First Industrial Realty Trust, Inc.	1,376	57,943
Invitation Homes, Inc.	4,098	126,177
Prologis, Inc.	1,639	143,839
Public Storage	365	81,344
Sun Communities, Inc.	632	102,795
		832,897
Real Estate Operations & Development — 0.1%
CK Asset Holdings, Ltd.	3,000	20,942
Kerry Properties, Ltd.	2,000	6,483
Mitsui Fudosan Co., Ltd.	600	15,451
		42,876
Retail-Apparel/Shoe — 0.1%
L Brands, Inc.	2,589	44,117
Retail-Automobile — 0.2%
AutoNation, Inc.†	1,138	57,867
CarMax, Inc.†	124	11,553
		69,420

Retail-Building Products — 0.5%
Home Depot, Inc.	341			79,992
Wesfarmers, Ltd.	2,768			75,867
				155,859
Retail-Discount — 0.6%
Costco Wholesale Corp.	574			170,541
Retail-Drug Store — 0.9%
Sundrug Co., Ltd.	3,800			126,502
Walgreens Boots Alliance, Inc.	2,514			137,717
				264,219
Retail-Regional Department Stores — 0.4%
Macy’s, Inc.	7,812			118,430
Retail-Restaurants — 1.2%
Starbucks Corp.	1,846			156,098
Wingstop, Inc.	1,136			94,776
Yum! Brands, Inc.	1,111			113,000
				363,874
Security Services — 0.2%
Secom Co., Ltd.	800			74,562
Semiconductor Components-Integrated Circuits — 0.3%
Analog Devices, Inc.	867			92,448
Semiconductor Equipment — 0.0%
ASM International NV	71			7,132
Soap & Cleaning Preparation — 0.4%
Henkel AG & Co. KGaA	64			6,164
Henkel AG & Co. KGaA (Preference Shares)	1,085			112,757
				118,921
Telecom Equipment-Fiber Optics — 0.1%
Ciena Corp.†	571			21,196
Telecom Services — 0.0%
CITIC Telecom International Holdings, Ltd,	33,000			12,550
Telephone-Integrated — 0.4%
Nippon Telegraph & Telephone Corp.	1,000			49,782
SoftBank Group Corp.	1,900			73,720
				123,502
Theaters — 0.3%
Cinemark Holdings, Inc.	2,282			83,521
Tobacco — 0.1%
Philip Morris International, Inc.	235			19,138
Transport-Rail — 1.0%
Central Japan Railway Co.	200			41,291
East Japan Railway Co.	1,100			100,323
Union Pacific Corp.	934			154,540
				296,154
Web Hosting/Design — 0.4%
VeriSign, Inc.†	640			121,613
Web Portals/ISP — 1.4%
Alphabet, Inc., Class A†	219			275,677
Alphabet, Inc., Class C†	130			163,815
				439,492
Total Common Stocks (cost $18,746,879)				19,637,604
EXCHANGE-TRADED FUNDS — 5.3%
Vanguard Value ETF	10,828			1,231,577
iShares Global Infrastructure ETF	8,934			421,417
Total Exchange-Traded Funds (cost $1,578,191)				1,652,994
Total Long-Term Investment Securities (cost $20,325,070)				21,290,598
SHORT-TERM INVESTMENT SECURITIES — 29.6%
Registered Investment Companies — 29.6%
State Street Institutional U.S. Government Money Market Fund, Premier Class 1.75%(1) (cost $9,129,960)	9,129,960			9,129,960
TOTAL INVESTMENTS (cost $29,455,030)	98.5	%		30,420,558
Other assets less liabilities	1.5			469,427
NET ASSETS	100.0	%	$	30,889,985

† Non-income producing security

* 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 Portfolio has no right to demand registration of these securities. At October 31, 2019, the aggregate value of these securities was $24,823 representing 0.1% of net assets.

(1) The rate shown is the 7-day yield as of October 31, 2019.

ADR — American Depositary Receipt

ETF — Exchange-Traded Funds

Futures Contracts
Number of Contracts		Type	Description	Expiration Month	Notional Basis*		Notional Value*		Unrealized Appreciation/
	11	Long	MSCI Emerging Markets Index	December 2019	$	569,113	$	572,770	$	3,657
									Unrealized (Depreciation)
	71	Long	U.S. Treasury 10 Year Notes	December 2019	$	9,288,459	$	9,251,078	$	(37,381	)
									$	(33,724	)

* 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.

Centrally Cleared Credit Default Swaps on Credit Indicies - Sell Protection(1)
									Value(4)
Reference Obligations	Fixed Deal Receive Rate / Payment Frequency	Termination Date		Implied Credit Spread at October 31, 2019(2)			Notional Amount(3) (000’s)		Upfront Premiums Paid/(Received)			Unrealized Appreciation/ (Depreciation)
CDX North America Investment Grade Index	1.000% /Quarterly		12/20/2024		0.5513	%	$	5,270	$	105,270		$	9,831
CDX North America Investment Grade Index	1.000% /Quarterly		12/20/2029		1.0307	%	$	1,050		(5,541	)		2,243
									$	99,729		$	12,074

(1) If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation.

(2) Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues or sovereign issues of an emerging country as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. A credit spread identified as “Defaulted” indicates a credit event has occurred for the referenced entity or obligation.

(3) The maximum potential amount the Portfolio could be required to make as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

(4) The quoted market prices and resulting values for credit default swap agreements on asset-backed securities and credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement have been closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks	$	19,637,604	$	—	$	—	$	19,637,604
Exchanged -Traded Funds		1,652,994		—		—		1,652,994
Short-Term Investment Securities		9,129,960		—		—		9,129,960
Total Investments at Value	$	30,420,558	$	—	$	—	$	30,420,558
Other Financial Instruments:†
Futures Contracts	$	3,657	$	—	$	—	$	3,657
Centrally Cleared Credit Default Swaps on Credit Indicies - Sell Protection		—		12,074		—		12,074
Total Other Financial Instruments	$	3,657	$	12,074	$	—	$	15,731
LIABILITIES:
Other Financial Instruments:†
Futures Contracts	$	37,381	$	—	$	—	$	37,381

* 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 Index Allocation 60/40 Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares			Value (Note 1)
AFFILIATED REGISTERED INVESTMENT COMPANIES@# — 100.1%
Domestic Equity Investment Companies — 50.7%
SunAmerica Series Trust SA Large Cap Index Portfolio, Class 1		2,185,037		$	53,642,654
SunAmerica Series Trust SA Mid Cap Index Portfolio, Class 1		578,697			6,521,919
SunAmerica Series Trust SA Small Cap Index Portfolio, Class 1		474,086			5,281,321
Total Domestic Equity Investment Companies (cost $61,192,568)					65,445,894
Domestic Fixed Income Investment Companies — 40.2%
SunAmerica Series Trust SA Fixed Income Index Portfolio, Class 1		3,101,443			33,526,597
SunAmerica Series Trust SA Fixed Income Intermediate Index Portfolio, Class 1		1,768,016			18,387,364
Total Domestic Fixed Income Investment Companies (cost $49,218,046)					51,913,961
International Equity Investment Companies — 9.2%
SunAmerica Series Trust SA International Index Portfolio, Class 1 (cost $11,639,786)		1,054,878			11,888,479
TOTAL INVESTMENTS (cost $122,050,400)		100.1	%		129,248,334
Liabilities in excess of other assets		(0.1	)		(76,160	)
NET ASSETS		100.0	%	$	129,172,174

@ The SunAmerica Series Trust SA Index Allocation 60/40 Portfolio invests in Class 1 shares of the underlying Portfolios, which are Portfolios of the SunAmerica Series Trust. Additional information on the underlying Portfolios, including such portfolios’ prospectuses and shareholder reports are available on our website, www.aig.com/getprospectus.

# See Note 2

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 -  Other Observable  Inputs		Level 3 -  Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Affiliated Registered Investment Companies	$	129,248,334	$	—	$	—	$	129,248,334

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA Index Allocation 80/20 Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares			Value (Note 1)
AFFILIATED REGISTERED INVESTMENT COMPANIES@# — 100.0%
Domestic Equity Investment Companies — 65.4%
SunAmerica Series Trust SA Large Cap Index Portfolio, Class 1		5,038,682		$	123,699,654
SunAmerica Series Trust SA Mid Cap Index Portfolio, Class 1		2,141,795			24,138,033
SunAmerica Series Trust SA Small Cap Index Portfolio, Class 1		881,705			9,822,198
Total Domestic Equity Investment Companies (cost $146,909,893)					157,659,885
Domestic Fixed Income Investment Companies — 20.4%
SunAmerica Series Trust SA Fixed Income Index Portfolio, Class 1		2,983,737			32,254,195
SunAmerica Series Trust SA Fixed Income Intermediate Index Portfolio, Class 1		1,638,543			17,040,848
Total Domestic Fixed Income Investment Companies (cost $46,725,648)					49,295,043
International Equity Investment Companies — 14.2%
SunAmerica Series Trust SA International Index Portfolio, Class 1 (cost $33,517,793)		3,041,664			34,279,559
TOTAL INVESTMENTS (cost $227,153,334)		100.0	%		241,234,487
Liabilities in excess of other assets		(0.0	)		(115,950	)
NET ASSETS		100.0	%	$	241,118,537

@ The SunAmerica Series Trust SA Index Allocation 80/20 Portfolio invests in Class 1 shares of the underlying Portfolios, which are Portfolios of the SunAmerica Series Trust. Additional information on the underlying Portfolios, including such portfolios’ prospectuses and shareholder reports are available on our website, www.aig.com/getprospectus.

# See Note 2

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Affiliated Registered Investment Companies	$	241,234,487	$	—	$	—	$	241,234,487

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA Index Allocation 90/10 Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares			Value (Note 1)
AFFILIATED REGISTERED INVESTMENT COMPANIES@# — 100.0%
Domestic Equity Investment Companies — 71.1%
SunAmerica Series Trust SA Large Cap Index Portfolio, Class 1		14,766,226		$	362,510,858
SunAmerica Series Trust SA Mid Cap Index Portfolio, Class 1		5,620,768			63,346,059
SunAmerica Series Trust SA Small Cap Index Portfolio, Class 1		2,304,898			25,676,559
Total Domestic Equity Investment Companies (cost $421,140,587)					451,533,476
Domestic Fixed Income Investment Companies — 10.7%
SunAmerica Series Trust SA Fixed Income Index Portfolio, Class 1		4,411,367			47,686,877
SunAmerica Series Trust SA Fixed Income Intermediate Index Portfolio, Class 1		1,926,082			20,031,250
Total Domestic Fixed Income Investment Companies (cost $64,379,321)					67,718,127
International Equity Investment Companies — 18.2%
SunAmerica Series Trust SA International Index Portfolio, Class 1 (cost $113,454,434)		10,258,338			115,611,471
TOTAL INVESTMENTS (cost $598,974,342)		100.0	%		634,863,074
Liabilities in excess of other assets		(0.0	)		(254,672	)
NET ASSETS		100.0	%	$	634,608,402

@ The SunAmerica Series Trust SA Index Allocation 90/10 Portfolio invests in Class 1 shares of the underlying Portfolios, which are Portfolios of the SunAmerica Series Trust. Additional information on the underlying Portfolios, including such portfolios’ prospectuses and shareholder reports are available on our website, www.aig.com/getprospectus.

# See Note 2

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 -  Other Observable Inputs		Level 3 -  Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Affiliated Registered Investment Companies	$	634,863,074	$	—	$	—	$	634,863,074

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA International Index Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
COMMON STOCKS — 94.6%
Australia — 6.5%
AGL Energy, Ltd.		22,084	$	301,123
Alumina, Ltd.		81,564		127,633
AMP, Ltd.		110,266		139,482
APA Group		37,333		299,819
Aristocrat Leisure, Ltd.		18,965		413,385
ASX, Ltd.		6,321		358,700
Aurizon Holdings, Ltd.		67,901		276,165
AusNet Services		58,274		74,317
Australia & New Zealand Banking Group, Ltd.		93,178		1,717,570
Bank of Queensland, Ltd.		12,810		79,917
Bendigo & Adelaide Bank, Ltd.		15,555		114,198
BHP Group, Ltd.		96,798		2,398,861
BlueScope Steel, Ltd.		17,179		157,858
Boral, Ltd.		39,488		136,922
Brambles, Ltd.		52,574		433,815
Caltex Australia, Ltd.		8,621		162,063
Challenger, Ltd.		18,974		104,115
CIMIC Group, Ltd.		3,245		73,841
Coca-Cola Amatil, Ltd.		16,652		116,512
Cochlear, Ltd.		1,898		276,776
Coles Group, Ltd.		37,375		386,209
Commonwealth Bank of Australia		58,082		3,149,454
Computershare, Ltd.		15,244		166,454
Crown Resorts, Ltd.		12,222		104,978
CSL, Ltd.		14,896		2,629,059
Dexus		35,816		295,536
Flight Centre Travel Group, Ltd.		1,868		54,843
Fortescue Metals Group, Ltd.		45,461		279,226
Goodman Group		53,888		534,555
GPT Group		63,694		261,249
Harvey Norman Holdings, Ltd.		18,722		52,786
Incitec Pivot, Ltd.		55,702		132,474
Insurance Australia Group, Ltd.		76,826		420,502
LendLease Group		18,504		238,405
Macquarie Group, Ltd.		10,717		989,369
Magellan Financial Group, Ltd.		4,077		135,381
Medibank Private, Ltd.		90,572		211,033
Mirvac Group		123,623		273,555
National Australia Bank, Ltd.		92,462		1,823,564
Newcrest Mining, Ltd.		25,387		547,767
Orica, Ltd.		12,469		196,837
Origin Energy, Ltd.		58,025		314,396
QBE Insurance Group, Ltd.		43,458		377,468
Ramsay Health Care, Ltd.		5,347		252,451
REA Group, Ltd.		1,790		133,993
Rio Tinto, Ltd.		12,196		764,057
Santos, Ltd.		60,819		340,436
Scentre Group		175,951		464,548
SEEK, Ltd.		11,141		174,183
Sonic Healthcare, Ltd.		14,244		280,237
South32, Ltd.		168,766		296,664
Stockland		78,592		264,927
Suncorp Group, Ltd.		41,324		383,146
Sydney Airport		36,804		222,756
Tabcorp Holdings, Ltd.		62,837		207,920
Telstra Corp., Ltd.		137,065		329,755
TPG Telecom, Ltd.		11,095		50,020
Transurban Group		87,986		900,093
Treasury Wine Estates, Ltd.		24,325		294,621
Vicinity Centres		111,701		205,593
Washington H. Soul Pattinson & Co., Ltd.		3,540		53,003
Wesfarmers, Ltd.		37,375		1,024,395
Westpac Banking Corp.		112,863		2,194,797
Woodside Petroleum, Ltd.		30,808		683,847
Woolworths Group, Ltd.		41,396		1,064,976
Worley, Ltd.		10,550		99,344
				32,023,934
Austria — 0.2%
ANDRITZ AG		2,451		110,109
Erste Group Bank AG		9,967		352,050
OMV AG		4,859		283,535
Raiffeisen Bank International AG		4,929		121,216
Verbund AG		2,239		121,112
voestalpine AG		3,797		95,071
				1,083,093
Belgium — 0.9%
Ageas		6,013		346,313
Anheuser-Busch InBev SA NV		25,037		2,011,628
Colruyt SA		1,885		104,781
Groupe Bruxelles Lambert SA		2,670		267,947
KBC Group NV		8,310		582,781
Proximus SADP		4,949		151,955
Solvay SA		2,462		267,722
Telenet Group Holding NV†		1,771		86,948
UCB SA		4,191		337,759
Umicore SA		6,483		267,311
				4,425,145
Bermuda — 0.3%
CK Infrastructure Holdings, Ltd.		20,000		144,079
Dairy Farm International Holdings, Ltd.		11,500		69,345
Hongkong Land Holdings, Ltd.		38,900		213,950
Jardine Matheson Holdings, Ltd.		7,300		416,976
Jardine Strategic Holdings, Ltd.		7,312		236,397
Kerry Properties, Ltd.		23,500		76,175
NWS Holdings, Ltd.		51,000		76,019
Shangri-La Asia, Ltd.		42,000		43,147
Yue Yuen Industrial Holdings, Ltd.		22,500		63,458
				1,339,546
Cayman Islands — 0.6%
ASM Pacific Technology, Ltd.		9,200		128,796
BeiGene, Ltd. ADR†		1,182		163,518
CK Asset Holdings, Ltd.		85,500		596,845
CK Hutchison Holdings, Ltd.		89,000		823,448
Melco Resorts & Entertainment, Ltd. ADR		6,790		146,257
MGM China Holdings, Ltd.		31,600		50,248
Sands China, Ltd.		80,400		397,591
WH Group, Ltd.*		313,000		332,335
Wharf Real Estate Investment Co., Ltd.		38,000		224,044
Wynn Macau, Ltd.		52,000		113,344
				2,976,426
Denmark — 1.7%
AP Moller - Maersk A/S, Series A		129		154,828
AP Moller - Maersk A/S, Series B		219		279,128
Carlsberg A/S, Class B		3,570		502,234
Chr. Hansen Holding A/S		3,461		265,666
Coloplast A/S, Class B		3,902		470,188
Danske Bank A/S		22,047		314,572
Demant A/S†		3,431		90,554
DSV A/S		7,175		696,207

Genmab A/S†	2,136	465,540
H. Lundbeck A/S	2,283	77,874
ISS A/S	5,535	144,845
Novo Nordisk A/S, Class B	58,194	3,178,222
Novozymes A/S, Class B	7,204	339,186
Orsted A/S*	6,202	544,022
Pandora A/S	3,289	161,730
Tryg A/S	3,659	102,197
Vestas Wind Systems A/S	6,215	507,309
		8,294,302
Finland — 1.1%
Elisa Oyj	4,661	254,566
Fortum Oyj	14,844	362,400
Kone Oyj, Class B	11,135	708,372
Metso Oyj	3,724	140,716
Neste Oyj	13,881	500,980
Nokia Oyj	185,764	682,356
Nokian Renkaat Oyj	3,812	108,839
Nordea Bank Abp	106,557	779,448
Orion Oyj, Class B	3,406	150,961
Sampo Oyj, Class A	14,735	603,783
Stora Enso Oyj, Class R	18,295	237,201
UPM-Kymmene Oyj	17,681	574,630
Wartsila Oyj Abp	14,825	156,448
		5,260,700
France — 9.8%
Accor SA	6,138	263,697
Aeroports de Paris	979	186,056
Air Liquide SA	15,584	2,070,057
Alstom SA	6,127	264,796
Amundi SA*	1,955	139,546
Arkema SA	2,265	231,497
Atos SE	3,131	242,415
AXA SA	64,169	1,695,080
BioMerieux	1,329	108,722
BNP Paribas SA	37,012	1,932,292
Bollore SA	28,968	125,355
Bouygues SA	7,218	305,909
Bureau Veritas SA	9,427	240,664
Capgemini SE	5,215	587,154
Carrefour SA	19,451	330,937
Casino Guichard Perrachon SA	1,838	99,155
Cie de Saint-Gobain	16,179	658,080
Cie Generale des Etablissements Michelin SCA	5,657	688,339
CNP Assurances	5,691	112,853
Covivio	1,497	169,465
Credit Agricole SA	37,173	484,449
Danone SA	20,264	1,680,568
Dassault Aviation SA	78	108,307
Dassault Systemes SE	4,323	655,957
Edenred	7,742	407,555
Eiffage SA	2,630	282,529
Electricite de France SA	19,268	198,822
Engie SA	60,522	1,012,165
EssilorLuxottica SA	9,243	1,410,232
Eurazeo SE	1,321	92,082
Eutelsat Communications SA	5,799	109,950
Faurecia SA	2,500	116,493
Gecina SA	1,518	260,387
Getlink SE	14,436	241,668
Hermes International	1,037	745,985
ICADE	978	95,769
Iliad SA	869	89,941
Imerys SA	1,201	46,373
Ingenico Group SA	1,973	210,675
Ipsen SA	1,248	132,926
JCDecaux SA	2,491	68,066
Kering SA	2,515	1,431,100
Klepierre SA	6,779	252,449
L’Oreal SA	8,282	2,418,223
Legrand SA	8,864	691,823
LVMH Moet Hennessy Louis Vuitton SE	9,127	3,893,598
Natixis SA	31,041	142,323
Orange SA	65,994	1,062,829
Pernod Ricard SA	6,997	1,291,521
Peugeot SA	19,286	488,269
Publicis Groupe SA	6,958	299,158
Remy Cointreau SA	734	98,154
Renault SA	6,280	320,507
Safran SA	10,739	1,698,966
Sanofi	36,992	3,408,667
Sartorius Stedim Biotech	910	136,203
Schneider Electric SE	17,973	1,668,970
SCOR SE	5,357	225,723
SEB SA	756	114,755
Societe BIC SA	943	65,470
Societe Generale SA	25,401	720,991
Sodexo SA	3,020	332,105
Suez	12,114	188,813
Teleperformance	1,887	427,649
Thales SA	3,483	340,445
TOTAL SA	78,637	4,133,920
Ubisoft Entertainment SA†	2,753	162,548
Valeo SA	7,920	294,498
Veolia Environnement SA	17,775	467,262
Vinci SA	16,783	1,883,038
Vivendi SA	30,001	835,164
Wendel SA	911	129,037
Worldline SA†*	2,696	163,723
		48,690,869
Germany — 8.2%
1&1 Drillisch AG	1,734	46,376
adidas AG	5,918	1,827,305
Allianz SE	13,927	3,401,678
Axel Springer SE†	1,597	111,321
BASF SE	30,193	2,297,594
Bayer AG	30,688	2,381,467
Bayerische Motoren Werke AG	10,975	841,039
Bayerische Motoren Werke AG (Preference Shares)	1,858	114,490
Beiersdorf AG	3,288	389,263
Brenntag AG	5,159	258,922
Carl Zeiss Meditec AG	1,320	143,907
Commerzbank AG	33,054	197,708
Continental AG	3,653	488,414
Covestro AG*	5,704	273,870
Daimler AG	29,837	1,744,058
Delivery Hero SE†*	3,690	172,973
Deutsche Bank AG	64,770	469,113
Deutsche Boerse AG	6,234	966,088
Deutsche Lufthansa AG	7,713	133,723
Deutsche Post AG	32,490	1,150,496
Deutsche Telekom AG	109,849	1,931,809
Deutsche Wohnen SE	11,814	444,300
E.ON SE	72,629	732,025
Evonik Industries AG	6,116	161,321

Fraport AG Frankfurt Airport Services Worldwide	1,345	112,416
Fresenius Medical Care AG & Co. KGaA	7,094	513,326
Fresenius SE & Co. KGaA	13,745	722,417
Fuchs Petrolub SE (Preference Shares)	2,278	97,256
GEA Group AG	5,339	163,215
Hannover Rueck SE	2,006	355,282
HeidelbergCement AG	4,959	368,460
Henkel AG & Co. KGaA	3,420	329,367
Henkel AG & Co. KGaA (Preference Shares)	5,918	615,020
HOCHTIEF AG	812	101,249
HUGO BOSS AG	2,195	92,342
Infineon Technologies AG	41,116	796,897
KION Group AG	2,325	154,495
Knorr-Bremse AG	1,587	160,166
LANXESS AG	3,027	196,821
Merck KGaA	4,269	508,974
METRO AG	5,931	96,577
MTU Aero Engines AG	1,689	450,968
Muenchener Rueckversicherungs-Gesellschaft AG	4,746	1,318,010
Porsche Automobil Holding SE (Preference Shares)	5,070	373,202
Puma SE	2,755	207,250
RWE AG	17,946	547,014
SAP SE	32,277	4,276,625
Sartorius AG (Preference Shares)	1,171	227,508
Siemens AG	25,210	2,906,705
Siemens Healthineers AG*	4,971	211,205
Symrise AG	4,231	407,141
Telefonica Deutschland Holding AG	29,348	93,122
thyssenkrupp AG	13,308	189,909
TUI AG	14,609	191,130
Uniper SE	6,598	205,603
United Internet AG	4,073	122,696
Volkswagen AG	1,083	205,217
Volkswagen AG (Preference Shares)	6,153	1,171,418
Vonovia SE	16,702	888,729
Wirecard AG	3,843	486,686
Zalando SE†*	4,129	178,907
		40,722,585
Hong Kong — 2.4%
AIA Group, Ltd.	397,400	3,978,590
Bank of East Asia, Ltd.	40,200	96,961
BOC Hong Kong Holdings, Ltd.	123,500	425,539
CLP Holdings, Ltd.	54,500	565,799
Galaxy Entertainment Group, Ltd.	71,000	490,642
Hang Lung Properties, Ltd.	66,000	145,376
Hang Seng Bank, Ltd.	24,800	518,411
Henderson Land Development Co., Ltd.	46,349	232,160
Hong Kong & China Gas Co., Ltd.	328,853	638,741
Hong Kong Exchanges & Clearing, Ltd.	39,400	1,231,886
Hysan Development Co., Ltd.	20,000	78,995
Link REIT	69,500	757,888
MTR Corp., Ltd.	50,000	287,138
New World Development Co., Ltd.	192,000	275,408
PCCW, Ltd.	134,000	79,689
Power Assets Holdings, Ltd.	46,000	328,448
Sino Land Co., Ltd.	98,000	146,826
SJM Holdings, Ltd.	66,000	70,751
Sun Hung Kai Properties, Ltd.	51,500	781,443
Swire Pacific, Ltd., Class A	17,500	166,827
Swire Properties, Ltd.	38,200	120,412
Techtronic Industries Co., Ltd.	44,000	345,331
Vitasoy International Holdings, Ltd.	24,000	97,704
Wharf Holdings, Ltd.	38,000	86,417
Wheelock & Co., Ltd.	27,000	167,287
		12,114,669
Ireland — 0.6%
AIB Group PLC	26,705	85,540
Bank of Ireland Group PLC	30,348	145,949
CRH PLC	26,620	970,246
DCC PLC	3,228	302,566
Flutter Entertainment PLC	2,636	272,296
James Hardie Industries PLC CDI	14,549	249,530
Kerry Group PLC, Class A	5,207	629,518
Kingspan Group PLC	5,033	260,794
Smurfit Kappa Group PLC	7,414	247,238
		3,163,677
Isle of Man — 0.0%
GVC Holdings PLC	17,998	207,492
Israel — 0.5%
Azrieli Group, Ltd.	1,406	108,309
Bank Hapoalim B.M.	37,195	297,501
Bank Leumi Le-Israel B.M.	47,848	348,361
Check Point Software Technologies, Ltd.†	4,107	461,668
CyberArk Software, Ltd.†	1,220	123,928
Elbit Systems, Ltd.	786	128,790
Israel Chemicals, Ltd.	23,010	102,174
Israel Discount Bank, Ltd., Class A	38,193	174,469
Mizrahi Tefahot Bank, Ltd.	4,328	107,326
NICE, Ltd.†	1,981	313,187
Teva Pharmaceutical Industries, Ltd. ADR†	35,751	291,371
Wix.com, Ltd.†	1,558	190,185
		2,647,269
Italy — 1.8%
Assicurazioni Generali SpA	35,948	728,687
Atlantia SpA	16,191	399,800
Davide Campari-Milano SpA	18,392	168,511
Enel SpA	266,242	2,060,761
Eni SpA	84,236	1,274,880
FinecoBank Banca Fineco SpA	20,026	225,583
Intesa Sanpaolo SpA	489,690	1,226,655
Leonardo SpA	13,424	155,856
Mediobanca Banca di Credito Finanziario SpA	20,403	242,346
Moncler SpA	5,894	227,051
Pirelli & C SpA*	12,777	73,845
Poste Italiane SpA*	17,074	207,184
Prysmian SpA	7,905	182,589
Recordati SpA	3,514	147,635
Snam SpA	68,293	350,369
Telecom Italia SpA†	299,296	175,147
Telecom Italia SpA (RSP)	199,552	115,464
Terna Rete Elettrica Nazionale SpA	46,866	309,645
UniCredit SpA	66,217	839,547
		9,111,555
Japan — 23.5%
ABC-Mart, Inc.	1,100	75,581
Acom Co., Ltd.	13,500	54,630
Advantest Corp.	6,500	297,643

Aeon Co., Ltd.	21,500	435,017
AEON Financial Service Co., Ltd.	4,000	61,487
Aeon Mall Co., Ltd.	4,000	64,302
AGC, Inc.	6,100	216,344
Air Water, Inc.	5,200	98,328
Aisin Seiki Co., Ltd.	5,200	209,945
Ajinomoto Co., Inc.	15,100	287,975
Alfresa Holdings Corp.	6,200	139,628
Alps Alpine Co., Ltd.	6,400	138,917
Amada Holdings Co., Ltd.	11,600	133,520
ANA Holdings, Inc.	3,700	127,525
Aozora Bank, Ltd.	3,800	98,211
Asahi Group Holdings, Ltd.	11,900	598,361
Asahi Intecc Co., Ltd.	6,300	174,433
Asahi Kasei Corp.	41,400	464,451
Astellas Pharma, Inc.	62,000	1,067,015
Bandai Namco Holdings, Inc.	6,400	395,177
Bank of Kyoto, Ltd.	1,700	68,321
Benesse Holdings, Inc.	2,200	59,222
Bridgestone Corp.	18,800	787,410
Brother Industries, Ltd.	7,900	150,333
Calbee, Inc.	2,500	83,804
Canon, Inc.	33,100	907,882
Casio Computer Co., Ltd.	7,300	119,312
Central Japan Railway Co.	4,700	970,335
Chiba Bank, Ltd.	18,700	103,033
Chubu Electric Power Co., Inc.	21,100	317,604
Chugai Pharmaceutical Co., Ltd.	7,400	627,003
Chugoku Electric Power Co., Inc.	9,200	122,763
Coca-Cola Bottlers Japan Holdings, Inc.	4,515	103,144
Concordia Financial Group, Ltd.	35,300	145,789
Credit Saison Co., Ltd.	4,700	68,679
CyberAgent, Inc.	3,300	107,871
Dai Nippon Printing Co., Ltd.	8,100	218,120
Dai-ichi Life Holdings, Inc.	35,800	591,915
Daicel Corp.	9,300	84,052
Daifuku Co., Ltd.	3,250	174,854
Daiichi Sankyo Co., Ltd.	18,600	1,229,781
Daikin Industries, Ltd.	8,200	1,156,459
Daito Trust Construction Co., Ltd.	2,400	319,363
Daiwa House Industry Co., Ltd.	18,600	643,310
Daiwa House REIT Investment Corp.	62	180,563
Daiwa Securities Group, Inc.	50,300	228,094
Denso Corp.	14,200	665,621
Dentsu, Inc.	7,100	255,755
Disco Corp.	800	176,905
East Japan Railway Co.	10,000	912,029
Eisai Co., Ltd.	8,200	598,883
Electric Power Development Co., Ltd.	4,700	114,638
FamilyMart Co., Ltd.	8,700	217,198
FANUC Corp.	6,400	1,280,119
Fast Retailing Co., Ltd.	1,900	1,179,693
Fuji Electric Co., Ltd.	4,000	128,530
FUJIFILM Holdings Corp.	11,800	522,308
Fujitsu, Ltd.	6,300	561,277
Fukuoka Financial Group, Inc.	5,600	109,418
GMO Payment Gateway, Inc.	1,300	96,185
Hakuhodo DY Holdings, Inc.	7,100	107,036
Hamamatsu Photonics KK	4,600	180,183
Hankyu Hanshin Holdings, Inc.	7,800	314,196
Hikari Tsushin, Inc.	600	132,346
Hino Motors, Ltd.	8,800	84,097
Hirose Electric Co., Ltd.	1,035	131,591
Hisamitsu Pharmaceutical Co., Inc.	1,700	79,813
Hitachi Chemical Co., Ltd.	3,100	102,912
Hitachi Construction Machinery Co., Ltd.	3,800	99,372
Hitachi High-Technologies Corp.	2,100	131,457
Hitachi Metals, Ltd.	7,100	89,942
Hitachi, Ltd.	31,600	1,190,670
Honda Motor Co., Ltd.	53,600	1,460,239
Hoshizaki Corp.	1,700	145,458
Hoya Corp.	12,500	1,111,561
Hulic Co., Ltd.	9,900	108,268
Idemitsu Kosan Co., Ltd.	6,896	204,664
IHI Corp.	5,200	130,060
Iida Group Holdings Co., Ltd.	4,700	78,863
Inpex Corp.	33,600	313,785
Isetan Mitsukoshi Holdings, Ltd.	11,200	90,023
Isuzu Motors, Ltd.	18,100	212,443
ITOCHU Corp.	44,200	929,514
Itochu Techno-Solutions Corp.	3,100	83,909
J. Front Retailing Co., Ltd.	7,900	101,320
Japan Airlines Co., Ltd.	3,800	118,726
Japan Airport Terminal Co., Ltd.	1,600	79,859
Japan Exchange Group, Inc.	17,500	291,532
Japan Post Bank Co., Ltd.	13,500	135,263
Japan Post Holdings Co., Ltd.	52,300	482,367
Japan Prime Realty Investment Corp.	25	120,150
Japan Real Estate Investment Corp.	43	293,462
Japan Retail Fund Investment Corp.	82	191,351
Japan Tobacco, Inc.	39,400	896,068
JFE Holdings, Inc.	16,200	205,069
JGC Corp.	6,700	98,338
JSR Corp.	6,300	119,536
JTEKT Corp.	7,800	100,687
JXTG Holdings, Inc.	107,050	504,966
Kajima Corp.	15,100	209,182
Kakaku.com, Inc.	4,500	105,135
Kamigumi Co., Ltd.	3,600	81,808
Kaneka Corp.	1,500	50,491
Kansai Electric Power Co., Inc.	23,300	272,829
Kansai Paint Co., Ltd.	5,800	140,985
Kao Corp.	16,200	1,311,721
Kawasaki Heavy Industries, Ltd.	5,100	123,875
KDDI Corp.	58,400	1,621,832
Keihan Holdings Co., Ltd.	2,900	137,494
Keikyu Corp.	7,200	144,413
Keio Corp.	3,500	217,474
Keisei Electric Railway Co., Ltd.	4,300	176,993
Keyence Corp.	3,000	1,911,844
Kikkoman Corp.	4,700	227,623
Kintetsu Group Holdings Co., Ltd.	5,600	306,473
Kirin Holdings Co., Ltd.	27,100	578,438
Kobayashi Pharmaceutical Co., Ltd.	1,600	128,753
Kobe Steel, Ltd.	10,500	57,172
Koito Manufacturing Co., Ltd.	3,300	174,794
Komatsu, Ltd.	30,100	713,269
Konami Holdings Corp.	3,100	136,929
Konica Minolta, Inc.	15,400	113,942
Kose Corp.	1,100	196,592
Kubota Corp.	34,400	551,725
Kuraray Co., Ltd.	10,500	126,206
Kurita Water Industries, Ltd.	3,100	90,138
Kyocera Corp.	10,500	694,425
Kyowa Kirin Co., Ltd.	8,300	153,411
Kyushu Electric Power Co., Inc.	12,500	125,243
Kyushu Railway Co.	5,300	175,701
Lawson, Inc.	1,600	88,601
LINE Corp.†	2,200	81,285
Lion Corp.	7,300	153,720

LIXIL Group Corp.	8,800	165,097
M3, Inc.	14,500	349,644
Makita Corp.	7,400	252,514
Marubeni Corp.	51,700	366,625
Marui Group Co., Ltd.	6,700	149,957
Maruichi Steel Tube, Ltd.	1,600	44,152
Mazda Motor Corp.	19,200	178,683
McDonald’s Holdings Co. Japan, Ltd.	2,200	110,621
Mebuki Financial Group, Inc.	31,400	80,543
Medipal Holdings Corp.	5,700	131,007
MEIJI Holdings Co., Ltd.	3,700	267,932
Mercari, Inc.†	2,500	56,741
Minebea Mitsumi, Inc.	11,900	229,206
MISUMI Group, Inc.	9,200	233,770
Mitsubishi Chemical Holdings Corp.	41,900	322,272
Mitsubishi Corp.	44,500	1,138,976
Mitsubishi Electric Corp.	60,000	864,802
Mitsubishi Estate Co., Ltd.	38,900	759,161
Mitsubishi Gas Chemical Co., Inc.	5,300	75,728
Mitsubishi Heavy Industries, Ltd.	10,500	428,012
Mitsubishi Materials Corp.	3,300	95,648
Mitsubishi Motors Corp.	21,900	100,993
Mitsubishi Tanabe Pharma Corp.	8,300	100,070
Mitsubishi UFJ Financial Group, Inc.	403,500	2,129,033
Mitsubishi UFJ Lease & Finance Co., Ltd.	15,400	95,403
Mitsui & Co., Ltd.	54,400	940,754
Mitsui Chemicals, Inc.	6,200	149,445
Mitsui Fudosan Co., Ltd.	29,600	762,271
Mitsui OSK Lines, Ltd.	4,000	110,232
Mizuho Financial Group, Inc.	792,700	1,239,075
MonotaRO Co., Ltd.	4,200	128,540
MS&AD Insurance Group Holdings, Inc.	15,500	503,653
Murata Manufacturing Co., Ltd.	18,900	1,026,120
Nabtesco Corp.	4,000	129,642
Nagoya Railroad Co., Ltd.	6,100	194,879
NEC Corp.	8,800	350,403
Nexon Co., Ltd.†	16,200	188,267
NGK Insulators, Ltd.	8,800	136,413
NGK Spark Plug Co., Ltd.	5,700	117,019
NH Foods, Ltd.	3,000	126,262
Nidec Corp.	7,300	1,087,328
Nikon Corp.	10,500	135,151
Nintendo Co., Ltd.	3,700	1,323,215
Nippon Building Fund, Inc.	45	341,698
Nippon Electric Glass Co., Ltd.	2,500	56,927
Nippon Express Co., Ltd.	2,500	143,763
Nippon Paint Holdings Co., Ltd.	4,700	258,959
Nippon Prologis REIT, Inc.	65	181,776
Nippon Steel Corp.	26,500	390,543
Nippon Telegraph & Telephone Corp.	21,100	1,050,408
Nippon Yusen KK	5,700	103,612
Nissan Chemical Corp.	4,000	165,941
Nissan Motor Co., Ltd.	76,000	485,178
Nisshin Seifun Group, Inc.	6,400	127,419
Nissin Foods Holdings Co., Ltd.	2,000	151,866
Nitori Holdings Co., Ltd.	2,600	397,500
Nitto Denko Corp.	5,300	296,435
Nomura Holdings, Inc.	109,200	500,850
Nomura Real Estate Holdings, Inc.	4,000	95,342
Nomura Real Estate Master Fund, Inc.	130	248,588
Nomura Research Institute, Ltd.	10,800	231,121
NSK, Ltd.	12,400	116,663
NTT Data Corp.	20,400	270,514
NTT DOCOMO, Inc.	43,500	1,198,375
Obayashi Corp.	21,400	221,947
OBIC Co., Ltd.	2,000	252,801
Odakyu Electric Railway Co., Ltd.	9,700	237,403
Oji Holdings Corp.	27,300	142,833
Olympus Corp.	38,700	530,382
Omron Corp.	6,200	367,441
Ono Pharmaceutical Co., Ltd.	12,400	235,048
Oracle Corp. Japan	1,100	97,583
Oriental Land Co., Ltd.	6,500	956,130
ORIX Corp.	44,000	695,305
Osaka Gas Co., Ltd.	12,400	243,774
Otsuka Corp.	3,500	142,282
Otsuka Holdings Co., Ltd.	13,000	546,291
Pan Pacific International Holdings Corp.	15,300	241,847
Panasonic Corp.	73,300	622,361
Park24 Co., Ltd.	3,800	90,047
PeptiDream, Inc.†	3,000	151,681
Persol Holdings Co., Ltd.	5,781	111,883
Pigeon Corp.	3,700	182,276
Pola Orbis Holdings, Inc.	2,700	61,556
Rakuten, Inc.	28,300	272,020
Recruit Holdings Co., Ltd.	44,500	1,488,004
Renesas Electronics Corp.†	25,079	171,854
Resona Holdings, Inc.	68,900	303,124
Ricoh Co., Ltd.	21,900	196,713
Rinnai Corp.	1,200	88,786
Rohm Co., Ltd.	3,000	240,578
Ryohin Keikaku Co., Ltd.	7,900	177,401
Sankyo Co., Ltd.	1,500	52,713
Santen Pharmaceutical Co., Ltd.	12,300	219,256
SBI Holdings, Inc.	7,400	162,404
Secom Co., Ltd.	6,700	624,461
Sega Sammy Holdings, Inc.	6,200	87,727
Seibu Holdings, Inc.	7,200	127,545
Seiko Epson Corp.	9,700	138,148
Sekisui Chemical Co., Ltd.	12,000	211,020
Sekisui House, Ltd.	19,800	429,406
Seven & i Holdings Co., Ltd.	24,800	941,569
Seven Bank, Ltd.	20,000	58,339
SG Holdings Co., Ltd.	4,700	117,032
Sharp Corp.	7,100	82,775
Shimadzu Corp.	7,800	210,764
Shimamura Co., Ltd.	600	51,171
Shimano, Inc.	2,500	419,020
Shimizu Corp.	19,500	183,100
Shin-Etsu Chemical Co., Ltd.	12,000	1,351,236
Shinsei Bank, Ltd.	6,400	100,869
Shionogi & Co., Ltd.	8,900	537,181
Shiseido Co., Ltd.	13,200	1,096,190
Shizuoka Bank, Ltd.	14,400	110,944
Showa Denko KK	4,500	128,137
SMC Corp.	1,900	830,271
Softbank Corp.	55,000	756,320
SoftBank Group Corp.	54,300	2,106,834
Sohgo Security Services Co., Ltd.	2,200	120,400
Sompo Holdings, Inc.	10,900	431,397
Sony Corp.	41,700	2,558,223
Sony Financial Holdings, Inc.	5,600	121,293
Stanley Electric Co., Ltd.	4,300	120,650
Subaru Corp.	20,400	589,955
SUMCO Corp.	7,739	130,500
Sumitomo Chemical Co., Ltd.	48,800	225,495
Sumitomo Corp.	39,000	636,698
Sumitomo Dainippon Pharma Co., Ltd.	5,200	91,586
Sumitomo Electric Industries, Ltd.	24,800	343,673

Sumitomo Heavy Industries, Ltd.	3,500	110,033
Sumitomo Metal Mining Co., Ltd.	7,900	267,454
Sumitomo Mitsui Financial Group, Inc.	43,600	1,566,515
Sumitomo Mitsui Trust Holdings, Inc.	10,800	397,637
Sumitomo Realty & Development Co., Ltd.	10,900	397,988
Sumitomo Rubber Industries, Ltd.	5,600	74,829
Sundrug Co., Ltd.	2,100	69,909
Suntory Beverage & Food, Ltd.	4,600	196,796
Suzuken Co., Ltd.	2,200	118,159
Suzuki Motor Corp.	12,000	570,831
Sysmex Corp.	5,500	360,945
T&D Holdings, Inc.	18,000	203,352
Taiheiyo Cement Corp.	4,200	119,789
Taisei Corp.	6,600	262,802
Taisho Pharmaceutical Holdings Co., Ltd.	1,100	79,146
Taiyo Nippon Sanso Corp.	4,500	106,343
Takeda Pharmaceutical Co., Ltd.	48,800	1,775,038
TDK Corp.	4,200	421,206
Teijin, Ltd.	6,200	125,275
Terumo Corp.	21,100	693,629
THK Co., Ltd.	4,200	122,706
Tobu Railway Co., Ltd.	6,100	204,764
Toho Co., Ltd.	3,700	149,727
Toho Gas Co., Ltd.	2,500	97,810
Tohoku Electric Power Co., Inc.	14,800	152,673
Tokio Marine Holdings, Inc.	21,300	1,157,407
Tokyo Century Corp.	1,484	69,260
Tokyo Electric Power Co. Holdings, Inc.†	48,000	223,132
Tokyo Electron, Ltd.	5,200	1,062,969
Tokyo Gas Co., Ltd.	12,600	308,729
Tokyu Corp.	16,500	313,376
Tokyu Fudosan Holdings Corp.	19,800	132,196
Toppan Printing Co., Ltd.	8,700	162,012
Toray Industries, Inc.	45,700	326,151
Toshiba Corp.	17,000	583,248
Tosoh Corp.	8,700	120,683
TOTO, Ltd.	4,500	185,642
Toyo Seikan Group Holdings, Ltd.	5,300	84,759
Toyo Suisan Kaisha, Ltd.	3,100	130,901
Toyoda Gosei Co., Ltd.	2,200	52,072
Toyota Industries Corp.	4,700	285,508
Toyota Motor Corp.	75,100	5,244,969
Toyota Tsusho Corp.	7,300	254,848
Trend Micro, Inc.	4,000	203,723
Tsuruha Holdings, Inc.	1,200	135,901
Unicharm Corp.	13,400	457,752
United Urban Investment Corp.	97	195,814
USS Co., Ltd.	7,300	142,363
Welcia Holdings Co., Ltd.	1,600	92,601
West Japan Railway Co.	5,300	462,173
Yakult Honsha Co., Ltd.	3,700	213,112
Yamada Denki Co., Ltd.	21,000	101,704
Yamaha Corp.	4,500	211,270
Yamaha Motor Co., Ltd.	9,700	192,222
Yamato Holdings Co., Ltd.	10,000	168,905
Yamazaki Baking Co., Ltd.	4,200	71,796
Yaskawa Electric Corp.	7,800	301,917
Yokogawa Electric Corp.	7,600	140,543
Yokohama Rubber Co., Ltd.	3,700	83,498
Z Holdings Corp.	87,700	271,246
ZOZO, Inc.	6,300	147,655
		116,857,480
Jersey — 0.7%
Experian PLC	29,929	941,300
Ferguson PLC	7,646	652,294
Glencore PLC	365,059	1,100,154
WPP PLC	42,426	529,341
		3,223,089
Luxembourg — 0.3%
ArcelorMittal	21,959	324,014
Aroundtown SA	29,910	252,391
Eurofins Scientific SE	359	181,858
Millicom International Cellular SA SDR	2,196	100,070
RTL Group SA	1,310	66,565
SES SA FDR	11,967	231,834
Tenaris SA	15,634	157,871
		1,314,603
Mauritius — 0.0%
Golden Agri-Resources, Ltd.	233,500	35,185
Netherlands — 4.7%
ABN AMRO Group NV CVA*	13,805	256,971
Adyen NV†*	340	238,670
Aegon NV	58,377	252,358
AerCap Holdings NV†	4,115	238,176
Airbus SE	19,193	2,748,952
Akzo Nobel NV	7,414	682,592
ASML Holding NV	13,966	3,660,425
CNH Industrial NV	33,810	367,580
EXOR NV	3,572	273,770
Ferrari NV	4,064	650,198
Fiat Chrysler Automobiles NV	35,435	550,443
Heineken Holding NV	3,854	367,080
Heineken NV	8,620	879,286
ING Groep NV	127,220	1,437,046
Koninklijke Ahold Delhaize NV	38,839	967,055
Koninklijke DSM NV	6,025	713,966
Koninklijke KPN NV	113,176	350,906
Koninklijke Philips NV	30,389	1,330,972
Koninklijke Vopak NV	2,319	127,224
NN Group NV	9,924	378,201
NXP Semiconductors NV	9,379	1,066,205
Prosus NV†	15,995	1,102,999
QIAGEN NV†	7,245	217,442
Randstad NV	3,952	218,796
STMicroelectronics NV	22,536	511,234
Unilever NV	47,822	2,824,134
Wolters Kluwer NV	9,177	675,722
		23,088,403
New Zealand — 0.2%
a2 Milk Co., Ltd.†	24,088	200,772
Auckland International Airport, Ltd.	32,371	193,018
Fisher & Paykel Healthcare Corp., Ltd.	18,257	224,160
Fletcher Building, Ltd.	28,314	83,143
Meridian Energy, Ltd.	43,367	127,902
Ryman Healthcare, Ltd.	12,728	105,353
Spark New Zealand, Ltd.	60,395	173,476
		1,107,824
Norway — 0.6%
Aker BP ASA	3,577	98,759
DNB ASA	32,324	587,348

Equinor ASA	32,863	607,863
Gjensidige Forsikring ASA	6,742	126,025
Mowi ASA	14,392	350,873
Norsk Hydro ASA	44,515	157,078
Orkla ASA	25,074	240,866
Schibsted ASA, Class B	2,925	81,680
Telenor ASA	24,739	463,109
Yara International ASA	5,926	230,631
		2,944,232
Papua New Guinea — 0.0%
Oil Search, Ltd.	45,235	223,268
Portugal — 0.2%
EDP - Energias de Portugal SA	84,914	349,460
Galp Energia SGPS SA	16,619	264,682
Jeronimo Martins SGPS SA	8,315	139,523
		753,665
Singapore — 1.2%
Ascendas Real Estate Investment Trust	86,800	202,254
CapitaLand Commercial Trust	86,000	129,589
CapitaLand Mall Trust	79,800	148,989
CapitaLand, Ltd.	86,500	228,895
City Developments, Ltd.	13,600	107,864
ComfortDelGro Corp., Ltd.	71,000	120,034
DBS Group Holdings, Ltd.	58,900	1,125,657
Genting Singapore, Ltd.	200,700	138,673
Jardine Cycle & Carriage, Ltd.	3,000	72,152
Keppel Corp., Ltd.	48,000	242,037
Oversea-Chinese Banking Corp., Ltd.	103,900	837,035
SATS, Ltd.	21,800	80,922
Sembcorp Industries, Ltd.	32,200	54,201
Singapore Airlines, Ltd.	17,000	117,586
Singapore Exchange, Ltd.	26,300	172,827
Singapore Press Holdings, Ltd.	48,000	78,327
Singapore Technologies Engineering, Ltd.	52,800	154,855
Singapore Telecommunications, Ltd.	271,500	658,569
Suntec Real Estate Investment Trust	70,100	95,840
United Overseas Bank, Ltd.	41,400	816,467
UOL Group, Ltd.	16,500	94,601
Venture Corp., Ltd.	9,000	104,723
Wilmar International, Ltd.	62,300	171,726
Yangzijiang Shipbuilding Holdings, Ltd.	65,300	45,839
		5,999,662
Spain — 2.7%
ACS Actividades de Construccion y Servicios SA	8,567	347,698
Aena SME SA*	2,235	410,048
Amadeus IT Group SA	14,473	1,070,843
Banco Bilbao Vizcaya Argentaria SA	220,410	1,161,023
Banco de Sabadell SA	176,972	194,179
Banco Santander SA	552,764	2,215,692
Bankia SA	40,697	77,525
Bankinter SA	22,478	155,432
CaixaBank SA	118,877	340,077
Cellnex Telecom SA*	6,371	274,701
Enagas SA	7,657	189,499
Endesa SA	10,556	287,264
Ferrovial SA	16,081	474,564
Grifols SA	9,916	319,393
Iberdrola SA	197,024	2,023,373
Industria de Diseno Textil SA	36,189	1,128,106
Mapfre SA	35,821	99,878
Naturgy Energy Group SA	9,850	268,161
Red Electrica Corp. SA	14,166	285,178
Repsol SA	47,677	781,660
Siemens Gamesa Renewable Energy SA	7,874	108,237
Telefonica SA	153,827	1,179,497
		13,392,028
SupraNational — 0.2%
HK Electric Investments & HK Electric Investments, Ltd.	87,000	86,823
HKT Trust & HKT, Ltd.	120,000	186,831
Unibail-Rodamco-Westfield (Euronext Amsterdam)	4,508	697,100
		970,754
Sweden — 2.3%
Alfa Laval AB	9,753	225,348
Assa Abloy AB, Class B	33,296	789,667
Atlas Copco AB, Class A	22,195	784,067
Atlas Copco AB, Class B	12,935	400,681
Boliden AB	9,080	244,169
Electrolux AB, Series B	7,418	194,752
Epiroc AB, Class A	22,195	249,633
Epiroc AB, Class B	12,935	140,660
Essity AB, Class B	20,191	630,047
Hennes & Mauritz AB, Class B	26,359	550,755
Hexagon AB, Class B	8,559	436,916
Husqvarna AB, Class B	13,831	105,798
ICA Gruppen AB	2,977	131,651
Industrivarden AB, Class C	5,392	116,655
Investor AB, Class B	15,175	777,161
Kinnevik AB, Class B	7,802	213,236
L E Lundbergforetagen AB, Class B	2,583	97,213
Lundin Petroleum AB	6,154	203,185
Sandvik AB	37,199	656,281
Securitas AB, Class B	10,309	164,847
Skandinaviska Enskilda Banken AB, Class A	53,575	513,351
Skanska AB, Class B	11,181	237,963
SKF AB, Class B	12,258	221,593
Svenska Handelsbanken AB, Class A	50,435	504,888
Swedbank AB, Class A	29,915	418,408
Swedish Match AB	5,791	271,806
Tele2 AB, Class B	16,404	234,532
Telefonaktiebolaget LM Ericsson, Class B	101,794	889,355
Telia Co AB	91,536	402,426
Volvo AB, Class B	48,733	728,797
		11,535,841
Switzerland — 8.8%
ABB, Ltd.	60,201	1,262,604
Adecco Group AG	5,386	319,284
Alcon, Inc.†	13,662	806,840
Baloise Holding AG	1,632	301,420
Barry Callebaut AG	74	156,026
Chocoladefabriken Lindt & Spruengli AG	3	245,717
Chocoladefabriken Lindt & Spruengli AG (Participation Certificate)	35	260,061
Cie Financiere Richemont SA	17,282	1,359,436
Clariant AG	6,609	135,396
Coca-Cola HBC AG	6,659	202,705
Credit Suisse Group AG	84,302	1,045,123
Dufry AG	1,415	122,753

EMS-Chemie Holding AG	274	171,372
Geberit AG	1,231	624,672
Givaudan SA	304	892,740
Julius Baer Group, Ltd.	7,426	327,602
Kuehne & Nagel International AG	1,760	284,294
LafargeHolcim, Ltd.	15,973	823,828
Lonza Group AG	2,451	882,012
Nestle SA	100,647	10,745,202
Novartis AG	70,653	6,165,754
Pargesa Holding SA	1,231	97,207
Partners Group Holding AG	613	477,972
Roche Holding AG	23,085	6,945,391
Schindler Holding AG (Participation Certificate)	1,362	333,010
Schindler Holding AG	647	152,945
SGS SA	175	455,550
Sika AG	4,264	732,639
Sonova Holding AG	1,827	418,552
Straumann Holding AG	340	303,226
Swatch Group AG (TRQX)	1,859	99,593
Swatch Group AG (XEGT)	964	266,773
Swiss Life Holding AG	1,142	570,942
Swiss Prime Site AG	2,495	256,961
Swiss Re AG	10,014	1,048,602
Swisscom AG	852	435,284
Temenos AG	2,098	299,334
UBS Group AG	127,154	1,500,327
Vifor Pharma AG	1,495	234,972
Zurich Insurance Group AG	4,988	1,949,188
		43,713,309
United Kingdom — 14.6%
3i Group PLC	32,133	469,513
Admiral Group PLC	6,195	162,259
Anglo American PLC	34,722	891,267
Antofagasta PLC	12,951	145,482
Ashtead Group PLC	15,363	467,263
Associated British Foods PLC	11,784	339,786
AstraZeneca PLC	43,141	4,191,762
Auto Trader Group PLC*	30,560	222,552
Aviva PLC	128,719	692,289
BAE Systems PLC	104,835	782,468
Barclays PLC	561,202	1,219,827
Barratt Developments PLC	33,409	273,160
Berkeley Group Holdings PLC	4,107	234,133
BHP Group PLC	69,983	1,481,987
BP PLC	669,137	4,241,090
British American Tobacco PLC	75,185	2,631,502
British Land Co. PLC	30,536	245,477
BT Group PLC	280,339	743,342
Bunzl PLC	11,251	292,646
Burberry Group PLC	13,826	366,070
Carnival PLC	5,397	216,162
Centrica PLC	181,851	170,923
Coca-Cola European Partners PLC	7,781	416,361
Compass Group PLC	52,126	1,388,241
Croda International PLC	4,244	264,758
Diageo PLC	78,135	3,202,860
Direct Line Insurance Group PLC	44,981	158,542
easyJet PLC	5,189	83,213
Evraz PLC	16,575	78,839
Fresnillo PLC	7,379	67,865
G4S PLC	51,249	137,285
GlaxoSmithKline PLC	164,041	3,758,108
Halma PLC	12,456	302,287
Hargreaves Lansdown PLC	9,365	214,961
HSBC Holdings PLC	674,640	5,094,808
Imperial Brands PLC	31,338	687,008
Informa PLC	41,162	413,224
InterContinental Hotels Group PLC	5,655	341,355
Intertek Group PLC	5,326	369,236
Investec PLC	21,548	122,144
ITV PLC	120,548	208,853
J Sainsbury PLC	54,311	143,166
John Wood Group PLC	22,073	96,728
Johnson Matthey PLC	6,469	257,254
Kingfisher PLC	73,507	197,290
Land Securities Group PLC	24,406	297,175
Legal & General Group PLC	196,893	672,555
Lloyds Banking Group PLC	2,337,330	1,719,711
London Stock Exchange Group PLC	10,490	944,925
M&G PLC†	84,723	234,637
Marks & Spencer Group PLC	64,133	150,781
Meggitt PLC	25,578	206,879
Melrose Industries PLC	159,897	441,378
Merlin Entertainments PLC*	23,488	138,282
Micro Focus International PLC	11,242	154,361
Mondi PLC	15,969	330,450
National Grid PLC	111,855	1,305,906
Next PLC	4,611	393,134
NMC Health PLC	3,440	97,275
Ocado Group PLC†	14,914	256,748
Pearson PLC	25,639	226,569
Persimmon PLC	10,179	300,231
Prudential PLC	84,723	1,479,924
Reckitt Benckiser Group PLC	23,213	1,793,313
RELX PLC	64,161	1,544,202
Rentokil Initial PLC	60,677	357,228
Rio Tinto PLC	37,401	1,944,678
Rolls-Royce Holdings PLC	56,374	517,741
Rolls-Royce Holdings PLC (Entitlement Shares)†	2,593,204	3,359
Royal Bank of Scotland Group PLC	158,318	436,199
Royal Dutch Shell PLC, Class A	143,165	4,141,072
Royal Dutch Shell PLC, Class B	123,112	3,537,115
RSA Insurance Group PLC	33,556	226,983
Sage Group PLC	35,402	330,086
Schroders PLC	4,051	162,409
Segro PLC	35,583	389,112
Severn Trent PLC	7,757	226,583
Smith & Nephew PLC	29,042	621,663
Smiths Group PLC	13,070	273,169
Spirax-Sarco Engineering PLC	2,415	247,915
SSE PLC	33,474	556,533
St James’s Place PLC	17,510	236,115
Standard Chartered PLC	92,485	839,801
Standard Life Aberdeen PLC	77,745	305,646
Taylor Wimpey PLC	108,208	231,977
Tesco PLC	320,236	975,651
Unilever PLC	36,423	2,180,920
United Utilities Group PLC	22,469	253,274
Vodafone Group PLC	873,510	1,780,983
Weir Group PLC	7,947	138,611
Whitbread PLC	4,395	231,195
WM Morrison Supermarkets PLC	73,235	188,639
		72,508,439
United States — 0.0%
International Flavors & Fragrances, Inc.	1	107
Total Common Stocks (cost $441,089,672)		469,729,151

EXCHANGE-TRADED FUNDS — 0.5%
United States — 0.5%
iShares MSCI EAFE ETF (cost $2,369,594)		35,300			2,379,926
Total Long-Term Investment Securities (cost $443,459,266)					472,109,077
SHORT-TERM INVESTMENT SECURITIES — 0.5%
United States Treasury Bills 1.68% due 12/10/2019(1)	$	920,000			918,527
1.70% due 01/02/2020(1)		350,000			349,067
1.70% due 11/29/2019(1)		1,000,000			998,849
1.74% due 11/19/2019(1)		50,000			49,962
1.87% due 11/12/2019(1)		50,000			49,977
1.89% due 12/26/2019(1)		50,000			49,882
1.96% due 11/05/2019(1)		50,000			49,991
1.96% due 11/12/2019(1)		50,000			49,977
Total Short-Term Investment Securities (cost $2,515,736)					2,516,232
REPURCHASE AGREEMENTS — 3.7%
Agreement with Fixed Income Clearing Corp., bearing interest at 0.25%, dated 10/31/2019, to be repurchased 11/01/2019 in the amount of $18,501,128 and collateralized by $18,195,000 of United States Treasury Notes, bearing interest at 2.75%, due 04/30/2023 and having an approximate value of $18,875,184 (cost $18,501,000)		18,501,000			18,501,000
TOTAL INVESTMENTS (cost $464,476,002)		99.3	%		493,126,309
Other assets less liabilities		0.7			3,243,617
NET ASSETS		100.0	%	$	496,369,926

† Non-income producing security

* 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 Portfolio has no right to demand registration of these securities. At October 31, 2019, the aggregate value of these securities was $3,838,834 representing 0.8% of net assets.

(1) The security or a portion thereof was pledged as collateral to cover margin requirements for open futures contracts.

ADR — American Depositary Receipt

CDI — Chess Depositary Interest

CVA — Certification Van Aandelen (Dutch Cert.)

ETF — Exchange-Traded Fund

FDR — Fiduciary Depositary Receipt

RSP — Risparmio Shares-Savings Shares on the Italian Stock Exchange

SDR — Swedish Depositary Receipt

TRQX — Turquoise Stock Exchange

XEGT — Equiduct Stock Exchange

Futures Contracts
Number of Contracts		Type	Description	Expiration Month	Notional Basis*		Notional Value*		Unrealized Appreciation (Depreciation)
	242	Long	MSCI EAFE Index	December 2019	$	22,621,098	$	23,682,120	$	1,061,022

* 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.

Industry Allocation*
Medical-Drugs	7.9	%
Banks-Commercial	5.1
Diversified Banking Institutions	4.7
Oil Companies-Integrated	4.0
Repurchase Agreements	3.7
Auto-Cars/Light Trucks	3.0
Food-Misc./Diversified	3.0
Cosmetics & Toiletries	2.4
Telephone-Integrated	2.3
Insurance-Life/Health	2.0
Insurance-Multi-line	2.0
Electric-Integrated	2.0
Real Estate Investment Trusts	2.0
Chemicals-Diversified	1.6
Transport-Rail	1.4
Food-Retail	1.3
Metal-Diversified	1.2
Electronic Components-Misc.	1.1
Real Estate Operations & Development	1.1
Medical Products	1.1
Cellular Telecom	1.1
Semiconductor Equipment	1.0
Beverages-Wine/Spirits	1.0
Enterprise Software/Service	1.0
Industrial Automated/Robotic	1.0
Finance-Other Services	1.0
Brewery	0.9
Aerospace/Defense-Equipment	0.9
Tobacco	0.9
Commercial Services	0.9
Diversified Minerals	0.9
Chemicals-Specialty	0.9
Building-Heavy Construction	0.9
Import/Export	0.8
Textile-Apparel	0.8
Diversified Manufacturing Operations	0.8
Machinery-Electrical	0.7
Machinery-General Industrial	0.7
Gas-Distribution	0.7
Insurance-Reinsurance	0.7
Real Estate Management/Services	0.7
Computer Services	0.7
Retail-Apparel/Shoe	0.6
Insurance-Property/Casualty	0.6
Medical-Biomedical/Gene	0.6
Audio/Video Products	0.6
Apparel Manufacturers	0.6
Soap & Cleaning Preparation	0.6
Building-Residential/Commercial	0.6
Building & Construction-Misc.	0.6
Building & Construction Products-Misc.	0.5
Auto/Truck Parts & Equipment-Original	0.5
U.S. Government Treasuries	0.5
Investment Companies	0.5
Exchange-Traded Funds	0.5
Food-Dairy Products	0.5
Transport-Services	0.4
Electric-Generation	0.4
Building Products-Cement	0.4
Aerospace/Defense	0.4
Rubber-Tires	0.4
Industrial Gases	0.4
Human Resources	0.4
Athletic Footwear	0.4
Retail-Jewelry	0.4
Office Automation & Equipment	0.4
Electronic Components-Semiconductors	0.4
Machinery-Construction & Mining	0.4
Food-Catering	0.4
Toys	0.4
Oil Refining & Marketing	0.4
Distribution/Wholesale	0.4
Oil Companies-Exploration & Production	0.3
Internet Content-Information/News	0.3
Power Converter/Supply Equipment	0.3
Multimedia	0.3
Medical Instruments	0.3
Paper & Related Products	0.3
Investment Management/Advisor Services	0.3
Steel-Producers	0.3
Diversified Operations	0.3
Optical Supplies	0.3
Public Thoroughfares	0.3
Commercial Services-Finance	0.3
Dialysis Centers	0.3
Telecom Services	0.2
Casino Hotels	0.2
Medical Labs & Testing Services	0.2
Instruments-Controls	0.2
Building Products-Air & Heating	0.2
Semiconductor Components-Integrated Circuits	0.2
Retail-Building Products	0.2
Water	0.2
Beverages-Non-alcoholic	0.2
Finance-Leasing Companies	0.2
Resorts/Theme Parks	0.2
Coatings/Paint	0.2
Private Equity	0.2
Auto-Heavy Duty Trucks	0.2
Machinery-Farming	0.2
Hotels/Motels	0.2
Finance-Investment Banker/Broker	0.2
Networking Products	0.2
Electronic Security Devices	0.2
Electronic Measurement Instruments	0.2
Advertising Services	0.2
Electric-Transmission	0.2
Airport Development/Maintenance	0.1
Security Services	0.1
Electric Products-Misc.	0.1
Publishing-Periodicals	0.1
Computers-Integrated Systems	0.1
Wireless Equipment	0.1
Food-Confectionery	0.1
Computer Aided Design	0.1
Transport-Marine	0.1
Gambling (Non-Hotel)	0.1
Electric-Distribution	0.1
Energy-Alternate Sources	0.1
E-Commerce/Products	0.1
Computer Data Security	0.1
Casino Services	0.1
Gold Mining	0.1
Advertising Agencies	0.1
Building-Maintenance & Services	0.1
Web Portals/ISP	0.1
Fisheries	0.1
Rental Auto/Equipment	0.1
Food-Meat Products	0.1
Diversified Operations/Commercial Services	0.1
Pipelines	0.1
Miscellaneous Manufacturing	0.1
Bicycle Manufacturing	0.1
Retail-Home Furnishings	0.1
Printing-Commercial	0.1

Agricultural Chemicals	0.1
Diagnostic Equipment	0.1
Gas-Transportation	0.1
Medical-Hospitals	0.1
Machine Tools & Related Products	0.1
Satellite Telecom	0.1
Electronics-Military	0.1
Applications Software	0.1
Telecommunication Equipment	0.1
Retail-Convenience Store	0.1
Retail-Discount	0.1
Medical-Generic Drugs	0.1
MRI/Medical Diagnostic Imaging	0.1
Metal-Iron	0.1
Tools-Hand Held	0.1
Consulting Services	0.1
Metal Products-Distribution	0.1
Respiratory Products	0.1
Building Products-Doors & Windows	0.1
Leisure Products	0.1
Internet Security	0.1
	99.3	%

* Calculated as a percentage of net assets

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks:
United Kingdom	$	72,505,080	$	3,359	$	—	$	72,508,439
Other Countries		397,220,712		—		—		397,220,712
Exchange-Traded Funds		2,379,926		—		—		2,379,926
Short-Term Investment Securities		—		2,516,232		—		2,516,232
Repurchase Agreements		—		18,501,000		—		18,501,000
Total Investments at Value	$	472,105,718	$	21,020,591	$	—	$	493,126,309
Other Financial Instruments:†
Future Contracts	$	1,061,022	$	—	$	—	$	1,061,022

* 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 Invesco Growth Opportunities Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares		Value (Note 1)
COMMON STOCKS — 98.6%
Aerospace/Defense — 0.8%
TransDigm Group, Inc.		4,206	$	2,213,534
Aerospace/Defense-Equipment — 1.5%
Aerojet Rocketdyne Holdings, Inc.†		98,443		4,255,691
Applications Software — 2.4%
HubSpot, Inc.†		24,211		3,755,126
RealPage, Inc.†		55,764		3,376,510
				7,131,636
Athletic Equipment — 1.0%
Fox Factory Holding Corp.†		49,667		3,026,707
Brewery — 1.2%
Boston Beer Co., Inc., Class A†		9,079		3,399,722
Building & Construction Products-Misc. — 2.3%
Armstrong World Industries, Inc.		23,206		2,170,457
Summit Materials, Inc., Class A†		198,920		4,561,236
				6,731,693
Building-Maintenance & Services — 0.6%
ServiceMaster Global Holdings, Inc.†		44,983		1,816,414
Chemicals-Specialty — 0.8%
Ingevity Corp.†		27,527		2,318,049
Commercial Services — 2.8%
CoStar Group, Inc.†		4,864		2,672,865
HMS Holdings Corp.†		73,437		2,400,656
Morningstar, Inc.		19,419		3,142,771
				8,216,292
Computer Data Security — 2.4%
Qualys, Inc.†		28,978		2,472,693
Rapid7, Inc.†		89,110		4,463,520
				6,936,213
Computers-Integrated Systems — 1.0%
Cubic Corp.		39,778		2,933,230
Consulting Services — 0.8%
Booz Allen Hamilton Holding Corp.		31,412		2,210,462
Containers-Paper/Plastic — 0.8%
Berry Global Group, Inc.†		54,922		2,279,812
Diagnostic Equipment — 2.0%
BioTelemetry, Inc.†		46,611		1,834,609
Repligen Corp.†		50,510		4,015,040
				5,849,649
Distribution/Wholesale — 3.4%
G-III Apparel Group, Ltd.†		55,516		1,394,006
IAA, Inc.†		89,800		3,425,870
KAR Auction Services, Inc.		89,801		2,232,453
Pool Corp.		13,947		2,892,608
				9,944,937
Diversified Manufacturing Operations — 0.8%
ITT, Inc.		37,721		2,242,513
Drug Delivery Systems — 0.6%
DexCom, Inc.†		12,380		1,909,491
E-Commerce/Products — 0.7%
Etsy, Inc.†		48,673		2,165,462
Electric Products-Misc. — 0.9%
Littelfuse, Inc.		14,994		2,632,497
Electronic Components-Misc. — 0.7%
OSI Systems, Inc.†		21,760		2,159,462
Electronic Components-Semiconductors — 4.7%
Lattice Semiconductor Corp.†		224,994		4,407,633
Monolithic Power Systems, Inc.		24,032		3,602,877
Semtech Corp.†		62,383		3,147,846
Silicon Laboratories, Inc.†		23,636		2,511,089
				13,669,445
Electronic Measurement Instruments — 1.1%
FLIR Systems, Inc.		61,332		3,162,278
Electronics-Military — 0.7%
Mercury Systems, Inc.†		27,747		2,043,844
Engineering/R&D Services — 1.2%
KBR, Inc.		126,463		3,561,198
Enterprise Software/Service — 5.1%
Black Knight, Inc.†		82,935		5,324,427
Blackline, Inc.†		44,982		2,102,459
Guidewire Software, Inc.†		26,809		3,022,447
LivePerson, Inc.†		36,608		1,502,758
Pegasystems, Inc.		39,478		2,969,140
				14,921,231
Entertainment Software — 0.7%
Take-Two Interactive Software, Inc.†		16,601		1,997,930
Finance-Investment Banker/Broker — 0.7%
E*TRADE Financial Corp.		46,312		1,935,378
Finance-Other Services — 1.2%
Cboe Global Markets, Inc.		30,600		3,523,590
Food-Misc./Diversified — 0.8%
Lancaster Colony Corp.		16,182		2,252,211
Health Care Cost Containment — 0.7%
HealthEquity, Inc.†		35,723		2,028,709
Insurance Brokers — 0.7%
eHealth, Inc.†		30,042		2,074,100
Insurance-Multi-line — 1.1%
Assurant, Inc.		25,568		3,223,358
Insurance-Property/Casualty — 0.7%
Hanover Insurance Group, Inc.		15,335		2,019,773
Internet Application Software — 1.9%
Anaplan, Inc.†		47,691		2,251,015
Zendesk, Inc.†		48,374		3,417,623
				5,668,638
Investment Management/Advisor Services — 1.8%
Blucora, Inc.†		71,401		1,544,404
LPL Financial Holdings, Inc.		46,915		3,792,608
				5,337,012
Lasers-System/Components — 0.6%
II-VI, Inc.†		53,233		1,764,674
Lighting Products & Systems — 1.1%
Universal Display Corp.		15,479		3,098,586
Machinery-Electrical — 0.8%
BWX Technologies, Inc.		40,776		2,369,086
Machinery-General Industrial — 3.1%
Altra Industrial Motion Corp.		115,747		3,565,007
Crane Co.		29,232		2,236,833
Welbilt, Inc.†		173,143		3,282,791
				9,084,631

Medical Imaging Systems — 0.6%
Lantheus Holdings, Inc.†	86,923			1,812,345
Medical Instruments — 3.1%
Bio-Techne Corp.	20,267			4,218,981
Integra LifeSciences Holdings Corp.†	35,718			2,073,787
LivaNova PLC†	37,272			2,636,249
				8,929,017
Medical Labs & Testing Services — 2.7%
Catalent, Inc.†	59,429			2,891,221
Natera, Inc.†	46,070			1,774,616
Syneos Health, Inc.†	66,468			3,333,370
				7,999,207
Medical Products — 2.7%
Haemonetics Corp.†	20,643			2,492,230
Hill-Rom Holdings, Inc.	22,906			2,398,029
Penumbra, Inc.†	18,727			2,920,850
				7,811,109
Medical-Biomedical/Gene — 1.1%
Amicus Therapeutics, Inc.†	181,739			1,532,060
Sage Therapeutics, Inc.†	12,423			1,685,180
				3,217,240
Medical-Drugs — 1.4%
Coherus Biosciences, Inc.†	99,250			1,723,972
Horizon Therapeutics PLC†	86,479			2,500,108
				4,224,080
Medical-Outpatient/Home Medical — 1.3%
LHC Group, Inc.†	35,467			3,935,773
Medical-Wholesale Drug Distribution — 0.5%
Premier, Inc., Class A†	46,167			1,504,121
Non-Hazardous Waste Disposal — 1.7%
Casella Waste Systems, Inc., Class A†	111,064			4,841,280
Oil Companies-Exploration & Production — 1.1%
Parsley Energy, Inc., Class A	204,287			3,229,777
Patient Monitoring Equipment — 2.2%
Insulet Corp.†	26,322			3,825,113
Masimo Corp.†	18,282			2,665,333
				6,490,446
Power Converter/Supply Equipment — 0.9%
Generac Holdings, Inc.†	27,279			2,634,606
Racetracks — 1.1%
Penn National Gaming, Inc.†	152,824			3,257,444
Real Estate Investment Trusts — 1.6%
CoreSite Realty Corp.	21,634			2,541,995
Physicians Realty Trust	120,845			2,256,176
				4,798,171
Recreational Centers — 0.9%
Planet Fitness, Inc., Class A†	42,652			2,715,226
Recreational Vehicles — 1.0%
Brunswick Corp.	50,520			2,942,285
Retail-Discount — 0.7%
Ollie’s Bargain Outlet Holdings, Inc.†	30,948			1,976,958
Retail-Floor Coverings — 0.5%
Floor & Decor Holdings, Inc., Class A†	31,500			1,443,645
Retail-Misc./Diversified — 1.0%
Five Below, Inc.†	22,590			2,826,235
Retail-Restaurants — 2.9%
Dunkin’ Brands Group, Inc.	31,024			2,439,107
Texas Roadhouse, Inc.	29,030			1,640,195
Wendy’s Co.	108,772			2,303,791
Wingstop, Inc.	25,865			2,157,917
				8,541,010
Satellite Telecom — 0.9%
Iridium Communications, Inc.†	102,167			2,500,026
Schools — 3.0%
Bright Horizons Family Solutions, Inc.†	20,516			3,047,036
Chegg, Inc.†	52,928			1,622,773
Grand Canyon Education, Inc.†	26,259			2,414,778
Strategic Education, Inc.	12,979			1,596,806
				8,681,393
Security Services — 1.9%
Brink’s Co.	64,354			5,467,516
Semiconductor Equipment — 1.7%
Entegris, Inc.	101,559			4,874,832
Television — 0.8%
World Wrestling Entertainment, Inc., Class A	43,893			2,459,764
Therapeutics — 2.5%
GW Pharmaceuticals PLC ADR†	18,081			2,419,599
Neurocrine Biosciences, Inc.†	32,426			3,226,063
Sarepta Therapeutics, Inc.†	19,237			1,597,825
				7,243,487
Transport-Truck — 0.8%
Old Dominion Freight Line, Inc.	13,255			2,413,470
Veterinary Diagnostics — 0.9%
Neogen Corp.†	40,460			2,632,328
Web Hosting/Design — 0.9%
Q2 Holdings, Inc.†	34,906			2,495,430
TOTAL INVESTMENTS (cost $254,124,464)	98.6	%		288,007,359
Other assets less liabilities	1.4			4,132,758
NET ASSETS	100.0	%	$	292,140,117

† Non-income producing security

ADR — American Depositary Receipt

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks	$	288,007,359	$	—	$	—	$	288,007,359

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA Invesco VCP Equity-Income Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
COMMON STOCKS — 61.4%
Aerospace/Defense — 1.5%
General Dynamics Corp.		128,350	$	22,692,280
Agricultural Biotech — 0.6%
Corteva, Inc.		348,962		9,205,618
Agricultural Chemicals — 0.6%
Nutrien, Ltd.		178,414		8,526,405
Apparel Manufacturers — 1.0%
Capri Holdings, Ltd.†		503,849		15,654,588
Auto-Cars/Light Trucks — 1.8%
General Motors Co.		742,066		27,575,173
Banks-Commercial — 2.1%
BB&T Corp.		260,917		13,841,647
Citizens Financial Group, Inc.		505,976		17,790,116
				31,631,763
Banks-Super Regional — 2.5%
PNC Financial Services Group, Inc.		172,598		25,320,127
Wells Fargo & Co.		247,716		12,789,577
				38,109,704
Building Products-Air & Heating — 1.0%
Johnson Controls International PLC		359,252		15,566,389
Cable/Satellite TV — 2.6%
Charter Communications, Inc., Class A†		57,249		26,784,517
Comcast Corp., Class A		272,231		12,201,394
				38,985,911
Cellular Telecom — 0.7%
Vodafone Group PLC		5,295,777		10,797,460
Chemicals-Diversified — 1.2%
Dow, Inc.		182,078		9,193,118
DuPont de Nemours, Inc.		134,344		8,854,613
				18,047,731
Computer Services — 0.9%
Cognizant Technology Solutions Corp., Class A		228,163		13,904,253
Computers — 1.0%
Apple, Inc.		64,080		15,940,541
Cruise Lines — 1.1%
Carnival Corp.		405,341		17,385,076
Diversified Banking Institutions — 7.9%
Bank of America Corp.(1)		1,001,174		31,306,711
Citigroup, Inc.		399,273		28,691,758
Goldman Sachs Group, Inc.		81,273		17,342,033
JPMorgan Chase & Co.		124,613		15,566,656
Morgan Stanley		602,832		27,760,413
				120,667,571
Diversified Manufacturing Operations — 1.0%
Ingersoll-Rand PLC		123,251		15,639,319
E-Commerce/Products — 0.8%
eBay, Inc.		366,082		12,904,391
Electric-Integrated — 1.4%
Duke Energy Corp.		61,635		5,809,715
Exelon Corp.		173,449		7,890,195
FirstEnergy Corp.		173,909		8,403,283
				22,103,193
Electronic Components-Semiconductors — 1.3%
Intel Corp.		360,731		20,392,123
Enterprise Software/Service — 1.7%
Oracle Corp.		480,384		26,176,124
Food-Misc./Diversified — 2.3%
Kellogg Co.		155,976		9,909,155
Mondelez International, Inc., Class A		466,235		24,454,026
				34,363,181
Food-Wholesale/Distribution — 1.1%
US Foods Holding Corp.†		405,152		16,072,380
Insurance Brokers — 1.1%
Willis Towers Watson PLC		85,860		16,047,234
Insurance-Life/Health — 0.5%
AXA Equitable Holdings, Inc.		362,815		7,836,804
Insurance-Multi-line — 0.7%
Voya Financial, Inc.		208,448		11,247,854
Medical Instruments — 1.3%
Alcon, Inc.†		113,904		6,726,860
Medtronic PLC		113,330		12,341,637
				19,068,497
Medical Products — 0.9%
Zimmer Biomet Holdings, Inc.		93,933		12,984,359
Medical-Biomedical/Gene — 0.7%
Celgene Corp.†		94,751		10,235,951
Medical-Drugs — 5.5%
Bristol-Myers Squibb Co.		276,877		15,884,433
GlaxoSmithKline PLC		330,126		7,563,043
Johnson & Johnson		258,975		34,195,059
Novartis AG		17,145		1,496,212
Pfizer, Inc.		301,857		11,582,253
Sanofi		144,413		13,307,089
				84,028,089
Medical-HMO — 0.6%
Anthem, Inc.		35,204		9,472,692
Medical-Wholesale Drug Distribution — 0.9%
McKesson Corp.		98,644		13,119,652
Networking Products — 1.0%
Cisco Systems, Inc.		306,749		14,573,645
Oil Companies-Exploration & Production — 2.1%
Canadian Natural Resources, Ltd.		376,131		9,483,950
Devon Energy Corp.		575,449		11,670,106
Marathon Oil Corp.		967,695		11,157,523
				32,311,579
Oil Companies-Integrated — 3.3%
BP PLC		2,609,400		16,538,765
Chevron Corp.		130,344		15,138,152
Royal Dutch Shell PLC, Class A		645,395		18,668,160
				50,345,077
Oil-Field Services — 0.8%
TechnipFMC PLC		612,839		12,091,313
Pharmacy Services — 1.0%
CVS Health Corp.		235,969		15,665,982
Retail-Building Products — 0.5%
Kingfisher PLC		2,885,286		7,744,008

SunAmerica Series Trust

SA Janus Focused Growth Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount			Value (Note 1)
COMMON STOCKS — 98.3%
Aerospace/Defense — 2.5%
Boeing Co.		30,084		$	10,225,852
Aerospace/Defense-Equipment — 3.3%
L3Harris Technologies, Inc.		65,112			13,433,257
Applications Software — 14.0%
Intuit, Inc.		20,077			5,169,828
Microsoft Corp.		225,608			32,345,419
salesforce.com, Inc.†		122,554			19,178,475
					56,693,722
Athletic Footwear — 1.7%
NIKE, Inc., Class B		76,413			6,842,784
Building Products-Cement — 1.6%
Vulcan Materials Co.		46,143			6,592,450
Coatings/Paint — 2.5%
Sherwin-Williams Co.		17,540			10,038,493
Commercial Services — 2.0%
CoStar Group, Inc.†		14,632			8,040,577
Commercial Services-Finance — 2.1%
Avalara, Inc.†		43,561			3,092,831
PayPal Holdings, Inc.†		51,481			5,359,172
					8,452,003
Computers — 4.4%
Apple, Inc.		71,404			17,762,459
Diagnostic Equipment — 2.5%
Danaher Corp.		72,282			9,961,905
E-Commerce/Products — 5.9%
Alibaba Group Holding, Ltd. ADR†		34,745			6,138,399
Amazon.com, Inc.†		10,045			17,846,550
					23,984,949
E-Commerce/Services — 0.4%
Uber Technologies, Inc.†		51,636			1,626,534
Electronic Components-Semiconductors — 3.4%
NVIDIA Corp.		12,386			2,489,834
Texas Instruments, Inc.		94,387			11,136,722
					13,626,556
Electronic Forms — 2.6%
Adobe, Inc.†		37,847			10,518,817
Finance-Credit Card — 6.5%
Mastercard, Inc., Class A		83,812			23,200,000
Pagseguro Digital, Ltd., Class A†		80,015			2,966,956
					26,166,956
Finance-Investment Banker/Broker — 1.3%
Charles Schwab Corp.		123,359			5,021,945
Finance-Other Services — 2.7%
Intercontinental Exchange, Inc.		116,619			10,999,504
Industrial Automated/Robotic — 0.5%
Cognex Corp.		42,132			2,169,377
Industrial Gases — 1.5%
Air Products & Chemicals, Inc.		27,698			5,906,875
Internet Content-Entertainment — 5.8%
Facebook, Inc., Class A†		75,992			14,563,867
Netflix, Inc.†		30,967			8,900,225
					23,464,092
Machinery-General Industrial — 1.1%
Wabtec Corp.		63,965			4,437,252
Medical Instruments — 6.6%
Boston Scientific Corp.†		282,170			11,766,489
Edwards Lifesciences Corp.†		21,224			5,059,377
Intuitive Surgical, Inc.†		17,363			9,600,871
					26,426,737
Medical-Drugs — 3.5%
Merck & Co., Inc.		98,690			8,552,476
Zoetis, Inc.		42,820			5,477,534
					14,030,010
Multimedia — 2.1%
Walt Disney Co.		64,598			8,392,572
Private Equity — 3.1%
Blackstone Group, Inc., Class A		238,374			12,671,962
Real Estate Investment Trusts — 3.0%
American Tower Corp.		55,772			12,162,758
Retail-Building Products — 3.3%
Home Depot, Inc.		56,038			13,145,394
Semiconductor Equipment — 2.1%
ASML Holding NV		32,389			8,484,946
Theaters — 0.7%
Live Nation Entertainment, Inc.†		40,058			2,824,089
Web Portals/ISP — 5.6%
Alphabet, Inc., Class C†		17,983			22,660,558
Total Long-Term Investment Securities (cost $281,215,330)					396,765,385
SHORT-TERM INVESTMENT SECURITIES — 1.8%
Commercial Paper — 1.8%
Credit Agricole Corporate and Investment Bank 1.56% due 11/01/2019 (cost $7,200,000)	$	7,200,000			7,199,648
TOTAL INVESTMENTS (cost $288,415,330)		100.1	%		403,965,033
Liabilities in excess of other assets		(0.1	)		(274,434	)
NET ASSETS		100.0	%	$	403,690,599

† Non-income producing security

ADR — American Depositary Receipt

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted  Prices		Level 2 - Other Observable  Inputs		Level 3 - Significant Unobservable  Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks	$	396,765,385	$			—	$	396,765,385
Short-Term Investment Securities		—		7,199,648		—		7,199,648
Total Investments at Value	$	396,765,385	$	7,199,648	$	—	$	403,965,033

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA JPMorgan Diversified Balanced Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
COMMON STOCKS — 46.1%
Advertising Agencies — 0.0%
WPP PLC		2,120	$	26,451
Advertising Sales — 0.0%
JCDecaux SA		125		3,416
Advertising Services — 0.1%
Dentsu, Inc.		400		14,409
Hakuhodo DY Holdings, Inc.		300		4,522
Publicis Groupe SA		356		15,306
Trade Desk, Inc., Class A†		671		134,737
				168,974
Aerospace/Defense — 0.7%
BAE Systems PLC		5,372		40,095
Boeing Co.		1,346		457,519
Dassault Aviation SA		5		6,943
General Dynamics Corp.		2,908		514,134
Kawasaki Heavy Industries, Ltd.		200		4,858
Leonardo SpA		680		7,895
Meggitt PLC		1,305		10,555
MTU Aero Engines AG		87		23,229
Northrop Grumman Corp.		2,662		938,302
Rolls-Royce Holdings PLC		2,867		26,331
Rolls-Royce Holdings PLC†		131,882		171
				2,030,032
Aerospace/Defense-Equipment — 0.3%
Airbus SE		2,563		367,090
Elbit Systems, Ltd.		40		6,554
IHI Corp.		200		5,002
Safran SA		1,909		302,014
United Technologies Corp.		1,570		225,421
				906,081
Agricultural Chemicals — 0.0%
Incitec Pivot, Ltd.		2,698		6,416
Yara International ASA		298		11,598
				18,014
Agricultural Operations — 0.0%
Golden Agri-Resources, Ltd.		10,800		1,627
Airlines — 0.3%
ANA Holdings, Inc.		200		6,893
Delta Air Lines, Inc.		6,076		334,666
Deutsche Lufthansa AG		399		6,918
easyJet PLC		267		4,282
Japan Airlines Co., Ltd.		2,800		87,482
Ryanair Holdings PLC ADR†		1,885		140,696
Singapore Airlines, Ltd.		900		6,225
Southwest Airlines Co.		1,538		86,328
				673,490
Airport Development/Maintenance — 0.0%
Aena SME SA*		113		20,732
Aeroports de Paris		50		9,502
Auckland International Airport, Ltd.		1,623		9,678
Fraport AG Frankfurt Airport Services Worldwide		70		5,851
Japan Airport Terminal Co., Ltd.		100		4,991
SATS, Ltd.		1,100		4,083
Singapore Technologies Engineering, Ltd.		2,600		7,625
Sydney Airport		1,858		11,246
				73,708
Apparel Manufacturers — 0.1%
Burberry Group PLC		6,322		167,387
Columbia Sportswear Co.		1,010		91,355
Hermes International		54		38,846
Kering SA		128		72,835
Moncler SpA		301		11,595
				382,018
Appliances — 0.0%
Electrolux AB, Series B		379		9,950
Hoshizaki Corp.		100		8,557
SEB SA		38		5,768
				24,275
Applications Software — 2.0%
Intuit, Inc.		1,185		305,138
Microsoft Corp.		26,793		3,841,312
Sage Group PLC		1,824		17,007
salesforce.com, Inc.†		7,706		1,205,912
ServiceNow, Inc.†		920		227,479
				5,596,848
Athletic Footwear — 0.1% adidas AG		694		214,287
Puma SE		140		10,532
Yue Yuen Industrial Holdings, Ltd.		1,500		4,230
				229,049
Audio/Video Products — 0.1%
Panasonic Corp.		16,300		138,397
Sharp Corp.		400		4,663
Sony Corp.		4,000		245,393
				388,453
Auto-Cars/Light Trucks — 0.7%
Bayerische Motoren Werke AG		556		42,607
Bayerische Motoren Werke AG (Preference Shares)		93		5,731
Daimler AG		5,445		318,276
Ferrari NV		205		32,798
Fiat Chrysler Automobiles NV		1,824		28,334
Honda Motor Co., Ltd.		10,400		283,330
Mazda Motor Corp.		800		7,445
Mitsubishi Motors Corp.		1,100		5,073
Nissan Motor Co., Ltd.		4,000		25,536
Peugeot SA		988		25,013
Porsche Automobil Holding SE (Preference Shares)		257		18,918
Renault SA		3,131		159,794
Subaru Corp.		1,000		28,919
Suzuki Motor Corp.		600		28,541
Tesla, Inc.†		587		184,858
Toyota Motor Corp.		9,800		684,430
Volkswagen AG		55		10,422
Volkswagen AG (Preference Shares)		312		59,399
				1,949,424
Auto-Heavy Duty Trucks — 0.0%
Hino Motors, Ltd.		600		5,734
Isuzu Motors, Ltd.		1,000		11,737
Volvo AB, Class B		2,496		37,327
				54,798

Auto/Truck Parts & Equipment-Original — 0.1%
Aisin Seiki Co., Ltd.	300	12,112
Denso Corp.	800	37,500
Faurecia SA	128	5,964
JTEKT Corp.	300	3,873
Koito Manufacturing Co., Ltd.	200	10,593
NGK Insulators, Ltd.	400	6,201
NGK Spark Plug Co., Ltd.	5,600	114,966
Stanley Electric Co., Ltd.	200	5,612
Sumitomo Electric Industries, Ltd.	6,700	92,847
Toyoda Gosei Co., Ltd.	100	2,367
Toyota Industries Corp.	300	18,224
Valeo SA	404	15,022
		325,281
Banks-Commercial — 1.5%
ABN AMRO Group NV CVA*	711	13,235
AEON Financial Service Co., Ltd.	200	3,074
AIB Group PLC	1,368	4,382
Aozora Bank, Ltd.	200	5,169
Australia & New Zealand Banking Group, Ltd.	16,123	297,199
Banco Bilbao Vizcaya Argentaria SA	11,205	59,023
Banco de Sabadell SA	9,456	10,375
Bank Hapoalim B.M.	1,905	15,237
Bank Leumi Le-Israel B.M.	2,510	18,274
Bank of East Asia, Ltd.	2,200	5,306
Bank of Ireland Group PLC	1,632	7,849
Bank of Kyoto, Ltd.	100	4,019
Bank of Queensland, Ltd.	675	4,211
Bankia SA	38,582	73,496
Bankinter SA	1,133	7,834
Bendigo & Adelaide Bank, Ltd.	819	6,013
BOC Hong Kong Holdings, Ltd.	5,500	18,951
CaixaBank SA	6,031	17,253
Chiba Bank, Ltd.	900	4,959
Citizens Financial Group, Inc.	6,414	225,516
Commerzbank AG	1,684	10,073
Commonwealth Bank of Australia	3,798	205,944
Concordia Financial Group, Ltd.	1,800	7,434
Danske Bank A/S	1,129	16,109
DBS Group Holdings, Ltd.	13,600	259,914
DNB ASA	1,618	29,400
East West Bancorp, Inc.	3,251	139,533
Erste Group Bank AG	4,638	163,821
FinecoBank Banca Fineco SpA	10,942	123,256
First Republic Bank	2,949	313,656
Fukuoka Financial Group, Inc.	300	5,862
Hang Seng Bank, Ltd.	1,300	27,175
ING Groep NV	20,592	232,602
Intesa Sanpaolo SpA	25,010	62,649
Investec PLC	1,146	6,496
Israel Discount Bank, Ltd., Class A	1,956	8,935
Japan Post Bank Co., Ltd.	800	8,016
KBC Group NV	420	29,455
M&T Bank Corp.	1,960	306,799
Mediobanca Banca di Credito Finanziario SpA	1,043	12,389
Mizrahi Tefahot Bank, Ltd.	235	5,828
National Australia Bank, Ltd.	5,891	116,184
Nordea Bank Abp	5,473	40,034
Oversea-Chinese Banking Corp., Ltd.	5,500	44,309
Raiffeisen Bank International AG	249	6,123
Resona Holdings, Inc.	3,500	15,398
Seven Bank, Ltd.	1,000	2,917
Shinsei Bank, Ltd.	300	4,728
Shizuoka Bank, Ltd.	800	6,164
Skandinaviska Enskilda Banken AB, Class A	2,735	26,206
Standard Chartered PLC	25,787	234,156
Sumitomo Mitsui Trust Holdings, Inc.	600	22,091
SVB Financial Group†	2,168	480,169
Svenska Handelsbanken AB, Class A	19,256	192,765
Swedbank AB, Class A	1,522	21,288
United Overseas Bank, Ltd.	3,100	61,136
Westpac Banking Corp.	7,938	154,367
		4,204,756
Banks-Fiduciary — 0.1%
Northern Trust Corp.	1,495	149,022
Banks-Super Regional — 1.0%
Fifth Third Bancorp	4,179	121,526
Huntington Bancshares, Inc.	35,487	501,431
KeyCorp	22,529	404,846
PNC Financial Services Group, Inc.	3,037	445,528
SunTrust Banks, Inc.	7,379	504,281
US Bancorp	4,212	240,168
Wells Fargo & Co.	9,770	504,425
		2,722,205
Batteries/Battery Systems — 0.1%
Energizer Holdings, Inc.	3,134	133,164
Beverages-Non-alcoholic — 0.5%
Coca-Cola Amatil, Ltd.	852	5,961
Coca-Cola Bottlers Japan Holdings, Inc.	200	4,569
Coca-Cola Co.	22,148	1,205,516
Coca-Cola European Partners PLC	398	21,297
Coca-Cola HBC AG	337	10,259
Keurig Dr Pepper, Inc.	3,543	99,771
Suntory Beverage & Food, Ltd.	200	8,556
Vitasoy International Holdings, Ltd.	2,000	8,142
		1,364,071
Beverages-Wine/Spirits — 0.5%
Constellation Brands, Inc., Class A	4,082	776,927
Davide Campari-Milano SpA	976	8,942
Diageo PLC	4,847	198,685
Pernod Ricard SA	1,699	313,605
Remy Cointreau SA	38	5,082
Treasury Wine Estates, Ltd.	1,208	14,631
		1,317,872
Bicycle Manufacturing — 0.0%
Shimano, Inc.	100	16,761
Brewery — 0.2%
Anheuser-Busch InBev SA NV	4,259	342,194

Asahi Group Holdings, Ltd.	1,100	55,311
Budweiser Brewing Co. APAC, Ltd.†*	2,000	7,312
Carlsberg A/S, Class B	180	25,323
Heineken Holding NV	194	18,478
Heineken NV	1,122	114,450
Kirin Holdings Co., Ltd.	1,400	29,882
Molson Coors Brewing Co., Class B	880	46,394
		639,344
Broadcast Services/Program — 0.1%
Discovery, Inc., Class C†	7,429	187,508
Building & Construction Products-Misc. — 0.1%
Cie de Saint-Gobain	827	33,638
Fletcher Building, Ltd.	1,434	4,211
Fortune Brands Home & Security, Inc.	3,229	193,902
Geberit AG	63	31,969
Imerys SA	60	2,317
James Hardie Industries PLC CDI	800	13,721
Kingspan Group PLC	258	13,369
LIXIL Group Corp.	400	7,504
Sika AG	214	36,769
TOTO, Ltd.	200	8,251
		345,651
Building & Construction-Misc. — 0.0%
Eiffage SA	132	14,180
Ferrovial SA	818	24,140
HOCHTIEF AG	42	5,237
Kajima Corp.	800	11,082
LendLease Group	948	12,214
NWS Holdings, Ltd.	3,000	4,472
Obayashi Corp.	1,100	11,408
Shimizu Corp.	900	8,451
Taisei Corp.	300	11,946
		103,130
Building Products-Air & Heating — 0.1%
Daikin Industries, Ltd.	2,000	282,063
Rinnai Corp.	100	7,399
		289,462
Building Products-Cement — 0.3%
Boral, Ltd.	1,970	6,831
CRH PLC	2,620	95,494
HeidelbergCement AG	250	18,575
LafargeHolcim, Ltd.	4,646	239,624
Martin Marietta Materials, Inc.	1,177	308,268
Taiheiyo Cement Corp.	200	5,704
Vulcan Materials Co.	1,607	229,592
		904,088
Building Products-Doors & Windows — 0.0%
AGC, Inc.	300	10,640
Building-Heavy Construction — 0.1%
ACS Actividades de Construccion y Servicios SA	439	17,817
Bouygues SA	375	15,893
Cellnex Telecom SA*	326	14,056
Cellnex Telecom SA†	94	4,053
CIMIC Group, Ltd.	163	3,709
CK Infrastructure Holdings, Ltd.	1,000	7,204
Keppel Corp., Ltd.	2,300	11,598
Skanska AB, Class B	572	12,174
Vinci SA	1,385	155,396
		241,900
Building-Maintenance & Services — 0.0%
ISS A/S	265	6,935
Rentokil Initial PLC	3,108	18,298
		25,233
Building-Residential/Commercial — 0.1%
Barratt Developments PLC	14,561	119,054
Berkeley Group Holdings PLC	206	11,744
Daiwa House Industry Co., Ltd.	1,000	34,587
Iida Group Holdings Co., Ltd.	300	5,034
Persimmon PLC	534	15,750
Sekisui Chemical Co., Ltd.	700	12,309
Sekisui House, Ltd.	1,100	23,856
Taylor Wimpey PLC	49,061	105,177
		327,511
Cable/Satellite TV — 0.4%
Charter Communications, Inc., Class A†	2,254	1,054,556
DISH Network Corp., Class A†	4,481	154,057
Telenet Group Holding NV†	79	3,879
		1,212,492
Casino Hotels — 0.0%
Crown Resorts, Ltd.	626	5,377
Galaxy Entertainment Group, Ltd.	4,000	27,642
Melco Resorts & Entertainment, Ltd. ADR	348	7,496
MGM China Holdings, Ltd.	2,000	3,180
Sands China, Ltd.	4,400	21,759
SJM Holdings, Ltd.	4,000	4,288
Wynn Macau, Ltd.	2,800	6,103
		75,845
Casino Services — 0.0%
Aristocrat Leisure, Ltd.	966	21,056
Sankyo Co., Ltd.	100	3,514
Sega Sammy Holdings, Inc.	300	4,245
		28,815
Cellular Telecom — 0.1%
1&1 Drillisch AG	89	2,380
Millicom International Cellular SA SDR	111	5,058
NTT DOCOMO, Inc.	2,200	60,608
Softbank Corp.	2,800	38,504
Tele2 AB, Class B	839	11,995
Telstra Corp., Ltd.	6,995	16,829
Vodafone Group PLC	62,350	127,124
		262,498
Chemicals-Diversified — 0.3%
AdvanSix, Inc.†	2,088	47,523
Arkema SA	116	11,856
Asahi Kasei Corp.	2,100	23,559
BASF SE	2,200	167,413
Covestro AG*	292	14,020
Croda International PLC	216	13,475

Eastman Chemical Co.	3,978	302,487
Evonik Industries AG	313	8,256
Hitachi Chemical Co., Ltd.	200	6,640
Israel Chemicals, Ltd.	1,183	5,253
Johnson Matthey PLC	325	12,924
Kaneka Corp.	100	3,366
Koninklijke DSM NV	305	36,143
Kuraray Co., Ltd.	500	6,010
LANXESS AG	146	9,493
Mitsubishi Chemical Holdings Corp.	2,200	16,921
Mitsubishi Gas Chemical Co., Inc.	300	4,287
Nissan Chemical Corp.	200	8,297
Nitto Denko Corp.	300	16,779
Showa Denko KK	200	5,695
Solvay SA	125	13,593
Sumitomo Chemical Co., Ltd.	2,500	11,552
Symrise AG	216	20,785
Tosoh Corp.	500	6,936
		773,263
Chemicals-Plastics — 0.0%
EMS-Chemie Holding AG	15	9,382
Chemicals-Specialty — 0.2%
Brenntag AG	3,149	158,043
Clariant AG	335	6,863
Daicel Corp.	13,300	120,204
Fuchs Petrolub SE (Preference Shares)	117	4,995
Givaudan SA	16	46,986
Novozymes A/S, Class B	368	17,327
Shin-Etsu Chemical Co., Ltd.	600	67,562
Toray Industries, Inc.	16,200	115,616
Umicore SA	331	13,648
		551,244
Coatings/Paint — 0.1%
Akzo Nobel NV	2,225	204,851
Kansai Paint Co., Ltd.	300	7,292
Nippon Paint Holdings Co., Ltd.	200	11,020
		223,163
Commercial Services — 0.1%
Amadeus IT Group SA	737	54,530
Edenred	403	21,215
Intertek Group PLC	271	18,788
Park24 Co., Ltd.	100	2,370
RELX PLC	3,298	79,375
SGS SA	10	26,031
Wirecard AG	197	24,948
		227,257
Commercial Services-Finance — 0.7%
Adyen NV†*	17	11,933
Experian PLC	1,529	48,089
Global Payments, Inc.	2,254	381,332
GMO Payment Gateway, Inc.	100	7,399
IHS Markit, Ltd.†	2,632	184,292
PayPal Holdings, Inc.†	8,648	900,257
S&P Global, Inc.	1,235	318,618
		1,851,920
Communications Software — 0.0%
Slack Technologies, Inc., Class A†	1,844	40,568
Computer Aided Design — 0.1%
Dassault Systemes SE	223	33,837
Synopsys, Inc.†	1,287	174,711
		208,548
Computer Data Security — 0.0%
Check Point Software Technologies, Ltd.†	210	23,606
CyberArk Software, Ltd.†	63	6,400
Zscaler, Inc.†	1,651	72,611
		102,617
Computer Services — 0.3%
Atos SE	162	12,543
Capgemini SE	1,225	137,922
Computershare, Ltd.	821	8,965
Fujitsu, Ltd.	300	26,728
Leidos Holdings, Inc.	7,354	634,135
NEC Corp.	400	15,927
Nomura Research Institute, Ltd.	3,400	72,760
NTT Data Corp.	1,000	13,261
Teleperformance	97	21,983
		944,224
Computer Software — 0.0%
Splunk, Inc.†	778	93,329
Computers — 0.9%
Apple, Inc.	9,133	2,271,925
Hewlett Packard Enterprise Co.	3,668	60,192
		2,332,117
Computers-Integrated Systems — 0.1%
Ingenico Group SA	101	10,784
Itochu Techno-Solutions Corp.	100	2,707
OBIC Co., Ltd.	100	12,640
Otsuka Corp.	4,100	166,673
		192,804
Consulting Services — 0.1%
Booz Allen Hamilton Holding Corp.	3,128	220,117
Bureau Veritas SA	483	12,331
FTI Consulting, Inc.†	792	86,225
		318,673
Consumer Products-Misc. — 0.0%
Clorox Co.	445	65,722
Containers-Metal/Glass — 0.3%
Ball Corp.	6,492	454,245
Crown Holdings, Inc.†	5,166	376,292
Toyo Seikan Group Holdings, Ltd.	200	3,198
		833,735
Containers-Paper/Plastic — 0.2%
Graphic Packaging Holding Co.	8,121	127,175
Packaging Corp. of America	1,550	169,663
WestRock Co.	3,957	147,873
		444,711
Cosmetics & Toiletries — 0.5%
Beiersdorf AG	169	20,008
Coty, Inc., Class A	6,207	72,560

Essity AB, Class B	1,019	31,797
Kao Corp.	3,600	291,494
Kose Corp.	100	17,872
L’Oreal SA	424	123,802
Lion Corp.	300	6,317
Pigeon Corp.	200	9,853
Procter & Gamble Co.	2,362	294,092
Shiseido Co., Ltd.	700	58,131
Unicharm Corp.	600	20,496
Unilever NV	7,199	425,138
Unilever PLC	1,865	111,672
		1,483,232
Cruise Lines — 0.2%
Carnival PLC	276	11,054
Royal Caribbean Cruises, Ltd.	5,301	576,908
		587,962
Data Processing/Management — 0.1%
Fair Isaac Corp.†	266	80,875
Fiserv, Inc.†	1,935	205,381
		286,256
Diagnostic Equipment — 0.3%
Sysmex Corp.	300	19,688
Thermo Fisher Scientific, Inc.	2,329	703,311
		722,999
Diagnostic Kits — 0.0%
QIAGEN NV†	388	11,645
Dialysis Centers — 0.0%
Fresenius Medical Care AG & Co. KGaA	362	26,195
Fresenius SE & Co. KGaA	701	36,843
		63,038
Distribution/Wholesale — 0.2%
Bunzl PLC	565	14,696
Copart, Inc.†	3,009	248,664
Ferguson PLC	2,048	174,718
Jardine Cycle & Carriage, Ltd.	300	7,215
Marubeni Corp.	2,600	18,438
		463,731
Diversified Banking Institutions — 1.7%
Banco Santander SA	51,822	207,723
Bank of America Corp.	24,478	765,427
Barclays PLC	29,120	63,295
BNP Paribas SA	6,833	356,732
Citigroup, Inc.	3,903	280,470
Credit Agricole SA	1,927	25,113
Credit Suisse Group AG	12,265	152,054
Deutsche Bank AG	6,540	47,368
HSBC Holdings PLC	59,830	451,830
Lloyds Banking Group PLC	240,307	176,808
Macquarie Group, Ltd.	738	68,130
Mitsubishi UFJ Financial Group, Inc.	61,500	324,499
Mizuho Financial Group, Inc.	40,500	63,306
Morgan Stanley	22,825	1,051,091
Natixis SA	25,060	114,900
Royal Bank of Scotland Group PLC	8,099	22,314
Societe Generale SA	1,290	36,616
Sumitomo Mitsui Financial Group, Inc.	7,600	273,062
UBS Group AG	6,519	76,920
UniCredit SpA	4,566	57,891
		4,615,549
Diversified Financial Services — 0.0%
Mebuki Financial Group, Inc.	1,500	3,848
Diversified Manufacturing Operations — 0.5%
Carlisle Cos., Inc.	785	119,532
Eaton Corp. PLC	5,955	518,740
Illinois Tool Works, Inc.	1,292	217,805
Ingersoll-Rand PLC	1,131	143,513
Parker-Hannifin Corp.	671	123,122
Siemens AG	1,846	212,843
Smiths Group PLC	665	13,899
Toshiba Corp.	900	30,878
		1,380,332
Diversified Minerals — 0.2%
BHP Group PLC	3,549	75,155
BHP Group, Ltd.	14,939	370,220
Sumitomo Metal Mining Co., Ltd.	400	13,542
		458,917
Diversified Operations — 0.1%
CK Hutchison Holdings, Ltd.	14,000	129,531
Jardine Matheson Holdings, Ltd.	400	22,848
Swire Pacific, Ltd., Class A	1,000	9,533
Washington H. Soul Pattinson & Co., Ltd.	201	3,010
		164,922
Diversified Operations/Commercial Services — 0.0%
Brambles, Ltd.	2,678	22,098
Drug Delivery Systems — 0.1%
DexCom, Inc.†	1,118	172,440
E-Commerce/Products — 1.0%
Amazon.com, Inc.†	1,563	2,776,919
Mercari, Inc.†	100	2,270
MonotaRO Co., Ltd.	200	6,121
Rakuten, Inc.	1,300	12,496
Wayfair, Inc., Class A†	780	64,139
ZOZO, Inc.	400	9,375
		2,871,320
E-Commerce/Services — 0.1%
Auto Trader Group PLC*	1,570	11,433
Delivery Hero SE†*	189	8,860
Expedia Group, Inc.	1,690	230,955
Lyft, Inc., Class A†	1,667	69,081
		320,329
E-Marketing/Info — 0.0%
CyberAgent, Inc.	200	6,538
Electric Products-Misc. — 0.1%
AMETEK, Inc.	1,882	172,485
Brother Industries, Ltd.	400	7,612
Casio Computer Co., Ltd.	400	6,538
Legrand SA	448	34,966
Mabuchi Motor Co., Ltd.	4,200	172,099
		393,700

Electric-Distribution — 0.1%
AusNet Services	3,069	3,914
E.ON SE	3,699	37,282
Orsted A/S*	318	27,894
SSE PLC	14,251	236,935
		306,025
Electric-Generation — 0.1%
Electric Power Development Co., Ltd.	1,600	39,026
Electricite de France SA	1,012	10,442
Engie SA	3,069	51,326
HK Electric Investments & HK Electric Investments, Ltd.	5,000	4,990
Meridian Energy, Ltd.	2,153	6,350
Sembcorp Industries, Ltd.	1,700	2,861
Uniper SE	338	10,533
		125,528
Electric-Integrated — 1.6%
AGL Energy, Ltd.	1,102	15,026
American Electric Power Co., Inc.	6,682	630,714
Chubu Electric Power Co., Inc.	1,100	16,558
Chugoku Electric Power Co., Inc.	500	6,672
CLP Holdings, Ltd.	3,000	31,145
Duke Energy Corp.	1,401	132,058
Edison International	5,826	366,455
EDP - Energias de Portugal SA	4,301	17,701
Endesa SA	534	14,532
Enel SpA	60,850	470,990
Eversource Energy	1,729	144,786
Fortum Oyj	746	18,213
Iberdrola SA	41,058	421,653
Kansai Electric Power Co., Inc.	1,200	14,051
Kyushu Electric Power Co., Inc.	700	7,014
NextEra Energy, Inc.	3,908	931,433
Origin Energy, Ltd.	2,957	16,022
Power Assets Holdings, Ltd.	2,000	14,280
RWE AG	2,654	80,897
Tohoku Electric Power Co., Inc.	700	7,221
Tokyo Electric Power Co. Holdings, Inc.†	2,600	12,086
Verbund AG	114	6,166
Xcel Energy, Inc.	14,291	907,621
		4,283,294
Electric-Transmission — 0.0%
Red Electrica Corp. SA	727	14,635
Terna Rete Elettrica Nazionale SpA	2,364	15,619
		30,254
Electronic Components-Misc. — 0.2%
Alps Alpine Co., Ltd.	300	6,512
Garmin, Ltd.	1,949	182,719
Hitachi High-Technologies Corp.	100	6,260
Hoya Corp.	600	53,355
Kyocera Corp.	500	33,068
Minebea Mitsumi, Inc.	600	11,557
Murata Manufacturing Co., Ltd.	900	48,863
Nidec Corp.	400	59,579
Nippon Electric Glass Co., Ltd.	100	2,277
Omron Corp.	300	17,779
TDK Corp.	200	20,057
Venture Corp., Ltd.	400	4,654
		446,680
Electronic Components-Semiconductors — 0.7%
Advanced Micro Devices, Inc.†	24,610	835,017
Hamamatsu Photonics KK	200	7,834
Infineon Technologies AG	8,582	166,334
Microchip Technology, Inc.	966	91,084
NVIDIA Corp.	2,633	529,286
Rohm Co., Ltd.	200	16,038
STMicroelectronics NV	1,148	26,043
SUMCO Corp.	400	6,745
Texas Instruments, Inc.	1,784	210,494
Xilinx, Inc.	1,273	115,512
		2,004,387
Electronic Connectors — 0.1%
Amphenol Corp., Class A	1,683	168,855
Electronic Measurement Instruments — 0.1%
Halma PLC	638	15,483
Keysight Technologies, Inc.†	2,194	221,397
Sartorius AG (Preference Shares)	60	11,657
Yokogawa Electric Corp.	300	5,548
		254,085
Electronic Parts Distribution — 0.1%
Arrow Electronics, Inc.†	2,185	173,227
Electronic Security Devices — 0.0%
Assa Abloy AB, Class B	1,684	39,939
Electronics-Military — 0.1%
Thales SA	1,461	142,805
Energy-Alternate Sources — 0.0%
Siemens Gamesa Renewable Energy SA	401	5,512
Vestas Wind Systems A/S	320	26,121
		31,633
Engineering/R&D Services — 0.0%
JGC Corp.	300	4,403
Enterprise Software/Service — 0.4%
Coupa Software, Inc.†	1,069	146,977
Micro Focus International PLC	576	7,909
Oracle Corp. Japan	100	8,871
SAP SE	4,744	628,569
Temenos AG	107	15,266
Veeva Systems, Inc., Class A†	948	134,455
Workday, Inc., Class A†	1,033	167,511
		1,109,558
Entertainment Software — 0.1%
Konami Holdings Corp.	100	4,417
Nexon Co., Ltd.†	800	9,297
Take-Two Interactive Software, Inc.†	2,677	322,177
Ubisoft Entertainment SA†	140	8,266
		344,157

Explosives — 0.0%
Orica, Ltd.	638	10,072
Filtration/Separation Products — 0.0%
Alfa Laval AB	529	12,223
Finance-Consumer Loans — 0.0%
Acom Co., Ltd.	300	1,214
Finance-Credit Card — 1.1%
American Express Co.	1,823	213,801
Capital One Financial Corp.	5,054	471,286
Credit Saison Co., Ltd.	200	2,922
Mastercard, Inc., Class A	6,975	1,930,750
Visa, Inc., Class A	2,441	436,597
		3,055,356
Finance-Investment Banker/Broker — 0.2%
Charles Schwab Corp.	8,131	331,013
Daiwa Securities Group, Inc.	2,600	11,790
Nomura Holdings, Inc.	5,600	25,685
SBI Holdings, Inc.	400	8,779
TD Ameritrade Holding Corp.	1,361	52,235
		429,502
Finance-Leasing Companies — 0.0%
AerCap Holdings NV†	222	12,849
Mitsubishi UFJ Lease & Finance Co., Ltd.	700	4,337
ORIX Corp.	2,200	34,765
Tokyo Century Corp.	100	4,667
		56,618
Finance-Other Services — 0.3%
ASX, Ltd.	325	18,443
Deutsche Boerse AG	1,261	195,418
Hong Kong Exchanges & Clearing, Ltd.	7,700	240,749
Japan Exchange Group, Inc.	900	14,993
London Stock Exchange Group PLC	527	47,472
Nasdaq, Inc.	1,734	173,001
Singapore Exchange, Ltd.	1,300	8,543
		698,619
Fisheries — 0.0%
Mowi ASA	737	17,968
Toyo Suisan Kaisha, Ltd.	200	8,445
		26,413
Food-Baking — 0.0%
Yamazaki Baking Co., Ltd.	200	3,419
Food-Catering — 0.1%
Compass Group PLC	2,665	70,975
Sodexo SA	862	94,793
		165,768
Food-Confectionery — 0.0%
Barry Callebaut AG	5	10,542
Chocoladefabriken Lindt & Spruengli AG (Participation Certificate)	2	14,861
		25,403
Food-Dairy Products — 0.0%
a2 Milk Co., Ltd.†	1,232	10,269
Danone SA	1,043	86,500
Yakult Honsha Co., Ltd.	200	11,519
		108,288
Food-Flour & Grain — 0.0%
Nisshin Seifun Group, Inc.	400	7,964
Food-Meat Products — 0.0%
NH Foods, Ltd.	200	8,418
WH Group, Ltd.*	16,000	16,988
		25,406
Food-Misc./Diversified — 0.6%
Ajinomoto Co., Inc.	800	15,257
Associated British Foods PLC	599	17,272
Calbee, Inc.	100	3,352
Chr. Hansen Holding A/S	1,060	81,366
Kerry Group PLC, Class A	267	32,280
Kikkoman Corp.	200	9,686
MEIJI Holdings Co., Ltd.	200	14,483
Nestle SA	11,940	1,274,730
Nissin Foods Holdings Co., Ltd.	100	7,593
Orkla ASA	1,284	12,334
Post Holdings, Inc.†	1,700	174,930
Wilmar International, Ltd.	3,200	8,820
		1,652,103
Food-Retail — 0.2%
Aeon Co., Ltd.	1,000	20,233
Carrefour SA	995	16,929
Casino Guichard Perrachon SA	92	4,963
Coles Group, Ltd.	1,905	19,685
Colruyt SA	96	5,336
Dairy Farm International Holdings, Ltd.	700	4,221
ICA Gruppen AB	152	6,722
J Sainsbury PLC	2,961	7,805
Jardine Strategic Holdings, Ltd.	400	12,932
Jeronimo Martins SGPS SA	423	7,098
Koninklijke Ahold Delhaize NV	1,989	49,524
METRO AG	303	4,934
Ocado Group PLC†	764	13,152
Seven & i Holdings Co., Ltd.	6,600	250,579
Tesco PLC	16,457	50,139
WM Morrison Supermarkets PLC	3,980	10,252
Woolworths Group, Ltd.	2,115	54,412
		538,916
Gambling (Non-Hotel) — 0.0%
Flutter Entertainment PLC	132	13,635
Genting Singapore, Ltd.	10,200	7,048
Tabcorp Holdings, Ltd.	3,387	11,207
		31,890
Gas-Distribution — 0.1%
Centrica PLC	9,573	8,998
Enagas SA	381	9,429
Hong Kong & China Gas Co., Ltd.	17,000	33,020
National Grid PLC	5,730	66,898
Naturgy Energy Group SA	504	13,721
NiSource, Inc.	1,858	52,098
Osaka Gas Co., Ltd.	700	13,761
Toho Gas Co., Ltd.	100	3,912
Tokyo Gas Co., Ltd.	2,600	63,706
		265,543

Gas-Transportation — 0.0%
Snam SpA	3,498	17,946
Gold Mining — 0.0%
Newcrest Mining, Ltd.	1,291	27,855
Hotels/Motels — 0.2%
Accor SA	309	13,275
City Developments, Ltd.	800	6,345
Hilton Worldwide Holdings, Inc.	2,541	246,375
InterContinental Hotels Group PLC	4,170	251,715
Shangri-La Asia, Ltd.	2,000	2,055
Whitbread PLC	1,234	64,914
		584,679
Human Resources — 0.1%
Adecco Group AG	266	15,768
Persol Holdings Co., Ltd.	4,300	83,221
Randstad NV	200	11,073
Recruit Holdings Co., Ltd.	2,300	76,908
		186,970
Import/Export — 0.1%
ITOCHU Corp.	2,300	48,369
Mitsubishi Corp.	8,200	209,879
Mitsui & Co., Ltd.	2,800	48,421
Sumitomo Corp.	2,000	32,651
Toyota Tsusho Corp.	400	13,964
		353,284
Industrial Automated/Robotic — 0.1%
FANUC Corp.	300	60,006
Keyence Corp.	300	191,184
Nabtesco Corp.	200	6,482
SMC Corp.	100	43,699
THK Co., Ltd.	200	5,843
Yaskawa Electric Corp.	400	15,483
		322,697
Industrial Gases — 0.2%
Air Liquide SA	3,301	438,479
Air Water, Inc.	300	5,673
Taiyo Nippon Sanso Corp.	200	4,726
		448,878
Instruments-Controls — 0.1%
ABB, Ltd.	3,097	64,954
Honeywell International, Inc.	1,417	244,758
		309,712
Insurance Brokers — 0.2%
Arthur J. Gallagher & Co.	2,276	207,617
Marsh & McLennan Cos., Inc.	1,817	188,277
		395,894
Insurance-Life/Health — 0.5%
AIA Group, Ltd.	52,400	524,605
AMP, Ltd.	5,619	7,108
Aviva PLC	17,192	92,464
Challenger, Ltd.	924	5,070
Dai-ichi Life Holdings, Inc.	1,900	31,414
Japan Post Holdings Co., Ltd.	2,400	22,135
Legal & General Group PLC	10,017	34,216
M&G PLC†	41,465	114,836
NN Group NV	516	19,665
Prudential Financial, Inc.	798	72,730
Prudential PLC	18,704	326,718
Sony Financial Holdings, Inc.	200	4,332
Suncorp Group, Ltd.	2,118	19,637
Swiss Life Holding AG	59	29,497
T&D Holdings, Inc.	12,800	144,606
		1,449,033
Insurance-Multi-line — 0.6%
Aegon NV	2,993	12,938
Ageas	307	17,681
Allianz SE	901	220,070
Assicurazioni Generali SpA	7,545	152,941
AXA SA	5,990	158,231
Baloise Holding AG	82	15,145
Chubb, Ltd.	1,180	179,856
CNP Assurances	288	5,711
Direct Line Insurance Group PLC	2,311	8,145
Hartford Financial Services Group, Inc.	3,094	176,606
Loews Corp.	7,905	387,345
Mapfre SA	1,811	5,050
Medibank Private, Ltd.	4,628	10,783
Sampo Oyj, Class A	745	30,527
Zurich Insurance Group AG	424	165,689
		1,546,718
Insurance-Property/Casualty — 0.4%
Admiral Group PLC	317	8,303
Alleghany Corp.†	140	108,960
Gjensidige Forsikring ASA	336	6,281
Insurance Australia Group, Ltd.	3,884	21,259
MS&AD Insurance Group Holdings, Inc.	800	25,995
Progressive Corp.	3,029	211,121
QBE Insurance Group, Ltd.	2,233	19,395
RSA Insurance Group PLC	1,726	11,675
Sompo Holdings, Inc.	600	23,747
Tokio Marine Holdings, Inc.	4,900	266,258
Travelers Cos., Inc.	1,932	253,208
Tryg A/S	203	5,670
		961,872
Insurance-Reinsurance — 0.2%
Fairfax Financial Holdings, Ltd.	228	96,738
Hannover Rueck SE	101	17,888
Muenchener Rueckversicherungs-Gesellschaft AG	251	69,705
SCOR SE	274	11,545
Swiss Re AG	2,344	245,449
		441,325
Internet Content-Entertainment — 0.5%
Facebook, Inc., Class A†	2,929	561,343
LINE Corp.†	100	3,695
Netflix, Inc.†	3,242	931,783
		1,496,821

Internet Content-Information/News — 0.1%
Kakaku.com, Inc.	200	4,673
M3, Inc.	700	16,879
Prosus NV†	685	47,237
SEEK, Ltd.	561	8,771
Spotify Technology SA†	1,353	195,238
		272,798
Internet Gambling — 0.0%
GVC Holdings PLC	978	11,275
Internet Security — 0.0%
Trend Micro, Inc.	200	10,186
Investment Companies — 0.1%
EXOR NV	182	13,949
Groupe Bruxelles Lambert SA	136	13,648
Industrivarden AB, Class C	281	6,080
Investor AB, Class B	765	39,178
Kinnevik AB, Class B	407	11,124
L E Lundbergforetagen AB, Class B	128	4,817
Melrose Industries PLC	8,164	22,536
Pargesa Holding SA	65	5,133
Wendel SA	47	6,657
		123,122
Investment Management/Advisor Services — 0.4%
Ameriprise Financial, Inc.	3,484	525,701
Amundi SA*	102	7,281
BlackRock, Inc.	354	163,442
Hargreaves Lansdown PLC	478	10,972
Julius Baer Group, Ltd.	376	16,587
Magellan Financial Group, Ltd.	209	6,940
Schroders PLC	209	8,379
St James’s Place PLC	890	12,001
Standard Life Aberdeen PLC	4,186	16,457
T. Rowe Price Group, Inc.	2,480	287,184
		1,054,944
Leisure Products — 0.0%
Yamaha Corp.	200	9,390
Machine Tools & Related Products — 0.1%
DMG Mori Seiki Co., Ltd.	9,300	152,861
Techtronic Industries Co., Ltd.	2,000	15,697
		168,558
Machinery-Construction & Mining — 0.0%
Epiroc AB, Class A	1,107	12,451
Epiroc AB, Class B	655	7,123
Hitachi Construction Machinery Co., Ltd.	200	5,230
Komatsu, Ltd.	1,500	35,545
Sandvik AB	1,897	33,467
		93,816
Machinery-Electrical — 0.1%
Fuji Electric Co., Ltd.	200	6,427
Hitachi, Ltd.	3,700	139,414
Mitsubishi Electric Corp.	3,100	44,681
Mitsubishi Heavy Industries, Ltd.	600	24,458
Schindler Holding AG (Participation Certificate)	68	16,626
Schindler Holding AG	34	8,037
		239,643
Machinery-Farming — 0.0%
CNH Industrial NV	1,706	18,548
Husqvarna AB, Class B	702	5,370
Kubota Corp.	1,800	28,869
		52,787
Machinery-General Industrial — 0.1%
Amada Holdings Co., Ltd.	500	5,755
ANDRITZ AG	122	5,481
Atlas Copco AB, Class A	1,128	39,848
Atlas Copco AB, Class B	656	20,321
GEA Group AG	258	7,887
Hexagon AB, Class B	438	22,359
Kone Oyj, Class B	570	36,261
Metso Oyj	177	6,688
Middleby Corp.†	714	86,358
Nordson Corp.	802	125,762
Spirax-Sarco Engineering PLC	124	12,729
Sumitomo Heavy Industries, Ltd.	200	6,288
		375,737
Machinery-Material Handling — 0.0%
Daifuku Co., Ltd.	200	10,760
KION Group AG	109	7,243
		18,003
Machinery-Pumps — 0.1%
Dover Corp.	1,714	178,067
Weir Group PLC	436	7,605
		185,672
Medical Instruments — 0.6%
Alcon, Inc.†	729	43,053
Boston Scientific Corp.†	16,561	690,594
Intuitive Surgical, Inc.†	1,268	701,141
Medtronic PLC	1,559	169,775
Olympus Corp.	5,100	69,895
Shimadzu Corp.	300	8,106
		1,682,564
Medical Labs & Testing Services — 0.3%
BioMerieux	70	5,727
Catalent, Inc.†	2,356	114,619
Eurofins Scientific SE	19	9,625
Lonza Group AG	125	44,982
PeptiDream, Inc.†	200	10,112
Quest Diagnostics, Inc.	3,200	324,000
Teladoc Health, Inc.†	3,485	266,951
		776,016
Medical Laser Systems — 0.0%
Carl Zeiss Meditec AG	68	7,413
Medical Products — 0.1%
Asahi Intecc Co., Ltd.	300	8,306
Cochlear, Ltd.	97	14,145
Coloplast A/S, Class B	200	24,100
Demant A/S†	191	5,041
Koninklijke Philips NV	3,207	140,459
Sartorius Stedim Biotech	46	6,885

Siemens Healthineers AG*	252	10,707
Smith & Nephew PLC	1,470	31,466
Sonova Holding AG	93	21,306
Straumann Holding AG	18	16,053
Terumo Corp.	1,100	36,161
		314,629
Medical-Biomedical/Gene — 0.5%
Alexion Pharmaceuticals, Inc.†	2,330	245,582
BeiGene, Ltd. ADR†	54	7,470
CSL, Ltd.	1,441	254,328
Exact Sciences Corp.†	1,715	149,205
Exelixis, Inc.†	6,045	93,395
Genmab A/S†	109	23,757
H. Lundbeck A/S	117	3,991
Illumina, Inc.†	582	171,993
Intercept Pharmaceuticals, Inc.†	656	47,744
Nektar Therapeutics†	2,722	46,614
Sage Therapeutics, Inc.†	463	62,806
Vertex Pharmaceuticals, Inc.†	836	163,421
		1,270,306
Medical-Drugs — 2.9%
AbbVie, Inc.	7,037	559,793
Allergan PLC	1,208	212,741
Astellas Pharma, Inc.	3,300	56,793
AstraZeneca PLC	3,358	326,278
Bayer AG	3,263	253,217
Bristol-Myers Squibb Co.	8,709	499,635
Chugai Pharmaceutical Co., Ltd.	400	33,892
Daiichi Sankyo Co., Ltd.	1,000	66,117
Eisai Co., Ltd.	400	29,214
GlaxoSmithKline PLC	21,572	494,205
Grifols SA	501	16,137
Hisamitsu Pharmaceutical Co., Inc.	100	4,695
Ipsen SA	63	6,710
Jazz Pharmaceuticals PLC†	1,320	165,832
Johnson & Johnson	2,740	361,790
Kobayashi Pharmaceutical Co., Ltd.	100	8,047
Kyowa Kirin Co., Ltd.	400	7,393
Merck & Co., Inc.	9,448	818,764
Merck KGaA	217	25,872
Mitsubishi Tanabe Pharma Corp.	400	4,823
Novartis AG	8,008	698,843
Novo Nordisk A/S, Class B	9,140	499,174
Ono Pharmaceutical Co., Ltd.	600	11,373
Orion Oyj, Class B	175	7,756
Otsuka Holdings Co., Ltd.	5,200	218,517
Pfizer, Inc.	28,915	1,109,469
Recordati SpA	176	7,394
Roche Holding AG	2,939	884,232
Sanofi	5,438	501,090
Santen Pharmaceutical Co., Ltd.	600	10,696
Shionogi & Co., Ltd.	400	24,143
Sumitomo Dainippon Pharma Co., Ltd.	300	5,284
Taisho Pharmaceutical Holdings Co., Ltd.	100	7,195
Takeda Pharmaceutical Co., Ltd.	2,500	90,934
UCB SA	212	17,085
Vifor Pharma AG	76	11,945
		8,057,078
Medical-Generic Drugs — 0.0%
Teva Pharmaceutical Industries, Ltd. ADR†	1,831	14,923
Medical-HMO — 0.7%
Anthem, Inc.	659	177,324
UnitedHealth Group, Inc.	6,645	1,679,191
		1,856,515
Medical-Hospitals — 0.1%
Acadia Healthcare Co., Inc.†	3,048	91,409
HCA Healthcare, Inc.	692	92,410
NMC Health PLC	157	4,440
Ramsay Health Care, Ltd.	272	12,842
		201,101
Medical-Wholesale Drug Distribution — 0.1%
Alfresa Holdings Corp.	300	6,756
AmerisourceBergen Corp.	1,393	118,934
Medipal Holdings Corp.	400	9,194
Suzuken Co., Ltd.	100	5,371
		140,255
Metal Processors & Fabrication — 0.0%
NSK, Ltd.	600	5,645
SKF AB, Class B	638	11,533
		17,178
Metal Products-Distribution — 0.0%
MISUMI Group, Inc.	400	10,164
Metal-Aluminum — 0.0%
Alumina, Ltd.	4,113	6,436
Norsk Hydro ASA	2,260	7,975
		14,411
Metal-Copper — 0.0%
Antofagasta PLC	663	7,448
Metal-Diversified — 0.2%
Anglo American PLC	1,771	45,459
Boliden AB	460	12,370
Glencore PLC	18,543	55,882
Rio Tinto PLC	2,855	148,447
Rio Tinto, Ltd.	3,329	208,555
South32, Ltd.	8,489	14,922
		485,635
Metal-Iron — 0.0%
Fortescue Metals Group, Ltd.	2,328	14,299
Miscellaneous Manufacturing — 0.1%
Alstom SA	3,746	161,894
Knorr-Bremse AG	81	8,175
		170,069
Motion Pictures & Services — 0.0%
Toho Co., Ltd.	200	8,093
Motorcycle/Motor Scooter — 0.0%
Yamaha Motor Co., Ltd.	500	9,908

MRI/Medical Diagnostic Imaging — 0.0%
Sonic Healthcare, Ltd.	756	14,874
Multimedia — 0.0%
Bollore SA	1,476	6,387
Informa PLC	2,104	21,122
Pearson PLC	1,313	11,603
Vivendi SA	1,537	42,787
		81,899
Networking Products — 0.1%
Arista Networks, Inc.†	531	129,867
Cisco Systems, Inc.	3,585	170,323
Telefonaktiebolaget LM Ericsson, Class B	5,163	45,108
		345,298
Non-Ferrous Metals — 0.0%
Mitsubishi Materials Corp.	200	5,797
Non-Hazardous Waste Disposal — 0.2%
Waste Connections, Inc.	5,043	465,973
Office Automation & Equipment — 0.1%
Canon, Inc.	1,700	46,628
FUJIFILM Holdings Corp.	600	26,558
Konica Minolta, Inc.	700	5,179
Ricoh Co., Ltd.	1,100	9,881
Seiko Epson Corp.	400	5,697
Zebra Technologies Corp., Class A†	964	229,307
		323,250
Office Supplies & Forms — 0.1%
Avery Dennison Corp.	1,643	210,074
Societe BIC SA	43	2,985
		213,059
Oil Companies-Exploration & Production — 0.6%
Aker BP ASA	182	5,025
ConocoPhillips	4,981	274,951
Diamondback Energy, Inc.	6,542	561,042
EOG Resources, Inc.	1,582	109,648
EQT Corp.	6,525	70,078
Inpex Corp.	1,800	16,810
Lundin Petroleum AB	5,244	173,140
Oil Search, Ltd.	2,304	11,372
Pioneer Natural Resources Co.	1,949	239,766
Santos, Ltd.	2,975	16,653
Woodside Petroleum, Ltd.	1,573	34,916
		1,513,401
Oil Companies-Integrated — 1.2%
BP PLC	91,210	578,103
Chevron Corp.	9,817	1,140,146
Eni SpA	4,275	64,701
Equinor ASA	1,683	31,130
Galp Energia SGPS SA	842	13,410
OMV AG	247	14,413
Repsol SA	2,455	40,249
Royal Dutch Shell PLC, Class A	13,809	399,428
Royal Dutch Shell PLC, Class B	12,970	372,639
TOTAL SA	10,360	544,622
		3,198,841
Oil Refining & Marketing — 0.2%
Caltex Australia, Ltd.	420	7,895
DCC PLC	165	15,466
Idemitsu Kosan Co., Ltd.	300	8,903
JXTG Holdings, Inc.	5,400	25,472
Marathon Petroleum Corp.	2,901	185,519
Murphy USA, Inc.†	1,148	135,384
Neste Oyj	711	25,661
PBF Energy, Inc., Class A	2,535	81,830
Phillips 66	1,385	161,796
		647,926
Oil-Field Services — 0.0%
John Wood Group PLC	1,145	5,017
Worley, Ltd.	542	5,104
		10,121
Optical Supplies — 0.0%
EssilorLuxottica SA	479	73,082
Paper & Related Products — 0.0%
Mondi PLC	816	16,886
Oji Holdings Corp.	1,400	7,325
Smurfit Kappa Group PLC	379	12,639
Stora Enso Oyj, Class R	978	12,680
UPM-Kymmene Oyj	897	29,152
		78,682
Petrochemicals — 0.0%
Mitsui Chemicals, Inc.	300	7,231
Pharmacy Services — 0.2%
Cigna Corp.	3,069	547,694
Photo Equipment & Supplies — 0.0%
Nikon Corp.	600	7,723
Pipelines — 0.2%
APA Group	1,983	15,925
Equitrans Midstream Corp.	4,601	64,046
Kinder Morgan, Inc.	11,353	226,833
Koninklijke Vopak NV	118	6,474
Williams Cos., Inc.	7,299	162,841
		476,119
Power Converter/Supply Equipment — 0.2%
Generac Holdings, Inc.†	2,635	254,488
Schneider Electric SE	3,824	355,096
		609,584
Printing-Commercial — 0.0%
Dai Nippon Printing Co., Ltd.	400	10,771
Toppan Printing Co., Ltd.	300	5,587
		16,358
Private Equity — 0.1%
3i Group PLC	16,791	245,343
Eurazeo SE	68	4,740
Partners Group Holding AG	32	24,951
		275,034
Public Thoroughfares — 0.0%
Atlantia SpA	833	20,569
Transurban Group	4,496	45,994
		66,563

Publishing-Newspapers — 0.0%
New York Times Co., Class A	3,163	97,737
Schibsted ASA, Class B	165	4,608
Singapore Press Holdings, Ltd.	2,400	3,916
		106,261
Publishing-Periodicals — 0.0%
Wolters Kluwer NV	470	34,607
Radio — 0.0%
Entercom Communications Corp., Class A	16,908	58,840
Real Estate Investment Trusts — 1.2%
American Homes 4 Rent, Class A	5,002	132,403
Ascendas Real Estate Investment Trust	4,200	9,786
British Land Co. PLC	1,522	12,235
Brixmor Property Group, Inc.	7,977	175,654
CapitaLand Commercial Trust	4,400	6,630
CapitaLand Mall Trust	4,300	8,028
Covivio	77	8,717
Daiwa House REIT Investment Corp.	3	8,737
Dexus	15,135	124,887
EastGroup Properties, Inc.	658	88,139
Federal Realty Investment Trust	985	133,970
Gecina SA	77	13,208
Goodman Group	15,030	149,094
GPT Group	3,254	13,347
ICADE	50	4,896
Japan Prime Realty Investment Corp.	2	9,612
Japan Real Estate Investment Corp.	2	13,649
Japan Retail Fund Investment Corp.	5	11,668
Kimco Realty Corp.	6,899	148,742
Klepierre SA	343	12,773
Land Securities Group PLC	1,184	14,417
Link REIT	3,500	38,167
Mid-America Apartment Communities, Inc.	1,816	252,406
Mirvac Group	6,565	14,527
Nippon Building Fund, Inc.	2	15,187
Nippon Prologis REIT, Inc.	4	11,186
Nomura Real Estate Master Fund, Inc.	7	13,385
Outfront Media, Inc.	5,280	138,917
Prologis, Inc.	11,593	1,017,402
Public Storage	937	208,820
Rayonier, Inc.	4,450	120,061
Scentre Group	8,935	23,590
Segro PLC	1,822	19,924
Stockland	4,042	13,625
Suntec Real Estate Investment Trust	3,200	4,375
Unibail-Rodamco-Westfield (Euronext Amsterdam)	645	99,740
United Urban Investment Corp.	5	10,094
Vicinity Centres	5,472	10,072
Weyerhaeuser Co.	2,693	78,663
		3,190,733
Real Estate Management/Services — 0.2%
Aeon Mall Co., Ltd.	200	3,215
CBRE Group, Inc., Class A†	8,059	431,560
Daito Trust Construction Co., Ltd.	100	13,307
Deutsche Wohnen SE	600	22,565
Mitsubishi Estate Co., Ltd.	2,000	39,031
REA Group, Ltd.	89	6,662
Swiss Prime Site AG	128	13,183
Vonovia SE	844	44,910
		574,433
Real Estate Operations & Development — 0.2%
Aroundtown SA	1,529	12,902
Azrieli Group, Ltd.	71	5,469
CapitaLand, Ltd.	4,300	11,379
CK Asset Holdings, Ltd.	16,000	111,690
Hang Lung Properties, Ltd.	4,000	8,811
Henderson Land Development Co., Ltd.	3,000	15,027
Hongkong Land Holdings, Ltd.	2,100	11,550
Hulic Co., Ltd.	500	5,468
Hysan Development Co., Ltd.	1,000	3,950
Kerry Properties, Ltd.	1,000	3,242
Mitsui Fudosan Co., Ltd.	7,300	187,992
New World Development Co., Ltd.	10,000	14,344
Nomura Real Estate Holdings, Inc.	200	4,767
Sino Land Co., Ltd.	2,000	2,997
Sumitomo Realty & Development Co., Ltd.	600	21,908
Sun Hung Kai Properties, Ltd.	2,500	37,934
Swire Properties, Ltd.	2,000	6,304
Tokyu Fudosan Holdings Corp.	1,100	7,344
UOL Group, Ltd.	900	5,160
Wharf Holdings, Ltd.	2,000	4,548
Wharf Real Estate Investment Co., Ltd.	2,000	11,792
Wheelock & Co., Ltd.	1,000	6,196
		500,774
Rental Auto/Equipment — 0.0%
Ashtead Group PLC	794	24,149
Resorts/Theme Parks — 0.0%
Merlin Entertainments PLC*	1,202	7,077
Oriental Land Co., Ltd.	300	44,129
		51,206
Respiratory Products — 0.0%
Fisher & Paykel Healthcare Corp., Ltd.	964	11,836
Retail-Apparel/Shoe — 0.4%
ABC-Mart, Inc.	100	6,871
Fast Retailing Co., Ltd.	100	62,089
Hennes & Mauritz AB, Class B	1,350	28,208
HUGO BOSS AG	106	4,459
Industria de Diseno Textil SA	9,551	297,730
Lululemon Athletica, Inc.†	926	189,154
Next PLC	231	19,695
Ross Stores, Inc.	5,393	591,450
Shimamura Co., Ltd.	100	8,529
Zalando SE†*	232	10,052
		1,218,237
Retail-Auto Parts — 0.6%
Advance Auto Parts, Inc.	1,163	188,964
AutoZone, Inc.†	271	310,127
Genuine Parts Co.	536	54,983
O’Reilly Automotive, Inc.†	2,196	956,380
		1,510,454

Retail-Automobile — 0.0%
USS Co., Ltd.	500	9,751
Retail-Building Products — 0.2%
Home Depot, Inc.	2,513	589,500
Kingfisher PLC	3,546	9,517
Wesfarmers, Ltd.	1,905	52,213
		651,230
Retail-Consumer Electronics — 0.1%
Best Buy Co., Inc.	1,685	121,034
Dixons Carphone PLC	38,828	66,013
Yamada Denki Co., Ltd.	1,200	5,812
		192,859
Retail-Convenience Store — 0.0%
FamilyMart Co., Ltd.	400	9,986
Lawson, Inc.	100	5,538
		15,524
Retail-Discount — 0.0%
Harvey Norman Holdings, Ltd.	892	2,515
Pan Pacific International Holdings Corp.	800	12,646
		15,161
Retail-Drug Store — 0.1%
Sundrug Co., Ltd.	100	3,329
Tsuruha Holdings, Inc.	100	11,325
Walgreens Boots Alliance, Inc.	3,118	170,804
Welcia Holdings Co., Ltd.	100	5,788
		191,246
Retail-Gardening Products — 0.1%
Tractor Supply Co.	1,863	177,022
Retail-Home Furnishings — 0.0%
Nitori Holdings Co., Ltd.	100	15,288
Retail-Jewelry — 0.2%
Cie Financiere Richemont SA	3,754	295,297
Pandora A/S	176	8,654
Swatch Group AG (TRQX)	94	5,036
Swatch Group AG (XEGT)	49	13,560
Tiffany & Co.	1,451	180,664
		503,211
Retail-Major Department Stores — 0.1%
Marks & Spencer Group PLC	3,277	7,705
Marui Group Co., Ltd.	6,700	149,957
Nordstrom, Inc.	3,083	110,680
		268,342
Retail-Misc./Diversified — 0.0%
Dufry AG	72	6,246
Ryohin Keikaku Co., Ltd.	4,200	94,314
		100,560
Retail-Regional Department Stores — 0.1%
Isetan Mitsukoshi Holdings, Ltd.	700	5,626
J. Front Retailing Co., Ltd.	500	6,413
Kohl’s Corp.	2,590	132,763
		144,802
Retail-Restaurants — 0.3%
Brinker International, Inc.	2,295	102,013
McDonald’s Corp.	2,995	589,117
McDonald’s Holdings Co. Japan, Ltd.	100	5,028
		696,158
Retail-Vision Service Center — 0.0%
National Vision Holdings, Inc.†	3,139	74,708
Retirement/Aged Care — 0.0%
Ryman Healthcare, Ltd.	672	5,562
Rubber & Vinyl — 0.0%
JSR Corp.	300	5,692
Rubber-Tires — 0.1%
Bridgestone Corp.	4,100	171,722
Cie Generale des Etablissements Michelin SCA	287	34,922
Continental AG	185	24,735
Nokian Renkaat Oyj	209	5,967
Pirelli & C SpA*	672	3,884
Sumitomo Rubber Industries, Ltd.	300	4,009
Yokohama Rubber Co., Ltd.	200	4,513
		249,752
Satellite Telecom — 0.0%
Eutelsat Communications SA	293	5,555
SES SA FDR	612	11,856
		17,411
Schools — 0.0%
Benesse Holdings, Inc.	200	5,384
Security Services — 0.0%
G4S PLC	2,607	6,984
Secom Co., Ltd.	400	37,281
Securitas AB, Class B	526	8,411
Sohgo Security Services Co., Ltd.	100	5,473
		58,149
Semiconductor Components-Integrated Circuits — 0.8%
Analog Devices, Inc.	7,499	799,618
NXP Semiconductors NV	497	56,499
QUALCOMM, Inc.	3,830	308,085
Renesas Electronics Corp.†	9,500	65,099
Taiwan Semiconductor Manufacturing Co., Ltd. ADR	18,141	936,620
		2,165,921
Semiconductor Equipment — 0.3%
Advantest Corp.	300	13,737
ASM Pacific Technology, Ltd.	500	7,000
ASML Holding NV	1,952	511,610
KLA Corp.	1,172	198,115
Tokyo Electron, Ltd.	300	61,325
		791,787
Shipbuilding — 0.1%
Wartsila Oyj Abp	11,453	120,863
Yangzijiang Shipbuilding Holdings, Ltd.	4,000	2,808
		123,671

Silver Mining — 0.0%
Fresnillo PLC	371	3,412
Soap & Cleaning Preparation — 0.1%
Henkel AG & Co. KGaA	175	16,853
Henkel AG & Co. KGaA (Preference Shares)	1,743	181,139
Reckitt Benckiser Group PLC	1,189	91,856
		289,848
Steel Pipe & Tube — 0.0%
Maruichi Steel Tube, Ltd.	100	2,759
Tenaris SA	794	8,018
		10,777
Steel-Producers — 0.1%
ArcelorMittal	6,394	94,346
BlueScope Steel, Ltd.	896	8,233
Evraz PLC	849	4,038
JFE Holdings, Inc.	800	10,127
Kobe Steel, Ltd.	600	3,267
Nippon Steel Corp.	1,400	20,632
thyssenkrupp AG	680	9,704
voestalpine AG	195	4,883
		155,230
Steel-Specialty — 0.0%
Hitachi Metals, Ltd.	300	3,800
Telecom Services — 0.1%
HKT Trust & HKT, Ltd.	6,000	9,341
PCCW, Ltd.	8,000	4,758
Singapore Telecommunications, Ltd.	13,700	33,232
Spark New Zealand, Ltd.	3,086	8,864
Telenor ASA	11,138	208,501
TPG Telecom, Ltd.	624	2,813
		267,509
Telecommunication Equipment — 0.0%
CommScope Holding Co., Inc.†	6,782	75,958
NICE, Ltd.†	104	16,442
		92,400
Telephone-Integrated — 0.9%
BT Group PLC	14,173	37,581
Deutsche Telekom AG	17,556	308,741
Elisa Oyj	239	13,053
KDDI Corp.	3,000	83,313
Koninklijke KPN NV	6,003	18,612
Nippon Telegraph & Telephone Corp.	5,800	288,738
Orange SA	11,182	180,085
Proximus SADP	256	7,860
SoftBank Group Corp.	2,800	108,640
Swisscom AG	45	22,990
Telecom Italia SpA†	15,329	8,970
Telecom Italia SpA (RSP)	10,129	5,861
Telefonica Deutschland Holding AG	1,500	4,760
Telefonica SA	13,683	104,917
Telia Co AB	4,730	20,795
Verizon Communications, Inc.	22,406	1,354,891
		2,569,807
Television — 0.1%
CBS Corp., Class B	2,580	92,983
ITV PLC	76,639	132,779
Nexstar Media Group, Inc., Class A	1,496	145,546
RTL Group SA	65	3,303
		374,611
Textile-Apparel — 0.1%
LVMH Moet Hennessy Louis Vuitton SE	470	200,503
Textile-Products — 0.0%
Teijin, Ltd.	300	6,062
Tobacco — 0.2%
British American Tobacco PLC	11,478	401,734
Imperial Brands PLC	1,608	35,252
Japan Tobacco, Inc.	7,500	170,571
Swedish Match AB	296	13,893
		621,450
Tools-Hand Held — 0.1%
Makita Corp.	400	13,649
Stanley Black & Decker, Inc.	2,359	356,988
		370,637
Toys — 0.1%
Bandai Namco Holdings, Inc.	300	18,524
Nintendo Co., Ltd.	900	321,863
		340,387
Transactional Software — 0.0%
Worldline SA†*	138	8,380
Transport-Marine — 0.0%
AP Moller - Maersk A/S, Series A	7	8,401
AP Moller - Maersk A/S, Series B	11	14,020
Mitsui OSK Lines, Ltd.	200	5,512
Nippon Yusen KK	200	3,636
		31,569
Transport-Rail — 0.5%
Aurizon Holdings, Ltd.	3,344	13,601
Central Japan Railway Co.	900	185,809
East Japan Railway Co.	500	45,602
Getlink SE	739	12,371
Hankyu Hanshin Holdings, Inc.	400	16,113
Keihan Holdings Co., Ltd.	200	9,482
Keikyu Corp.	400	8,023
Keio Corp.	200	12,427
Keisei Electric Railway Co., Ltd.	200	8,232
Kintetsu Group Holdings Co., Ltd.	300	16,418
Kyushu Railway Co.	300	9,945
MTR Corp., Ltd.	2,500	14,357
Nagoya Railroad Co., Ltd.	400	12,779
Norfolk Southern Corp.	4,154	756,028
Odakyu Electric Railway Co., Ltd.	500	12,237
Seibu Holdings, Inc.	300	5,315
Tobu Railway Co., Ltd.	400	13,427
Tokyu Corp.	11,300	214,615
West Japan Railway Co.	1,500	130,804
		1,497,585

Transport-Services — 0.1%
ComfortDelGro Corp., Ltd.		3,600	6,086
Deutsche Post AG		6,436	227,904
DSV A/S		370	35,902
Kamigumi Co., Ltd.		200	4,545
Kuehne & Nagel International AG		91	14,699
Nippon Express Co., Ltd.		100	5,751
Poste Italiane SpA*		878	10,654
SG Holdings Co., Ltd.		300	7,470
Yamato Holdings Co., Ltd.		2,700	45,604
			358,615
Transport-Truck — 0.1%
Old Dominion Freight Line, Inc.		1,045	190,274
Travel Services — 0.0%
Flight Centre Travel Group, Ltd.		93	2,730
TUI AG		741	9,695
			12,425
Veterinary Diagnostics — 0.0%
Elanco Animal Health, Inc.†		3,943	106,540
Water — 0.0%
Severn Trent PLC		399	11,655
Suez		574	8,946
United Utilities Group PLC		1,146	12,918
Veolia Environnement SA		903	23,738
			57,257
Water Treatment Systems — 0.0%
Kurita Water Industries, Ltd.		200	5,815
Web Hosting/Design — 0.0%
Shopify, Inc., Class A†		351	110,063
Wix.com, Ltd.†		80	9,766
			119,829
Web Portals/ISP — 1.1%
Alphabet, Inc., Class A†		1,452	1,827,777
Alphabet, Inc., Class C†		972	1,224,827
Iliad SA		44	4,554
United Internet AG		207	6,236
Z Holdings Corp.		4,800	14,846
			3,078,240
Wire & Cable Products — 0.0%
Prysmian SpA		406	9,378
Wireless Equipment — 0.0%
Nokia Oyj		19,093	70,133
Total Common Stocks (cost $120,485,148)			127,044,910
REGISTERED INVESTMENT COMPANIES — 8.0%
JPMorgan Emerging Markets Strategic Debt Fund, Class R6		647,541	5,335,739
JPMorgan Emerging Markets Equity Fund, Class R6		273,725	8,485,488
JPMorgan High Yield Fund, Class R6		1,135,066	8,149,774
Total Registered Investment Companies (cost $21,548,027)			21,971,001
PREFERRED SECURITIES/CAPITAL SECURITIES — 0.1%
Diversified Banking Institutions — 0.1%
Credit Suisse Group AG 7.50% due 12/11/2023*(1) (cost $217,069)	$	200,000	221,738
ASSET BACKED SECURITIES — 5.2%
Diversified Financial Services — 5.2%
Alternative Loan Trust FRS Series 2006-OA9, Class 1A1 2.05% (1 ML+0.20%) due 07/20/2046(2)		159,844	127,480
American Credit Acceptance Receivables Trust Series 2019-3, Class C 2.76% due 09/12/2025*		188,000	189,108
American Credit Acceptance Receivables Trust Series 2019-1, Class C 3.50% due 04/14/2025*		112,000	113,978
American Credit Acceptance Receivables Trust Series 2018-3, Class D 4.14% due 10/15/2024*		51,000	52,217
Angel Oak Mtg. Trust I LLC VRS Series 2018-3, Class A1 3.65% due 09/25/2048*(2)(3)		138,552	140,067
Angel Oak Mtg. Trust I LLC VRS Series 2018-2, Class A1 3.67% due 07/27/2048*(2)(3)		228,329	230,725
Arroyo Mtg. Trust VRS Series 2019-3, Class A1 2.96% due 10/25/2048*(2)(3)		173,835	175,262
Arroyo Mtg. Trust VRS Series 2018-1, Class A1 3.76% due 04/25/2048*(2)(3)		187,742	191,905
Arroyo Mtg. Trust VRS Series 2019-1, Class A1 3.81% due 01/25/2049*(2)(3)		85,812	87,677
BAMLL Commercial Mtg. Securities Trust VRS Series 2018-PARK, Class A 4.09% due 08/10/2038*(3)(4)		100,000	112,808
BANK Series 2019-BN22, Class A4 2.98% due 11/15/2062(4)		180,000	187,458
BANK Series 2017-BNK9, Class A4 3.54% due 11/15/2054(4)		185,000	200,131
BBCMS Mtg. Trust FRS Series 2018-TALL, Class A 2.64% (1 ML+0.72%) due 03/15/2037*(4)		405,000	404,083
BBCMS Trust FRS Series 2018-CBM, Class A 2.91% (1 ML+1.00%) due 07/15/2037*(4)		70,000	69,999
Blackstone Mtg. Trust, Inc. FRS Series 2017-FL1, Class A 2.75% (1 ML+0.87%) due 06/15/2035*(4)		278,634	278,634
Braemar Hotels & Resorts Trust FRS Series 2018-PRME, Class A 2.73% (1 ML+0.82%) due 06/15/2035*(4)		130,000	129,349

BX Commercial Mtg. Trust FRS Series 2018-BIOA, Class A 2.58% (1 ML+0.67%) due 03/15/2037*(4)	270,000	269,326
BX Trust FRS Series 2018-MCSF, Class A 2.49% (1 ML+0.58%) due 04/15/2035*(4)	255,000	254,438
BX Trust FRS Series 2018-MCSF, Class B 2.72% (1 ML+0.81%) due 04/15/2035*(4)	110,000	109,620
BX Trust FRS Series 2018-EXCL, Class A 3.00% (1 ML+1.09%) due 09/15/2037*(4)	181,477	181,021
BXP Trust Series 2017-GM, Class A 3.38% due 06/13/2039*(4)	120,000	128,389
BXP Trust VRS Series 2017-GM, Class B 3.42% due 06/13/2039*(3)(4)	260,000	275,440
Capital Automotive REIT Series 2017-1A, Class A1 3.87% due 04/15/2047*	104,227	105,336
CGDBB Commercial Mtg. Trust FRS Series 2017-BIOC, Class A 2.70% (1 ML+0.79%) due 07/15/2032*(4)	300,000	299,906
CGDBB Commercial Mtg. Trust FRS Series 2017-BIOC, Class B 2.88% (1 ML+0.97%) due 07/15/2032*(4)	281,000	280,912
CIM Trust FRS Series 2019-INV1, Class A2 2.82% (1 ML+1.00%) due 02/25/2049*(2)	104,345	105,729
Citigroup Commercial Mtg. Trust Series 2013-GC11, Class AS 3.42% due 04/10/2046(4)	90,000	93,313
Citigroup Commercial Mtg. Trust Series 2018-B2, Class A4 4.01% due 03/10/2051(4)	275,000	307,256
Citigroup Commercial Mtg. Trust VRS Series 2018-C5, Class A4 4.23% due 06/10/2051(3)(4)	205,000	232,512
Citigroup Mtg. Loan Trust, Inc. FRS Series 2003-HE3, Class A 2.58% (1 ML+0.76%) due 12/25/2033	5,017	5,032
Citigroup Mtg. Loan Trust, Inc. Series 2007-12, Class 2A1 6.50% due 10/25/2036*(2)	107,447	89,804
COMM Mtg. Trust Series 2016-667M, Class A 3.14% due 10/10/2036*(4)	100,000	104,702
COMM Mtg. Trust VRS Series 2014-CR 15, Class C 4.75% due 02/10/2047(3)(4)	100,000	108,296
Commonbond Student Loan Trust FRS Series 2018-AGS, Class A2 2.32% (1 ML+0.50%) due 02/25/2044*	120,682	117,977
Countrywide Alternative Loan Trust Series 2006-J5, Class 1A1 6.50% due 09/25/2036(2)	215,612	182,600
Countrywide Asset-Backed Certs. Trust FRS Series 2004-6, Class M1 2.72% (1 ML+0.90%) due 10/25/2034	34,592	33,319
Countrywide Home Loan Mtg. Pass-Through Trust Series 2005-21, Class A2 5.50% due 10/25/2035(2)	21,980	20,012
Credit Acceptance Auto Loan Trust Series 2018-3A, Class A 3.55% due 08/15/2027*	250,000	254,824
DBGS Mtg. Trust FRS Series 2018-BIOD, Class A 2.72% (1 ML+0.80%) due 05/15/2035*(4)	153,143	153,046
DBGS Mtg. Trust FRS Series 2018-BIOD, Class B 2.80% (1 ML+0.89%) due 05/15/2035*(4)	92,814	92,669
DBGS Mtg. Trust Series 2019-1735, Class A 3.84% due 04/10/2037*(4)	205,000	225,434
Deephaven Residential Mtg. Trust VRS Series 2019-3A, Class A1 2.96% due 07/25/2059*(2)(3)	172,000	172,840
Deephaven Residential Mtg. Trust VRS Series 2019-2A, Class A1 3.56% due 04/25/2059*(2)(3)	122,015	122,988
Deephaven Residential Mtg. Trust VRS Series 2018-3A, Class A1 3.79% due 08/25/2058*(2)(3)	62,203	62,673
DT Auto Owner Trust Series 2018-1A, Class B 3.04% due 01/18/2022*	52,870	52,907
Ellington Financial Mtg. Trust VRS Series 2018-1, Class A1FX 4.14% due 10/25/2058*(2)(3)	144,307	146,462
Exeter Automobile Receivables Trust Series 2018-1A, Class B 2.75% due 04/15/2022*	87,407	87,472
Exeter Automobile Receivables Trust Series 2018-1A, Class C 3.03% due 01/17/2023*	228,000	229,174
Exeter Automobile Receivables Trust Series 2018-2A, Class B 3.27% due 05/16/2022*	171,819	172,259

Exeter Automobile Receivables Trust Series 2019-2A, Class C 3.30% due 03/15/2024*	115,000	117,169
Exeter Automobile Receivables Trust Series 2018-3A, Class B 3.46% due 10/17/2022*	66,000	66,366
Exeter Automobile Receivables Trust Series 2018-2A, Class C 3.69% due 03/15/2023*	135,000	136,573
Exeter Automobile Receivables Trust Series 2015-3A, Class D 6.55% due 10/17/2022*	195,000	198,202
First Franklin Mtg. Loan Trust FRS Series 2004-FF4, Class M1 2.68% (1 ML+0.86%) due 06/25/2034	78,096	78,267
GLS Auto Receivables Issuer Trust Series 2019-2A, Class B 3.32% due 03/15/2024*	312,000	316,280
GPMT, Inc. FRS Series 2018-FL1, Class A 2.75% (1 ML+0.90%) due 11/21/2035*(4)	200,294	199,917
GS Mtg. Securities Trust Series 2017-GPTX, Class A 2.86% due 05/10/2034*(4)	175,000	175,898
GS Mtg. Securities Trust Series 2019 -GC38, Class A2 3.87% due 02/10/2052(4)	80,000	85,549
GS Mtg. Securities Trust VRS Series 2018-GS9, Class A4 3.99% due 03/10/2051(3)(4)	195,000	217,395
GSAMP Trust FRS Series 2006-FM1, Class A2C 1.98% (1 ML+0.16%) due 04/25/2036	210,146	155,102
Homeward Opportunities Fund I Trust VRS Series 2019-2, Class A1 2.70% due 09/25/2059*(2)(3)	93,308	93,500
Homeward Opportunities Fund I Trust VRS Series 2019-1, Class A1 3.45% due 01/25/2059*(2)(3)	103,115	104,170
Homeward Opportunities Fund I Trust VRS Series 2018-1, Class A1 3.77% due 06/25/2048*(2)(3)	66,969	67,553
Hudson Yards Mtg. Trust Series 2019-30HY, Class A 3.23% due 07/10/2039*(4)	115,000	122,344
Independence Plaza Trust Series 2018-INDP, Class A 3.76% due 07/10/2035*(4)	125,000	132,717
JPMorgan Chase Commercial Mtg. Securities Trust VRS Series 2013-C13, Class AS 4.07% due 01/15/2046(3)(4)	90,000	95,810
KREF, Ltd. FRS Series 2018-FL1, Class A 2.98% (1 ML+1.10%) due 06/15/2036*	100,000	100,063
LB-UBS Commercial Mtg. Trust VRS Series 2006-C6, Class AJ 5.45% due 09/15/2039(3)(4)	205,014	119,620
Lehman Mtg. Trust Series 2007-4, Class 4A1 6.00% due 05/25/2037(2)	12,746	12,908
Lendmark Funding Trust Series 2018-1A, Class A 3.81% due 12/21/2026*	170,000	173,081
Long Beach Mtg. Loan Trust FRS Series 2004-3, Class M1 2.68% (1 ML+0.86%) due 07/25/2034	55,087	53,356
LSTAR Commercial Mtg. Trust Series 2016-4, Class A1 1.82% due 03/10/2049*(4)	108,123	107,607
MAD Mtg. Trust VRS Series 2017-330M, Class A 3.19% due 08/15/2034*(3)(4)	137,000	141,676
MetLife Securitization Trust VRS Series 2017-1A, Class A 3.00% due 04/25/2055*(2)(3)	275,176	280,017
Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C7, Class A4 2.92% due 02/15/2046(4)	55,000	56,292
Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C9, Class AS 3.46% due 05/15/2046(4)	145,000	150,397
Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C24, Class A4 3.73% due 05/15/2048(4)	100,000	107,774
Morgan Stanley Capital I Trust FRS Series 2018-SUN, Class B 3.11% (1 ML+1.20%) due 07/15/2035*(4)	140,000	139,736
Morgan Stanley Capital I Trust Series 2019-H6, Class A4 3.42% due 06/15/2052(4)	135,000	145,033
Morgan Stanley Capital I Trust Series 2018-MP, Class A 4.42% due 07/11/2040*(4)	230,000	264,503
New Residential Mtg. Loan Trust VRS Series 2019-NQM3, Class A1 2.80% due 07/25/2049*(2)(3)	118,826	119,224
One Market Plaza Trust Series 2017-1MKT, Class A 3.61% due 02/10/2032*(4)	330,000	340,554
OneMain Direct Auto Receivables Trust Series 2018-1A, Class B 3.71% due 04/14/2025*	132,000	135,742

Option One Mtg. Loan Trust FRS Series 2004-3, Class M2 2.68% (1 ML+0.86%) due 11/25/2034	23,354	23,545
Prosper Marketplace Issuance Trust Series 2018-1A, Class B 3.90% due 06/17/2024*	75,609	75,811
Renaissance Home Equity Loan Trust FRS Series 2005-2, Class AV3 2.19% (1 ML+0.37%) due 08/25/2035	159,311	155,919
SoFi Consumer Loan Program Trust Series 2018-2, Class A1 2.93% due 04/26/2027*	26,844	26,868
Starwood Mtg. Residential Trust VRS Series 2019-INV1, Class A1 2.61% due 08/25/2049*(2)(3)	188,454	188,108
Starwood Mtg. Residential Trust VRS Series 2018-IMC1, Class A1 3.79% due 03/25/2048*(2)(3)	76,240	76,930
Verus Securitization Trust VRS Series 2018-2, Class A1 3.68% due 06/01/2058*(2)(3)	267,972	269,658
Verus Securitization Trust VRS Series 2019-1, Class A1 3.84% due 02/25/2059*(2)(3)	78,060	79,019
Washington Mutual Mtg. Pass-Through Certs. Series 2006-5, Class 2CB1 6.00% due 07/25/2036(2)	57,130	51,886
Wells Fargo Commercial Mtg. Trust Series 2019-C53, Class A4 3.04% due 10/15/2052(4)	215,000	224,480
Wells Fargo Commercial Mtg. Trust Series 2017-C41, Class A3 3.21% due 11/15/2050(4)	60,000	63,261
Wells Fargo Mtg. Backed Securities Trust VRS Series 2005-AR8, Class 1A1 4.96% due 06/25/2035(2)(3)	65,638	66,302
Wells Fargo Mtg. Backed Securities Trust Series 2007-7, Class A1 6.00% due 06/25/2037(2)	27,692	27,917
Westlake Automobile Receivables Trust Series 2019-3A, Class B 2.41% due 10/15/2024*	250,000	250,279
WF-RBS Commercial Mtg. Trust Series 2013-C11, Class AS 3.31% due 03/15/2045(4)	130,000	133,730
Total Asset Backed Securities (cost $14,383,187)		14,292,677
U.S. CORPORATE BONDS & NOTES — 11.1%
Aerospace/Defense — 0.1%
Boeing Co. Senior Notes 3.50% due 03/01/2039	40,000	41,575
Rockwell Collins, Inc. Senior Notes 3.20% due 03/15/2024	324,000	338,132
		379,707
Aerospace/Defense-Equipment — 0.2%
Harris Corp. Senior Notes 4.40% due 06/15/2028	80,000	89,879
L3Harris Technologies, Inc. Senior Notes 3.85% due 12/15/2026*	120,000	129,445
United Technologies Corp. Senior Notes 3.95% due 08/16/2025	25,000	27,358
United Technologies Corp. Senior Notes 4.13% due 11/16/2028	210,000	238,294
		484,976
Agricultural Chemicals — 0.0%
Mosaic Co. Senior Notes 4.05% due 11/15/2027	97,000	102,548
Airlines — 0.0%
United Airlines Pass-Through Trust Pass-Through Certs. Series 2018-1, Class AA 3.50% due 09/01/2031	95,781	100,011
Applications Software — 0.1%
Microsoft Corp. Senior Notes 4.10% due 02/06/2037	125,000	148,008
Auto-Cars/Light Trucks — 0.3%
American Honda Finance Corp. FRS Senior Notes 2.33% (3 ML+0.15%) due 11/13/2019	250,000	250,020
General Motors Co. Senior Notes 5.00% due 04/01/2035	134,000	136,705
General Motors Financial Co., Inc. Senior Notes 5.65% due 01/17/2029	50,000	55,908
Volkswagen Group of America Finance LLC Company Guar. Notes 4.25% due 11/13/2023*	200,000	214,295
		656,928
Auto/Truck Parts & Equipment-Original — 0.0%
American Axle & Manufacturing, Inc. Company Guar. Notes 6.25% due 04/01/2025	70,000	67,462

Dana, Inc. Senior Notes 5.50% due 12/15/2024	20,000	20,525
		87,987
Banks-Commercial — 0.5%
BB&T Corp. Senior Notes 2.63% due 06/29/2020	250,000	251,056
Citizens Bank NA Senior Notes 2.45% due 12/04/2019	250,000	250,090
Fifth Third Bank Senior Notes 2.20% due 10/30/2020	250,000	250,613
Manufacturers & Traders Trust Co. Senior Notes 2.10% due 02/06/2020	250,000	250,090
PNC Bank NA Senior Notes 2.15% due 04/29/2021	250,000	250,966
		1,252,815
Banks-Fiduciary — 0.1%
Bank of New York Mellon Corp. Senior Notes 2.60% due 08/17/2020	250,000	251,372
Bank of New York Mellon Corp. Senior Notes 2.66% due 05/16/2023	125,000	126,808
		378,180
Banks-Super Regional — 0.8%
Bank of America NA FRS Senior Notes 2.26% (3 ML+0.32%) due 07/26/2021	250,000	250,173
Huntington National Bank Senior Notes 2.38% due 03/10/2020	250,000	250,306
SunTrust Banks, Inc. Senior Notes 2.90% due 03/03/2021	250,000	252,810
SunTrust Banks, Inc. Senior Notes 4.00% due 05/01/2025	175,000	190,189
US Bank NA Senior Notes 3.10% due 05/21/2021	250,000	251,620
Wells Fargo & Co. Senior Notes 2.41% due 10/30/2025	235,000	235,199
Wells Fargo & Co. FRS Senior Notes 2.83% (3 ML+0.89%) due 07/22/2020	250,000	251,327
Wells Fargo & Co. Senior Notes 3.07% due 01/24/2023	255,000	260,003
Wells Fargo & Co. Senior Notes 3.75% due 01/24/2024	140,000	148,144
Wells Fargo & Co. Sub. Notes 4.40% due 06/14/2046	75,000	85,039
Wells Fargo & Co. Sub. Notes 4.75% due 12/07/2046	45,000	53,749
		2,228,559
Beverages-Non-alcoholic — 0.1%
Dr Pepper Snapple Group, Inc. Company Guar. Notes 2.55% due 09/15/2026	205,000	204,645
Brewery — 0.2%
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 3.65% due 02/01/2026	115,000	123,145
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 4.70% due 02/01/2036	100,000	116,112
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 4.90% due 02/01/2046	65,000	77,972
Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 4.00% due 04/13/2028	55,000	60,712
Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 4.44% due 10/06/2048	125,000	140,307
		518,248
Broadcast Services/Program — 0.0%
Nexstar Broadcasting, Inc. Company Guar. Notes 6.13% due 02/15/2022*	50,000	50,688
Building & Construction Products-Misc. — 0.0%
American Woodmark Corp. Company Guar. Notes 4.88% due 03/15/2026*	50,000	50,875
Standard Industries, Inc. Senior Notes 4.75% due 01/15/2028*	35,000	36,312
		87,187
Cable/Satellite TV — 0.5%
CCO Holdings LLC/CCO Holdings Capital Corp. Senior Notes 5.13% due 05/01/2027*	45,000	47,419
CCO Holdings LLC/CCO Holdings Capital Corp. Senior Notes 5.88% due 04/01/2024*	185,000	192,863

Charter Communications Operating LLC/Charter Communications Operating Capital Senior Sec. Notes 5.38% due 05/01/2047	40,000	43,945
Comcast Corp. Company Guar. Notes 2.35% due 01/15/2027	460,000	461,277
Comcast Corp. Company Guar. Notes 3.40% due 07/15/2046	130,000	132,037
Comcast Corp. Senior Notes 3.45% due 02/01/2050	50,000	51,305
DISH DBS Corp. Company Guar. Notes 5.00% due 03/15/2023	115,000	115,863
DISH DBS Corp. Company Guar. Notes 5.88% due 11/15/2024	70,000	70,175
Time Warner Cable LLC Senior Sec. Notes 4.50% due 09/15/2042	65,000	65,054
Time Warner Cable LLC Senior Sec. Notes 5.50% due 09/01/2041	80,000	88,209
		1,268,147
Casino Hotels — 0.1%
MGM Resorts International Company Guar. Notes 4.63% due 09/01/2026	130,000	136,500
MGM Resorts International Company Guar. Notes 6.00% due 03/15/2023	40,000	44,113
		180,613
Cellular Telecom — 0.1%
Sprint Corp. Company Guar. Notes 7.63% due 02/15/2025	80,000	87,900
Sprint Corp. Company Guar. Notes 7.88% due 09/15/2023	35,000	38,631
T-Mobile USA, Inc. Company Guar. Notes 6.50% due 01/15/2024	160,000	166,200
		292,731
Coatings/Paint — 0.0%
Sherwin-Williams Co. Senior Notes 2.75% due 06/01/2022	32,000	32,577
Sherwin-Williams Co. Senior Notes 3.13% due 06/01/2024	58,000	60,167
		92,744
Computer Services — 0.1%
International Business Machines Corp. Senior Notes 3.30% due 05/15/2026	170,000	179,858
International Business Machines Corp. Senior Notes 3.50% due 05/15/2029	105,000	112,870
		292,728
Computers — 0.1%
Apple, Inc. Senior Notes 2.45% due 08/04/2026	245,000	250,200
Dell International LLC/EMC Corp. Senior Sec. Notes 6.02% due 06/15/2026*	45,000	51,362
		301,562
Consumer Products-Misc. — 0.1%
Central Garden & Pet Co. Company Guar. Notes 5.13% due 02/01/2028	50,000	51,365
Spectrum Brands, Inc. Company Guar. Notes 5.75% due 07/15/2025	70,000	72,975
		124,340
Containers-Paper/Plastic — 0.0%
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC Senior Sec. Notes 6.88% due 02/15/2021	69,307	69,394
Diagnostic Equipment — 0.0%
Thermo Fisher Scientific, Inc. Senior Notes 2.95% due 09/19/2026	40,000	41,578
Distribution/Wholesale — 0.0%
Anixter, Inc. Company Guar. Notes 5.50% due 03/01/2023	45,000	46,152
Diversified Banking Institutions — 1.9%
Bank of America Corp. Senior Notes 2.46% due 10/22/2025	110,000	110,593
Bank of America Corp. Senior Notes 2.50% due 10/21/2022	150,000	151,396
Bank of America Corp. Senior Notes 3.00% due 12/20/2023	350,000	358,025
Bank of America Corp. Senior Notes 3.42% due 12/20/2028	314,000	328,668
Bank of America Corp. Senior Notes 3.55% due 03/05/2024	5,000	5,207
Bank of America Corp. Senior Notes 3.82% due 01/20/2028	140,000	150,661

Bank of America Corp. Senior Notes 3.86% due 07/23/2024	260,000	274,530
Bank of America Corp. Senior Notes 3.97% due 02/07/2030	50,000	54,563
Citigroup, Inc. Senior Notes 2.31% due 11/04/2022	110,000	110,317
Citigroup, Inc. Senior Notes 2.65% due 10/26/2020	250,000	251,741
Citigroup, Inc. Senior Notes 2.88% due 07/24/2023	495,000	503,098
Citigroup, Inc. Senior Notes 3.14% due 01/24/2023	140,000	142,777
Citigroup, Inc. Senior Notes 3.20% due 10/21/2026	45,000	46,670
Citigroup, Inc. Senior Notes 3.89% due 01/10/2028	95,000	102,171
Citigroup, Inc. Senior Notes 4.04% due 06/01/2024	360,000	381,185
Goldman Sachs Group, Inc. Senior Notes 2.35% due 11/15/2021	200,000	200,728
Goldman Sachs Group, Inc. Senior Notes 2.60% due 12/27/2020	250,000	250,241
Goldman Sachs Group, Inc. Senior Notes 2.91% due 07/24/2023	330,000	335,060
Goldman Sachs Group, Inc. Senior Notes 3.81% due 04/23/2029	320,000	339,676
Goldman Sachs Group, Inc. Senior Notes 3.85% due 01/26/2027	270,000	287,310
Morgan Stanley Senior Notes 2.80% due 06/16/2020	215,000	216,047
Morgan Stanley Senior Notes 3.59% due 07/22/2028	160,000	168,850
Morgan Stanley Senior Notes 3.74% due 04/24/2024	5,000	5,236
Morgan Stanley Senior Notes 3.77% due 01/24/2029	35,000	37,517
Morgan Stanley Senior Notes 3.97% due 07/22/2038	90,000	98,542
Morgan Stanley Senior Notes 4.38% due 01/22/2047	40,000	47,182
Morgan Stanley Senior Notes 4.43% due 01/23/2030	50,000	56,154
Morgan Stanley Senior Notes 5.50% due 07/24/2020	250,000	256,330
		5,270,475
Diversified Manufacturing Operations — 0.1%
General Electric Capital Corp. Senior Notes 2.20% due 01/09/2020	170,000	169,960
General Electric Co. Senior Notes 4.13% due 10/09/2042	10,000	10,207
Textron, Inc. Senior Notes 3.88% due 03/01/2025	40,000	42,485
		222,652
E-Commerce/Products — 0.0%
Amazon.com, Inc. Senior Notes 3.15% due 08/22/2027	55,000	58,681
Electric-Distribution — 0.1%
Commonwealth Edison Co. 1st Mtg. Notes 3.65% due 06/15/2046	90,000	98,226
Commonwealth Edison Co. 1st Mtg. Notes 3.70% due 03/01/2045	45,000	48,952
Entergy Louisiana LLC Collateral Trust Bonds 2.40% due 10/01/2026	45,000	45,282
Entergy Louisiana LLC Collateral Trust Bonds 4.00% due 03/15/2033	30,000	34,430
National Rural Utilities Cooperative Finance Corp. Collateral Trust Bonds 4.30% due 03/15/2049	10,000	12,010
Sempra Energy Senior Notes 3.40% due 02/01/2028	90,000	92,107
		331,007
Electric-Generation — 0.1%
Emera US Finance LP Company Guar. Notes 3.55% due 06/15/2026	70,000	73,521
Emera US Finance LP Company Guar. Notes 4.75% due 06/15/2046	40,000	46,954
		120,475

Electric-Integrated — 0.8%
American Electric Power Co., Inc. Senior Notes 2.15% due 11/13/2020	250,000	250,527
Baltimore Gas & Electric Co. Senior Notes 3.20% due 09/15/2049	80,000	79,501
Berkshire Hathaway Energy Co. Senior Notes 4.45% due 01/15/2049	35,000	41,984
Cleveland Electric Illuminating Co. Senior Notes 3.50% due 04/01/2028*	65,000	68,347
Cleveland Electric Illuminating Co. Senior Notes 4.55% due 11/15/2030*	55,000	62,755
Entergy Arkansas, Inc. 1st Mtg. Notes 3.75% due 02/15/2021	65,000	66,118
Entergy Texas, Inc. 1st Mtg. Notes 3.55% due 09/30/2049	75,000	77,561
Eversource Energy Senior Notes 2.50% due 03/15/2021	250,000	251,502
Exelon Corp. Junior Sub. Notes 3.50% due 06/01/2022	47,000	48,365
Jersey Central Power & Light Co. Senior Notes 4.30% due 01/15/2026*	35,000	38,307
NextEra Energy Capital Holdings, Inc. Company Guar. Notes 3.15% due 04/01/2024	60,000	62,364
PacifiCorp 1st Mtg. Notes 4.13% due 01/15/2049	60,000	70,364
Potomac Electric Power Co. 1st Mtg. Bonds 3.60% due 03/15/2024	90,000	95,599
Sierra Pacific Power Co. General Refunding Mtg. 2.60% due 05/01/2026	95,000	97,030
Southern California Edison Co. 1st Mtg. Bonds Class C 3.60% due 02/01/2045	36,000	35,065
Southern California Edison Co. 1st Mtg. Notes Class C 4.13% due 03/01/2048	58,000	62,057
Southern Co. Senior Notes 2.75% due 06/15/2020	250,000	250,983
Southwestern Electric Power Co. Senior Notes Class J 3.90% due 04/01/2045	60,000	63,619
Southwestern Public Service Co. 1st Mtg. Notes 3.70% due 08/15/2047	35,000	38,076
Trans-Allegheny Interstate Line Co. Senior Notes 3.85% due 06/01/2025*	125,000	134,041
Xcel Energy, Inc. Senior Notes 2.40% due 03/15/2021	250,000	251,403
Xcel Energy, Inc. Senior Notes 4.70% due 05/15/2020	95,000	95,192
		2,240,760
Enterprise Software/Service — 0.1%
Infor US, Inc. Company Guar. Notes 6.50% due 05/15/2022	85,000	86,169
Oracle Corp. Senior Notes 2.65% due 07/15/2026	165,000	169,025
Oracle Corp. Senior Notes 4.00% due 11/15/2047	45,000	50,440
		305,634
Finance-Auto Loans — 0.0%
Ally Financial, Inc. Senior Notes 4.13% due 02/13/2022	50,000	51,685
Ally Financial, Inc. Senior Notes 4.63% due 05/19/2022	10,000	10,477
		62,162
Finance-Credit Card — 0.3%
American Express Co. Senior Notes 3.00% due 02/22/2021	250,000	253,561
American Express Co. Senior Notes 3.40% due 02/27/2023	180,000	187,633
Capital One Financial Corp. Senior Notes 2.50% due 05/12/2020	250,000	250,531
		691,725
Finance-Leasing Companies — 0.2%
Air Lease Corp. Senior Notes 2.50% due 03/01/2021	250,000	251,249
Air Lease Corp. Senior Notes 3.25% due 10/01/2029	145,000	143,925
		395,174
Food-Catering — 0.0%
Aramark Services, Inc. Company Guar. Bonds 5.00% due 02/01/2028*	55,000	57,475

Food-Misc./Diversified — 0.0%
McCormick & Co., Inc. Senior Notes 3.15% due 08/15/2024	35,000	36,586
Post Holdings, Inc. Company Guar. Notes 5.50% due 03/01/2025*	35,000	36,666
		73,252
Food-Retail — 0.1%
Kroger Co. Senior Notes 3.30% due 01/15/2021	100,000	101,511
Kroger Co. Senior Notes 3.88% due 10/15/2046	145,000	137,808
		239,319
Gas-Distribution — 0.1%
Brooklyn Union Gas Co. Senior Notes 4.27% due 03/15/2048*	65,000	75,922
NiSource, Inc. Senior Notes 2.95% due 09/01/2029	90,000	90,863
		166,785
Home Furnishings — 0.0%
Tempur Sealy International, Inc. Company Guar. Notes 5.50% due 06/15/2026	60,000	62,775
Hotels/Motels — 0.0%
Hilton Worldwide Finance LLC/Hilton Worldwide Finance Corp. Company Guar. Notes 4.63% due 04/01/2025	22,000	22,605
Hilton Worldwide Finance LLC/Hilton Worldwide Finance Corp. Company Guar. Notes 4.88% due 04/01/2027	23,000	24,322
		46,927
Insurance Brokers — 0.0%
Marsh & McLennan Cos., Inc. Senior Notes 3.50% due 12/29/2020	100,000	101,758
Insurance-Life/Health — 0.5%
Athene Global Funding Sec. Notes 2.75% due 04/20/2020*	250,000	250,859
Jackson National Life Global Funding Senior Sec. Notes 2.60% due 12/09/2020*	250,000	251,880
Principal Life Global Funding II Senior Sec. Notes 2.63% due 11/19/2020*	250,000	251,298
Protective Life Global Funding Sec. Notes 2.70% due 11/25/2020*	250,000	251,728
Prudential Financial, Inc. Senior Notes 3.91% due 12/07/2047	30,000	32,375
Prudential Financial, Inc. Senior Notes 4.50% due 11/16/2021	250,000	262,787
		1,300,927
Insurance-Multi-line — 0.1%
MetLife, Inc. Senior Notes 4.13% due 08/13/2042	45,000	51,535
Metropolitan Life Global Funding I Sec. Notes 1.95% due 09/15/2021*	250,000	250,411
		301,946
Insurance-Mutual — 0.1%
New York Life Global Funding Sec. Notes 1.70% due 09/14/2021*	250,000	249,190
Insurance-Reinsurance — 0.0%
Berkshire Hathaway Finance Corp. Company Guar. Notes 4.25% due 01/15/2049	30,000	35,765
Internet Connectivity Services — 0.1%
Cogent Communications Group, Inc. Senior Sec. Notes 5.38% due 03/01/2022*	65,000	67,600
Zayo Group LLC/Zayo Capital, Inc. Company Guar. Notes 6.00% due 04/01/2023	65,000	66,853
		134,453
Internet Content-Entertainment — 0.0%
Netflix, Inc. Senior Notes 4.88% due 04/15/2028	50,000	51,665
Machinery-Pumps — 0.0%
SPX FLOW, Inc. Company Guar. Notes 5.63% due 08/15/2024*	65,000	67,681
Medical Information Systems — 0.1%
IQVIA, Inc. Company Guar. Notes 5.00% due 10/15/2026*	200,000	211,000
Medical Instruments — 0.1%
Boston Scientific Corp. Senior Notes 4.00% due 03/01/2029	100,000	111,336
Boston Scientific Corp. Senior Notes 4.70% due 03/01/2049	35,000	42,550
		153,886
Medical Products — 0.1%
Abbott Laboratories Senior Notes 3.40% due 11/30/2023	145,000	152,962

Becton Dickinson and Co. Senior Notes 3.70% due 06/06/2027	9,000	9,676
		162,638
Medical-Biomedical/Gene — 0.0%
Celgene Corp. Senior Notes 4.55% due 02/20/2048	35,000	42,534
Gilead Sciences, Inc. Senior Notes 4.15% due 03/01/2047	50,000	55,563
		98,097
Medical-Drugs — 0.2%
Bristol-Myers Squibb Co. Senior Notes 2.90% due 07/26/2024*	124,000	128,503
Bristol-Myers Squibb Co. Senior Notes 3.40% due 07/26/2029*	80,000	86,047
Bristol-Myers Squibb Co. Senior Notes 4.25% due 10/26/2049*	90,000	105,253
Eli Lilly & Co. Senior Notes 3.88% due 03/15/2039	35,000	40,555
Eli Lilly & Co. Senior Notes 3.95% due 03/15/2049	65,000	76,029
GlaxoSmithKline Capital, Inc. Company Guar. Notes 3.63% due 05/15/2025	16,000	17,269
Pfizer, Inc. Senior Notes 4.00% due 03/15/2049	45,000	52,600
Zoetis, Inc. Senior Notes 3.00% due 09/12/2027	100,000	103,120
		609,376
Medical-HMO — 0.1%
Aetna, Inc. Senior Notes 3.88% due 08/15/2047	120,000	116,208
Anthem, Inc. Senior Notes 2.38% due 01/15/2025	80,000	79,951
Anthem, Inc. Senior Notes 3.65% due 12/01/2027	75,000	79,322
UnitedHealth Group, Inc. Senior Notes 3.50% due 08/15/2039	50,000	52,263
		327,744
Medical-Hospitals — 0.1%
HCA, Inc. Company Guar. Notes 5.38% due 02/01/2025	230,000	252,712
Texas Health Resources Sec. Notes 3.37% due 11/15/2051	45,000	45,028
		297,740
Multimedia — 0.0%
Viacom, Inc. Senior Notes 4.38% due 03/15/2043	35,000	36,095
Office Automation & Equipment — 0.0%
CDW LLC/CDW Finance Corp. Company Guar. Notes 5.50% due 12/01/2024	50,000	55,653
Office Supplies & Forms — 0.0%
ACCO Brands Corp. Company Guar. Notes 5.25% due 12/15/2024*	100,000	103,750
Oil Companies-Exploration & Production — 0.1%
Newfield Exploration Co. Company Guar. Notes 5.75% due 01/30/2022	70,000	74,747
Noble Energy, Inc. Senior Notes 4.20% due 10/15/2049	45,000	43,481
Noble Energy, Inc. Senior Notes 5.25% due 11/15/2043	34,000	36,701
Oasis Petroleum, Inc. Company Guar. Notes 6.88% due 01/15/2023	50,000	43,250
Occidental Petroleum Corp. Senior Notes 3.00% due 02/15/2027	55,000	54,534
Occidental Petroleum Corp. Senior Notes 3.50% due 08/15/2029	36,000	36,478
		289,191
Oil Companies-Integrated — 0.1%
BP Capital Markets America, Inc. Company Guar. Notes 3.02% due 01/16/2027	20,000	20,760
BP Capital Markets America, Inc. Company Guar. Notes 3.41% due 02/11/2026	240,000	254,815
		275,575
Oil Refining & Marketing — 0.0%
Marathon Petroleum Corp. Senior Notes 4.75% due 09/15/2044	22,000	24,140
Phillips 66 Company Guar. Notes 4.88% due 11/15/2044	13,000	15,588
		39,728

Oil-Field Services — 0.1%
Baker Hughes a GE Co. LLC/Baker Hughes Co-Obligor, Inc. Senior Notes 3.34% due 12/15/2027	70,000	72,121
Schlumberger Holdings Corp. Senior Notes 3.90% due 05/17/2028*	186,000	196,524
Schlumberger Holdings Corp. Senior Notes 4.00% due 12/21/2025*	9,000	9,621
		278,266
Pharmacy Services — 0.2%
Cigna Corp. Company Guar. Notes 3.40% due 09/17/2021	89,000	91,152
CVS Health Corp. Senior Notes 2.88% due 06/01/2026	93,000	93,689
CVS Health Corp. Senior Notes 3.00% due 08/15/2026	30,000	30,503
CVS Health Corp. Senior Notes 3.25% due 08/15/2029	40,000	40,414
CVS Health Corp. Senior Notes 4.30% due 03/25/2028	270,000	293,662
CVS Pass-Through Trust Pass-Through Certs. 7.51% due 01/10/2032*	58,214	72,136
		621,556
Physical Therapy/Rehabilitation Centers — 0.0%
HealthSouth Corp. Company Guar. Notes 5.75% due 09/15/2025	40,000	41,750
Pipelines — 0.2%
Columbia Pipeline Group, Inc. Company Guar. Notes 4.50% due 06/01/2025	130,000	141,784
Energy Transfer Operating LP Company Guar. Notes 4.20% due 04/15/2027	81,000	84,728
Energy Transfer Operating LP Company Guar. Notes 5.15% due 02/01/2043	55,000	56,225
MPLX LP Senior Notes 4.13% due 03/01/2027	65,000	68,217
MPLX LP Senior Notes 4.50% due 04/15/2038	50,000	51,092
MPLX LP Senior Notes 5.20% due 03/01/2047	20,000	21,458
Sunoco Logistics Partners Operations LP Company Guar. Notes 5.30% due 04/01/2044	35,000	37,134
Sunoco Logistics Partners Operations LP Company Guar. Notes 5.35% due 05/15/2045	50,000	53,557
		514,195
Radio — 0.0%
Sirius XM Radio, Inc. Company Guar. Notes 5.38% due 04/15/2025*	60,000	62,400
Real Estate Investment Trusts — 0.3%
American Tower Corp. Senior Notes 3.13% due 01/15/2027	120,000	123,128
American Tower Corp. Senior Notes 3.60% due 01/15/2028	35,000	36,810
American Tower Corp. Senior Notes 3.80% due 08/15/2029	110,000	117,594
Communications Sales & Leasing, Inc./CSL Capital LLC Senior Sec. Notes 6.00% due 04/15/2023*	45,000	42,862
Equinix, Inc. Senior Notes 5.88% due 01/15/2026	40,000	42,488
GEO Group, Inc. Company Guar. Notes 5.88% due 10/15/2024	70,000	58,450
Goodman US Finance Three LLC Company Guar. Notes 3.70% due 03/15/2028*	110,000	114,469
Liberty Property LP Senior Notes 3.38% due 06/15/2023	45,000	46,982
Welltower, Inc. Senior Notes 3.10% due 01/15/2030	90,000	91,157
		673,940
Rental Auto/Equipment — 0.1%
Avis Budget Car Rental LLC/Avis Budget Finance, Inc. Company Guar. Notes 5.25% due 03/15/2025*	70,000	71,400
Hertz Corp. Sec. Notes 7.63% due 06/01/2022*	90,000	93,487
United Rentals North America, Inc. Company Guar. Notes 4.63% due 10/15/2025	110,000	112,475
		277,362

Retail-Building Products — 0.0%
Lowe’s Cos., Inc. Senior Notes 3.70% due 04/15/2046	35,000	35,427
Lowe’s Cos., Inc. Senior Notes 4.05% due 05/03/2047	38,000	40,538
		75,965
Retail-Discount — 0.0%
Walmart, Inc. Senior Notes 3.70% due 06/26/2028	65,000	72,191
Retail-Restaurants — 0.0%
Darden Restaurants, Inc. Senior Notes 4.55% due 02/15/2048	10,000	10,520
Schools — 0.1%
Oberlin College Notes 3.69% due 08/01/2049	110,000	117,685
Telecommunication Equipment — 0.0%
CommScope Technologies LLC Company Guar. Notes 6.00% due 06/15/2025*	55,000	48,934
Telephone-Integrated — 0.6%
AT&T, Inc. Senior Notes 2.80% due 02/17/2021	250,000	252,511
AT&T, Inc. Senior Notes 2.95% due 07/15/2026	80,000	81,538
AT&T, Inc. Senior Notes 4.30% due 12/15/2042	345,000	365,177
Level 3 Financing, Inc. Company Guar. Notes 5.13% due 05/01/2023	80,000	81,000
Sprint Capital Corp. Company Guar. Notes 8.75% due 03/15/2032	75,000	91,453
Verizon Communications, Inc. FRS Senior Notes 2.70% (3 ML+0.55%) due 05/22/2020	250,000	250,689
Verizon Communications, Inc. Senior Notes 3.85% due 11/01/2042	95,000	101,882
Verizon Communications, Inc. Senior Notes 4.02% due 12/03/2029	260,000	291,016
		1,515,266
Television — 0.0%
Sinclair Television Group, Inc. Company Guar. Notes 5.63% due 08/01/2024*	60,000	61,800
Theaters — 0.0%
Cinemark USA, Inc. Company Guar. Notes 4.88% due 06/01/2023	60,000	60,900
Tobacco — 0.3%
Altria Group, Inc. Company Guar. Notes 3.88% due 09/16/2046	40,000	37,072
Altria Group, Inc. Company Guar. Notes 4.25% due 08/09/2042	60,000	58,476
Altria Group, Inc. Company Guar. Notes 4.80% due 02/14/2029	40,000	43,913
BAT Capital Corp. Company Guar. Notes 3.56% due 08/15/2027	230,000	231,286
BAT Capital Corp. Company Guar. Notes 4.39% due 08/15/2037	80,000	79,006
Philip Morris International, Inc. Senior Notes 2.13% due 05/10/2023	115,000	115,083
Philip Morris International, Inc. Senior Notes 3.88% due 08/21/2042	40,000	40,806
Philip Morris International, Inc. Senior Notes 4.13% due 03/04/2043	5,000	5,356
Reynolds American, Inc. Company Guar. Notes 3.25% due 06/12/2020	250,000	251,684
		862,682
Toys — 0.0%
Mattel, Inc. Company Guar. Notes 6.75% due 12/31/2025*	50,000	52,188
Transport-Equipment & Leasing — 0.1%
Aviation Capital Group LLC Senior Notes 7.13% due 10/15/2020*	143,000	149,414
Transport-Rail — 0.2%
Burlington Northern Santa Fe LLC Senior Notes 3.60% due 09/01/2020	110,000	111,240
CSX Corp. Senior Notes 3.25% due 06/01/2027	110,000	115,984
CSX Corp. Senior Notes 3.80% due 11/01/2046	50,000	52,528
CSX Corp. Senior Notes 4.25% due 03/15/2029	50,000	56,607
Norfolk Southern Corp. Senior Notes 4.15% due 02/28/2048	55,000	62,211

Union Pacific Corp. Senior Notes 3.55% due 08/15/2039	30,000	31,693
		430,263
Travel Services — 0.0%
Sabre GLBL, Inc. Senior Sec. Notes 5.38% due 04/15/2023*	100,000	102,625
Total U.S. Corporate Bonds & Notes (cost $29,315,519)		30,669,514
FOREIGN CORPORATE BONDS & NOTES — 4.6%
Auto/Truck Parts & Equipment-Original — 0.0%
Dana Financing Luxembourg SARL Company Guar. Notes 6.50% due 06/01/2026*	60,000	63,000
Delphi Jersey Holdings PLC Company Guar. Notes 5.00% due 10/01/2025*	50,000	43,250
		106,250
Banks-Commercial — 1.4%
ABN AMRO Bank NV Senior Notes 3.40% due 08/27/2021*	250,000	255,892
ANZ New Zealand International, Ltd. Company Guar. Notes 2.20% due 07/17/2020*	250,000	250,539
Bank of Montreal FRS Senior Notes 2.53% (3 ML+0.40%) due 09/10/2021	250,000	250,677
Bank of Montreal Senior Notes 3.30% due 02/05/2024	190,000	198,277
Bank of Montreal Sub. Notes 3.80% due 12/15/2032	125,000	129,687
Barclays Bank PLC Senior Notes 5.13% due 01/08/2020	250,000	251,412
BPCE SA FRS Senior Notes 3.37% (3 ML+1.24%) due 09/12/2023*	250,000	252,396
Canadian Imperial Bank of Commerce Senior Notes 3.10% due 04/02/2024	190,000	196,763
Commonwealth Bank of Australia Senior Notes 2.40% due 11/02/2020	250,000	251,326
Cooperatieve Rabobank UA Senior Notes 2.50% due 01/19/2021	250,000	251,892
Macquarie Bank, Ltd. Senior Notes 2.85% due 07/29/2020	250,000	251,754
National Australia Bank, Ltd. Senior Notes 4.38% due 12/10/2020	250,000	256,471
National Bank of Canada Senior Notes 2.20% due 11/02/2020	250,000	250,810
Nordea Bank AB Senior Notes 2.13% due 05/29/2020*	250,000	250,272
Toronto-Dominion Bank Senior Notes 3.00% due 06/11/2020	250,000	251,736
Westpac Banking Corp. Senior Notes 2.15% due 03/06/2020	250,000	250,206
Westpac Banking Corp. Sub. Notes 4.11% due 07/24/2034	40,000	42,120
Westpac Banking Corp. Sub. Notes 4.32% due 11/23/2031	65,000	69,202
		3,911,432
Banks-Cooperative — 0.1%
Federation des Caisses Desjardins du Quebec Senior Notes 2.25% due 10/30/2020*	250,000	251,091
Banks-Fiduciary — 0.1%
Mitsubishi UFJ Trust & Banking Corp. Senior Notes 2.65% due 10/19/2020*	250,000	251,853
Building Societies — 0.1%
Nationwide Building Society Senior Notes 3.77% due 03/08/2024*	200,000	207,873
Cellular Telecom — 0.1%
Vodafone Group PLC Senior Notes 4.25% due 09/17/2050	40,000	41,020
Vodafone Group PLC Senior Notes 4.38% due 05/30/2028	130,000	144,436
		185,456
Chemicals-Diversified — 0.1%
Braskem Netherlands Finance BV Company Guar. Notes 4.50% due 01/31/2030*	230,000	227,930
INEOS Group Holdings SA Sec. Notes 5.63% due 08/01/2024*	200,000	204,500
		432,430
Containers-Metal/Glass — 0.1%
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc. Senior Sec. Notes 4.25% due 09/15/2022*	200,000	202,500

Diversified Banking Institutions — 1.2%
BNP Paribas SA Company Guar. Notes 5.00% due 01/15/2021	250,000	259,366
Credit Suisse Group AG Senior Notes 2.59% due 09/11/2025*	285,000	284,016
Credit Suisse Group Funding Guernsey, Ltd. Company Guar. Notes 2.75% due 03/26/2020	250,000	250,789
HSBC Holdings PLC Senior Notes 2.63% due 11/07/2025	200,000	200,000
HSBC Holdings PLC Senior Notes 3.80% due 03/11/2025	250,000	262,261
HSBC Holdings PLC Senior Notes 3.95% due 05/18/2024	240,000	251,841
Macquarie Group, Ltd. Senior Notes 3.19% due 11/28/2023*	330,000	337,015
Mizuho Financial Group, Inc. Senior Notes 2.63% due 04/12/2021*	250,000	251,813
Royal Bank of Scotland Group PLC Senior Notes 3.50% due 05/15/2023	285,000	291,155
Royal Bank of Scotland Group PLC Senior Notes 4.27% due 03/22/2025	255,000	270,555
Sumitomo Mitsui Financial Group, Inc. Senior Notes 2.70% due 07/16/2024	200,000	202,859
UBS AG Senior Notes 4.88% due 08/04/2020	250,000	255,651
UBS Group Funding Switzerland AG Company Guar. Notes 2.86% due 08/15/2023*	285,000	289,095
		3,406,416
Diversified Financial Services — 0.1%
GE Capital International Funding Co. ULC Company Guar. Notes 3.37% due 11/15/2025	200,000	205,789
Diversified Manufacturing Operations — 0.1%
Siemens Financieringsmaatschappij NV Company Guar. Notes 2.00% due 09/15/2023*	250,000	249,929
Electric-Distribution — 0.1%
State Grid Overseas Investment, Ltd. Company Guar. Notes 2.25% due 05/04/2020*	250,000	249,991
Electronic Components-Misc. — 0.0%
Sensata Technologies BV Company Guar. Notes 5.63% due 11/01/2024*	70,000	76,825
Finance-Leasing Companies — 0.1%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust Company Guar. Notes 3.50% due 01/15/2025	190,000	196,278
Investment Management/Advisor Services — 0.2%
CDP Financial, Inc. Company Guar. Notes 3.15% due 07/24/2024*	250,000	265,402
CDP Financial, Inc. Company Guar. Notes 4.40% due 11/25/2019*	250,000	250,363
		515,765
Medical-Drugs — 0.1%
Bausch Health Cos., Inc. Company Guar. Notes 5.88% due 05/15/2023*	32,000	32,480
GlaxoSmithKline Capital PLC Company Guar. Notes 3.00% due 06/01/2024	70,000	72,934
Shire Acquisitions Investments Ireland DAC Company Guar. Notes 2.88% due 09/23/2023	105,000	107,163
Shire Acquisitions Investments Ireland DAC Company Guar. Notes 3.20% due 09/23/2026	100,000	103,271
		315,848
Medical-Generic Drugs — 0.0%
Allergan Funding SCS Company Guar. Notes 3.45% due 03/15/2022	75,000	76,849
Oil Companies-Exploration & Production — 0.1%
BG Energy Capital PLC Company Guar. Notes 4.00% due 12/09/2020*	250,000	255,418
MEG Energy Corp. Company Guar. Notes 6.38% due 01/30/2023*	35,000	33,075
		288,493
Oil Companies-Integrated — 0.4%
BP Capital Markets PLC Company Guar. Notes 2.52% due 01/16/2020	250,000	250,085
BP Capital Markets PLC Company Guar. Notes 3.28% due 09/19/2027	85,000	89,666
Cenovus Energy, Inc. Senior Notes 5.25% due 06/15/2037	17,000	18,396
Petroleos Mexicanos Company Guar. Notes 5.50% due 06/27/2044	10,000	8,962

Petroleos Mexicanos Company Guar. Notes 7.69% due 01/23/2050*	243,000	264,054
Shell International Finance BV Company Guar. Notes 3.75% due 09/12/2046	63,000	70,173
Total Capital International SA Company Guar. Notes 2.83% due 01/10/2030	115,000	119,092
Total Capital International SA Company Guar. Notes 3.46% due 07/12/2049	40,000	42,380
Total Capital SA Company Guar. Notes 4.45% due 06/24/2020	250,000	254,098
		1,116,906
Tobacco — 0.2%
BAT International Finance PLC Company Guar. Notes 2.75% due 06/15/2020*	95,000	95,432
Imperial Brands Finance PLC Company Guar. Notes 3.13% due 07/26/2024*	200,000	201,159
Imperial Brands Finance PLC Company Guar. Notes 3.50% due 07/26/2026*	200,000	199,660
		496,251
Total Foreign Corporate Bonds & Notes (cost $12,478,561)		12,744,225
U.S. GOVERNMENT AGENCIES — 8.4%
Federal Home Loan Mtg. Corp. — 1.8%
2.50% due 06/01/2028	168,542	171,387
3.00% due 09/01/2030	104,981	108,310
3.50% due 05/01/2042	84,094	88,146
3.50% due 08/01/2042	28,677	30,115
3.50% due 08/01/2044	447,046	469,388
3.50% due 07/01/2045	115,106	122,044
3.50% due 01/01/2046	264,686	276,759
3.50% due 08/01/2046	142,835	149,971
3.50% due 11/01/2047	640,780	665,261
3.50% due 02/01/2048	810,745	840,312
4.00% due 06/01/2045	153,654	164,742
4.00% due 05/01/2048	512,272	535,323
Federal Home Loan Mtg. Corp. Multifamily Mtg. Trust VRS
Series 2015-K51, Class C 3.95% due 10/25/2048*(3)(4)	115,000	120,253
Series 2012-K18, Class B 4.25% due 01/25/2045*(3)(4)	220,000	228,683
Series 2011-K12, Class B 4.34% due 01/25/2046*(3)(4)	130,000	132,619
Series 2011-K16, Class B 4.61% due 11/25/2046*(3)(4)	255,000	266,365
Series 2011-K10, Class B 4.62% due 11/25/2049*(3)(4)	285,000	290,938
Federal Home Loan Mtg. Corp. REMIC
Series 4056, Class BI 3.00% due 05/15/2027(2)(5)	27,609	2,003
Series 4097, Class HI 3.00% due 08/15/2027(2)(5)	176,878	14,997
Series 4207, Class JI 3.00% due 05/15/2028(2)(5)	225,779	19,755
Series 4661, Class HA 3.00% due 05/15/2043(2)	215,023	218,288
Series 4323, Class IW 3.50% due 04/15/2028(2)(5)	94,562	7,057
		4,922,716
Federal National Mtg. Assoc. — 6.3%
2.50% due 05/01/2030	182,909	186,163
2.50% due 09/01/2031	470,364	477,298
2.50% due 11/01/2031	163,938	166,526
2.50% due 10/01/2034	754,184	763,656
3.00% due 04/01/2045	773,585	797,924
3.00% due 11/01/2046	1,177,846	1,214,961
3.50% due 01/01/2030	301,479	313,455
3.50% due 08/01/2032	345,866	359,600
3.50% due 06/01/2042	142,276	149,283
3.50% due 08/01/2042	59,104	61,995
3.50% due 09/01/2042	26,377	27,781
3.50% due 12/01/2042	238,478	250,073
3.50% due 07/01/2043	75,280	79,260
3.50% due 08/01/2044	384,997	404,691
3.50% due 01/01/2045	320,270	337,887
3.50% due 08/01/2045	369,547	388,533
3.50% due 11/01/2045	205,850	215,101
3.50% due 01/01/2046	398,093	420,077
3.50% due 05/01/2046	379,920	395,976
3.50% due 09/01/2046	347,350	366,617
3.50% due 01/01/2047	731,769	771,068
3.50% due 07/01/2047	354,802	373,342
3.50% due 01/01/2048	266,370	275,854
3.50% due 08/01/2049	244,629	251,172
3.50% due 09/01/2049	2,144,878	2,202,797
3.50% due 10/01/2049	398,263	409,625
3.50% due 10/01/2056	151,093	159,071
3.56% due 02/01/2029	240,000	265,009
4.00% due 12/01/2041	180,404	192,807
4.00% due 03/01/2042	697,311	745,822
4.00% due 12/01/2042	94,361	100,694
4.00% due 02/01/2043	36,980	39,528
4.00% due 03/01/2044	55,596	59,436
4.00% due 06/01/2044	631,330	675,247
4.00% due 04/01/2046	11,232	11,952
4.00% due 07/01/2049	462,323	480,494
4.04% due 12/01/2030	220,000	251,945
4.08% due 01/01/2034	140,000	163,741
4.50% due 04/01/2041	662,726	718,431
4.50% due 09/01/2041	119,214	129,257
4.50% due 10/01/2042	107,232	118,191
4.50% due 06/01/2044	409,591	443,912
5.00% due 08/01/2035	49,995	55,216
5.00% due 09/01/2041	95,967	105,819
5.00% due 07/01/2047	141,252	155,771

Federal National Mtg. Assoc. REMIC
Series 2012-145, Class EI 3.00% due 01/25/2028(2)(5)	77,211	5,423
Series 2013-10, Class YI 3.00% due 02/25/2028(2)(5)	70,662	5,097
Series 2014-13, Class KI 3.50% due 03/25/2029(2)(5)	141,436	13,783
Series 2017-46, Class LB 3.50% due 12/25/2052(2)	310,827	323,495
Series 2017-49, Class JA 4.00% due 07/25/2053(2)	294,828	309,787
Federal National Mtg. Assoc. REMIC FRS
Series 2016-63, Class AS 4.18% (6.00%-1 ML) due 09/25/2046(2)(5)(6)	280,252	54,841
Federal National Mgt. Assoc. STRIPS Series 421, Class C3 4.00% due 07/25/2030(2)(5)	144,915	16,243
		17,261,727
Government National Mtg. Assoc. — 0.3%
4.00% due 09/20/2049	379,238	397,079
4.00% due 10/20/2049	150,000	157,229
4.50% due 05/15/2039	23,836	25,992
4.50% due 07/20/2040	13,080	14,144
4.50% due 10/20/2040	81,252	87,867
4.50% due 08/20/2045	53,001	56,617
5.50% due 01/15/2034	51,535	55,326
7.50% due 01/15/2032	20,942	25,091
Government National Mtg. Assoc. REMIC FRS
Series 2019-115, Class SW 4.25% (6.10%-1 ML) due 09/20/2049(2)(5)(6)	433,978	83,792
Series 2015-144, Class SA 4.35% (6.20%-1 ML) due 10/20/2045(2)(5)(6)	275,119	58,525
		961,662
Total U.S. Government Agencies (cost $22,763,735)		23,146,105
U.S. GOVERNMENT TREASURIES — 10.3%
United States Treasury Bonds — 2.1%
2.25% due 08/15/2046	953,000	966,327
2.25% due 08/15/2049	360,000	365,709
2.88% due 05/15/2049	237,000	273,087
3.00% due 05/15/2045	470,000	546,999
3.00% due 02/15/2047	590,000	691,176
3.13% due 05/15/2048	380,000	456,638
3.38% due 11/15/2048	140,000	176,351
4.50% due 02/15/2036	1,645,000	2,253,329
		5,729,616
United States Treasury Notes — 8.2%
1.25% due 08/31/2024	1,215,000	1,199,955
1.38% due 01/31/2020	250,000	249,844
1.38% due 03/31/2020	250,000	249,746
1.38% due 09/30/2020	250,000	249,443
1.38% due 10/15/2022	990,000	986,210
1.38% due 08/31/2026	1,025,000	1,009,745
1.50% due 07/15/2020	250,000	249,795
1.50% due 08/15/2022	320,000	319,900
1.50% due 09/15/2022	1,130,000	1,129,779
1.63% due 09/30/2026	200,000	200,211
1.63% due 08/15/2029	300,000	298,207
1.75% due 11/15/2020	250,000	250,322
1.75% due 07/31/2021	2,155,000	2,161,566
1.75% due 11/30/2021	2,081,000	2,089,454
1.75% due 06/15/2022	500,000	503,047
1.75% due 07/15/2022	150,000	150,885
1.75% due 06/30/2024	1,000,000	1,009,844
1.75% due 07/31/2024	1,095,000	1,106,078
1.88% due 07/31/2026	340,000	345,844
2.00% due 01/31/2020(8)	3,270,000	3,273,066
2.13% due 05/15/2022	70,000	71,025
2.25% due 03/31/2026	710,000	738,206
2.38% due 05/15/2029	225,000	238,579
2.50% due 01/31/2021	250,000	252,773
2.50% due 01/15/2022	415,000	423,527
2.50% due 01/31/2024	230,000	239,119
2.50% due 02/28/2026	130,000	137,059
2.63% due 05/15/2021	250,000	253,906
2.63% due 06/15/2021	520,000	528,552
2.63% due 01/31/2026	350,000	371,383
2.88% due 11/15/2021	735,000	754,380
2.88% due 05/15/2028	735,000	806,232
2.88% due 08/15/2028	361,000	396,564
3.13% due 11/15/2028	503,800	564,945
		22,809,191
Total U.S. Government Treasuries (cost $27,637,942)		28,538,807
MUNICIPAL BONDS & NOTES — 0.5%
New York City Water & Sewer System Revenue Bonds 5.72% due 06/15/2042	225,000	323,447
New York State Thruway Authority Revenue Bonds Series M 2.90% due 01/01/2035	85,000	85,945
Port Authority of New York & New Jersey Revenue Bonds 3.29% due 08/01/2069	170,000	166,294
Port Authority of New York & New Jersey Revenue Bonds Series 174 4.46% due 10/01/2062	120,000	151,386
Rutgers The State University of New Jersey Revenue Bonds Series P 3.92% due 05/01/2119	145,000	145,212
State of California General Obligation Bonds 7.55% due 04/01/2039	115,000	188,617
State of Hawaii Airports System Revenue Revenue Bonds 3.14% due 07/01/2047	85,000	82,430

Valdosta & Lowndes County Hospital Authority Revenue Bonds 3.44% due 10/01/2041		205,000			209,551
Total Municipal Bonds & Notes (cost $1,213,235)					1,352,882
FOREIGN GOVERNMENT OBLIGATIONS — 0.1%
Sovereign — 0.1%
Government of Bermuda Senior Notes 4.75% due 02/15/2029* (cost $198,620)		200,000			226,000
Total Long-Term Investment Securities (cost $250,241,043)					260,207,859
SHORT-TERM INVESTMENT SECURITIES — 4.1%
Certificates of Deposit — 0.1%
Credit Agricole Corporate and Investment Bank FRS 2.64% due 09/17/2021 3 ML+0.48%		250,000			250,045
Commercial Paper — 0.8%
Bank of China, Ltd. 2.39% due 12/24/2019*		250,000			249,164
Entergy Corp. 2.32% due 11/26/2019*		250,000			249,648
Federation des Caisses Desjardins du Quebec 2.05% due 09/22/2020*		190,000			186,419
LyondellBasell Investment LLC 2.00% due 12/12/2019*		250,000			249,375
Nutrien, Ltd. 2.04% due 11/27/2019*		250,000			249,619
Reckitt Benckiser Treasury Services PLC 2.51% due 05/14/2020*		250,000			247,202
Royal Bank of Canada 2.69% due 02/14/2020*		250,000			250,567
Societe Generale SA zero coupon due 07/31/2020*		250,000			250,562
VW CR, Inc. 2.09% due 01/31/2020*		250,000			248,646
					2,181,202
Registered Investment Companies — 2.0%
JPMorgan Prime Money Market Fund, Class IM 1.99%(7)		5,669,497			5,671,765
U.S. Government Treasuries — 1.2%
United States Treasury Bills 1.69% due 11/29/2019	$	650,000			649,300
1.90% due 02/06/2020		1,240,000			1,234,896
1.93% due 11/29/2019(8)		1,450,000			1,448,183
					3,332,479
Total Short-Term Investment Securities (cost $11,431,795)					11,435,491
TOTAL INVESTMENTS (cost $261,672,838)		98.5	%		271,643,350
Other assets less liabilities		1.5			4,250,614
NET ASSETS		100.0	%	$	275,893,964

† Non-income producing security

* 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 Portfolio has no right to demand registration of these securities. At October 31, 2019, the aggregate value of these securities was $23,541,743 representing 8.5% of net assets.

(1) Perpetual maturity - maturity date reflects the next call date.

(2) Collateralized Mortgage Obligation

(3) 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.

(4) Commercial Mortgage Backed Security

(5) Interest Only

(6) Inverse Floating Rate Security that pays interest that varies inversely to changes in the market interest rates. The interest rate shown is the current interest rate at October 31, 2019.

(7) The rate shown is the 7-day yield as of October 31, 2019.

(8) The security or a portion thereof was pledged as collateral to cover margin requirements for open futures contracts.

ADR — American Depositary Receipt

CDI — Chess Depositary Interest

CVA — Certification Van Aandelen (Dutch Cert.)

FDR — Fiduciary Depositary Receipt

REMIC — Real Estate Mortgage Investment Conduit

RSP — Risparmio Shares-Savings Shares on the Italian Stock Exchange

SDR — Swedish Depositary Receipt

STRIPS — Separate Trading of Registered Interest and Principal Services

TRQX — Turquoise Stock Exchange

ULC — Unlimited Liability Corp.

XEGT — Equiduct Stock Exchange

FRS — Floating Rate Security

VRS — Variable Rate Security

The rates shown on FRS and VRS are the current interest rates at October 31, 2019 and unless noted otherwise, the dates shown are the original maturity dates.

Index Legend

1 ML — 1 month USD LIBOR

3 ML — 3 month USD LIBOR

Futures Contracts

Number of Contracts		Type		Description	Expiration Month		Notional Basis#		Notional Value#		Unrealized Appreciation
	106		Short	Australian 10-Year Bond		December 2019	$	10,845,568	$	10,654,421	$	191,147
	21		Short	Euro-Bund		December 2019		4,128,914		4,022,841		106,073
	65		Short	Long Guilt		December 2019		11,318,613		11,184,831		133,782
	15		Long	MSCI EAFE Index		December 2019		1,522,013		1,565,760		43,747
	9		Long	MSCI Emerging Market Index		December 2019		461,494		468,630		7,136
	9		Long	S&P/TSX 60 Index		December 2019		1,339,321		1,346,002		6,681
	87		Long	S&P 500 E-Mini Index		December 2019		13,056,849		13,205,730		148,881
	12		Short	SPI 200 Index		December 2019		1,380,840		1,372,978		7,861
	1		Long	TOPIX Index		December 2019		142,520		154,505		11,985
	28		Short	U.S. Treasury 10 Year Ultra Bonds		December 2019		3,980,221		3,979,062		1,159
											$	658,452
											Unrealized (Depreciation)
	96		Long	E-Mini Russell 2000 Index		December 2019	$	7,620,992	$	7,504,320	$	(116,672	)
	142		Short	Euro Stoxx 50 Index		December 2019		5,519,909		5,715,666		(195,757	)
	5		Long	SPI 200 Index		December 2019		574,235		572,074		(2,160	)
	9		Short	TOPIX Index		December 2019		1,316,826		1,390,545		(73,719	)
	26		Long	U.S. Treasury 2 Year Notes		December 2019		5,611,850		5,605,641		(6,210	)
	25		Long	U.S. Treasury 5 Year Notes		December 2019		2,996,592		2,980,078		(16,513	)
	59		Long	U.S. Treasury 10 Year Notes		December 2019		7,754,583		7,687,516		(67,067	)
	21		Long	U.S. Treasury Long Bonds		December 2019		3,452,985		3,388,875		(64,110	)
	12		Long	U.S. Ultra Bonds		December 2019		2,350,012		2,277,000		(73,012	)
											$	(615,220	)
				Net Unrealized Appreciation (Depreciation)							$	43,232

# 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.

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks:
Aerospace/Defense	$	—	$	171.00	$	—	$	171.00
Other Industries		127,044,739		—		—		127,044,739
Registered Investment Companies		21,971,001		—		—		21,971,001
Preferred Securities/Capital Securities		—		221,738		—		221,738
Asset Backed Securities		—		14,292,677		—		14,292,677
U.S. Corporate Bonds & Notes		—		30,669,514		—		30,669,514
Foreign Corporate Bonds & Notes		—		12,744,225		—		12,744,225
U.S. Government Agencies		—		23,146,105		—		23,146,105
U.S. Government Treasuries		—		28,538,807		—		28,538,807
Municipal Bonds & Notes		—		1,352,882		—		1,352,882
Foreign Government Obligations		—		226,000		—		226,000
Short-Term Investment Securities:
Certificates of Deposit		—		250,045		—		250,045
Commercial Paper		—		2,181,202		—		2,181,202
Registered Investment Companies		5,671,765		—		—		5,671,765
U.S. Government Treasuries		—		3,332,479		—		3,332,479
Total Investments at Value	$	154,687,505	$	116,955,845	$	—	$	271,643,350
Other Financial Instruments:+
Futures Contracts	$	658,452	$	—	$	—	$	658,452
LIABILITIES:
Other Financial Instruments:+
Futures Contracts	$	615,220	$	—	$	—	$	615,220

* 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 JPMorgan Emerging Markets Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019

(unaudited)

Security Description	Shares		Value (Note 1)
COMMON STOCKS — 98.1%
Argentina — 0.1%
Banco Macro SA ADR		10,580	$	242,282
Bermuda — 0.4%
Kunlun Energy Co., Ltd.		936,000		873,176
Brazil — 6.6%
Banco do Brasil SA		232,994		2,797,322
Banco do Estado do Rio Grande do Sul SA, Class B (Preference Shares)		99,460		554,526
Cia de Saneamento Basico do Estado de Sao Paulo		101,130		1,377,315
Cia Paranaense de Energia, Class B (Preference Shares)		47,650		661,433
EDP - Energias do Brasil SA		213,150		1,008,217
IRB Brasil Resseguros S/A		257,583		2,427,144
Qualicorp Consultoria e Corretora de Seguros SA		83,260		662,260
Vale SA ADR†		261,860		3,074,236
YDUQS Part†		194,690		1,905,394
				14,467,847
Cayman Islands — 16.4%
Alibaba Group Holding, Ltd. ADR†		63,612		11,238,332
ANTA Sports Products, Ltd.		249,000		2,440,444
Chailease Holding Co., Ltd.		163,950		740,563
China Lesso Group Holdings, Ltd.		451,000		466,773
China Resources Cement Holdings, Ltd.		992,000		1,088,726
Chlitina Holding, Ltd.		46,000		367,208
Country Garden Holdings Co., Ltd.		1,762,000		2,455,483
Geely Automobile Holdings, Ltd.		789,000		1,500,278
NetEase, Inc. ADR		9,020		2,578,457
Tencent Holdings, Ltd.		282,900		11,581,789
Vipshop Holdings, Ltd. ADR†		65,820		759,563
Zhen Ding Technology Holding, Ltd.		164,000		781,196
				35,998,812
China — 17.0%
Anhui Conch Cement Co., Ltd.		361,000		2,162,973
Anhui Expressway Co., Ltd., Class A		206,000		165,142
China Construction Bank Corp.		6,431,000		5,178,646
China Life Insurance Co., Ltd.		1,178,000		3,066,788
China Merchants Bank Co., Ltd.		655,000		3,134,591
China Petroleum & Chemical Corp.		3,630,000		2,084,623
China Vanke Co., Ltd.		663,000		2,424,078
Chinese Universe Publishing and Media Group Co., Ltd., Class A		176,597		298,453
Daqin Railway Co., Ltd., Class A		596,800		647,239
Dongfeng Motor Group Co., Ltd.		610,000		613,429
GD Power Development Co., Ltd. Class A		548,400		181,620
Greendland Holdings Corp., Ltd., Class A		638,500		618,951
HLA Corp., Ltd., Class A		166,497		181,752
Industrial & Commercial Bank of China, Ltd.		5,876,000		4,229,307
Industrial Bank Co., Ltd., Class A		239,400		637,003
Jiangxi Copper Co., Ltd.		490,000		574,672
Midea Group Co., Ltd.		144,400		1,139,125
Ping An Bank Co., Ltd., Class A		340,900		787,878
Ping An Insurance Group Co. of China, Ltd.		408,000		4,725,145
Sany Heavy Industry Co., Ltd., Class A		218,000		417,384
SDIC Power Holdings Co., Ltd., Class A Class A		529,992		628,270
Shanghai Tunnel Engineering Co., Ltd., Class A		187,200		154,860
Weichai Power Co., Ltd.		631,158		997,165
Xiamen C & D, Inc., Class A		502,784		606,737
Yanzhou Coal Mining Co., Ltd.		666,000		677,393
YiChang HEC ChangJiang Pharmaceutical Co., Ltd.*		97,400		599,121
Zhejiang Runtu Co., Ltd., Class A		178,600		291,176
				37,223,521
Hong Kong — 1.0%
Beijing Enterprises Holdings, Ltd.		141,500		667,235
China Overseas Land & Investment, Ltd.		294,000		930,481
Lenovo Group, Ltd.		926,000		647,590
				2,245,306
Hungary — 1.7%
MOL Hungarian Oil & Gas PLC		92,949		918,741
OTP Bank PLC		60,973		2,808,501
				3,727,242
India — 4.8%
HDFC Bank, Ltd. ADR		80,308		4,906,016
Reliance Industries, Ltd. GDR*		98,149		4,029,017
State Bank of India GDR†		35,341		1,530,265
				10,465,298
Indonesia — 1.0%
Bank Rakyat Indonesia Persero Tbk PT		7,093,400		2,127,464
Mexico — 3.5%
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand		474,950		638,978
Fibra Uno Administracion SA de CV		425,152		646,243
Grupo Aeroportuario del Centro Norte SAB de CV		112,640		781,655
Grupo Financiero Banorte SAB de CV, Class O		499,464		2,730,935
Wal-Mart de Mexico SAB de CV		986,426		2,956,227
				7,754,038
Netherlands — 1.2%
Prosus NV†(ASE)		2,670		184,120
Prosus NV†(AQXE)		18,270		1,270,733
X5 Retail Group NV GDR		32,730		1,095,146
				2,549,999
Poland — 1.5%
Polski Koncern Naftowy Orlen SA		67,239		1,837,319
Powszechna Kasa Oszczednosci Bank Polski SA		143,980		1,436,540
				3,273,859

Russia — 6.8%
Alrosa PJSC†	1,053,693			1,222,578
Lukoil PJSC ADR	39,660			3,651,100
Magnit PJSC†	10,290			516,727
Magnitogorsk Iron & Steel Works PJSC†	557,346			317,515
MMC Norilsk Nickel PJSC ADR	52,723			1,462,272
RusHydro PJSC†	39,367,360			311,750
Sberbank of Russia PJSC ADR	257,557			3,786,732
Severstal PJSC GDR	72,132			985,323
Surgutneftegas OJSC (Preference Shares)†	1,651,560			966,377
Tatneft PJSC ADR	22,843			1,578,908
				14,799,282
South Africa — 1.6%
Absa Group, Ltd.	101,410			1,039,435
AngloGold Ashanti, Ltd.	22,090			482,996
Capitec Bank Holdings, Ltd.	7,730			702,368
Naspers, Ltd., Class N	2,650			376,290
SPAR Group, Ltd.	65,466			879,624
				3,480,713
South Korea — 15.9%
Cheil Worldwide, Inc.	28,680			610,108
Doosan Bobcat, Inc.	20,640			558,821
GS Engineering & Construction Corp.	18,610			494,262
GS Holdings Corp.	13,410			572,269
Hana Financial Group, Inc.	88,357			2,559,311
Hyosung Corp.	9,880			702,287
Hyundai Glovis Co., Ltd.	8,540			1,108,376
Hyundai Marine & Fire Insurance Co., Ltd.	17,116			371,463
Hyundai Mobis Co., Ltd.	12,780			2,614,328
Industrial Bank of Korea	105,190			1,066,863
KEPCO Plant Service & Engineering Co., Ltd.	22,640			634,375
Kia Motors Corp.	72,250			2,642,346
KT&G Corp.	29,490			2,534,703
LG Household & Health Care, Ltd.	1,000			1,083,846
Lotte Chemical Corp.	4,140			807,753
Samsung Electronics Co., Ltd.	268,570			11,634,301
Samsung SDS Co., Ltd.	4,000			692,767
Shinhan Financial Group Co., Ltd.	79,021			2,886,581
Woori Financial Group, Inc.	132,660			1,339,770
				34,914,530
Taiwan — 13.4%
Catcher Technology Co., Ltd.	111,000			940,786
Chipbond Technology Corp.	230,000			456,366
Delta Electronics, Inc.	170,000			748,345
E.Sun Financial Holding Co., Ltd.	948,413			858,356
Elite Material Co., Ltd.	204,000			854,454
FLEXium Interconnect, Inc.	209,963			758,724
Fubon Financial Holding Co., Ltd.	1,504,000			2,201,120
Globalwafers Co., Ltd.	108,000			1,294,985
Nanya Technology Corp.	473,000			1,087,696
Novatek Microelectronics Corp.	171,000			1,101,033
Pou Chen Corp.	517,000			692,096
Radiant Opto-Electronics Corp.	195,000			775,119
Shin Zu Shing Co., Ltd.	160,000			635,995
Sino-American Silicon Products, Inc.	424,000			1,278,665
Taiwan Semiconductor Manufacturing Co., Ltd. ADR	228,691			11,807,316
Uni-President Enterprises Corp.	614,000			1,516,821
Unimicron Technology Corp.	709,000			1,098,187
Yuanta Financial Holding Co., Ltd.	2,092,000			1,309,196
				29,415,260
Thailand — 1.8%
Krung Thai Bank PCL	1,667,400			916,670
PTT Exploration & Production PCL	476,000			1,899,586
Ratch Group PCL	469,400			1,142,603
				3,958,859
Turkey — 2.2%
Eregli Demir ve Celik Fabrikalari TAS	1,159,217			1,326,036
Ford Otomotiv Sanayi AS	36,680			413,811
KOC Holding AS	192,600			630,968
Tekfen Holding AS	132,222			392,000
Tupras Turkiye Petrol Rafinerileri AS	33,400			727,325
Turkiye Sise ve Cam Fabrikalari AS	416,270			316,721
Yapi Ve Kredi Bankasi AS†	2,333,290			930,500
				4,737,361
United States — 1.2%
Yum China Holdings, Inc.	61,310			2,605,675
Total Common Stocks (cost $188,768,834)				214,860,524
CLOSED-END FUNDS — 0.3%
JPMorgan Indian Investment Trust PLC† (cost $652,819)	72,858			702,162
TOTAL INVESTMENTS (cost $189,421,653)	98.4	%		215,562,686
Other assets less liabilities	1.6			3,425,234
NET ASSETS	100.0	%	$	218,987,920

† Non-income producing security

* 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 Portfolio has no right to demand registration of these securities. At October 31, 2019, the aggregate value of these securities was $4,628,138 representing 2.1% of net assets.

ADR — American Depositary Receipt

AQXE — Aquis Stock Exchange

ASE — Amsterdam Stock Exchange

Industry Allocation*
Banks-Commercial	19.6	%
Semiconductor Components-Integrated Circuits	6.6
Internet Content-Information/News	6.2
Electronic Components-Semiconductors	5.9
E-Commerce/Products	5.4
Oil Companies-Integrated	4.1
Diversified Financial Services	3.2
Oil Refining & Marketing	2.9
Real Estate Operations & Development	2.9
Auto-Cars/Light Trucks	2.4
Insurance-Multi-line	2.1
Building Products-Cement	1.5
Metal-Iron	1.4
Insurance-Life/Health	1.4
Food-Retail	1.4
Retail-Hypermarkets	1.3
Oil Companies-Exploration & Production	1.3
Steel-Producers	1.3
Circuit Boards	1.2
Retail-Apparel/Shoe	1.2
Auto/Truck Parts & Equipment-Original	1.2
Retail-Restaurants	1.2
Entertainment Software	1.2
Tobacco	1.1
Insurance-Reinsurance	1.1
Electric-Generation	1.0
Schools	0.9
Electric-Integrated	0.8
Electronic Components-Misc.	0.8
Metal Processors & Fabrication	0.7
Food-Misc./Diversified	0.7
Metal-Diversified	0.7
Cosmetics & Toiletries	0.7
Water	0.6
Diversified Banking Institutions	0.6
Semiconductor Equipment	0.6
Diamonds/Precious Stones	0.6
Appliances	0.5
Transport-Truck	0.5
Banks-Special Purpose	0.5
Auto/Truck Parts & Equipment-Replacement	0.4
Machinery-Construction & Mining	0.4
Building & Construction-Misc.	0.4
Petrochemicals	0.4
Airport Development/Maintenance	0.4
Power Converter/Supply Equipment	0.3
Finance-Leasing Companies	0.3
Finance-Consumer Loans	0.3
Telecommunication Equipment	0.3
Closed-End Funds	0.3
Computer Services	0.3
Athletic Footwear	0.3
Coal	0.3
Gas-Distribution	0.3
Consulting Services	0.3
Computers	0.3
Transport-Rail	0.3
Real Estate Investment Trusts	0.3
Engineering/R&D Services	0.3
Diversified Operations	0.3
Advertising Agencies	0.3
Transport-Services	0.3
Medical-Drugs	0.3
Metal-Copper	0.3
Banks-Regional	0.2
Gold Mining	0.2
Building & Construction Products-Misc.	0.2
Insurance-Property/Casualty	0.2
Housewares	0.2
Publishing-Books	0.1
Chemicals-Specialty	0.1
Public Thoroughfares	0.1
Building-Heavy Construction	0.1
	98.4	%

* Calculated as a percentage of net assets

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Unadjusted Quoted Prices		Level 3 - Unadjusted Quoted Prices		Total
ASSETS:
Investments at Value:*
Common Stocks:
Russia	$	11,464,335	$	3,334,947	$	—	$	14,799,282
Other Countries		200,061,242		—		—		200,061,242
Registered Investment Companies		702,162		—		—		702,162
Total Investments at Value	$	212,227,739	$	3,334,947	$	—	$	215,562,686

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA JPMorgan Equity-Income Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares		Value (Note 1)
COMMON STOCKS — 98.8%
Aerospace/Defense — 1.5%
General Dynamics Corp.		93,151	$	16,469,097
Aerospace/Defense-Equipment — 1.2%
United Technologies Corp.		90,040		12,927,943
Agricultural Biotech — 0.1%
Corteva, Inc.		48,647		1,283,308
Apparel Manufacturers — 0.9%
VF Corp.		110,368		9,082,183
Applications Software — 2.0%
Microsoft Corp.		148,232		21,252,022
Banks-Commercial — 2.2%
BB&T Corp.		249,524		13,237,248
Cullen/Frost Bankers, Inc.		62,353		5,616,759
M&T Bank Corp.		28,487		4,459,070
				23,313,077
Banks-Fiduciary — 0.8%
Northern Trust Corp.		84,632		8,436,118
Banks-Super Regional — 5.4%
PNC Financial Services Group, Inc.		170,087		24,951,763
US Bancorp		217,052		12,376,305
Wells Fargo & Co.		382,169		19,731,385
				57,059,453
Beverages-Non-alcoholic — 2.4%
Coca-Cola Co.		246,587		13,421,731
PepsiCo, Inc.		88,961		12,202,780
				25,624,511
Cable/Satellite TV — 2.0%
Comcast Corp., Class A		484,212		21,702,382
Casino Hotels — 0.8%
Las Vegas Sands Corp.		142,900		8,836,936
Chemicals-Diversified — 1.9%
DuPont de Nemours, Inc.		84,351		5,559,575
PPG Industries, Inc.		113,444		14,194,113
				19,753,688
Coatings/Paint — 0.4%
RPM International, Inc.		64,196		4,649,716
Commercial Services-Finance — 1.0%
Automatic Data Processing, Inc.		62,740		10,178,310
Computer Services — 0.7%
Accenture PLC, Class A		39,837		7,386,577
Computers — 1.4%
Apple, Inc.		60,087		14,947,242
Cosmetics & Toiletries — 1.6%
Procter & Gamble Co.		133,105		16,572,904
Data Processing/Management — 1.2%
Fidelity National Information Services, Inc.		94,523		12,454,350
Diversified Banking Institutions — 3.2%
Bank of America Corp.		1,080,473		33,786,391
Diversified Manufacturing Operations — 2.1%
Illinois Tool Works, Inc.		54,392		9,169,403
Parker-Hannifin Corp.		70,110		12,864,484
				22,033,887
Electric-Integrated — 5.3%
CMS Energy Corp.		170,795		10,917,216
DTE Energy Co.		15,528		1,977,025
Edison International		55,767		3,507,744
NextEra Energy, Inc.		78,268		18,654,395
Public Service Enterprise Group, Inc.		124,873		7,905,710
Xcel Energy, Inc.		204,594		12,993,765
				55,955,855
Electronic Components-Semiconductors — 1.6%
Texas Instruments, Inc.		147,998		17,462,284
Finance-Credit Card — 1.8%
Capital One Financial Corp.		106,416		9,923,292
Discover Financial Services		109,040		8,751,550
				18,674,842
Finance-Other Services — 2.6%
CME Group, Inc.		134,157		27,602,803
Food-Misc./Diversified — 1.5%
Mondelez International, Inc., Class A		294,419		15,442,277
Gas-Distribution — 0.4%
NiSource, Inc.		140,033		3,926,525
Hotels/Motels — 0.4%
Wyndham Hotels & Resorts, Inc.		77,702		4,193,577
Industrial Gases — 1.5%
Air Products & Chemicals, Inc.		76,450		16,303,727
Instruments-Controls — 0.7%
Honeywell International, Inc.		44,322		7,655,739
Insurance Brokers — 1.2%
Arthur J. Gallagher & Co.		99,209		9,049,845
Marsh & McLennan Cos., Inc.		39,889		4,133,298
				13,183,143
Insurance-Life/Health — 1.3%
Prudential Financial, Inc.		156,372		14,251,744
Insurance-Multi-line — 3.3%
Chubb, Ltd.		59,983		9,142,609
Cincinnati Financial Corp.		28,358		3,210,409
Hartford Financial Services Group, Inc.		232,372		13,263,794
MetLife, Inc.		208,946		9,776,583
				35,393,395
Insurance-Property/Casualty — 1.8%
Progressive Corp.		95,793		6,676,772
Travelers Cos., Inc.		94,432		12,376,258
				19,053,030
Investment Management/Advisor Services — 3.3%
BlackRock, Inc.		47,845		22,090,037
T. Rowe Price Group, Inc.		115,603		13,386,827
				35,476,864
Machinery-Farming — 1.0%
Deere & Co.		59,967		10,442,653
Machinery-Pumps — 1.6%
Dover Corp.		165,044		17,146,421
Medical Instruments — 1.5%
Medtronic PLC		147,013		16,009,716
Medical Products — 1.3%
Abbott Laboratories		43,496		3,636,701
Becton Dickinson and Co.		41,726		10,681,856
				14,318,557

Medical-Biomedical/Gene — 0.5%
Gilead Sciences, Inc.	80,621			5,136,364
Medical-Drugs — 8.1%
Bristol-Myers Squibb Co.	413,902			23,745,558
Eli Lilly & Co.	96,549			11,001,759
Johnson & Johnson	97,031			12,811,973
Merck & Co., Inc.	226,958			19,668,180
Pfizer, Inc.	486,330			18,660,482
				85,887,952
Medical-HMO — 1.1%
UnitedHealth Group, Inc.	45,025			11,377,818
Non-Hazardous Waste Disposal — 0.6%
Republic Services, Inc.	72,985			6,386,917
Oil Companies-Exploration & Production — 1.9%
ConocoPhillips	366,306			20,220,091
Oil Companies-Integrated — 4.2%
Chevron Corp.	272,897			31,694,257
Exxon Mobil Corp.	197,154			13,321,696
				45,015,953
Oil Refining & Marketing — 0.9%
Valero Energy Corp.	99,288			9,628,950
Real Estate Investment Trusts — 3.7%
Alexandria Real Estate Equities, Inc.	25,907			4,112,736
AvalonBay Communities, Inc.	51,955			11,308,525
Boston Properties, Inc.	38,517			5,284,532
Simon Property Group, Inc.	43,562			6,563,922
Ventas, Inc.	81,078			5,278,178
Vornado Realty Trust	101,550			6,664,727
				39,212,620
Retail-Building Products — 1.7%
Home Depot, Inc.	76,539			17,954,519
Retail-Discount — 0.8%
Walmart, Inc.	76,564			8,977,895
Retail-Jewelry — 0.5%
Tiffany & Co.	44,614			5,554,889
Retail-Restaurants — 1.9%
McDonald’s Corp.	89,904			17,684,117
Starbucks Corp.	35,006			2,960,107
				20,644,224
Semiconductor Components-Integrated Circuits — 1.7%
Analog Devices, Inc.	171,767			18,315,515
Telephone-Integrated — 1.7%
Verizon Communications, Inc.	308,050			18,627,783
Tobacco — 1.9%
Altria Group, Inc.	142,691			6,391,130
Philip Morris International, Inc.	174,029			14,172,922
				20,564,052
Tools-Hand Held — 0.8%
Stanley Black & Decker, Inc.	54,187			8,200,119
Toys — 0.8%
Hasbro, Inc.	89,832			8,741,552
Transport-Rail — 1.1%
Norfolk Southern Corp.	66,452			12,094,264
TOTAL INVESTMENTS (cost $791,904,111)	98.8	%		1,052,784,724
Other assets less liabilities	1.2			12,706,899
NET ASSETS	100.0	%	$	1,065,491,623

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted  Prices		Level 2 - Other Observable  Inputs		Level 3 -  Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks	$	1,052,784,724	$	—	$	—	$	1,052,784,724

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA JPMorgan Global Equities Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
COMMON STOCKS — 98.7%
Australia — 2.9%
Aurizon Holdings, Ltd.		88,555	$	360,168
Beach Energy, Ltd.		887,051		1,400,309
BHP Group, Ltd.		154,699		3,833,771
Evolution Mining, Ltd.		970,354		2,762,613
Fortescue Metals Group, Ltd.		240,953		1,479,959
JB Hi-Fi, Ltd.		14,799		377,870
Qantas Airways, Ltd.		122,564		541,578
				10,756,268
Belgium — 0.6%
Ageas		13,276		764,619
Telenet Group Holding NV†		26,618		1,306,824
				2,071,443
Canada — 3.6%
Air Canada†		10,650		379,231
CI Financial Corp.		118,254		1,721,152
Cogeco Communications, Inc.		4,373		378,002
Equitable Group, Inc.		8,219		707,142
Genworth MI Canada, Inc.		9,201		371,645
Home Capital Group, Inc.†		35,893		738,789
iA Financial Corp., Inc.		7,650		368,415
Kirkland Lake Gold, Ltd.		75,376		3,539,599
National Bank of Canada		9,532		492,268
Royal Bank of Canada		54,622		4,405,923
				13,102,166
Denmark — 1.1%
Carlsberg A/S, Class B		18,130		2,550,563
Topdanmark A/S		31,412		1,406,759
				3,957,322
France — 1.0%
Air France-KLM†		30,483		362,925
Coface SA†		93,995		1,027,360
Dassault Aviation SA		230		319,366
Gaztransport Et Technigaz SA		15,179		1,382,264
Peugeot SA		24,120		610,653
				3,702,568
Germany — 2.7%
Allianz SE		17,140		4,186,456
CECONOMY AG†		71,851		362,612
METRO AG		128,582		2,093,749
Muenchener Rueckversicherungs-Gesellschaft AG		10,865		3,017,315
Stroeer SE & Co. KGaA		4,597		370,172
				10,030,304
Ireland — 3.6%
Allergan PLC		22,040		3,881,465
Greencore Group PLC		1,013,307		3,050,453
Horizon Therapeutics PLC†		50,152		1,449,894
Jazz Pharmaceuticals PLC†		11,403		1,432,559
Johnson Controls International PLC		67,155		2,909,826
STERIS PLC		2,290		324,195
				13,048,392
Italy — 0.9%
Azimut Holding SpA		22,234		456,771
Snam SpA		563,823		2,892,626
				3,349,397
Japan — 8.5%
Bandai Namco Holdings, Inc.		12,100		747,132
Digital Garage, Inc.		11,100		367,978
DMG Mori Seiki Co., Ltd.		99,600		1,637,096
Hitachi, Ltd.		48,000		1,808,612
ITOCHU Corp.		96,000		2,018,854
Japan Petroleum Exploration Co., Ltd.		56,200		1,450,406
Kaken Pharmaceutical Co., Ltd.		7,400		364,552
KDDI Corp.		16,000		444,337
Kyudenko Corp.		10,700		353,727
Meitec Corp.		27,900		1,464,886
Mitsubishi Heavy Industries, Ltd.		35,200		1,434,859
Mitsui Fudosan Co., Ltd.		15,000		386,286
Morinaga & Co., Ltd.		13,800		683,674
Nexon Co., Ltd.†		103,000		1,197,009
Nihon Unisys, Ltd.		11,600		385,091
Nippon Telegraph & Telephone Corp.		41,100		2,046,056
NOF Corp.		17,700		604,806
Nomura Real Estate Holdings, Inc.		67,700		1,613,666
NTT DOCOMO, Inc.		80,200		2,209,418
Sankyu, Inc.		34,200		1,754,496
Sekisui House, Ltd.		57,800		1,253,520
Sony Corp.		40,100		2,460,066
Sumitomo Mitsui Financial Group, Inc.		22,100		794,036
Teijin, Ltd.		17,700		357,639
Tokuyama Corp.		41,900		1,131,793
Tokyo Tatemono Co., Ltd.		24,900		357,164
Toyota Motor Corp.		7,000		488,879
Zeon Corp.		107,500		1,237,360
				31,053,398
Netherlands — 1.0%
ASM International NV		4,881		490,266
Intertrust NV		36,896		701,198
NXP Semiconductors NV		3,366		382,647
Signify NV*		48,304		1,413,639
Wolters Kluwer NV		6,890		507,325
				3,495,075
Norway — 0.2%
SpareBank 1 SMN		67,152		722,916
Puerto Rico — 0.4%
Popular, Inc.		25,894		1,410,187
Spain — 1.7%
ACS Actividades de Construccion y Servicios SA		10,276		417,059
Endesa SA		129,148		3,514,545
Mediaset Espana Comunicacion SA		360,503		2,203,338
				6,134,942
Switzerland — 6.1%
Adecco Group AG		15,198		900,942
Nestle SA		55,515		5,926,852
Novartis AG		48,766		4,255,717
Roche Holding AG		17,401		5,235,293
Swiss Life Holding AG		7,176		3,587,636

Zurich Insurance Group AG	5,493	2,146,530
		22,052,970
United Kingdom — 6.3%
3i Group PLC	66,690	974,444
Anglo American PLC	113,721	2,919,065
Avast PLC*	569,543	3,060,219
Berkeley Group Holdings PLC	56,885	3,242,921
Dialog Semiconductor PLC†	62,094	2,784,680
Dunelm Group PLC	32,338	330,714
Evraz PLC	168,584	801,874
John Laing Group PLC*	72,173	341,236
Legal & General Group PLC	895,371	3,058,443
Next PLC	39,665	3,381,836
Rio Tinto PLC	9,001	468,010
Ultra Electronics Holdings PLC	62,657	1,582,674
		22,946,116
United States — 58.1%
AbbVie, Inc.	35,715	2,841,128
AES Corp.	90,277	1,539,223
Allison Transmission Holdings, Inc.	72,617	3,166,827
Ally Financial, Inc.	34,539	1,057,930
Alphabet, Inc., Class C†	6,610	8,329,327
Altice USA, Inc., Class A†	111,998	3,466,338
Amazon.com, Inc.†	3,613	6,419,073
AMC Networks, Inc., Class A†	25,795	1,123,372
Amgen, Inc.	22,033	4,698,537
Apple, Inc.	49,050	12,201,678
Applied Materials, Inc.	42,686	2,316,142
Arrowhead Pharmaceuticals, Inc.†	32,541	1,303,267
AT&T, Inc.	31,465	1,211,088
AutoZone, Inc.†	3,007	3,441,151
Ball Corp.	26,804	1,875,476
Bank of America Corp.	184,473	5,768,471
Baxter International, Inc.	6,510	499,317
Biogen, Inc.†	7,109	2,123,529
Builders FirstSource, Inc.†	33,730	762,635
CACI International, Inc., Class A†	2,974	665,433
CDW Corp.	3,042	389,102
Celgene Corp.†	20,038	2,164,705
Chevron Corp.	43,652	5,069,743
Cisco Systems, Inc.	44,095	2,094,954
CIT Group, Inc.	40,277	1,727,481
Citigroup, Inc.	66,000	4,742,760
Cooper Cos., Inc.	8,506	2,475,246
Credit Acceptance Corp.†	3,002	1,314,306
Deckers Outdoor Corp.†	8,240	1,259,896
DENTSPLY SIRONA, Inc.	52,317	2,865,925
Discover Financial Services	10,821	868,494
Dollar General Corp.	22,757	3,648,857
Dover Corp.	3,737	388,237
eBay, Inc.	91,408	3,222,132
Essex Property Trust, Inc.	9,236	3,021,373
Facebook, Inc., Class A†	20,461	3,921,351
Frontdoor, Inc.†	20,369	982,397
FTI Consulting, Inc.†	25,033	2,725,343
Gentex Corp.	12,823	359,685
Gilead Sciences, Inc.	59,203	3,771,823
Henry Schein, Inc.†	4,999	312,862
Hilton Worldwide Holdings, Inc.	7,300	707,808
HollyFrontier Corp.	5,927	325,629
Hologic, Inc.†	44,097	2,130,326
HP, Inc.	78,092	1,356,458
International Business Machines Corp.	7,848	1,049,513
IQVIA Holdings, Inc.†	11,445	1,652,887
j2 Global, Inc.	27,675	2,628,018
Jabil, Inc.	25,473	937,916
Johnson & Johnson	3,708	489,604
Lam Research Corp.	12,461	3,377,429
Leidos Holdings, Inc.	35,882	3,094,105
Lincoln National Corp.	10,257	579,315
Lithia Motors, Inc., Class A	2,672	420,787
MasTec, Inc.†	43,946	2,765,961
Mastercard, Inc., Class A	13,056	3,614,031
McKesson Corp.	25,233	3,355,989
Meritage Homes Corp.†	12,709	916,192
Microsoft Corp.	77,063	11,048,522
Morgan Stanley	44,416	2,045,357
Navient Corp.	45,711	629,441
Nexstar Media Group, Inc., Class A	25,182	2,449,957
NRG Energy, Inc.	84,252	3,380,190
O’Reilly Automotive, Inc.†	6,229	2,712,792
Oracle Corp.	71,219	3,880,723
Perspecta, Inc.	19,799	525,466
Phillips 66	4,500	525,690
Procter & Gamble Co.	34,304	4,271,191
PulteGroup, Inc.	84,420	3,312,641
QUALCOMM, Inc.	21,701	1,745,628
Sabre Corp.	17,062	400,616
SBA Communications Corp.	1,569	377,580
Sinclair Broadcast Group, Inc., Class A	61,265	2,440,798
Starbucks Corp.	44,999	3,805,115
Symantec Corp.	15,507	354,800
Taylor Morrison Home Corp., Class A†	35,510	889,526
Tech Data Corp.†	12,796	1,554,714
Tenet Healthcare Corp.†	52,741	1,336,457
United Airlines Holdings, Inc.†	35,836	3,255,342
United Rentals, Inc.†	10,497	1,402,084
Universal Display Corp.	12,298	2,461,814
Veeva Systems, Inc., Class A†	18,114	2,569,109
Visa, Inc., Class A	23,494	4,202,137
Vistra Energy Corp.	102,447	2,769,142
Voya Financial, Inc.	12,095	652,646
Washington Federal, Inc.	19,643	716,184
Western Union Co.	61,336	1,537,080
World Fuel Services Corp.	22,090	922,699
Xerox Holdings Corp.	47,696	1,618,325
		211,332,348
Total Long-Term Investment Securities (cost $312,811,763)		359,165,812

REPURCHASE AGREEMENTS — 1.4%
Agreement with Fixed Income Clearing Corp., bearing interest at 0.25% dated 10/31/2019, to be purchased 11/01/2019 in the amount $5,032,035 and collaterallized by $4,995,000 of United States Treasury Notes, bearing interest at 2.00% due 11/15/2026 and having an approximate value of $5,137,537 (cost $5,032,000)	$	5,032,000			5,032,000
TOTAL INVESTMENTS (cost $317,843,763)		100.1	%		364,197,812
Liabilities in excess of other assets		(0.1	)		(264,280	)
NET ASSETS		100.0	%	$	363,933,532

† Non-income producing security

* 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 Portfolio has no right to demand registration of these securities. At October 31, 2019, the aggregate value of these securities was $5,516,292 representing 1.5% of net assets.

Industry Allocation*
Medical-Drugs	5.5	%
Medical-Biomedical/Gene	3.9
Computers	3.8
Diversified Banking Institutions	3.7
Applications Software	3.0
Finance-Credit Card	2.8
E-Commerce/Products	2.7
Building-Residential/Commercial	2.5
Insurance-Multi-line	2.5
Food-Misc./Diversified	2.4
Banks-Commercial	2.4
Web Portals/ISP	2.3
Television	2.3
Insurance-Life/Health	2.1
Enterprise Software/Service	1.8
Gold Mining	1.8
Independent Power Producers	1.7
Semiconductor Equipment	1.6
Retail-Auto Parts	1.6
Computer Services	1.5
Medical Products	1.5
Cable/Satellite TV	1.4
Oil Companies-Integrated	1.4
Electric-Integrated	1.4
Repurchase Agreements	1.4
Airlines	1.2
Cosmetics & Toiletries	1.2
Internet Content-Entertainment	1.1
Lighting Products & Systems	1.1
Diversified Minerals	1.0
Retail-Restaurants	1.0
Telephone-Integrated	1.0
Retail-Discount	1.0
Real Estate Investment Trusts	0.9
Metal-Diversified	0.9
Retail-Apparel/Shoe	0.9
Medical-Wholesale Drug Distribution	0.9
Machinery-Electrical	0.9
Engineering/R&D Services	0.9
Building-Heavy Construction	0.9
Auto/Truck Parts & Equipment-Original	0.9
Computer Data Security	0.9
Insurance-Reinsurance	0.8
Building Products-Air & Heating	0.8
Gas-Transportation	0.8
Dental Supplies & Equipment	0.8
Oil Companies-Exploration & Production	0.8
Electronic Components-Semiconductors	0.8
Consulting Services	0.7
Computer Software	0.7
Brewery	0.7
Audio/Video Products	0.7
Finance-Auto Loans	0.7
Real Estate Operations & Development	0.6
Cellular Telecom	0.6
Investment Management/Advisor Services	0.6
Semiconductor Components-Integrated Circuits	0.6
Networking Products	0.6
Food-Retail	0.6
Import/Export	0.6
Containers-Metal/Glass	0.5
Transport-Services	0.5
Chemicals-Diversified	0.5
Medical Labs & Testing Services	0.5
Machine Tools & Related Products	0.5
Office Automation & Equipment	0.4
Electronics-Military	0.4
Electronic Parts Distribution	0.4
Metal-Iron	0.4
Rental Auto/Equipment	0.4
Medical-Hospitals	0.4
Electronic Components-Misc.	0.4
Apparel Manufacturers	0.3
Rubber & Vinyl	0.3
Entertainment Software	0.3
Insurance-Property/Casualty	0.3
Building & Construction-Misc.	0.3
Private Equity	0.3
Retail-Petroleum Products	0.3
Human Resources	0.3
Auto-Cars/Light Trucks	0.2
Oil Refining & Marketing	0.2
Steel-Producers	0.2
Building & Construction Products-Misc.	0.2
E-Services/Consulting	0.2
Toys	0.2
Retail-Consumer Electronics	0.2
Banks-Mortgage	0.2
Savings & Loans/Thrifts	0.2
Hotels/Motels	0.2
Finance-Mortgage Loan/Banker	0.2
Finance-Other Services	0.2
Food-Confectionery	0.2
Finance-Consumer Loans	0.2
Publishing-Periodicals	0.2
Retail-Automobile	0.1
Commercial Services-Finance	0.1
Machinery-Pumps	0.1
Financial Guarantee Insurance	0.1
Advertising Services	0.1
Transport-Rail	0.1
Textile-Products	0.1
Internet Security	0.1
Energy-Alternate Sources	0.1
Retail-Home Furnishings	0.1
Disposable Medical Products	0.1
Aerospace/Defense	0.1
	100.1	%

* Calculated as a percentage of net assets

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks	$	359,165,812	$	—	$	—	$	359,165,812
Repurchase Agreements		—		5,032,000		—		5,032,000
Total Investments at Value	$	359,165,812	$	5,032,000	$	—	$	364,197,812

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA JPMorgan MFS Core Bond Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Principal Amount/ Shares		Value (Note 1)
ASSET BACKED SECURITIES — 18.2%
Diversified Financial Services — 18.2%
Academic Loan Funding Trust FRS Series 2013-1A, Class A 2.82% (1 ML+0.80%) due 12/26/2044*	$	229,722	$	228,007
ACRE TL 2017 LLC FRS Series 2017-A 6.66% (1 ML+4.60%) due 12/15/2020(1)(11)		1,475,000		1,475,000
Allegro CLO II-S, Ltd. FRS Series 2014-1RA, Class A2 3.57% (3 ML+1.60%) due 10/21/2028*(2)		2,477,180		2,452,056
ALM V, Ltd. FRS Series 2012-5A, Class A2R3 3.55% (3 ML+1.25%) due 10/18/2027*(2)		1,580,000		1,566,162
ALM V, Ltd. FRS Series 2012-5A, Class BR3 3.65% (3 ML+1.65%) due 10/18/2027*(2)		670,000		662,873
ALM XII, Ltd. FRS Series 2015-12A, Class A1R2 3.21% (3 ML+0.89%) due 04/16/2027*(2)		2,513,541		2,511,118
American Credit Acceptance Receivables Trust Series 2016-4, Class C 2.91% due 02/13/2023*		57,196		57,216
American Credit Acceptance Receivables Trust Series 2018-2, Class B 3.46% due 08/10/2022*		691,449		692,586
American Homes 4 Rent Trust Series 2015-SFR1, Class A 3.47% due 04/17/2052*		917,741		959,120
American Homes 4 Rent Trust Series 2014-SFR3, Class A 3.68% due 12/17/2036*		1,370,583		1,442,241
American Homes 4 Rent Trust Series 2014-SFR2, Class A 3.79% due 10/17/2036*		915,381		968,413
American Homes 4 Rent Trust Series 2014-SFR3, Class C 4.60% due 12/17/2036*		150,000		161,451
American Homes 4 Rent Trust Series 2015-SFR1, Class E 5.64% due 04/17/2052*		370,000		404,288
American Homes 4 Rent Trust Series 2015-SFR2, Class E 6.07% due 10/17/2052*		500,000		560,072
American Homes 4 Rent Trust Series 2014-SFR2, Class E 6.23% due 10/17/2036*		150,000		167,084
American Homes 4 Rent Trust Series 2014-SFR3, Class E 6.42% due 12/17/2036*		275,000		308,981
American Tower Trust I Series 13, Class 2A 3.07% due 03/15/2048*		750,000		759,366
AmeriCredit Automobile Receivables Trust Series 2017-1, Class B 2.30% due 02/18/2022		305,000		305,157
AmeriCredit Automobile Receivables Trust Series 2017-1, Class C 2.71% due 08/18/2022		163,000		164,264
AmeriCredit Automobile Receivables Trust Series 2017-1, Class D 3.13% due 01/18/2023		366,000		371,512
Ameriquest Mtg. Securities, Inc. FRS Series 2005-R11, Class M1 2.27% (1 ML+0.45%) due 01/25/2036		763,227		764,364
Arbor Realty Commercial Real Estate Notes, Ltd. FRS Series 2018-FL1, Class A 3.06% (1 ML+1.15%) due 06/15/2028*		3,380,000		3,383,170
Arbor Realty Commercial Real Estate Notes, Ltd. FRS Series 2017-FL2, Class C 4.26% (1 ML+2.35%) due 08/15/2027*		668,500		669,753
Arbor Realty Commercial Real Estate Notes, Ltd. FRS Series 2019-FL1, Class D 4.41% (1 ML+2.50%) due 05/15/2037*		3,147,500		3,159,303
AREIT Trust FRS Series 2019-CRE3, Class B 3.44% (1 ML+1.55%) due 09/14/2036*(3)		1,163,000		1,164,683
AREIT Trust FRS Series 2019-CRE3, Class C 3.79% (1 ML+1.90%) due 09/14/2036*(3)		1,015,000		1,017,295
Atrium XII FRS Series 12A, Class BR 3.30% (3 ML+1.35%) due 04/22/2027*(2)		2,950,000		2,922,550
B2R Mtg. Trust Series 2015-2, Class A 3.34% due 11/15/2048*		247,569		248,917
Babson CLO, Ltd. FRS Series 2013-IA, Class BR 3.22% (3 ML+1.25%) due 01/20/2028*(2)		4,300,018		4,220,739
Bancorp Commercial Mtg. Trust FRS Series 2018-CR3, Class A 2.76% (1 ML+0.85%) due 01/15/2033*(3)		1,768,611		1,766,399
Bancorp Commercial Mtg.Trust FRS Series 2019-CRE5, Class A 2.91% (1 ML+1.00%) due 03/15/2036*(3)		1,988,312		1,988,309
Bancorp Commercial Mtg. Trust FRS Series 2018-CRE4, Class AS 3.02% (1 ML+1.10%) due 09/15/2035*(3)		1,005,000		1,005,735
Bancorp Commercial Mtg. Trust FRS Series 2018-CR3, Class AS 3.16% (1 ML+1.25%) due 01/15/2033*(3)		1,555,188		1,556,625

Bancorp Commercial Mtg. Trust FRS Series 2018-CRE4, Class B 3.17% (1 ML+1.25%) due 09/15/2035*(3)	905,000	905,660
Bancorp Commercial Mtg.Trust FRS Series 2019-CRE5, Class AS 3.26% (1 ML+1.35%) due 03/15/2036*(3)	621,929	622,319
Bancorp Commercial Mtg. Trust FRS Series 2017-CRE2, Class B 3.51% (1 ML+1.60%) due 08/15/2032*(3)	1,031,000	1,035,996
Bancorp Commercial Mtg. Trust FRS Series 2019-CRE6, Class B 3.60% (1 ML+1.55%) due 09/15/2036*(3)	3,941,902	3,946,833
Bancorp Commercial Mtg. Trust FRS Series 2018-CRE4, Class D 4.02% (1 ML+2.10%) due 09/15/2035*(3)	655,000	657,260
Bancorp Commercial Mtg. Trust FRS Series 2018-CR3, Class D 4.61% (1 ML+2.70%) due 01/15/2033*(3)	716,847	723,426
BANK Series 2019-BN17, Class A4 3.71% due 04/15/2052(3)	2,608,000	2,873,750
BDS, Ltd. FRS Series 2019-FL4, Class A 3.01% (1 ML+1.10%) due 08/15/2036*	2,333,000	2,331,577
Bear Stearns ARM Trust VRS Series 2003-5, Class 2A1 4.48% due 08/25/2033(1)(4)	133,350	133,608
Benchmark Mtg. Trust Series 2019-B10, Class A4 3.72% due 03/15/2062(3)	4,206,000	4,645,041
Blackstone Mtg. Trust, Inc. FRS Series 2017-FL1, Class D 4.58% (1 ML+2.70%) due 06/15/2035*(3)	730,000	729,997
BSPRT Issuer, Ltd. FRS Series 2019-FL5, Class C 4.03% (1 ML+2.00%) due 05/15/2029*	1,485,000	1,482,216
Business Jet Securities LLC Series 2019-1, Class A 4.21% due 07/15/2034*	2,091,698	2,147,330
Business Jet Securities LLC Series 2018-1, Class A 4.34% due 02/15/2033*	4,074,010	4,124,316
Business Jet Securities LLC Series 2018-2, Class A 4.45% due 06/15/2033*	1,026,073	1,043,122
Cabela’s Master Credit Card Trust Series 2015-2, Class A1 2.25% due 07/17/2023	278,000	278,668
Camillo Issuer LLC Series 2016-SFR, Class 1A1 5.00% due 12/05/2023*(11)	1,404,419	1,401,344
Cantor Commercial Real Estate Lending Series 2019-CF2, Class A5 2.87% due 11/15/2052(3)	3,173,122	3,272,839
Capital Auto Receivables Asset Trust Series 2018-1, Class A3 2.79% due 01/20/2022*	1,611,989	1,616,634
CarMax Auto Owner Trust Series 2018-2, Class A2 2.73% due 08/16/2021	347,101	347,684
Carnow Auto Receivables Trust Series 2017-1A, Class A 2.92% due 09/15/2022*	42,476	42,479
Carvana Auto Receivables Trust Series 2019-2A, Class C 3.00% due 06/17/2024*	2,000,000	2,013,566
Carvana Auto Receivables Trust Series 2019-3A, Class D 3.04% due 04/15/2025*	2,240,000	2,248,546
Chesapeake Funding II LLC Series 2017-4A, Class A1 2.12% due 11/15/2029*	1,420,537	1,420,557
Chesapeake Funding II LLC Series 2018-1A, Class A1 3.04% due 04/15/2030*	1,797,431	1,820,224
CLUB Credit Trust Series 2017-P2, Class A 2.61% due 01/15/2024*	79,919	79,948
Colony American Finance, Ltd. Series 2016-2, Class A 2.55% due 11/15/2048*	327,275	327,498
COMM Mtg. Trust Series 2015-LC19, Class A4 3.18% due 02/10/2048(3)	5,000,000	5,233,497
COMM Mtg. Trust Series 2015-DC1, Class A5 3.35% due 02/10/2048(3)	5,000,000	5,257,521
COMM Mtg. Trust Series 2017-COR2, Class A3 3.51% due 09/10/2050(3)	5,110,000	5,493,280
COMM Mtg. Trust Series 2015-CR24, Class A6 3.70% due 08/10/2048(3)	770,833	829,148
COMM Mtg. Trust Series 2015-LC21, Class A4 3.71% due 07/10/2048(3)	2,496,639	2,682,075
COMM Mtg. Trust Series 2015-CR25, Class A4 3.76% due 08/10/2048(3)	625,000	674,144
COMM Mtg. Trust VRS Series 2018-HOME, Class A 3.82% due 04/10/2033*(3)(4)	1,790,000	1,952,835

COMM Mtg. Trust Series 2015-PC1, Class A5 3.90% due 07/10/2050(3)	1,137,175	1,226,809
Corevest American Finance Trust Series 2019-1, Class B 3.88% due 03/15/2052*	1,025,000	1,091,165
CPS Auto Receivables Trust Series 2017-C, Class C 2.86% due 06/15/2023*	959,000	960,460
CPS Auto Receivables Trust Series 2019-B, Class B 3.09% due 04/17/2023*	1,030,000	1,041,052
CPS Auto Receivables Trust Series 2016-C, Class C 3.27% due 06/15/2022*	84,076	84,196
CPS Auto Receivables Trust Series 2014-C, Class C 3.77% due 08/17/2020*	32,687	32,689
CPS Auto Receivables Trust Series 2017-C, Class D 3.79% due 06/15/2023*	495,000	503,574
CPS Auto Receivables Trust Series 2015-A, Class C 4.00% due 02/16/2021*	97,417	97,597
CPS Auto Receivables Trust Series 2015-B, Class C 4.20% due 05/17/2021*	289,428	291,345
CPS Auto Receivables Trust Series 2015-C, Class D 4.63% due 08/16/2021*	497,150	501,551
Credit Acceptance Auto Loan Trust Series 2017-1A, Class A 2.56% due 10/15/2025*	92,705	92,741
Credit Acceptance Auto Loan Trust Series 2018-1A, Class A 3.01% due 02/16/2027*	638,000	641,699
Credit Acceptance Auto Loan Trust Series 2017-2A, Class B 3.02% due 04/15/2026*	1,575,000	1,585,720
Credit Acceptance Auto Loan Trust Series 2017-1A, Class B 3.04% due 12/15/2025*	250,000	251,086
Credit Acceptance Auto Loan Trust Series 2017-2A, Class C 3.35% due 06/15/2026*	250,000	252,309
Credit Acceptance Auto Loan Trust Series 2017-1A, Class C 3.48% due 02/17/2026*	250,000	251,649
Credit Suisse First Boston Mtg. Securities Corp. VRS Series 2004-AR2, Class 2A1 4.74% due 03/25/2034(1)(4)	423,761	445,634
CSMA Series 2019-1, Class A 2.00% due 04/25/2023(1)(11)	1,607,883	1,607,562
Cutwater, Ltd. FRS Series 2015-1A, Class BR 3.80% (3 ML+1.80%) due 01/15/2029*(2)	4,810,000	4,774,550
Cutwater, Ltd. FRS Series 2014-1A, Class BR 4.40% (3 ML+2.40%) due 07/15/2026*(2)	1,155,000	1,151,018
DBWF Mtg. Trust Series 2015-LCM, Class A1 3.00% due 06/10/2034*(3)	976,189	986,442
DBWF Mtg. Trust VRS Series 2015-LCM, Class A2 3.42% due 06/10/2034*(3)(4)	1,000,000	1,033,989
Diamond Resorts Owner Trust Series 2017-1A, Class A 3.27% due 10/22/2029*	353,001	356,898
Diamond Resorts Owner Trust Series 2018-1, Class A 3.70% due 01/21/2031*	727,343	742,360
Drive Auto Receivables Trust Series 2017-2, Class C 2.75% due 09/15/2023	299,157	299,259
Drive Auto Receivables Trust Series 2017-1, Class C 2.84% due 04/15/2022	443,489	443,722
Drive Auto Receivables Trust Series 2017-AA, Class C 2.98% due 01/18/2022*	65,572	65,629
Drive Auto Receivables Trust Series 2017-3, Class D 3.53% due 12/15/2023*	2,800,000	2,831,000
Drive Auto Receivables Trust Series 2018-4, Class C 3.66% due 11/15/2024	1,495,000	1,512,801
Drive Auto Receivables Trust Series 2018-3, Class C 3.72% due 09/16/2024	1,364,000	1,378,047
Drive Auto Receivables Trust Series 2017-1, Class D 3.84% due 03/15/2023	940,000	950,209
Drive Auto Receivables Trust Series 2019-1, Class D 4.09% due 06/15/2026	510,000	527,425
Drive Auto Receivables Trust Series 2017-AA, Class D 4.16% due 05/15/2024*	486,000	492,905
Drive Auto Receivables Trust Series 2016-CA, Class D 4.18% due 03/15/2024*	769,000	779,888
Drive Auto Receivables Trust Series 2015-CA, Class D 4.20% due 09/15/2021*	41,932	41,958
Drive Auto Receivables Trust Series 2015-DA, Class D 4.59% due 01/17/2023*	288,069	289,120
Dryden 55 CLO, Ltd. FRS Series 2018-55A, Class B 3.55% (3 ML+1.55%) due 04/15/2031*(2)	5,500,000	5,381,414

DSLA Mtg. Loan Trust FRS Series 2004-AR3, Class 2A2A 2.59% (1 ML+0.74%) due 07/19/2044(1)	906,218	927,473
DT Auto Owner Trust Series 2019-4A, Class C 2.73% due 07/15/2025*	1,571,000	1,570,915
DT Auto Owner Trust Series 2017-2A, Class C 3.03% due 01/17/2023*	80,647	80,672
DT Auto Owner Trust Series 2019-2A, Class C 3.18% due 02/18/2025*	1,515,000	1,538,210
DT Auto Owner Trust Series 2018-1A, Class C 3.47% due 12/15/2023*	703,000	706,828
DT Auto Owner Trust Series 2017-1A, Class D 3.55% due 11/15/2022*	424,967	427,737
DT Auto Owner Trust Series 2017-3A, Class D 3.58% due 05/15/2023*	376,000	379,031
DT Auto Owner Trust Series 2018-2A, Class C 3.67% due 03/15/2024*	1,650,000	1,671,450
DT Auto Owner Trust Series 2016-4A, Class D 3.77% due 10/17/2022*	313,616	315,319
DT Auto Owner Trust Series 2018-1A, Class D 3.81% due 12/15/2023*	496,000	503,000
DT Auto Owner Trust Series 2017, Class B 5.84% due 12/16/2022(11)	800,000	800,404
Engs Commercial Finance Trust Series 2016-1A, Class A2 2.63% due 02/22/2022*	63,287	63,347
Exantas Capital Corp., Ltd. FRS Series 2018-RSO6, Class B 3.03% (1 ML+1.15%) due 06/15/2035*(3)	910,000	906,003
Exantas Capital Corp., Ltd. FRS Series 2019-RSO7, Class B 3.58% (1 ML+1.70%) due 04/15/2036*(3)	1,233,000	1,235,336
Exeter Automobile Receivables Trust Series 2017-3A, Class A 2.05% due 12/15/2021*	11,659	11,658
Exeter Automobile Receivables Trust Series 2016-3A, Class B 2.84% due 08/16/2021*	48,889	48,914
Exeter Automobile Receivables Trust Series 2019-3A, Class D 3.11% due 08/15/2025*	1,650,000	1,672,881
Exeter Automobile Receivables Trust Series 2018-4A, Class B 3.64% due 11/15/2022*	549,000	552,871
Exeter Automobile Receivables Trust Series 2017-3A, Class C 3.68% due 07/17/2023*	1,041,000	1,060,729
Exeter Automobile Receivables Trust Series 2017-1A, Class C 3.95% due 12/15/2022*	235,000	237,637
Figueroa CLO, Ltd. FRS Series 2013-2A, Class BRR 4.01% (3 ML+1.85%) due 06/20/2027*(2)	511,000	503,850
First Investors Auto Owner Trust Series 2017-2A, Class C 3.00% due 08/15/2023*	1,100,000	1,106,179
Flagship Credit Auto Trust Series 2016-4, Class C 2.71% due 11/15/2022*	498,000	500,256
Flagship Credit Auto Trust Series 2015-3, Class B 3.68% due 03/15/2022*	44,112	44,154
Flagship Credit Auto Trust Series 2015-3, Class C 4.65% due 03/15/2022*	189,000	191,191
Flatiron CLO, Ltd. FRS Series 2015-1A, Class BR 3.40% (3 ML+1.40%) due 04/15/2027*(2)	4,102,328	4,076,393
Flatiron CLO, Ltd. FRS Series 2015-1A, Class CR 3.90% (3 ML+1.90%) due 04/15/2027*(2)	760,000	756,938
FORT CRE LLC FRS Series 2018-1A, Class A1 3.40% (1 ML+1.35%) due 11/16/2035*	2,787,500	2,787,494
FORT CRE LLC FRS Series 2018-1A, Class C 4.88% (1 ML+2.83%) due 11/16/2035*	2,370,000	2,386,021
Foundation Finance Trust Series 2019-1A, Class A 3.86% due 11/15/2034*	687,242	699,108
FREED ABS Trust Series 2019-2, Class A 2.62% due 11/18/2026*	920,000	919,752
FREED ABS Trust Series 2018-1, Class A 3.61% due 07/18/2024*	298,367	299,940
FREED ABS Trust Series 2018-2, Class A 3.99% due 10/20/2025*	793,357	799,517
FTF Funding II LLC Series 2019-1, Class A 8.00% due 08/15/2020(11)	1,968,000	1,968,487
Galaxy CLO, Ltd. FRS Series 2018-29A, Class B 3.56% (3 ML+1.40%) due 11/15/2026*(2)	1,287,655	1,286,356
Galaxy XXIX CLO, Ltd. FRS Series 2018-29A, Class A 2.95% (3 ML+0.79%) due 11/15/2026*(2)	2,906,972	2,904,629

GLS Auto Receivables Trust Series 2016-1A, Class C 6.90% due 10/15/2021*	341,342	347,184
GMF Floorplan Owner Revolving Trust FRS Series 2017-1, Class A2 2.48% (1 ML+0.57%) due 01/18/2022*	5,927,000	5,931,453
GMF Floorplan Owner Revolving Trust Series 2017-2, Class C 2.63% due 07/15/2022*	1,513,000	1,515,764
GoodGreen Trust Series 2019-2A, Class A 2.76% due 04/15/2055*	1,100,000	1,092,442
GoodGreen Trust Series 2017-2A, Class A 3.26% due 10/15/2053*	882,295	904,296
GoodGreen Trust Series 2017-1A, Class A 3.74% due 10/15/2052*	187,628	195,874
GoodGreen Trust Series 2017-R1, Class  5.00% due 10/20/2051*	1,455,582	1,440,847
GPMT, Inc. FRS Series 2018-FL1, Class A 2.75% (1 ML+0.90%) due 11/21/2035*(3)	1,157,252	1,155,075
Grand Avenue CRE FRS Series 2019-FL1, Class A 3.03% (1 ML + 1.12%) due 06/15/2037*	1,704,000	1,706,130
GS Mtg. Securities Trust Series 2019-GSA1, Class A4 3.05% due 11/10/2052(3)	4,864,294	5,063,390
GS Mtg. Securities Trust Series 2015-GC30, Class A4 3.38% due 05/10/2050(3)	2,766,411	2,933,834
GSR Mtg. Loan Trust FRS Series 2005-7F, Class 3A1 2.32% (1 ML+0.50%) due 09/25/2035(1)	5,966	5,703
Harbourview CLO VII, Ltd. FRS Series 7RA, Class B 3.70% (3 ML+1.70%) due 07/18/2031*(2)	2,865,000	2,818,369
Headlands Residential LLC Series 2017-RPL1, Class A 3.88% due 08/25/2022*(1)(5)	1,400,000	1,403,456
Headlands Residential LLC Series 2019-RPL1, Class NOTE 3.97% due 06/25/2024*(1)(5)	1,800,000	1,812,817
Headlands Residential LLC Series 2018-RPL1, Class A 4.25% due 06/25/2023*(1)(5)	1,790,000	1,808,033
HERO Funding Trust Series 2016-3A, Class A1 3.08% due 09/20/2042*	233,322	237,910
HERO Funding Trust Series 2017-3A, Class A2 3.95% due 09/20/2048*	776,508	812,376
HERO Funding Trust Series 2017-1A, Class A2 4.46% due 09/20/2047*	602,446	634,729
Hilton Grand Vacations Trust Series 2017-AA, Class A 2.66% due 12/26/2028*	166,148	166,792
Hunt CRE, Ltd. FRS Series 2018-FL2, Class AS 3.36% (1 ML+1.45%) due 08/15/2028*	351,000	350,561
Hunt CRE, Ltd. FRS Series 2018-FL2, Class B 3.56% (1 ML+1.65%) due 08/15/2028*	722,500	722,488
Hunt CRE, Ltd. FRS Series 2018-FL2, Class C 4.26% (1 ML+2.35%) due 08/15/2028*	238,500	238,500
Independence Plaza Trust Series 2018-INDP, Class A 3.76% due 07/10/2035*(3)	1,180,000	1,252,847
IndyMac INDX Mtg. Loan Trust VRS Series 2005-AR1, Class 1A1 3.93% due 03/25/2035(1)(4)	149,672	153,159
Invitation Homes Trust FRS Series 2017-SFR, Class A 2.88% (1 ML+0.85%) due 12/17/2036*	507,021	506,308
JPMBB Commercial Mtg. Securities Trust Series 2015-C28, Class A4 3.23% due 10/15/2048(3)	4,694,676	4,923,556
JPMBB Commercial Mtg. Securities Trust Series 2014-C26, Class A4 3.49% due 01/15/2048(3)	5,000,000	5,301,367
JPMCC Commercial Mtg. Securities Trust Series 2017-JP7, Class A5 3.45% due 09/15/2050(3)	2,847,257	3,051,001
JPMorgan Mtg. Trust VRS Series 2003-A1, Class 1A1 3.83% due 10/25/2033(1)(4)	434,861	448,916
Kabbage Funding LLC Series 2019-1, Class A 3.83% due 03/15/2024*	2,135,000	2,165,187
KREF, Ltd. FRS Series 2018-FL1, Class C 3.88% (1 ML+2.00%) due 06/15/2036*	2,332,500	2,341,247
LHOME Mtg. Trust Series 2019-RTL2, Class A1 3.84% due 03/25/2024*(1)	1,030,000	1,029,665
LoanCore Issuer, Ltd. FRS Series 2019-CRE3, Class AS 3.28% (1 ML+1.37%) due 04/15/2034*(3)	729,500	729,499

LoanCore Issuer, Ltd. FRS Series 2018-CRE1, Class AS 3.41% (1 ML+1.50%) due 05/15/2028*	3,895,000	3,895,000
LoanCore Issuer, Ltd. FRS Series 2019-CRE3, Class B 3.51% (1 ML+1.60%) due 04/15/2034*(3)	938,500	939,080
LoanCore Issuer, Ltd. FRS Series 2019-CRE3, Class C 3.86% (1 ML+1.95%) due 04/15/2034*(3)	687,000	687,901
LoanCore Issuer, Ltd. FRS Series 2019-CRE2, Class D 4.36% (1 ML+2.45%) due 05/15/2036*	501,000	502,409
LoanCore Issuer, Ltd. FRS Series 2018-CRE1, Class C 4.46% (1 ML+2.55%) due 05/15/2028*	1,025,000	1,027,563
Loomis Sayles CLO II, Ltd. FRS Series 2015-2A, Class A1R 2.90% (3 ML+0.90%) due 04/15/2028*(2)	2,500,000	2,488,888
LV Tower 52 Series 2013-1, Class A 5.75% due 07/15/2019*(11)	1,434,282	1,448,582
Mariner Finance Issuance Trust Series 2019-AA, Class B 3.51% due 07/20/2032*	1,075,000	1,084,591
Marlette Funding Trust Series 2018-1A, Class A 2.61% due 03/15/2028*	22,898	22,900
Merrill Lynch Mtg. Investors Trust FRS Series 2003-F, Class A1 2.46% (1 ML+0.64%) due 10/25/2028(1)	405,256	407,194
Merrill Lynch Mtg. Investors Trust FRS Series 2003-G, Class A2 3.24% (6 ML+0.68%) due 01/25/2029(1)	797,500	808,643
Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C21, Class A4 3.34% due 03/15/2048(3)	1,207,415	1,272,686
Navistar Financial Dealer Note Master Owner Trust II FRS Series 2019-1, Class A 2.46% (1 ML+0.64%) due 05/25/2024*	2,778,000	2,778,829
Neuberger Berman CLO XVI-S, Ltd. FRS Series 2017-16SA, Class B 3.25% (3 ML+1.25%) due 01/15/2028*(2)	1,920,000	1,892,870
NextGear Floorplan Master Owner Trust Series 2019-2A, Class A2 2.07% due 10/15/2024*	1,175,000	1,174,728
NextGear Floorplan Master Owner Trust Series 2018-1A, Class A2 3.22% due 02/15/2023*	1,360,000	1,379,155
OCP CLO, Ltd. FRS Series 2015-9A, Class A2R 3.35% (3 ML+1.35%) due 07/15/2027*(2)	2,490,000	2,463,633
OL SP LLC Series 2018, Class A 4.16% due 02/02/2030	1,153,209	1,172,878
OnDeck Asset Securitization Trust LLC Series 2018-1A, Class A 3.50% due 04/18/2022*	516,000	517,099
OneMain Financial Issuance Trust Series 2016-1A, Class A 3.66% due 02/20/2029*	195,016	195,653
Oportun Funding IX LLC Series 2018-B, Class A 3.91% due 07/08/2024*	1,941,000	1,971,490
Oportun Funding VI LLC Series 2017-A, Class A 3.23% due 06/08/2023*	460,000	460,262
Oportun Funding VII LLC Series 2017-B, Class A 3.22% due 10/10/2023*	383,000	384,096
Oportun Funding VIII LLC Series 2018-A, Class A 3.61% due 03/08/2024*	1,012,000	1,023,572
Oportun Funding X LLC Series 2018-C, Class A 4.10% due 10/08/2024*	2,653,000	2,720,025
P4 SFR Holdco LLC Series 2019-STL, Class A 7.25% due 10/11/2026(11)	1,100,000	1,100,000
Parallel, Ltd. FRS Series 2015-1A, Class 1R 3.72% (3 ML+1.75%) due 07/20/2027*(2)	680,000	667,455
Parallel, Ltd. FRS Series 2015-1A, Class 2R 3.72% (3 ML+1.75%) due 07/20/2027*(2)	730,000	710,897
Pretium Mtg. Credit Partners LLC Series 2018-NPL4, Class A1 4.83% due 09/25/2058*(5)	693,599	697,445
Progress Residential Trust Series 2015-SFR3, Class A 3.07% due 11/12/2032*	1,729,127	1,728,248
Progress Residential Trust Series 2018-SFR2, Class E 4.66% due 08/17/2035*	1,002,000	1,030,245
Progress Residential Trust Series 2015-SFR3, Class D 4.67% due 11/12/2032*	400,000	399,904
Progress Residential Trust Series 2015-SFR3, Class E 5.66% due 11/12/2032*	250,000	249,997

Purchasing Power Funding LLC Series 2018-A, Class A 3.34% due 08/15/2022*	2,390,000	2,396,785
Regional Mgmt. Issuance Trust Series 2019-1, Class B 3.43% due 11/15/2028*	2,000,000	1,999,976
Renew Financial Series 2017-1A, Class A 3.67% due 09/20/2052*	247,943	257,316
Rice Park Financing Trust Series 2016-A, Class A 4.63% due 10/31/2041*	901,616	912,654
Santander Drive Auto Receivables Trust Series 2015-5, Class E 4.67% due 02/15/2023*	1,900,000	1,908,780
Santander Retail Auto Lease Trust Series 2018-A, Class A3 2.93% due 05/20/2021*	958,000	962,176
Santander Retail Auto Lease Trust Series 2019-A, Class B 3.01% due 05/22/2023*	1,442,000	1,463,105
Sequoia Mtg. Trust FRS Series 2004-9, Class A1 2.53% (1 ML+0.68%) due 10/20/2034(1)	791,930	787,237
Sequoia Mtg. Trust FRS Series 2003-1, Class 1A 2.61% (1 ML+0.76%) due 04/20/2033(1)	832,343	826,948
Shelter Growth Capital Partners FRS Series 2018-FL1, Class B 3.41% (1 ML+1.50%) due 01/15/2035*(3)	1,491,750	1,493,149
SoFi Consumer Loan Program LLC Series 2016-2A, Class A 3.09% due 10/27/2025*	68,376	68,592
Sonoran Auto Receivables Trust Series 2017-1 4.75% due 07/15/2024(1)(11)	1,863,695	1,901,528
Sonoran Auto Receivables Trust Series 2018-1 4.75% due 06/15/2025(1)(11)	1,269,165	1,294,548
Structured Asset Mtg. Investments II Trust FRS Series 2005-AR5, Class A3 2.10% (1 ML+0.25%) due 07/19/2035(1)	440,586	440,551
Synchrony Card Funding LLC Series 2019-A2, Class A 2.34% due 06/15/2025	2,300,000	2,321,354
Synchrony Card Funding LLC Series 2019-A1, Class A 2.95% due 03/15/2025	2,373,000	2,425,233
Synchrony Card Issuance Trust Series 2018-A1, Class A1 3.38% due 09/15/2024	1,200,000	1,232,153
THL Credit Wind River CLO, Ltd. FRS Series 2015-2A, Class CR 3.69% (3 ML+1.70%) due 10/15/2027*(2)	435,000	427,427
THL Credit Wind River CLO, Ltd. FRS Series 2012-1A, Class CR2 4.05% (3 ML+2.05%) due 01/15/2026*(2)	2,311,210	2,298,984
Thornburg Mtg. Securities Trust VRS Series 2004-4, Class 3A 4.08% due 12/25/2044(1)(4)	138,883	142,438
TICP CLO I-2, Ltd. FRS Series 2018-IA, Class A2 3.44% (3 ML+1.50%) due 04/26/2028*(2)	2,991,269	2,950,716
Toorak Mtg. Corp., Ltd. Series 2019-2, Class A1 3.72% due 09/25/2022(1)(5)	1,333,000	1,336,835
Tricolor Auto Securitization Trust Series 2018-1A, Class A 5.05% due 12/15/2020*	433,730	434,953
Tricon American Homes Trust Series 2016-SFR1, Class A 2.59% due 11/17/2033*	484,626	484,523
Tricon American Homes Trust Series 2019-SFR1, Class D 3.20% due 03/17/2038*	1,657,000	1,667,538
UBS Commercial Mtg. Trust Series 2019-C17, Class A4 2.92% due 10/15/2052(3)	3,693,370	3,795,252
UBS Commercial Mtg. Trust Series 2018-C8, Class A4 3.98% due 02/15/2051(3)	956,930	1,060,039
Upgrade Receivables Trust Series 2018-1A, Class A 3.76% due 11/15/2024*	202,007	202,665
US Auto Funding LLC Series 2019-1A, Class B 3.99% due 12/15/2022*	1,700,000	1,729,602
US Auto Funding LLC Series 2018-1A, Class A 5.50% due 07/15/2023*	838,609	858,420
Vericrest Opportunity Loan Trust Series 2019-NPL7, Class A1A 3.18% due 10/25/2049*(5)	1,163,239	1,162,128
Vericrest Opportunity Loan Trust Series 2019-NPL8, Class A1A 3.28% due 11/25/2049*(5)	1,550,000	1,549,950
Verizon Owner Trust Series 2017-2A, Class A 1.92% due 12/20/2021*	864,221	863,980
Verizon Owner Trust Series 2017-3A, Class A1A 2.06% due 04/20/2022*	1,271,000	1,271,383
Verizon Owner Trust Series 2018-1A, Class A1A 2.82% due 09/20/2022*	2,565,000	2,583,804

Veros Automobile Receivables Trust Series 2018-1, Class B 4.05% due 02/15/2024*	1,800,000	1,820,762
VM DEBT LLC Series 2019-1, Class A1A 7.50% due 06/15/2024(11)	1,400,000	1,400,000
VOLT LLC Series 2018-FT1, Class A1 3.26% due 01/27/2023	178,727	177,973
VOLT LXIV LLC Series 2017-NP11, Class 1A 3.38% due 10/25/2047*(5)	786,313	787,810
VOLT LXIX LLC Series 2018-NPL5, Class AIA 4.21% due 08/25/2048*(5)	579,602	579,424
VOLT LXXII LLC Series 2018-NPL8, Class A1A 4.21% due 10/26/2048*(5)	1,843,236	1,844,540
VOLT LXXV LLC Series 2019-NPL1, Class A1A 4.34% due 01/25/2049*(5)	1,223,777	1,232,704
VOLT LXXX LLC Series 2019-NPL6, Class A1B 4.09% due 10/25/2049*(5)	1,950,000	1,958,771
VSE Voi Mtg. LLC Series 2018-A, Class A 3.56% due 02/20/2036*	516,785	533,740
WaMu Mtg. Pass-Through Certs. Trust FRS Series 2005-AR6, Class 2A1A 2.28% (1 ML+0.46%) due 04/25/2045(1)	48,569	48,475
Wells Fargo Commercial Mtg. Trust Series 2019-C53, Class A4 3.04% due 10/15/2052(3)	4,885,325	5,100,738
Wells Fargo Commercial Mtg. Trust Series 2016-LC25, Class A4 3.64% due 12/15/2059(3)	5,195,581	5,619,068
Wells Fargo Commercial Mtg. Trust Series 2015-C30, Class A4 3.66% due 09/15/2058(3)	729,000	783,035
Wells Fargo Commercial Mtg. Trust Series 2014-LC16, Class A5 3.82% due 08/15/2050(3)	5,000,000	5,335,023
Wells Fargo Mtg. Backed Securities Trust VRS Series 2004-S, Class A1 4.89% due 09/25/2034(1)(4)	445,945	463,610
Wells Fargo Mtg. Backed Securities Trust VRS Series 2005-AR10, Class 2A16 4.93% due 06/25/2035(1)(4)	334,419	342,520
West CLO, Ltd. FRS Series 2014-1A, Class A2R 3.35% (3 ML+1.35%) due 07/18/2026*(2)	3,146,734	3,129,786
West CLO, Ltd. FRS Series 2014-1A, Class CR 5.00% (3 ML+3.00%) due 07/18/2026*(2)	650,000	648,994
Westgate Resorts LLC Series 2017-1A, Class A 3.05% due 12/20/2030*	216,942	218,096
Westlake Automobile Receivables Trust Series 2017-1A, Class C 2.70% due 10/17/2022*	105,773	105,844
Westlake Automobile Receivables Trust Series 2016-2A, Class D 4.10% due 06/15/2021*	115,286	115,367
World Financial Network Credit Card Master Trust Series 2019-A, Class A 3.14% due 12/15/2025	1,090,000	1,115,489
World Omni Automobile Lease Securitization Trust Series 2018-A, Class A3 2.83% due 07/15/2021	950,000	954,172
Total Asset Backed Securities (cost $347,947,632)		351,751,255
U.S. CORPORATE BONDS & NOTES — 25.4%
Aerospace/Defense — 0.1%
Boeing Co. Senior Notes 3.95% due 08/01/2059	590,000	644,376
Lockheed Martin Corp. Senior Notes 3.10% due 01/15/2023	104,000	107,755
Lockheed Martin Corp. Senior Notes 4.50% due 05/15/2036	300,000	358,046
Northrop Grumman Corp. Senior Notes 3.20% due 02/01/2027	223,000	233,466
Northrop Grumman Corp. Senior Notes 3.25% due 01/15/2028	100,000	104,877
Northrop Grumman Corp. Senior Notes 3.85% due 04/15/2045	51,000	55,713
Rockwell Collins, Inc. Senior Notes 3.20% due 03/15/2024	105,000	109,580
Rockwell Collins, Inc. Senior Notes 4.35% due 04/15/2047	50,000	58,399
		1,672,212

Aerospace/Defense-Equipment — 0.5%
Harris Corp. Senior Notes 3.83% due 04/27/2025	100,000	107,326
Harris Corp. Senior Notes 4.85% due 04/27/2035	200,000	237,354
TransDigm, Inc. Company Guar. Notes 6.50% due 07/15/2024	2,673,000	2,759,872
United Technologies Corp. Senior Notes 3.75% due 11/01/2046	225,000	249,524
United Technologies Corp. Senior Notes 3.95% due 08/16/2025	895,000	979,435
United Technologies Corp. Senior Notes 4.05% due 05/04/2047	2,503,000	2,891,584
United Technologies Corp. Senior Notes 4.13% due 11/16/2028	950,000	1,077,996
United Technologies Corp. Senior Notes 4.15% due 05/15/2045	296,000	339,448
United Technologies Corp. Senior Notes 4.45% due 11/16/2038	55,000	65,257
United Technologies Corp. Senior Notes 4.50% due 06/01/2042	225,000	269,991
		8,977,787
Agricultural Chemicals — 0.0%
Mosaic Co. Senior Notes 5.63% due 11/15/2043	400,000	460,337
Agricultural Operations — 0.0%
Bunge, Ltd. Finance Corp. Company Guar. Notes 3.50% due 11/24/2020	122,000	123,541
Cargill, Inc. Senior Notes 3.25% due 03/01/2023*	45,000	46,794
		170,335
Airlines — 0.3%
American Airlines Pass-Through Trust Pass-Through Certs. Series 2016-3, Class A 3.00% due 04/15/2030	249,352	256,029
American Airlines Pass-Through Trust Pass-Through Certs. Series 2016-2, Class A 3.65% due 12/15/2029	50,866	53,316
American Airlines Pass-Through Trust Pass-Through Certs. Series 2017-1, Class AA 3.65% due 08/15/2030	177,003	187,738
American Airlines Pass-Through Trust Pass-Through Certs. Series 2017-2, Class B 3.70% due 04/15/2027	478,464	487,876
American Airlines Pass-Through Trust Pass-Through Certs. Series 2014-1, Class A 3.70% due 04/01/2028	254,285	268,777
American Airlines Pass-Through Trust Pass-Through Certs. Series 2013-2, Class A 4.95% due 07/15/2024	99,322	104,177
Continental Airlines Pass-Through Trust Pass Through Certs. Series 2012-2, Class A 4.00% due 04/29/2026	88,126	93,221
Continental Airlines Pass-Through Trust Pass-Through Certs. Series 2012-1, Class A 4.15% due 10/11/2025	408,047	431,584
Spirit Airlines Pass-Through Trust Pass-Through Certs. Series 2017-1, Class AA 3.38% due 08/15/2031	197,812	206,337
United Airlines Pass-Through Trust Pass-Through Certs. Series 2019-2, Class AA 2.70% due 11/01/2033	596,000	599,627
United Airlines Pass-Through Trust Pass-Through Certs. Series 2016-1, Class A 3.45% due 01/07/2030	133,276	138,300
United Airlines Pass-Through Trust Pass-Through Certs. Series 2018-1, Class AA 3.50% due 09/01/2031	523,922	547,058
United Airlines Pass-Through Trust Pass-Through Certs. Series 2016-1, Class B 3.65% due 07/07/2027	200,451	204,648
United Airlines Pass-Through Trust Pass-Through Certs. Series 2018-1, Class A 3.70% due 09/01/2031	309,372	323,951
United Airlines Pass-Through Trust Pass-Through Certs. Series 2014-1, Class A 4.00% due 10/11/2027	280,872	302,410
United Airlines Pass-Through Trust Pass-Through Certs. Series 2019-1, Class AA 4.15% due 02/25/2033	560,000	612,915
United Airlines Pass-Through Trust Pass-Through Certs. Series 2019-1, Class A 4.55% due 02/25/2033	500,000	548,649

United Airlines Pass-Through Trust Pass-Through Certs. Series 2018-1, Class B 4.60% due 09/01/2027	130,474	136,261
		5,502,874
Applications Software — 0.4%
Microsoft Corp. Senior Notes 2.00% due 08/08/2023	3,193,000	3,224,899
Microsoft Corp. Senior Notes 2.40% due 08/08/2026	200,000	205,135
Microsoft Corp. Senior Notes 3.50% due 02/12/2035	137,000	150,215
Microsoft Corp. Senior Notes 3.95% due 08/08/2056	110,000	130,207
Microsoft Corp. Senior Notes 4.00% due 02/12/2055	263,000	314,382
Microsoft Corp. Senior Notes 4.10% due 02/06/2037	2,561,000	3,032,389
Microsoft Corp. Senior Notes 4.20% due 11/03/2035	154,000	182,823
		7,240,050
Auto-Cars/Light Trucks — 0.5%
American Honda Finance Corp. Senior Notes 2.45% due 09/24/2020	165,000	165,854
Daimler Finance North America LLC Company Guar. Notes 2.30% due 01/06/2020*	1,080,000	1,080,572
General Motors Co. Senior Notes 4.88% due 10/02/2023	1,200,000	1,288,940
General Motors Co. Senior Notes 5.15% due 04/01/2038	150,000	152,011
General Motors Financial Co., Inc. Company Guar. Notes 3.45% due 04/10/2022	205,000	208,961
General Motors Financial Co., Inc. Company Guar. Notes 3.50% due 11/07/2024	290,000	295,525
General Motors Financial Co., Inc. Company Guar. Notes 3.70% due 05/09/2023	284,000	291,238
General Motors Financial Co., Inc. Company Guar. Notes 3.95% due 04/13/2024	525,000	543,403
General Motors Financial Co., Inc. Company Guar. Notes 4.00% due 10/06/2026	1,466,000	1,496,936
General Motors Financial Co., Inc. Company Guar. Notes 4.30% due 07/13/2025	150,000	156,640
General Motors Financial Co., Inc. Company Guar. Notes 4.35% due 04/09/2025	1,785,000	1,874,871
Nissan Motor Acceptance Corp. Senior Notes 2.55% due 03/08/2021*	250,000	250,705
Volkswagen Group of America Finance LLC Company Guar. Notes 3.20% due 09/26/2026*	1,851,000	1,892,503
		9,698,159
Auto-Heavy Duty Trucks — 0.2%
Allison Transmission, Inc. Senior Notes 4.75% due 10/01/2027*	2,845,000	2,916,125
Banks-Commercial — 0.5%
BB&T Corp. Senior Notes 2.63% due 06/29/2020	250,000	251,056
Citizens Bank NA Senior Notes 3.70% due 03/29/2023	340,000	356,970
Citizens Financial Group, Inc. Senior Notes 2.38% due 07/28/2021	47,000	47,205
Citizens Financial Group, Inc. Sub. Notes 4.30% due 12/03/2025	94,000	101,336
Compass Bank Senior Notes 2.88% due 06/29/2022	4,211,000	4,280,768
Discover Bank Senior Notes 4.20% due 08/08/2023	475,000	507,093
Fifth Third Bank Senior Notes 2.88% due 10/01/2021	450,000	457,716
PNC Bank NA Senior Notes 3.10% due 10/25/2027	3,099,000	3,264,649
Regions Financial Corp. Senior Notes 2.75% due 08/14/2022	108,000	110,012
Regions Financial Corp. Senior Notes 3.80% due 08/14/2023	106,000	112,173
SunTrust Bank Sub. Notes 3.30% due 05/15/2026	200,000	209,284
		9,698,262

Banks-Fiduciary — 0.1%
Bank of New York Mellon Corp. Senior Notes 2.60% due 02/07/2022	100,000	101,488
Bank of New York Mellon Corp. Senior Notes 2.66% due 05/16/2023	120,000	121,735
Bank of New York Mellon Corp. Senior Notes 3.25% due 09/11/2024	720,000	759,701
Northern Trust Corp. Sub. Notes 3.38% due 05/08/2032	105,000	108,785
State Street Corp. Sub. Notes 3.10% due 05/15/2023	540,000	558,672
		1,650,381
Banks-Super Regional — 0.6%
Fifth Third Bancorp Senior Notes 3.95% due 03/14/2028	250,000	274,255
Huntington Bancshares, Inc. Senior Notes 2.30% due 01/14/2022	339,000	340,903
Huntington National Bank Senior Notes 2.88% due 08/20/2020	250,000	251,808
KeyCorp. Senior Notes 4.15% due 10/29/2025	75,000	82,423
KeyCorp. Senior Notes 5.10% due 03/24/2021	450,000	468,481
SunTrust Banks, Inc. Senior Notes 2.70% due 01/27/2022	102,000	103,391
SunTrust Banks, Inc. Senior Notes 2.90% due 03/03/2021	103,000	104,158
SunTrust Banks, Inc. Senior Notes 4.00% due 05/01/2025	53,000	57,600
US Bancorp Senior Notes 2.35% due 01/29/2021	300,000	301,917
US Bancorp Senior Notes 2.38% due 07/22/2026	400,000	404,899
Wells Fargo & Co. Senior Notes 3.07% due 01/24/2023	4,523,000	4,611,744
Wells Fargo & Co. Senior Notes 3.20% due 06/17/2027	640,000	663,047
Wells Fargo & Co. Senior Notes 3.30% due 09/09/2024	1,440,000	1,508,612
Wells Fargo & Co. Senior Notes 3.55% due 09/29/2025	200,000	212,072
Wells Fargo & Co. Sub. Notes 4.10% due 06/03/2026	544,000	585,339
Wells Fargo & Co. Sub. Notes 4.40% due 06/14/2046	131,000	148,534
Wells Fargo & Co. Sub. Notes 4.65% due 11/04/2044	450,000	530,088
Wells Fargo & Co. Sub. Notes 4.75% due 12/07/2046	144,000	171,998
Wells Fargo & Co. Sub. Notes 4.90% due 11/17/2045	112,000	135,519
		10,956,788
Beverages-Non-alcoholic — 0.0%
Dr. Pepper Snapple Group, Inc. Company Guar. Notes 3.13% due 12/15/2023	200,000	206,470
Dr. Pepper Snapple Group, Inc. Company Guar. Notes 3.43% due 06/15/2027	75,000	78,257
Keurig Dr Pepper, Inc. Company Guar. Notes 4.42% due 05/25/2025	112,000	122,793
Keurig Dr Pepper, Inc. Company Guar. Notes 4.99% due 05/25/2038	161,000	189,611
		597,131
Beverages-Wine/Spirits — 0.0%
Constellation Brands, Inc. Company Guar. Notes 4.40% due 11/15/2025	145,000	160,251
Constellation Brands, Inc. Company Guar. Notes 5.25% due 11/15/2048	85,000	104,916
		265,167
Brewery — 0.5%
Anheuser-Busch Cos LLC/Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 4.70% due 02/01/2036	1,440,000	1,672,009
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 4.90% due 02/01/2046	1,380,000	1,655,397
Anheuser-Busch InBev Finance, Inc. Company Guar. Notes 3.70% due 02/01/2024	1,244,000	1,327,141
Anheuser-Busch InBev Finance, Inc. Company Guar. Notes 4.63% due 02/01/2044	65,000	73,981

Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 4.38% due 04/15/2038	540,000	603,198
Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 4.44% due 10/06/2048	405,000	454,595
Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 4.75% due 01/23/2029	240,000	278,930
Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 4.75% due 04/15/2058	325,000	382,213
Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 5.45% due 01/23/2039	2,684,000	3,379,573
		9,827,037
Broadcast Services/Program — 0.3%
Discovery Communications LLC Company Guar. Notes 6.35% due 06/01/2040	350,000	427,024
Fox Corp. Senior Notes 4.71% due 01/25/2029*	4,001,000	4,552,122
		4,979,146
Building & Construction Products-Misc. — 0.1%
Standard Industries, Inc. Senior Notes 5.38% due 11/15/2024*	1,018,000	1,047,318
Standard Industries, Inc. Senior Notes 6.00% due 10/15/2025*	1,018,000	1,068,900
		2,116,218
Building Products-Cement — 0.3%
CRH America, Inc. Company Guar. Notes 5.13% due 05/18/2045*	200,000	233,436
Martin Marietta Materials, Inc. Senior Notes 3.45% due 06/01/2027	733,000	758,881
Martin Marietta Materials, Inc. Senior Notes 4.25% due 07/02/2024	3,569,000	3,846,842
Martin Marietta Materials, Inc. Senior Notes 4.25% due 12/15/2047	1,504,000	1,536,512
		6,375,671
Building Products-Wood — 0.2%
Masco Corp. Senior Notes 4.38% due 04/01/2026	2,400,000	2,604,767
Masco Corp. Senior Notes 6.50% due 08/15/2032	250,000	308,704
		2,913,471
Cable/Satellite TV — 0.9%
CCO Holdings LLC/CCO Holdings Capital Corp. Senior Notes 5.75% due 01/15/2024	42,000	43,037
Charter Communications Operating LLC/Charter Communications Operating Capital Senior Sec. Notes 4.80% due 03/01/2050	370,000	378,750
Charter Communications Operating LLC/Charter Communications Operating Capital Senior Sec. Notes 4.91% due 07/23/2025	2,451,000	2,700,463
Charter Communications Operating LLC/Charter Communications Operating Capital Senior Sec. Notes 5.38% due 04/01/2038	138,000	155,493
Charter Communications Operating LLC/Charter Communications Operating Capital Senior Sec. Notes 6.38% due 10/23/2035	714,000	877,850
Charter Communications Operating LLC/Charter Communications Operating Capital Senior Sec. Notes 6.83% due 10/23/2055	175,000	223,543
Comcast Corp. Company Guar. Notes 3.15% due 03/01/2026	338,000	356,671
Comcast Corp. Company Guar. Notes 3.20% due 07/15/2036	300,000	304,807
Comcast Corp. Senior Notes 3.25% due 11/01/2039	340,000	344,697
Comcast Corp. Company Guar. Notes 3.90% due 03/01/2038	273,000	299,285
Comcast Corp. Company Guar. Notes 3.95% due 10/15/2025	318,000	348,594
Comcast Corp. Company Guar. Notes 4.20% due 08/15/2034	630,000	727,927
Comcast Corp. Company Guar. Notes 4.60% due 10/15/2038	385,000	457,464
Comcast Corp. Company Guar. Notes 4.95% due 10/15/2058	485,000	626,491

Comcast Corp. Company Guar. Notes 6.50% due 11/15/2035	206,000	290,339
Cox Communications, Inc. Senior Notes 3.15% due 08/15/2024*	2,762,000	2,856,362
Cox Communications, Inc. Senior Notes 3.35% due 09/15/2026*	134,000	140,083
Cox Communications, Inc. Senior Notes 4.60% due 08/15/2047*	137,000	149,613
Cox Communications, Inc. Senior Notes 4.80% due 02/01/2035*	360,000	392,926
CSC Holdings LLC Company Guar. Notes 5.50% due 05/15/2026*	2,925,000	3,082,219
Time Warner Cable LLC Senior Sec. Notes 4.50% due 09/15/2042	2,877,000	2,879,397
Time Warner Cable LLC Senior Sec. Notes 5.50% due 09/01/2041	150,000	165,393
		17,801,404
Casino Hotels — 0.0%
Las Vegas Sands Corp. Senior Notes 3.50% due 08/18/2026	625,000	637,017
Cellular Telecom — 0.0%
Crown Castle Towers LLC Mtg. Notes 3.22% due 05/15/2042*	208,000	210,639
Chemicals-Diversified — 0.1%
Celanese US Holdings LLC Company Guar. Notes 3.50% due 05/08/2024	358,000	369,598
Dow Chemical Co. Senior Notes 3.00% due 11/15/2022	270,000	276,432
Dow Chemical Co. Senior Notes 4.13% due 11/15/2021	270,000	279,805
DowDuPont, Inc. Senior Notes 4.49% due 11/15/2025	330,000	365,188
DowDuPont, Inc. Senior Notes 5.32% due 11/15/2038	165,000	197,915
		1,488,938
Chemicals-Specialty — 0.0%
Albemarle Corp. Senior Notes 5.45% due 12/01/2044	150,000	176,914
Ecolab, Inc. Senior Notes 3.25% due 01/14/2023	154,000	159,926
International Flavors & Fragrances, Inc. Senior Notes 4.45% due 09/26/2028	135,000	149,859
International Flavors & Fragrances, Inc. Senior Notes 5.00% due 09/26/2048	143,000	165,847
		652,546
Coatings/Paint — 0.0%
Sherwin-Williams Co. Senior Notes 3.13% due 06/01/2024	103,000	106,847
Commercial Services-Finance — 0.0%
Global Payments, Inc. Senior Notes 4.15% due 08/15/2049	365,000	380,770
Computer Services — 0.1%
DXC Technology Co. Senior Notes 4.25% due 04/15/2024	129,000	134,772
IBM Credit LLC Senior Notes 3.00% due 02/06/2023	400,000	412,402
International Business Machines Corp. Senior Notes 3.30% due 05/15/2026	735,000	777,621
International Business Machines Corp. Senior Notes 3.50% due 05/15/2029	1,365,000	1,467,307
		2,792,102
Computers — 0.7%
Apple, Inc. Senior Notes 2.75% due 01/13/2025	400,000	414,865
Apple, Inc. Senior Notes 2.90% due 09/12/2027	3,086,000	3,229,804
Apple, Inc. Senior Notes 3.00% due 02/09/2024	469,000	490,302
Apple, Inc. Senior Notes 3.00% due 06/20/2027	300,000	317,107
Apple, Inc. Senior Notes 3.20% due 05/13/2025	288,000	306,775
Apple, Inc. Senior Notes 3.20% due 05/11/2027	171,000	182,071
Apple, Inc. Senior Notes 3.35% due 02/09/2027	352,000	377,739

Apple, Inc. Senior Notes 3.45% due 05/06/2024	186,000	198,434
Apple, Inc. Senior Notes 3.45% due 02/09/2045	519,000	550,445
Apple, Inc. Senior Notes 3.85% due 08/04/2046	362,000	408,305
Apple, Inc. Senior Notes 4.38% due 05/13/2045	1,451,000	1,755,981
Dell International LLC/EMC Corp. Senior Sec. Notes 5.30% due 10/01/2029*	4,508,000	4,980,366
Dell International LLC/EMC Corp. Senior Sec. Notes 6.02% due 06/15/2026*	590,000	673,413
		13,885,607
Containers-Paper/Plastic — 0.2%
Crown Americas LLC/Crown Americas Capital Corp. Company Guar. Notes 4.75% due 02/01/2026	3,115,000	3,268,569
WRKCo, Inc. Company Guar. Notes 3.75% due 03/15/2025	300,000	315,797
WRKCo., Inc. Company Guar. Notes 3.90% due 06/01/2028	45,000	48,235
		3,632,601
Cosmetics & Toiletries — 0.0%
Procter & Gamble Co. Senior Notes 2.70% due 02/02/2026	300,000	312,385
Unilever Capital Corp. Company Guar. Notes 3.38% due 03/22/2025	120,000	127,872
		440,257
Data Processing/Management — 0.2%
Fidelity National Information Services, Inc. Senior Notes 4.75% due 05/15/2048	856,000	1,024,845
Fiserv, Inc. Senior Notes 3.20% due 07/01/2026	180,000	188,068
Fiserv, Inc. Senior Notes 3.50% due 07/01/2029	1,760,000	1,861,767
Fiserv, Inc. Senior Notes 4.40% due 07/01/2049	175,000	195,989
		3,270,669
Diagnostic Equipment — 0.0%
Thermo Fisher Scientific, Inc. Senior Notes 4.15% due 02/01/2024	450,000	485,069
Distribution/Wholesale — 0.1%
KAR Auction Services, Inc. Company Guar. Notes 5.13% due 06/01/2025*	2,345,000	2,447,594
WW Grainger, Inc. Senior Notes 4.60% due 06/15/2045	104,000	124,117
		2,571,711
Diversified Banking Institutions — 3.4%
Bank of America Corp. Senior Notes 2.37% due 07/21/2021	365,000	365,861
Bank of America Corp. Senior Notes 2.50% due 10/21/2022	359,000	362,342
Bank of America Corp. Senior Notes 2.88% due 04/24/2023	630,000	640,854
Bank of America Corp. Senior Notes 3.09% due 10/01/2025	390,000	402,873
Bank of America Corp. Senior Notes 3.12% due 01/20/2023	144,000	147,004
Bank of America Corp. Senior Notes 3.25% due 10/21/2027	500,000	519,868
Bank of America Corp. Senior Notes 3.30% due 01/11/2023	2,916,000	3,023,251
Bank of America Corp. Senior Notes 3.37% due 01/23/2026	200,000	209,212
Bank of America Corp. Senior Notes 3.42% due 12/20/2028	3,566,000	3,732,580
Bank of America Corp. Senior Notes 3.50% due 05/17/2022	173,000	176,641
Bank of America Corp. Senior Notes 3.55% due 03/05/2024	400,000	416,595
Bank of America Corp. Senior Notes 3.71% due 04/24/2028	1,000,000	1,069,284
Bank of America Corp. Sub. Notes 3.95% due 04/21/2025	1,554,000	1,655,093
Bank of America Corp. Senior Notes 3.97% due 03/05/2029	2,482,000	2,702,112
Bank of America Corp. Sub. Notes 4.00% due 01/22/2025	292,000	311,453

Bank of America Corp. Senior Notes 4.08% due 04/23/2040	325,000	365,163
Bank of America Corp. Sub. Notes 4.25% due 10/22/2026	270,000	293,124
Bank of America Corp. Senior Notes 4.33% due 03/15/2050	325,000	386,109
Bank of America Corp. Senior Notes 4.44% due 01/20/2048	2,444,000	2,937,502
Bank of America Corp. Sub. Notes 4.45% due 03/03/2026	575,000	627,912
Citigroup, Inc. Senior Notes 2.75% due 04/25/2022	800,000	812,175
Citigroup, Inc. Senior Notes 3.20% due 10/21/2026	194,000	201,201
Citigroup, Inc. Senior Notes 3.40% due 05/01/2026	200,000	209,843
Citigroup, Inc. Senior Notes 3.67% due 07/24/2028	700,000	740,658
Citigroup, Inc. Sub. Notes 3.88% due 03/26/2025	600,000	634,179
Citigroup, Inc. Senior Notes 3.98% due 03/20/2030	600,000	654,062
Citigroup, Inc. Sub. Notes 4.30% due 11/20/2026	540,000	585,055
Citigroup, Inc. Sub. Notes 4.40% due 06/10/2025	190,000	205,843
Citigroup, Inc. Sub. Notes 4.45% due 09/29/2027	53,000	58,310
Citigroup, Inc. Senior Notes 4.65% due 07/23/2048	310,000	382,362
Citigroup, Inc. Sub. Notes 4.75% due 05/18/2046	300,000	352,606
Goldman Sachs Group, Inc. Senior Notes 2.35% due 11/15/2021	1,982,000	1,989,218
Goldman Sachs Group, Inc. Senior Notes 2.88% due 10/31/2022	1,800,000	1,824,588
Goldman Sachs Group, Inc. Senior Notes 2.91% due 06/05/2023	450,000	457,462
Goldman Sachs Group, Inc. Senior Notes 3.27% due 09/29/2025	484,000	500,424
Goldman Sachs Group, Inc. Senior Notes 3.63% due 01/22/2023	1,399,000	1,462,373
Goldman Sachs Group, Inc. Senior Notes 3.69% due 06/05/2028	698,000	737,167
Goldman Sachs Group, Inc. Senior Notes 3.85% due 01/26/2027	898,000	955,570
Goldman Sachs Group, Inc. Senior Notes 4.41% due 04/23/2039	930,000	1,050,472
Goldman Sachs Group, Inc. Senior Notes 4.80% due 07/08/2044	310,000	376,948
Goldman Sachs Group, Inc. Senior Notes 5.38% due 03/15/2020	601,000	608,374
JPMorgan Chase & Co. Senior Notes 3.13% due 01/23/2025	4,250,000	4,417,447
JPMorgan Chase & Co. Senior Notes 3.51% due 01/23/2029	4,017,000	4,240,953
JPMorgan Chase & Co. Senior Notes 4.01% due 04/23/2029	5,133,000	5,605,385
JPMorgan Chase & Co. Senior Notes 4.20% due 07/23/2029	2,262,000	2,514,987
Morgan Stanley Senior Notes 2.63% due 11/17/2021	330,000	333,745
Morgan Stanley Senior Notes 3.13% due 07/27/2026	236,000	245,083
Morgan Stanley Senior Notes 3.59% due 07/22/2028	533,000	562,480
Morgan Stanley Senior Notes 3.63% due 01/20/2027	457,000	487,334
Morgan Stanley Senior Notes 3.77% due 01/24/2029	278,000	297,992
Morgan Stanley Senior Notes 3.88% due 01/27/2026	3,445,000	3,720,922
Morgan Stanley Senior Notes 4.00% due 07/23/2025	928,000	1,006,419
Morgan Stanley Sub. Notes 4.10% due 05/22/2023	300,000	317,672

Morgan Stanley Senior Notes 4.30% due 01/27/2045	1,275,000	1,482,572
Morgan Stanley Sub. Notes 4.35% due 09/08/2026	75,000	81,685
Morgan Stanley Senior Notes 4.46% due 04/22/2039	300,000	348,205
Morgan Stanley Sub. Notes 5.00% due 11/24/2025	228,000	256,303
Morgan Stanley Senior Notes 5.50% due 07/28/2021	2,340,000	2,475,777
Morgan Stanley Senior Notes 5.75% due 01/25/2021	1,440,000	1,504,972
		65,043,656
Diversified Manufacturing Operations — 0.1%
Eaton Corp. Company Guar. Notes 5.80% due 03/15/2037	300,000	384,004
General Electric Capital Corp. Senior Notes 4.65% due 10/17/2021	129,000	134,599
General Electric Co. Senior Notes 5.55% due 01/05/2026	200,000	227,349
Parker-Hannifin Corp. Senior Notes 3.30% due 11/21/2024	180,000	188,566
Parker-Hannifin Corp. Senior Notes 4.10% due 03/01/2047	63,000	69,228
Parker-Hannifin Corp. Senior Notes 4.45% due 11/21/2044	180,000	200,461
		1,204,207
E-Commerce/Products — 0.0%
Amazon.com, Inc. Senior Notes 3.88% due 08/22/2037	400,000	454,824
Amazon.com, Inc. Senior Notes 4.80% due 12/05/2034	130,000	162,294
		617,118
E-Commerce/Services — 0.2%
Priceline Group, Inc. Senior Notes 2.75% due 03/15/2023	862,000	883,348
Priceline Group, Inc. Senior Notes 3.55% due 03/15/2028	300,000	323,174
Priceline Group, Inc. Senior Notes 3.65% due 03/15/2025	2,307,000	2,472,802
		3,679,324
Electric-Distribution — 0.1%
Commonwealth Edison Co. 1st Mtg. Notes 3.65% due 06/15/2046	121,000	132,060
Connecticut Light & Power Co. 1st Mtg. Notes 4.00% due 04/01/2048	153,000	179,864
Entergy Louisiana LLC Collateral Trust Bonds 3.05% due 06/01/2031	145,000	150,400
Mid-Atlantic Interstate Transmission LLC Senior Notes 4.10% due 05/15/2028*	140,000	154,255
National Rural Utilities Cooperative Finance Corp. Senior Sec. Notes 2.95% due 02/07/2024	87,000	90,040
New England Power Co. Senior Notes 3.80% due 12/05/2047*	140,000	151,920
New York State Electric & Gas Corp. Senior Notes 3.25% due 12/01/2026*	113,000	118,514
		977,053
Electric-Generation — 0.0%
Tri-State Generation & Transmission Association, Inc. 1st Mtg. Notes 4.25% due 06/01/2046	103,000	114,750
Electric-Integrated — 1.0%
Alabama Power Co. Senior Notes 3.75% due 03/01/2045	50,000	53,814
Alabama Power Co. Senior Notes 4.10% due 01/15/2042	63,000	68,645
Alabama Power Co. Senior Notes 5.70% due 02/15/2033	100,000	129,780
Baltimore Gas & Electric Co. Senior Notes 2.80% due 08/15/2022	450,000	459,187
Baltimore Gas & Electric Co. Senior Notes 3.20% due 09/15/2049	230,000	228,567

Berkshire Hathaway Energy Co. Senior Notes 3.50% due 02/01/2025	180,000	191,351
Berkshire Hathaway Energy Co. Senior Notes 6.13% due 04/01/2036	176,000	244,654
Cleveland Electric Illuminating Co. Senior Notes 3.50% due 04/01/2028*	286,000	300,725
Cleveland Electric Illuminating Co. Senior Notes 5.95% due 12/15/2036	100,000	127,985
CMS Energy Corp. Senior Notes 2.95% due 02/15/2027	116,000	117,819
CMS Energy Corp. Senior Notes 3.88% due 03/01/2024	400,000	421,788
Delmarva Power & Light Co. 1st Mtg. Bonds 4.15% due 05/15/2045	190,000	213,606
Dominion Resources, Inc. Senior Notes 2.75% due 09/15/2022	129,000	131,211
Dominion Resources, Inc. Senior Notes 3.90% due 10/01/2025	689,000	740,927
DTE Electric Co. General Refunding Mtg. 3.70% due 03/15/2045	111,000	123,235
Duke Energy Carolinas LLC Company Guar. Notes 6.00% due 12/01/2028	200,000	252,992
Duke Energy Corp. Senior Notes 3.40% due 06/15/2029	168,000	177,842
Duke Energy Corp. Senior Notes 3.75% due 04/15/2024	180,000	191,262
Duke Energy Corp. Senior Notes 3.75% due 09/01/2046	200,000	207,017
Duke Energy Indiana LLC 1st Mtg. Notes 3.75% due 05/15/2046	250,000	268,559
Duke Energy Indiana LLC Senior Notes 6.12% due 10/15/2035	100,000	134,315
Duke Energy Ohio, Inc. 1st Mtg. Notes 3.70% due 06/15/2046	133,000	143,789
Duke Energy Progress LLC 1st Mtg. Notes 3.25% due 08/15/2025	254,000	270,206
Duke Energy Progress LLC 1st Mtg. Notes 4.15% due 12/01/2044	180,000	206,155
Duquesne Light Holdings, Inc. Senior Notes 3.62% due 08/01/2027*	400,000	406,227
Edison International Senior Notes 5.75% due 06/15/2027	200,000	216,729
Entergy Arkansas, Inc. 1st Mtg. Bonds 3.50% due 04/01/2026	88,000	93,625
Entergy Mississippi, Inc. 1st Mtg. Notes 2.85% due 06/01/2028	124,000	128,186
Evergy, Inc. Senior Notes 2.90% due 09/15/2029	450,000	452,490
Exelon Corp. Junior Sub. Notes 3.50% due 06/01/2022	661,000	680,202
Exelon Generation Co. LLC Senior Notes 3.40% due 03/15/2022	266,000	273,265
Exelon Generation Co. LLC Senior Notes 4.25% due 06/15/2022	216,000	226,359
FirstEnergy Corp. Senior Notes 4.85% due 07/15/2047	3,385,000	4,064,938
Florida Power & Light Co. 1st Mtg. Notes 3.25% due 06/01/2024	450,000	472,361
Jersey Central Power & Light Co. Senior Notes 4.30% due 01/15/2026*	245,000	268,146
Jersey Central Power & Light Co. Senior Notes 6.15% due 06/01/2037	100,000	130,721
Kansas City Power & Light Co. Senior Notes 4.20% due 03/15/2048	100,000	116,519
Massachusetts Electric Co. Notes 4.00% due 08/15/2046*	241,000	266,432
MidAmerican Energy Co. 1st Mtg. Notes 3.50% due 10/15/2024	686,000	731,726
Nevada Power Co. General Refunding Mtg. 5.38% due 09/15/2040	96,000	119,586
Niagara Mohawk Power Corp. Senior Notes 3.51% due 10/01/2024*	360,000	380,659
Northern States Power Co. 1st Mtg. Bonds 2.90% due 03/01/2050	320,000	311,273
Pepco Holdings LLC Senior Notes 7.45% due 08/15/2032	119,000	163,523
PPL Capital Funding, Inc. Company Guar. Notes 5.00% due 03/15/2044	1,100,000	1,295,744

PPL Electric Utilities Corp. 1st Mtg. Bonds 4.13% due 06/15/2044	270,000	309,752
Progress Energy, Inc. Senior Notes 7.00% due 10/30/2031	150,000	207,287
Public Service Co. of Colorado 1st Mtg. Bonds 3.55% due 06/15/2046	53,000	55,891
Public Service Co. of Oklahoma Senior Notes Series G 6.63% due 11/15/2037	450,000	628,098
Public Service Electric & Gas Co. 1st Mtg. Notes 2.25% due 09/15/2026	70,000	69,906
Public Service Electric & Gas Co. 1st Mtg. Notes 3.00% due 05/15/2025	208,000	217,258
Public Service Electric & Gas Co. 1st Mtg. Notes 5.70% due 12/01/2036	100,000	131,852
Southern California Edison Co. 1st Mtg. Notes 3.65% due 03/01/2028	200,000	211,653
Southern California Edison Co. 1st Mtg. Notes 4.05% due 03/15/2042	350,000	366,613
Southern California Edison Co. 1st Mtg. Notes 5.55% due 01/15/2036	100,000	117,740
Southern Co. Senior Notes 3.25% due 07/01/2026	91,000	94,993
Southwestern Electric Power Co. Senior Notes Class J 3.90% due 04/01/2045	110,000	116,634
Southwestern Public Service Co. 1st Mtg. Notes 4.50% due 08/15/2041	100,000	118,490
Virginia Electric & Power Co. Senior Notes 3.80% due 04/01/2028	120,000	132,088
Virginia Electric & Power Co. Senior Notes 4.45% due 02/15/2044	180,000	212,850
Wisconsin Electric Power Co. Senior Notes 3.10% due 06/01/2025	110,000	114,867
Wisconsin Energy Corp. Senior Notes 3.55% due 06/15/2025	231,000	246,773
Xcel Energy, Inc. Senior Notes 2.40% due 03/15/2021	100,000	100,561
Xcel Energy, Inc. Senior Notes 3.35% due 12/01/2026	220,000	232,056
		19,889,504
Electric-Transmission — 0.1%
AEP Transmission Co. LLC Senior Notes 3.10% due 12/01/2026	972,000	1,016,390
AEP Transmission Co. LLC Senior Notes 3.15% due 09/15/2049	95,000	95,215
ITC Holdings Corp. Senior Notes 2.70% due 11/15/2022	350,000	355,314
Pennsylvania Electric Co. Senior Notes 3.25% due 03/15/2028*	75,000	77,796
		1,544,715
Electronic Components-Semiconductors — 0.6%
Broadcom Corp./Broadcom Cayman Finance, Ltd. Company Guar. Notes 3.63% due 01/15/2024	482,000	496,221
Broadcom Corp./Broadcom Cayman Finance, Ltd. Company Guar. Notes 3.88% due 01/15/2027	4,088,000	4,128,051
Broadcom, Inc. Company Guar. Notes 3.63% due 10/15/2024*	3,828,000	3,932,911
Broadcom, Inc. Company Guar. Notes 4.75% due 04/15/2029*	3,210,000	3,402,559
		11,959,742
Electronic Parts Distribution — 0.0%
Arrow Electronics, Inc. Senior Notes 3.25% due 09/08/2024	44,000	44,819
Arrow Electronics, Inc. Senior Notes 3.50% due 04/01/2022	200,000	203,906
Arrow Electronics, Inc. Senior Notes 3.88% due 01/12/2028	133,000	137,501
		386,226
Enterprise Software/Service — 0.2%
Oracle Corp. Senior Notes 2.40% due 09/15/2023	122,000	123,673
Oracle Corp. Senior Notes 2.50% due 05/15/2022	361,000	366,604
Oracle Corp. Senior Notes 2.50% due 10/15/2022	450,000	458,186

Oracle Corp. Senior Notes 2.95% due 11/15/2024	400,000	416,547
Oracle Corp. Senior Notes 2.95% due 05/15/2025	600,000	624,110
Oracle Corp. Senior Notes 3.80% due 11/15/2037	200,000	220,085
Oracle Corp. Senior Notes 3.90% due 05/15/2035	100,000	111,594
Oracle Corp. Senior Notes 4.30% due 07/08/2034	690,000	808,603
Oracle Corp. Senior Notes 4.38% due 05/15/2055	200,000	238,291
		3,367,693
Finance-Consumer Loans — 0.0%
Synchrony Financial Senior Notes 3.70% due 08/04/2026	200,000	206,210
Finance-Credit Card — 0.3%
American Express Credit Corp. Senior Notes 2.38% due 05/26/2020	663,000	664,602
Capital One Financial Corp. Senior Notes 3.20% due 02/05/2025	105,000	108,689
Capital One Financial Corp. Senior Notes 3.75% due 04/24/2024	1,065,000	1,125,428
Capital One Financial Corp. Sub. Notes 3.75% due 07/28/2026	240,000	253,258
Capital One Financial Corp. Senior Notes 3.75% due 03/09/2027	1,539,000	1,634,787
Capital One Financial Corp. Senior Notes 3.80% due 01/31/2028	1,034,000	1,100,320
Capital One Financial Corp. Sub. Notes 4.20% due 10/29/2025	100,000	107,806
Western Union Co. Senior Notes 3.60% due 03/15/2022	300,000	309,073
		5,303,963
Finance-Investment Banker/Broker — 0.7%
Charles Schwab Corp. Senior Notes 3.20% due 03/02/2027	3,608,000	3,787,306
E*TRADE Financial Corp. Senior Notes 2.95% due 08/24/2022	523,000	532,807
E*TRADE Financial Corp. Senior Notes 3.80% due 08/24/2027	4,193,000	4,373,555
E*TRADE Financial Corp. Senior Notes 4.50% due 06/20/2028	1,523,000	1,660,313
TD Ameritrade Holding Corp. Senior Notes 2.95% due 04/01/2022	1,496,000	1,529,089
TD Ameritrade Holding Corp. Senior Notes 3.30% due 04/01/2027	1,148,000	1,209,755
		13,092,825
Finance-Leasing Companies — 0.1%
Air Lease Corp. Senior Notes 3.25% due 03/01/2025	194,000	199,369
Air Lease Corp. Senior Notes 3.25% due 10/01/2029	775,000	769,254
Air Lease Corp. Senior Notes 3.75% due 06/01/2026	460,000	483,228
International Lease Finance Corp. Senior Notes 5.88% due 08/15/2022	150,000	164,446
International Lease Finance Corp. Senior Notes 8.63% due 01/15/2022	500,000	567,585
		2,183,882
Finance-Other Services — 0.3%
CME Group, Inc. Senior Notes 3.00% due 03/15/2025	291,000	305,940
GTP Acquisition Partners I LLC Sec. Notes 2.35% due 06/15/2045*	155,000	155,054
GTP Acquisition Partners I LLC Sec. Notes 3.48% due 06/15/2050*	171,000	177,736
Intercontinental Exchange, Inc. Company Guar. Notes 3.10% due 09/15/2027	2,993,000	3,146,161
Intercontinental Exchange, Inc. Senior Notes 3.75% due 09/21/2028	1,520,000	1,659,886
		5,444,777
Food-Confectionery — 0.1%
WM Wrigley Jr. Co. Senior Notes 3.38% due 10/21/2020*	1,179,000	1,194,615
Food-Meat Products — 0.0%
Tyson Foods, Inc. Senior Notes 3.95% due 08/15/2024	200,000	214,643

Food-Misc./Diversified — 0.2%
Conagra Brands, Inc. Senior Notes 4.60% due 11/01/2025	1,990,000	2,208,187
Conagra Brands, Inc. Senior Notes 5.30% due 11/01/2038	305,000	357,733
General Mills, Inc. Senior Notes 4.00% due 04/17/2025	225,000	244,085
General Mills, Inc. Senior Notes 4.55% due 04/17/2038	55,000	63,213
Kellogg Co. Senior Notes 3.40% due 11/15/2027	143,000	150,395
Kraft Heinz Foods Co. Company Guar. Notes 2.80% due 07/02/2020	87,000	87,228
Kraft Heinz Foods Co. Company Guar. Notes 5.00% due 07/15/2035	580,000	630,141
McCormick & Co., Inc. Senior Notes 3.15% due 08/15/2024	119,000	124,392
McCormick & Co., Inc. Senior Notes 3.40% due 08/15/2027	132,000	138,637
		4,004,011
Food-Retail — 0.0%
The Kroger Co. Senior Notes 4.00% due 02/01/2024	540,000	577,285
Gas-Distribution — 0.5%
AGL Capital Corp. Company Guar. Notes 3.25% due 06/15/2026	85,000	87,513
Atmos Energy Corp. Senior Notes 4.13% due 10/15/2044	270,000	313,840
Boston Gas Co. Senior Notes 3.15% due 08/01/2027*	3,603,000	3,760,625
Brooklyn Union Gas Co. Senior Notes 4.27% due 03/15/2048*	250,000	292,008
CenterPoint Energy Resources Corp. Senior Notes 4.50% due 01/15/2021	540,000	552,621
KeySpan Gas East Corp. Notes 2.74% due 08/15/2026*	3,186,000	3,233,863
NiSource, Inc. Senior Notes 2.95% due 09/01/2029	245,000	247,348
NiSource, Inc. Senior Notes 6.25% due 12/15/2040	330,000	431,602
Southern Co. Gas Capital Corp. Company Guar. Notes 2.45% due 10/01/2023	58,000	58,457
Southern Co. Gas Capital Corp. Company Guar. Notes 3.95% due 10/01/2046	71,000	74,915
		9,052,792
Gold Mining — 0.0%
Newmont Goldcorp Corp. Senior Notes 2.80% due 10/01/2029	235,000	232,185
Independent Power Producers — 0.0%
NRG Energy, Inc. Senior Sec. Notes 4.45% due 06/15/2029*	300,000	318,182
Insurance Brokers — 0.5%
Aon Corp. Company Guar. Notes 3.75% due 05/02/2029	3,568,000	3,854,771
Marsh & McLennan Cos., Inc. Senior Notes 2.35% due 03/06/2020	294,000	294,245
Marsh & McLennan Cos., Inc. Senior Notes 4.20% due 03/01/2048	4,172,000	4,717,517
Marsh & McLennan Cos., Inc. Senior Notes 4.38% due 03/15/2029	878,000	1,001,789
		9,868,322
Insurance-Life/Health — 0.3%
Athene Global Funding Sec. Notes 2.75% due 04/20/2020*	352,000	353,209
Athene Global Funding Sec.Notes 2.75% due 06/25/2024*	180,000	181,962
Athene Global Funding Sec. Notes 4.00% due 01/25/2022*	221,000	229,159
Jackson National Life Global Funding Senior Sec. Notes 3.25% due 01/30/2024*	172,000	179,022
Lincoln National Corp. Senior Notes 3.05% due 01/15/2030	300,000	303,047
Lincoln National Corp. Senior Notes 3.80% due 03/01/2028	712,000	763,131
Lincoln National Corp. Senior Notes 4.20% due 03/15/2022	450,000	471,046
Pacific Life Insurance Co. Sub. Notes 4.30% due 10/24/2067*	249,000	261,071
Principal Financial Group, Inc. Company Guar. Notes 3.13% due 05/15/2023	100,000	103,224

Principal Financial Group, Inc. Company Guar. Notes 3.40% due 05/15/2025	2,490,000	2,617,946
Prudential Insurance Co. of America Sub. Notes 8.30% due 07/01/2025*	200,000	257,909
Reliance Standard Life Global Funding II Sec. Notes 3.85% due 09/19/2023*	505,000	532,831
Teachers Insurance & Annuity Association of America Sub. Notes 4.27% due 05/15/2047*	200,000	231,529
		6,485,086
Insurance-Multi-line — 0.2%
American Financial Group, Inc. Senior Notes 3.50% due 08/15/2026	300,000	311,253
Assurant, Inc. Senior Notes 4.20% due 09/27/2023	305,000	318,828
Guardian Life Insurance Co. of America Sub. Notes 4.85% due 01/24/2077*	63,000	80,107
Hartford Financial Services Group, Inc. Senior Notes 2.80% due 08/19/2029	2,747,000	2,759,737
Hartford Financial Services Group, Inc. Senior Notes 4.30% due 04/15/2043	260,000	294,260
Metropolitan Life Global Funding I Senior Sec. Notes 3.00% due 01/10/2023*	326,000	335,466
		4,099,651
Insurance-Mutual — 0.1%
Liberty Mutual Group, Inc. Company Guar. Notes 4.25% due 06/15/2023*	100,000	106,135
Liberty Mutual Group, Inc. Company Guar. Notes 4.57% due 02/01/2029*	350,000	395,514
Massachusetts Mutual Life Insurance Co. Sub. Notes 3.73% due 10/15/2070*	466,000	461,291
New York Life Global Funding Sec. Notes 3.00% due 01/10/2028*	162,000	169,635
New York Life Insurance Co. Sub. Notes 4.45% due 05/15/2069*	305,000	362,806
		1,495,381
Insurance-Property/Casualty — 0.1%
ACE INA Holdings, Inc. Company Guar. Notes 3.35% due 05/15/2024	630,000	665,441
ACE INA Holdings, Inc. Company Guar. Notes 3.35% due 05/03/2026	50,000	53,758
OneBeacon US Holdings, Inc. Company Guar. Notes 4.60% due 11/09/2022	300,000	316,432
		1,035,631
Internet Content-Entertainment — 0.2%
Netflix, Inc. Senior Notes 4.88% due 04/15/2028	3,046,000	3,147,401
Investment Management/Advisor Services — 0.2%
Blackstone Holdings Finance Co. LLC Company Guar. Notes 4.45% due 07/15/2045*	110,000	126,141
Raymond James Financial, Inc. Senior Notes 4.95% due 07/15/2046	3,045,000	3,689,197
		3,815,338
Machinery-Construction & Mining — 0.1%
Caterpillar Financial Services Corp. Senior Notes 2.75% due 08/20/2021	720,000	730,011
Caterpillar Financial Services Corp. Senior Notes 3.25% due 12/01/2024	180,000	190,101
Caterpillar, Inc. Senior Notes 6.05% due 08/15/2036	100,000	137,477
		1,057,589
Machinery-Farming — 0.1%
CNH Industrial Capital LLC Company Guar. Notes 4.20% due 01/15/2024	539,000	575,105
John Deere Capital Corp. Senior Notes 2.25% due 09/14/2026	270,000	270,657
John Deere Capital Corp. Senior Notes 3.35% due 06/12/2024	504,000	534,153
		1,379,915
Machinery-General Industrial — 0.2%
Roper Technologies, Inc. Senior Notes 3.00% due 12/15/2020	62,000	62,650
Wabtec Corp. Company Guar. Notes 4.95% due 09/15/2028	3,564,000	3,933,622
		3,996,272
Machinery-Pumps — 0.0%
Xylem, Inc. Senior Notes 3.25% due 11/01/2026	49,000	50,678

Medical Instruments — 0.2%
Alcon Finance Corp. Company Guar. Notes 2.75% due 09/23/2026*	964,000	984,180
Alcon Finance Corp. Company Guar. Notes 3.00% due 09/23/2029*	1,740,000	1,775,771
Boston Scientific Corp. Senior Notes 3.75% due 03/01/2026	500,000	539,487
Boston Scientific Corp. Senior Notes 4.00% due 03/01/2029	875,000	974,194
Boston Scientific Corp. Senior Notes 4.55% due 03/01/2039	200,000	236,134
Medtronic, Inc. Company Guar. Notes 4.38% due 03/15/2035	181,000	215,998
		4,725,764
Medical Labs & Testing Services — 0.2%
Laboratory Corp. of America Holdings Senior Notes 3.20% due 02/01/2022	203,000	207,484
Laboratory Corp. of America Holdings Senior Notes 4.70% due 02/01/2045	3,046,000	3,399,013
Quest Diagnostics, Inc. Senior Notes 3.45% due 06/01/2026	56,000	58,826
		3,665,323
Medical Products — 0.3%
Abbott Laboratories Senior Notes 3.40% due 11/30/2023	1,147,000	1,209,981
Abbott Laboratories Senior Notes 4.90% due 11/30/2046	3,136,000	4,007,635
Becton Dickinson and Co. Senior Notes 3.73% due 12/15/2024	84,000	89,754
Zimmer Biomet Holdings, Inc. Senior Notes 3.70% due 03/19/2023	97,000	101,496
		5,408,866
Medical-Biomedical/Gene — 0.0%
Baxalta, Inc. Company Guar. Notes 3.60% due 06/23/2022	29,000	29,796
Baxalta, Inc. Company Guar. Notes 5.25% due 06/23/2045	14,000	18,070
Celgene Corp. Senior Notes 3.90% due 02/20/2028	325,000	357,070
Celgene Corp. Senior Notes 4.55% due 02/20/2048	155,000	188,363
Celgene Corp. Senior Notes 5.70% due 10/15/2040	114,000	146,429
		739,728
Medical-Drugs — 0.2%
AbbVie, Inc. Senior Notes 4.40% due 11/06/2042	275,000	284,939
AbbVie, Inc. Senior Notes 4.50% due 05/14/2035	420,000	455,779
Allergan, Inc. Company Guar. Notes 2.80% due 03/15/2023	300,000	303,454
Allergan, Inc. Company Guar. Notes 3.38% due 09/15/2020	138,000	139,491
Bristol-Myers Squibb Co. Senior Notes 3.20% due 06/15/2026*	358,000	380,214
Bristol-Myers Squibb Co. Senior Notes 3.40% due 07/26/2029*	386,000	415,176
Bristol-Myers Squibb Co. Senior Notes 4.13% due 06/15/2039*	241,000	274,570
Eli Lilly & Co. Senior Notes 4.15% due 03/15/2059	230,000	275,202
Johnson & Johnson Senior Notes 3.40% due 01/15/2038	309,000	333,868
Johnson & Johnson Senior Notes 4.38% due 12/05/2033	46,000	55,733
Pfizer, Inc. Senior Notes 3.90% due 03/15/2039	480,000	548,814
		3,467,240
Medical-HMO — 0.3%
Anthem, Inc. Senior Notes 3.50% due 08/15/2024	540,000	567,994
Anthem, Inc. Senior Notes 4.10% due 03/01/2028	105,000	114,177
Magellan Health, Inc. Senior Notes 4.90% due 09/22/2024	400,000	397,000
UnitedHealth Group, Inc. Senior Bonds 2.38% due 10/15/2022	3,551,000	3,596,585

UnitedHealth Group, Inc. Senior Notes 3.10% due 03/15/2026	201,000	209,602
UnitedHealth Group, Inc. Senior Notes 3.50% due 08/15/2039	420,000	439,010
UnitedHealth Group, Inc. Senior Notes 4.63% due 07/15/2035	260,000	314,939
WellPoint, Inc. Senior Notes 4.65% due 08/15/2044	180,000	198,269
		5,837,576
Medical-Hospitals — 0.8%
Hackensack Meridian Health, Inc. Sec. Notes 4.21% due 07/01/2048	1,583,000	1,855,978
Hackensack Meridian Health, Inc. Senior Notes 4.50% due 07/01/2057	2,009,000	2,460,014
HCA, Inc. Senior Sec. Notes 4.13% due 06/15/2029	2,262,000	2,396,374
HCA, Inc. Senior Sec. Notes 5.13% due 06/15/2039	335,000	367,923
HCA, Inc. Senior Sec. Notes 5.25% due 06/15/2026	1,552,000	1,736,732
HCA, Inc. Company Guar. Notes 5.63% due 09/01/2028	3,405,000	3,826,369
Northwell Healthcare, Inc. Sec. Notes 3.98% due 11/01/2046	594,000	636,701
Northwell Healthcare, Inc. Sec. Notes 4.26% due 11/01/2047	1,720,000	1,903,288
Providence St Joseph Health Obligated Group Notes 2.75% due 10/01/2026	84,000	85,986
Texas Health Resources Sec. Notes 4.33% due 11/15/2055	400,000	487,599
		15,756,964
Metal Processors & Fabrication — 0.0%
Precision Castparts Corp. Senior Notes 3.25% due 06/15/2025	160,000	169,364
Precision Castparts Corp. Senior Notes 4.20% due 06/15/2035	150,000	166,836
Precision Castparts Corp. Senior Notes 4.38% due 06/15/2045	100,000	118,564
		454,764
Metal-Aluminum — 0.1%
Novelis Corp. Company Guar. Notes 5.88% due 09/30/2026*	2,345,000	2,462,484
Metal-Copper — 0.1%
Freeport-McMoRan, Inc. Company Guar. Notes 5.40% due 11/14/2034	2,490,000	2,430,862
Metal-Diversified — 0.1%
Glencore Funding LLC Company Guar. Notes 4.13% due 05/30/2023*	1,114,000	1,166,372
Multimedia — 0.1%
NBCUniversal Media LLC Company Guar. Notes 2.88% due 01/15/2023	900,000	927,877
Viacom, Inc. Senior Notes 3.88% due 04/01/2024	112,000	117,746
Walt Disney Co. Company Guar. Notes 3.70% due 10/15/2025*	540,000	587,309
		1,632,932
Non-Hazardous Waste Disposal — 0.1%
Republic Services, Inc. Senior Notes 3.95% due 05/15/2028	1,322,000	1,469,970
Republic Services, Inc. Senior Notes 5.00% due 03/01/2020	450,000	454,316
Waste Management, Inc. Company Guar. Notes 3.45% due 06/15/2029	195,000	211,159
		2,135,445
Oil Companies-Exploration & Production — 0.2%
Apache Corp. Senior Notes 5.10% due 09/01/2040	550,000	525,238
ConocoPhillips Co. Company Guar. Notes 4.95% due 03/15/2026	225,000	258,861
EOG Resources, Inc. Senior Notes 4.15% due 01/15/2026	100,000	110,607
EQT Corp. Senior Notes 3.90% due 10/01/2027	201,000	179,121
Marathon Oil Corp. Senior Notes 2.80% due 11/01/2022	200,000	202,447
Noble Energy, Inc. Senior Notes 3.25% due 10/15/2029	280,000	278,590

Noble Energy, Inc. Senior Notes 5.05% due 11/15/2044	130,000	137,520
Noble Energy, Inc. Senior Notes 6.00% due 03/01/2041	180,000	208,542
Occidental Petroleum Corp. Senior Notes 3.00% due 02/15/2027	111,000	110,059
Occidental Petroleum Corp. Senior Notes 3.50% due 08/15/2029	555,000	562,365
Occidental Petroleum Corp. Senior Notes 4.63% due 06/15/2045	53,000	54,216
Occidental Petroleum Corp. Senior Notes 7.15% due 05/15/2028	308,000	381,656
		3,009,222
Oil Companies-Integrated — 0.1%
BP Capital Markets America, Inc. Company Guar. Notes 3.02% due 01/16/2027	300,000	311,395
BP Capital Markets America, Inc. Company Guar. Notes 3.22% due 04/14/2024	400,000	417,724
Chevron Corp. Senior Notes 2.90% due 03/03/2024	215,000	223,845
Eni USA, Inc. Company Guar. Notes 7.30% due 11/15/2027	200,000	258,586
Exxon Mobil Corp. Senior Notes 3.00% due 08/16/2039	410,000	415,487
Exxon Mobil Corp. Senior Notes 3.10% due 08/16/2049	510,000	519,440
Exxon Mobil Corp. Senior Notes 4.11% due 03/01/2046	183,000	218,193
		2,364,670
Oil Refining & Marketing — 0.2%
Marathon Petroleum Corp. Senior Notes 4.75% due 09/15/2044	2,160,000	2,370,120
Marathon Petroleum Corp. Senior Notes 5.85% due 12/15/2045	1,070,000	1,228,748
Phillips 66 Company Guar. Notes 3.90% due 03/15/2028	70,000	75,852
Phillips 66 Company Guar. Notes 4.30% due 04/01/2022	500,000	528,274
		4,202,994
Oil-Field Services — 0.0%
Baker Hughes a GE Co., LLC Senior Notes 5.13% due 09/15/2040	150,000	171,549
Halliburton Co. Senior Notes 3.80% due 11/15/2025	350,000	368,703
Halliburton Co. Senior Notes 4.85% due 11/15/2035	85,000	94,424
Schlumberger Holdings Corp. Senior Notes 3.90% due 05/17/2028*	227,000	239,843
		874,519
Paper & Related Products — 0.0%
International Paper Co. Senior Notes 3.00% due 02/15/2027	214,000	219,076
International Paper Co. Senior Notes 7.30% due 11/15/2039	100,000	137,155
International Paper Co. Senior Notes 8.70% due 06/15/2038	100,000	148,063
		504,294
Pharmacy Services — 0.4%
Cigna Corp. Company Guar. Notes 3.75% due 07/15/2023	4,028,000	4,219,487
CVS Health Corp. Senior Notes 3.25% due 08/15/2029	410,000	414,239
CVS Health Corp. Senior Notes 4.30% due 03/25/2028	339,000	368,709
CVS Health Corp. Senior Notes 4.78% due 03/25/2038	845,000	937,878
CVS Health Corp. Senior Notes 5.05% due 03/25/2048	619,000	713,478
CVS Pass-Through Trust Pass-Through Certs. 7.51% due 01/10/2032*	218,301	270,507
CVS Pass-Through Trust Pass-Through Certs. 8.35% due 07/10/2031*	293,839	376,145
		7,300,443
Pipelines — 1.4%
Boardwalk Pipelines LP Company Guar. Notes 4.80% due 05/03/2029	200,000	212,605
Buckeye Partners LP Senior Notes 3.95% due 12/01/2026	28,000	25,877
Buckeye Partners LP Senior Notes 4.88% due 02/01/2021	250,000	254,092

Buckeye Partners LP Senior Notes 5.85% due 11/15/2043	260,000	224,849
Enable Midstream Partners LP Senior Notes 4.15% due 09/15/2029	272,000	257,719
Enable Midstream Partners LP Senior Notes 4.95% due 05/15/2028	150,000	153,635
Energy Transfer Operating LP Company Guar. Notes 4.75% due 01/15/2026	128,000	138,811
Energy Transfer Operating LP Company Guar. Notes 6.05% due 06/01/2041	517,000	583,086
Energy Transfer Operating LP Company Guar. Notes 6.25% due 04/15/2049	155,000	185,113
Energy Transfer Operating LP Company Guar. Notes 6.50% due 02/01/2042	56,000	67,071
EnLink Midstream Partners LP Senior Notes 4.15% due 06/01/2025	300,000	270,711
Enterprise Products Operating LLC Company Guar. Notes 3.75% due 02/15/2025	270,000	287,889
Enterprise Products Operating LLC Company Guar. Notes 3.90% due 02/15/2024	720,000	766,911
Enterprise Products Operating LLC Company Guar. Notes 4.95% due 10/15/2054	180,000	209,132
EQM Midstream Partners LP Senior Notes 5.50% due 07/15/2028	350,000	341,369
Kinder Morgan Energy Partners LP Company Guar. Notes 5.40% due 09/01/2044	1,700,000	1,909,171
Kinder Morgan, Inc. Company Guar. Notes 4.30% due 03/01/2028	500,000	542,348
Magellan Midstream Partners LP Senior Notes 3.20% due 03/15/2025	103,000	105,336
Magellan Midstream Partners LP Senior Notes 4.20% due 12/01/2042	108,000	109,810
Magellan Midstream Partners LP Senior Notes 4.25% due 02/01/2021	150,000	154,100
Magellan Midstream Partners LP Senior Notes 6.40% due 05/01/2037	210,000	264,642
MPLX LP Senior Notes 4.13% due 03/01/2027	155,000	162,671
MPLX LP Senior Notes 4.50% due 04/15/2038	210,000	214,584
MPLX LP Senior Notes 4.80% due 02/15/2029	279,000	307,341
MPLX LP Senior Notes 5.20% due 03/01/2047	81,000	86,906
MPLX LP Senior Notes 5.25% due 01/15/2025*	161,000	169,216
ONEOK Partners LP Company Guar. Notes 3.38% due 10/01/2022	40,000	41,051
ONEOK Partners LP Company Guar. Notes 5.00% due 09/15/2023	90,000	98,079
ONEOK Partners LP Company Guar. Notes 6.65% due 10/01/2036	240,000	295,928
ONEOK, Inc. Company Guar. Notes 3.40% due 09/01/2029	245,000	243,805
ONEOK, Inc. Company Guar. Notes 5.20% due 07/15/2048	2,354,000	2,602,154
ONEOK, Inc. Company Guar. Notes 7.50% due 09/01/2023	559,000	655,115
Phillips 66 Partners LP Senior Notes 3.15% due 12/15/2029	250,000	246,975
Phillips 66 Partners LP Senior Notes 3.55% due 10/01/2026	49,000	51,189
Phillips 66 Partners LP Senior Notes 4.90% due 10/01/2046	106,000	117,558
Plains All American Pipeline LP/PAA Finance Corp. Senior Notes 3.55% due 12/15/2029	5,023,000	4,802,461
Plains All American Pipeline LP/PAA Finance Corp. Senior Notes 3.60% due 11/01/2024	810,000	829,420
Sabine Pass Liquefaction LLC Senior Sec. Notes 4.20% due 03/15/2028	1,114,000	1,175,240
Sabine Pass Liquefaction LLC Senior Sec. Notes 5.75% due 05/15/2024	2,386,000	2,662,860
Southern Natural Gas Co. LLC Senior Notes 4.80% due 03/15/2047*	102,000	112,968
Southern Natural Gas Co. LLC Senor Notes 8.00% due 03/01/2032	140,000	201,354

Spectra Energy Partners LP Company Guar. Notes 3.50% due 03/15/2025	313,000	326,715
Sunoco Logistics Partners Operations LP Company Guar. Notes 4.95% due 01/15/2043	567,000	565,105
Targa Resources Partners LP/Targa Resources Partners Finance Corp. Company Guar. Notes 5.88% due 04/15/2026	2,930,000	3,058,480
TC PipeLines LP Senior Notes 3.90% due 05/25/2027	106,000	111,363
Texas Eastern Transmission LP Senior Notes 3.50% due 01/15/2028*	60,000	62,440
Williams Cos., Inc. Senior Notes 3.90% due 01/15/2025	174,000	182,958
Williams Cos., Inc. Senior Notes 4.85% due 03/01/2048	178,000	190,597
		26,638,810
Radio — 0.2%
Sirius XM Radio, Inc. Company Guar. Notes 5.38% due 07/15/2026*	3,130,000	3,302,150
Real Estate Investment Trusts — 1.5%
Alexandria Real Estate Equities, Inc. Company Guar. Notes 3.80% due 04/15/2026	70,000	75,294
Alexandria Real Estate Equities, Inc. Company Guar. Notes 4.00% due 02/01/2050	334,000	367,041
American Campus Communities Operating Partnership LP Company Guar. Notes 3.63% due 11/15/2027	441,000	464,348
American Tower Corp. Senior Notes 2.75% due 01/15/2027	982,000	986,123
American Tower Corp. Senior Notes 3.38% due 10/15/2026	175,000	182,010
American Tower Corp. Senior Notes 3.55% due 07/15/2027	4,489,000	4,736,991
American Tower Corp. Senior Notes 3.70% due 10/15/2049	615,000	611,029
American Tower Corp. Senior Notes 3.80% due 08/15/2029	703,000	751,530
Boston Properties LP Senior Notes 3.20% due 01/15/2025	228,000	237,081
Boston Properties LP Senior Notes 3.65% due 02/01/2026	148,000	157,676
Brixmor Operating Partnership LP Senior Notes 3.85% due 02/01/2025	200,000	210,762
Crown Castle International Corp. Senior Notes 2.25% due 09/01/2021	1,575,000	1,579,645
Crown Castle International Corp. Senior Notes 3.20% due 09/01/2024	937,000	972,694
Crown Castle International Corp. Senior Notes 3.70% due 06/15/2026	945,000	1,002,317
Crown Castle International Corp. Senior Bonds 3.80% due 02/15/2028	893,000	961,276
Crown Castle International Corp. Senior Notes 4.00% due 03/01/2027	464,000	502,111
Crown Castle International Corp. Senior Notes 4.88% due 04/15/2022	100,000	106,363
Crown Castle International Corp. Senior Notes 5.25% due 01/15/2023	100,000	109,228
DDR Corp. Senior Notes 4.70% due 06/01/2027	94,000	103,070
Digital Realty Trust LP Company Guar. Notes 3.70% due 08/15/2027	115,000	121,396
Duke Realty LP Company Guar. Notes 3.63% due 04/15/2023	270,000	281,271
EPR Properties Company Guar. Notes 4.95% due 04/15/2028	39,000	42,822
Equinix, Inc. Senior Notes 5.38% due 05/15/2027	2,685,000	2,913,225
ERP Operating LP Senior Notes 4.75% due 07/15/2020	270,000	273,417
GLP Capital LP/GLP Financing II, Inc. Company Guar. Notes 5.25% due 06/01/2025	1,006,000	1,103,099
GLP Capital LP/GLP Financing II, Inc. Company Guar. Notes 5.38% due 11/01/2023	1,705,000	1,851,971
Goodman US Finance Three LLC Company Guar. Notes 3.70% due 03/15/2028*	215,000	223,735
Government Properties Income Trust Senior Notes 4.00% due 07/15/2022	275,000	281,148

HCP, Inc. Senior Notes 3.50% due 07/15/2029	356,000	374,806
HCP, Inc. Senior Notes 3.88% due 08/15/2024	575,000	616,696
Health Care REIT, Inc. Senior Notes 3.75% due 03/15/2023	200,000	209,698
Health Care REIT, Inc. Senior Notes 4.00% due 06/01/2025	120,000	129,986
Healthcare Trust of America Holdings LP Company Guar. Notes 3.10% due 02/15/2030	295,000	295,188
Life Storage LP Company Guar. Notes 4.00% due 06/15/2029	415,000	445,104
MPT Operating Partnership LP/MPT Finance Corp. Company Guar. Notes 5.00% due 10/15/2027	1,515,000	1,594,538
National Retail Properties, Inc. Senior Notes 4.00% due 11/15/2025	291,000	314,211
Public Storage Senior Notes 3.39% due 05/01/2029	180,000	194,486
Realty Income Corp. Senior Notes 3.25% due 10/15/2022	300,000	310,700
Realty Income Corp. Senior Notes 3.88% due 07/15/2024	100,000	107,271
Realty Income Corp. Senior Notes 3.88% due 04/15/2025	210,000	227,224
Regency Centers LP Company Guar. Notes 2.95% due 09/15/2029	335,000	337,038
Select Income REIT Senior Notes 3.60% due 02/01/2020	450,000	450,659
Senior Housing Properties Trust Senior Notes 4.75% due 02/15/2028	150,000	154,955
Simon Property Group LP Senior Notes 2.45% due 09/13/2029	608,000	600,814
UDR, Inc. Company Guar. Notes 3.00% due 08/15/2031	55,000	55,482
UDR, Inc. Company Guar. Notes 3.20% due 01/15/2030	370,000	381,746
Ventas Realty LP Company Guar. Notes 3.75% due 05/01/2024	380,000	402,561
Welltower, Inc. Senior Notes 3.10% due 01/15/2030	260,000	263,344
		28,675,180
Rental Auto/Equipment — 0.2%
ERAC USA Finance LLC Company Guar. Notes 2.60% due 12/01/2021*	200,000	201,481
ERAC USA Finance LLC Company Guar. Notes 4.50% due 02/15/2045*	685,000	761,068
ERAC USA Finance LLC Company Guar. Notes 7.00% due 10/15/2037*	2,655,000	3,763,851
		4,726,400
Resort/Theme Parks — 0.2%
Six Flags Entertainment Corp. Company Guar. Notes 4.88% due 07/31/2024*	3,185,000	3,288,512
Retail-Auto Parts — 0.0%
O’Reilly Automotive, Inc. Senior Notes 3.60% due 09/01/2027	185,000	197,766
Retail-Building Products — 0.1%
Home Depot, Inc. Senior Notes 4.20% due 04/01/2043	172,000	201,474
Home Depot, Inc. Senior Notes 4.40% due 03/15/2045	180,000	216,378
Lowe’s Cos., Inc. Senior Notes 3.13% due 09/15/2024	180,000	187,149
Lowe’s Cos., Inc. Senior Notes 3.65% due 04/05/2029	314,000	337,548
Lowe’s Cos., Inc. Senior Notes 4.55% due 04/05/2049	247,000	283,441
		1,225,990
Retail-Consumer Electronics — 0.2%
Best Buy Co., Inc. Senior Notes 5.50% due 03/15/2021	3,128,000	3,241,614
Retail-Discount — 0.2%
Costco Wholesale Corp. Senior Notes 2.75% due 05/18/2024	215,000	223,189
Dollar General Corp. Senior Notes 4.13% due 05/01/2028	200,000	221,775
Dollar Tree, Inc. Senior Notes 4.20% due 05/15/2028	1,985,000	2,156,173

Wal-Mart Stores, Inc. Senior Notes 3.30% due 04/22/2024	270,000	285,549
		2,886,686
Retail-Drug Store — 0.0%
Walgreens Boots Alliance, Inc. Senior Notes 3.80% due 11/18/2024	100,000	105,973
Walgreens Boots Alliance, Inc. Senior Notes 4.50% due 11/18/2034	460,000	494,893
		600,866
Retail-Restaurants — 0.0%
McDonald’s Corp. Senior Notes 4.70% due 12/09/2035	155,000	185,061
McDonald’s Corp. Senior Notes 6.30% due 10/15/2037	102,000	139,530
		324,591
Schools — 0.0%
President and Fellows of Harvard College Notes 3.30% due 07/15/2056	304,000	331,243
Semiconductor Components-Integrated Circuits — 0.0%
Analog Devices, Inc. Senior Notes 3.13% due 12/05/2023	122,000	126,194
Analog Devices, Inc. Senior Notes 4.50% due 12/05/2036	57,000	62,660
		188,854
Software Tools — 0.0%
VMware, Inc. Senior Notes 2.95% due 08/21/2022	389,000	395,326
Special Purpose Entities — 0.2%
Toll Road Investors Partnership II LP Senior Bonds zero coupon due 02/15/2026*	939,000	709,498
Toll Road Investors Partnership II LP Senior Bonds zero coupon due 02/15/2029*	2,723,000	1,781,234
Toll Road Investors Partnership II LP Senior Bonds zero coupon due 02/15/2031*	939,000	557,364
Toll Road Investors Partnership II LP Notes zero coupon due 02/15/2043*	2,700,000	786,870
		3,834,966
Specified Purpose Acquisitions — 0.0%
CVS Pass-Through Trust Pass-Through Certs. 4.70% due 01/10/2036*	248,609	269,257
Steel-Producers — 0.0%
Nucor Corp. Senior Notes 6.40% due 12/01/2037	100,000	137,391
Telephone-Integrated — 0.6%
AT&T, Inc. Senior Notes 3.55% due 06/01/2024	1,200,000	1,260,632
AT&T, Inc. Senior Notes 3.60% due 07/15/2025	350,000	368,944
AT&T, Inc. Senior Notes 3.95% due 01/15/2025	417,000	446,788
AT&T, Inc. Senior Notes 4.13% due 02/17/2026	330,000	358,887
AT&T, Inc. Senior Notes 4.30% due 02/15/2030	670,000	736,900
AT&T, Inc. Senior Notes 4.50% due 03/09/2048	329,000	351,863
AT&T, Inc. Senior Notes 4.75% due 05/15/2046	1,638,000	1,818,573
AT&T, Inc. Senior Notes 4.90% due 08/15/2037	936,000	1,067,590
AT&T, Inc. Senior Notes 5.15% due 11/15/2046	500,000	581,451
AT&T, Inc. Senior Notes 5.25% due 03/01/2037	1,710,000	2,012,612
AT&T, Inc. Senior Notes 5.35% due 09/01/2040	189,000	223,875
Verizon Communications, Inc. Senior Notes 4.27% due 01/15/2036	50,000	56,580
Verizon Communications, Inc. Senior Notes 4.40% due 11/01/2034	1,268,000	1,463,784
Verizon Communications, Inc. Senior Notes 4.67% due 03/15/2055	195,000	239,554
Verizon Communications, Inc. Senior Notes 4.86% due 08/21/2046	372,000	461,117
Verizon Communications, Inc. Senior Notes 5.25% due 03/16/2037	274,000	345,124
		11,794,274

Television — 0.0%
CBS Corp. Company Guar. Notes 3.70% due 08/15/2024	540,000	567,889
Tobacco — 0.1%
Altria Group, Inc. Company Guar. Notes 4.80% due 02/14/2029	811,000	890,338
BAT Capital Corp. Company Guar. Notes 3.22% due 08/15/2024	1,096,000	1,112,671
BAT Capital Corp. Company Guar. Notes 4.39% due 08/15/2037	308,000	304,170
		2,307,179
Transport-Equipment & Leasing — 0.0%
Aviation Capital Group Corp. Senior Notes 2.88% due 01/20/2022*	250,000	251,383
Aviation Capital Group LLC Senior Notes 3.88% due 05/01/2023*	100,000	103,445
		354,828
Transport-Rail — 0.1%
Burlington Northern Santa Fe LLC Senior Notes 3.05% due 09/01/2022	720,000	741,700
Burlington Northern Santa Fe LLC Senior Notes 3.55% due 02/15/2050	271,000	287,495
Burlington Northern Santa Fe LLC Senior Notes 3.65% due 09/01/2025	400,000	435,791
CSX Corp. Senior Notes 3.35% due 09/15/2049	85,000	84,016
CSX Corp. Senior Notes 4.75% due 11/15/2048	345,000	419,799
Norfolk Southern Corp. Senior Notes 3.85% due 01/15/2024	221,000	235,889
Union Pacific Corp. Senior Notes 4.10% due 09/15/2067	100,000	103,776
		2,308,466
Transport-Services — 0.0%
FedEx Corp. Company Guar. Notes 3.90% due 02/01/2035	270,000	276,327
Ryder System, Inc. Senior Notes 2.50% due 05/11/2020	147,000	147,302
Ryder System, Inc. Senior Notes 2.88% due 09/01/2020	57,000	57,378
		481,007
Transport-Truck — 0.0%
JB Hunt Transport Services, Inc. Company Guar. Notes 3.88% due 03/01/2026	245,000	262,951
Trucking/Leasing — 0.0%
Penske Truck Leasing Co. LP/PTL Finance Corp. Senior Notes 2.70% due 03/14/2023*	360,000	364,120
Penske Truck Leasing Co. LP/PTL Finance Corp. Senior Notes 4.13% due 08/01/2023*	250,000	265,503
		629,623
Veterinary Diagnostics — 0.2%
Elanco Animal Health, Inc. Senior Notes 4.27% due 08/28/2023	1,367,000	1,431,882
Elanco Animal Health, Inc. Senior Notes 4.90% due 08/28/2028	1,300,000	1,413,437
		2,845,319
Vitamins & Nutrition Products — 0.0%
Mead Johnson Nutrition Co. Company Guar. Notes 4.13% due 11/15/2025	251,000	275,591
Water — 0.0%
American Water Capital Corp. Senior Notes 3.40% due 03/01/2025	451,000	477,211
Total U.S. Corporate Bonds & Notes (cost $460,972,741)		492,124,352
FOREIGN CORPORATE BONDS & NOTES — 7.9%
Aerospace/Defense — 0.0%
BAE Systems PLC Senior Notes 4.75% due 10/11/2021*	300,000	314,423
Aerospace/Defense-Equipment — 0.0%
Airbus SE Senior Notes 3.15% due 04/10/2027*	245,000	256,872
Airbus SE Senior Notes 3.95% due 04/10/2047*	150,000	170,357
		427,229
Agricultural Chemicals — 0.0%
Nutrien, Ltd. Senior Notes 4.13% due 03/15/2035	300,000	313,636

Nutrien, Ltd. Senior Notes 4.20% due 04/01/2029	75,000	82,931
Nutrien, Ltd. Senior Notes 5.00% due 04/01/2049	110,000	129,953
		526,520
Airlines — 0.1%
Air Canada Pass-Through Trust Pass-Through Certs. Series 2017-1, Class AA 3.30% due 07/15/2031*	203,043	209,292
Air Canada Pass-Through Trust Pass-Through Certs. Series 2017-1, Class A 3.55% due 07/15/2031*	286,538	295,068
Air Canada Pass-Through Trust Pass-Through Certs. Series 2013-1A, Class A 4.13% due 11/15/2026*	306,138	326,454
British Airways Pass-Through Trust Pass-Through Certs. Series 2019-1, Class AA 3.30% due 06/15/2034*	395,000	410,925
British Airways Pass-Through Trust Pass-Through Certs. Series 2018-1, Class AA 3.80% due 03/20/2033*	315,342	334,241
British Airways Pass-Through Trust Pass-Through Certs. Series 2018-1, Class A 4.13% due 03/20/2033*	421,656	445,127
		2,021,107
Banks-Commercial — 1.3%
ABN AMRO Bank NV Senior Notes 2.45% due 06/04/2020*	438,000	439,062
ABN AMRO Bank NV Sub. Notes 4.75% due 07/28/2025*	400,000	433,360
ABN AMRO Bank NV Sub. Notes 4.80% due 04/18/2026*	3,200,000	3,497,104
AIB Group PLC Senior Notes 4.75% due 10/12/2023*	585,000	626,672
ANZ New Zealand International, Ltd. Company Guar. Notes 2.85% due 08/06/2020*	250,000	251,705
ASB Bank, Ltd. Senior Notes 3.13% due 05/23/2024*	440,000	454,057
Australia & New Zealand Banking Group, Ltd. Sub. Notes 4.40% due 05/19/2026*	200,000	214,864
Bank of Montreal Sub. Notes 3.80% due 12/15/2032	167,000	173,263
Banque Federative du Credit Mutuel SA Senior Notes 3.75% due 07/20/2023*	435,000	458,090
BNZ International Funding, Ltd. Company Guar. Notes 2.90% due 02/21/2022*	250,000	254,102
BPCE SA Sub. Notes 4.50% due 03/15/2025*	2,200,000	2,360,441
BPCE SA Sub. Notes 4.63% due 07/11/2024*	600,000	645,008
Commonwealth Bank of Australia Senior Notes 2.00% due 09/06/2021*	300,000	300,867
Commonwealth Bank of Australia Senior Notes 2.50% due 09/18/2022*	400,000	405,743
Commonwealth Bank of Australia Senior Notes 2.85% due 05/18/2026*	300,000	307,298
Commonwealth Bank of Australia Senior Notes 3.45% due 03/16/2023*	300,000	313,537
Commonwealth Bank of Australia Sub. Notes 3.74% due 09/12/2039*	325,000	326,013
Commonwealth Bank of Australia Sub. Notes 4.50% due 12/09/2025*	201,000	217,720
Cooperatieve Rabobank UA Company Guar. Notes 3.75% due 07/21/2026	485,000	508,259
Cooperatieve Rabobank UA Senior Notes 3.88% due 09/26/2023*	250,000	265,152
Cooperatieve Rabobank UA Company Guar. Notes 4.63% due 12/01/2023	400,000	431,100
Credit Suisse AG Sub. Notes 6.50% due 08/08/2023*	528,000	586,740
Danske Bank A/S Senior Notes 2.00% due 09/08/2021*	200,000	199,158
Danske Bank A/S Senior Notes 2.70% due 03/02/2022*	200,000	201,694
HSBC Bank PLC Senior Notes 4.75% due 01/19/2021*	1,260,000	1,301,664
Industrial & Commercial Bank of China, Ltd. Senior Notes 2.45% due 10/20/2021	300,000	299,951

ING Groep NV Senior Notes 4.10% due 10/02/2023	925,000	985,593
Macquarie Bank, Ltd. Senior Notes 4.00% due 07/29/2025*	250,000	269,474
National Australia Bank, Ltd. Senior Notes 2.50% due 07/12/2026	250,000	252,383
National Australia Bank, Ltd. Senior Notes 3.38% due 01/14/2026	250,000	264,520
National Australia Bank, Ltd. Sub. Notes 3.93% due 08/02/2034*	470,000	486,150
Nordea Bank AB Senior Notes 2.50% due 09/17/2020*	300,000	301,760
Nordea Bank AB Sub. Notes 4.25% due 09/21/2022*	450,000	472,151
Nordea Bank AB Senior Notes 4.88% due 01/27/2020*	100,000	100,672
Royal Bank of Canada Senior Notes 2.75% due 02/01/2022	198,000	202,064
Royal Bank of Canada Senior Notes 3.70% due 10/05/2023	900,000	953,444
Santander UK Group Holdings PLC Senior Notes 3.57% due 01/10/2023	400,000	408,738
Santander UK Group Holdings PLC Sub. Notes 4.75% due 09/15/2025*	200,000	212,760
Standard Chartered PLC Senior Notes 2.74% due 09/10/2022*	250,000	251,132
Standard Chartered PLC Senior Notes 4.25% due 01/20/2023*	400,000	414,541
Standard Chartered PLC Senior Notes 4.31% due 05/21/2030*	200,000	218,333
Standard Chartered PLC Sub. Notes 4.87% due 03/15/2033*	250,000	270,021
Svenska Handelsbanken AB Company Guar. Notes 2.40% due 10/01/2020	400,000	402,375
Toronto-Dominion Bank Senior Notes 2.65% due 06/12/2024	620,000	634,535
Westpac Banking Corp. Bonds 2.00% due 03/03/2020*	439,000	439,044
Westpac Banking Corp. Senior Notes 2.60% due 11/23/2020	220,000	221,757
Westpac Banking Corp. Senior Notes 2.85% due 05/13/2026	200,000	207,259
Westpac Banking Corp. Sub. Notes 4.32% due 11/23/2031	300,000	319,394
Westpac Banking Corp. Sub. Notes 4.42% due 07/24/2039	265,000	291,697
		24,052,421
Banks-Fiduciary — 0.0%
Mitsubishi UFJ Trust & Banking Corp. Senior Notes 2.65% due 10/19/2020*	300,000	302,223
Banks-Money Center — 0.0%
Lloyds Bank PLC Company Guar. Notes 2.40% due 03/17/2020	300,000	300,475
Beverages-Non-alcoholic — 0.0%
Coca-Cola Femsa SAB de CV Company Guar. Notes 3.88% due 11/26/2023	150,000	158,932
Cellular Telecom — 0.1%
America Movil SAB de CV Senior Notes 3.13% due 07/16/2022	810,000	830,338
Rogers Communications, Inc. Company Guar. Notes 4.35% due 05/01/2049	275,000	309,624
Vodafone Group PLC Senior Notes 3.75% due 01/16/2024	190,000	200,293
Vodafone Group PLC Senior Notes 4.88% due 06/19/2049	450,000	505,829
Vodafone Group PLC Senior Notes 5.25% due 05/30/2048	226,000	263,285
Vodafone Group PLC Senior Notes 6.25% due 11/30/2032	300,000	378,438
		2,487,807
Containers-Metal/Glass — 0.1%
ARD Finance SA Senior Sec. Notes 7.13% due 09/15/2023(6)	2,345,000	2,435,869
Diagnostic Equipment — 0.0%
DH Europe Finance II SARL Company Guar. Notes 3.25% due 11/15/2039	202,000	206,062
Diversified Banking Institutions — 1.7%
Banco Santander SA Senior Notes 3.13% due 02/23/2023	200,000	204,306

Bank of Nova Scotia Sub. Notes 4.50% due 12/16/2025	210,000	229,742
Barclays PLC Senior Notes 3.68% due 01/10/2023	652,000	666,861
Barclays PLC Senior Notes 4.38% due 01/12/2026	2,344,000	2,518,789
Barclays PLC Senior Notes 4.61% due 02/15/2023	450,000	470,053
Barclays PLC Senior Notes 4.97% due 05/16/2029	1,576,000	1,775,358
Credit Agricole SA Sub. Notes 4.38% due 03/17/2025*	200,000	213,518
Credit Suisse Group AG Senior Notes 2.59% due 09/11/2025*	260,000	259,102
Credit Suisse Group AG Senior Notes 3.57% due 01/09/2023*	500,000	512,735
Credit Suisse Group AG Senior Bonds 3.87% due 01/12/2029*	250,000	267,132
Credit Suisse Group AG Senior Notes 4.28% due 01/09/2028*	250,000	271,717
Credit Suisse Group Funding Guernsey, Ltd. Company Guar. Notes 3.75% due 03/26/2025	2,860,000	3,017,485
Deutsche Bank AG Senior Notes 3.70% due 05/30/2024	450,000	455,167
Deutsche Bank AG Senior Notes 4.25% due 10/14/2021	300,000	308,365
HSBC Holdings PLC Senior Notes 2.65% due 01/05/2022	680,000	687,316
HSBC Holdings PLC Sub. Notes 4.25% due 08/18/2025	200,000	213,718
HSBC Holdings PLC Sub. Notes 4.38% due 11/23/2026	200,000	216,113
HSBC Holdings PLC Sub. Notes 6.50% due 05/02/2036	600,000	806,265
Lloyds Banking Group PLC Senior Notes 2.91% due 11/07/2023	200,000	202,794
Lloyds Banking Group PLC Senior Notes 3.75% due 01/11/2027	2,132,000	2,255,045
Lloyds Banking Group PLC Senior Notes 4.38% due 03/22/2028	221,000	244,100
Lloyds Banking Group PLC Sub. Notes 4.58% due 12/10/2025	200,000	214,819
Macquarie Group, Ltd. Senior Notes 3.76% due 11/28/2028*	415,000	433,252
Macquarie Group, Ltd. Senior Notes 5.03% due 01/15/2030*	300,000	343,686
Macquarie Group, Ltd. Senior Notes 6.00% due 01/14/2020*	300,000	302,326
Macquarie Group, Ltd. Senior Notes 6.25% due 01/14/2021*	1,260,000	1,319,000
Mitsubishi UFJ Financial Group, Inc. Senior Notes 3.00% due 02/22/2022	88,000	89,731
Mitsubishi UFJ Financial Group, Inc. Senior Notes 3.41% due 03/07/2024	670,000	699,589
Mitsubishi UFJ Financial Group, Inc. Senior Notes 3.75% due 07/18/2039	355,000	383,294
Mizuho Financial Group, Inc. Senior Notes 2.63% due 04/12/2021*	200,000	201,451
Mizuho Financial Group, Inc. Senior Notes 2.87% due 09/13/2030	337,000	337,155
NatWest Markets PLC Senior Notes 3.63% due 09/29/2022*	210,000	217,652
Royal Bank of Scotland Group PLC Sub. Notes 3.75% due 11/01/2029	477,000	481,173
Royal Bank of Scotland Group PLC Senior Notes 3.88% due 09/12/2023	250,000	260,663
Royal Bank of Scotland Group PLC Senior Notes 4.27% due 03/22/2025	200,000	212,200
Royal Bank of Scotland Group PLC Senior Notes 4.45% due 05/08/2030	450,000	493,814
Royal Bank of Scotland Group PLC Senior Notes 4.89% due 05/18/2029	200,000	226,023
Societe Generale SA Senior Notes 3.88% due 03/28/2024*	650,000	683,310
Societe Generale SA Sub. Notes 4.25% due 04/14/2025*	250,000	263,293

Sumitomo Mitsui Financial Group, Inc. Senior Notes 2.44% due 10/19/2021	186,000	187,678
Sumitomo Mitsui Financial Group, Inc. Senior Notes 2.63% due 07/14/2026	188,000	189,130
Sumitomo Mitsui Financial Group, Inc. Senior Notes 2.78% due 07/12/2022	300,000	305,016
Sumitomo Mitsui Financial Group, Inc. Senior Notes 2.78% due 10/18/2022	247,000	251,672
Sumitomo Mitsui Financial Group, Inc. Senior Notes 2.85% due 01/11/2022	300,000	304,791
Sumitomo Mitsui Financial Group, Inc. Senior Notes 3.04% due 07/16/2029	600,000	615,276
Sumitomo Mitsui Financial Group, Inc. Senior Notes 3.10% due 01/17/2023	207,000	212,533
Sumitomo Mitsui Financial Group, Inc. Senior Notes 3.94% due 10/16/2023	1,000,000	1,063,713
UBS Group AG Senior Notes 3.13% due 08/13/2030*	280,000	288,205
UBS Group Funding Switzerland AG Company Guar. Notes 2.86% due 08/15/2023*	200,000	202,874
UBS Group Funding Switzerland AG Company Guar. Notes 3.00% due 04/15/2021*	3,097,000	3,142,754
UBS Group Funding Switzerland AG Company Guar. Notes 4.13% due 09/24/2025*	1,827,000	1,990,852
		31,712,606
Diversified Financial Services — 0.3%
GE Capital International Funding Co. ULC Company Guar. Notes 2.34% due 11/15/2020	365,000	364,772
GE Capital International Funding Co. ULC Company Guar. Notes 4.42% due 11/15/2035	4,381,000	4,623,916
		4,988,688
Diversified Manufacturing Operations — 0.1%
Ingersoll-Rand Luxembourg Finance SA Company Guar. Notes 2.63% due 05/01/2020	180,000	180,466
Ingersoll-Rand Luxembourg Finance SA Company Guar. Notes 3.55% due 11/01/2024	150,000	157,565
Siemens Financieringsmaatschappij NV Company Guar. Notes 2.35% due 10/15/2026*	300,000	300,181
Siemens Financieringsmaatschappij NV Company Guar. Notes 2.90% due 05/27/2022*	250,000	256,141
Siemens Financieringsmaatschappij NV Company Guar. Notes 3.13% due 03/16/2024*	250,000	260,013
		1,154,366
Diversified Minerals — 0.0%
Anglo American Capital PLC Company Guar. Notes 3.63% due 09/11/2024*	200,000	207,501
Anglo American Capital PLC Company Guar. Notes 4.00% due 09/11/2027*	200,000	207,668
		415,169
Diversified Operations — 0.0%
CK Hutchison International, Ltd. Company Guar. Notes 2.88% due 04/05/2022*	300,000	303,247
Electric-Distribution — 0.3%
China Southern Power Grid International Finance BVI Co., Ltd. Company Guar. Notes 3.50% due 05/08/2027*	360,000	379,638
State Grid Overseas Investment, Ltd. Company Guar. Notes 2.75% due 05/04/2022*	5,851,000	5,910,083
		6,289,721
Electric-Generation — 0.1%
Electricite de France SA Senior Notes 4.88% due 09/21/2038*	1,201,000	1,384,215
Korea Southern Power Co., Ltd. Senior Notes 3.00% due 01/29/2021*	200,000	202,078
		1,586,293
Electric-Integrated — 0.5%
Enel Finance International NV Company Guar. Notes 3.50% due 04/06/2028*	3,200,000	3,296,092
Enel Finance International NV Company Guar. Notes 3.63% due 05/25/2027*	5,631,000	5,878,963

Enel Finance International NV Company Guar. Notes 4.63% due 09/14/2025*	200,000	219,261
Fortis, Inc. Senior Notes 3.06% due 10/04/2026	186,000	191,608
		9,585,924
Finance-Investment Banker/Broker — 0.1%
Brookfield Finance, Inc. Company Guar. Notes 3.90% due 01/25/2028	148,000	156,400
Brookfield Finance, Inc. Company Guar. Notes 4.70% due 09/20/2047	171,000	191,953
Brookfield Finance, Inc. Company Guar. Notes 4.85% due 03/29/2029	430,000	489,169
Daiwa Securities Group, Inc. Senior Notes 3.13% due 04/19/2022*	183,000	186,548
		1,024,070
Finance-Leasing Companies — 0.4%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust Company Guar. Notes 3.30% due 01/23/2023	150,000	153,716
AerCap Ireland Capital DAC/AerCap Global Aviation Trust Company Guar. Notes 3.50% due 01/15/2025	180,000	185,947
Aircastle, Ltd. Senior Notes 4.40% due 09/25/2023	285,000	299,616
Avolon Holdings Funding, Ltd. Company Guar. Notes 3.95% due 07/01/2024*	2,126,000	2,207,213
Avolon Holdings Funding, Ltd. Company Guar. Notes 4.38% due 05/01/2026*	395,000	417,886
Avolon Holdings Funding, Ltd. Company Guar. Notes 5.25% due 05/15/2024*	2,610,000	2,846,205
BOC Aviation, Ltd. Senior Notes 2.75% due 09/18/2022*	200,000	200,266
BOC Aviation, Ltd. Senior Notes 3.50% due 10/10/2024*	200,000	205,630
Mitsubishi UFJ Lease & Finance Co., Ltd. Senior Notes 2.65% due 09/19/2022*	200,000	200,874
ORIX Corp. Senior Notes 2.90% due 07/18/2022	151,000	154,245
		6,871,598
Gas-Distribution — 0.0%
Korea Gas Corp. Senior Notes 1.88% due 07/18/2021*	200,000	198,783
Insurance Brokers — 0.0%
Aon PLC Company Guar. Notes 3.50% due 06/14/2024	360,000	378,632
Insurance-Life/Health — 0.1%
AIA Group, Ltd. Senior Notes 3.20% due 03/11/2025*	417,000	429,973
AIA Group, Ltd. Senior Notes 3.90% due 04/06/2028*	250,000	270,491
Athene Holding, Ltd. Senior Notes 4.13% due 01/12/2028	165,000	171,546
Manulife Financial Corp. Sub. Notes 4.06% due 02/24/2032	400,000	417,148
		1,289,158
Insurance-Property/Casualty — 0.1%
Allied World Assurance Co. Holdings, Ltd. Company Guar. Notes 4.35% due 10/29/2025	2,500,000	2,618,972
Insurance-Reinsurance — 0.1%
Fairfax Financial Holdings, Ltd. Senior Notes 4.85% due 04/17/2028	2,404,000	2,618,207
Investment Management/Advisor Services — 0.0%
Invesco Finance PLC Company Guar. Notes 3.75% due 01/15/2026	125,000	133,091
Machinery-Farming — 0.1%
CNH Industrial NV Senior Notes 3.85% due 11/15/2027	1,488,000	1,550,107
Machinery-Pumps — 0.0%
nVent Finance SARL Company Guar. Notes 4.55% due 04/15/2028	225,000	232,621
Medical Products — 0.0%
Covidien International Finance SA Company Guar. Notes 2.95% due 06/15/2023	87,000	89,939
Medical-Drugs — 0.1%
AstraZeneca PLC Senior Notes 4.00% due 09/18/2042	110,000	122,334
AstraZeneca PLC Senior Notes 6.45% due 09/15/2037	140,000	197,717

Shire Acquisitions Investments Ireland DAC Company Guar. Notes 2.88% due 09/23/2023	167,000	170,439
Shire Acquisitions Investments Ireland DAC Company Guar. Notes 3.20% due 09/23/2026	707,000	730,126
		1,220,616
Medical-Generic Drugs — 0.3%
Allergan Funding SCS Company Guar. Notes 3.45% due 03/15/2022	450,000	461,094
Allergan Funding SCS Company Guar. Notes 3.80% due 03/15/2025	4,103,000	4,316,052
Allergan Funding SCS Company Guar. Notes 3.85% due 06/15/2024	230,000	242,718
Mylan NV Company Guar. Notes 3.15% due 06/15/2021	200,000	202,511
Mylan NV Company Guar. Notes 3.95% due 06/15/2026	139,000	144,611
		5,366,986
Metal-Iron — 0.1%
Vale Overseas, Ltd. Company Guar. Notes 6.25% due 08/10/2026	2,130,000	2,481,876
Oil Companies-Exploration & Production — 0.2%
Alberta Energy Co., Ltd. Company Guar. Notes 8.13% due 09/15/2030	150,000	194,329
Canadian Natural Resources, Ltd. Senior Notes 3.90% due 02/01/2025	180,000	191,666
Canadian Natural Resources, Ltd. Senior Notes 6.45% due 06/30/2033	248,000	317,453
Encana Corp. Company Guar. Notes 7.20% due 11/01/2031	100,000	123,454
Encana Corp. Company Guar. Notes 7.38% due 11/01/2031	100,000	125,558
Saudi Arabian Oil Co. Senior Notes 3.50% due 04/16/2029*	2,414,000	2,507,513
		3,459,973
Oil Companies-Integrated — 0.7%
BP Capital Markets PLC Company Guar. Notes 3.54% due 11/04/2024	180,000	192,332
BP Capital Markets PLC Company Guar. Notes 3.81% due 02/10/2024	868,000	927,749
Cenovus Energy, Inc. Senior Notes 6.75% due 11/15/2039	447,000	547,606
Ecopetrol SA Senior Notes 4.13% due 01/16/2025	180,000	188,910
Ecopetrol SA Senior Notes 5.38% due 06/26/2026	193,000	216,913
Ecopetrol SA Senior Notes 5.88% due 09/18/2023	185,000	205,063
Eni SpA Senior Notes 4.00% due 09/12/2023*	2,645,000	2,797,689
Eni SpA Senior Notes 4.25% due 05/09/2029*	1,407,000	1,545,754
Husky Energy, Inc. Senior Notes 3.95% due 04/15/2022	350,000	362,157
Petro-Canada Senior Notes 5.95% due 05/15/2035	200,000	256,475
Petro-Canada Senior Notes 7.88% due 06/15/2026	144,000	182,654
Petrobras Global Finance BV Company Guar. Notes 5.75% due 02/01/2029	2,644,000	2,942,376
Petroleos Mexicanos Company Guar. Notes 5.35% due 02/12/2028	56,000	55,300
Petroleos Mexicanos Company Guar. Notes 6.50% due 03/13/2027	1,353,000	1,434,180
Petroleos Mexicanos Company Guar. Notes 6.50% due 01/23/2029	378,000	394,254
Petroleos Mexicanos Company Guar. Notes 6.88% due 08/04/2026	336,000	367,584
Shell International Finance BV Company Guar. Notes 3.25% due 05/11/2025	200,000	211,863
Statoil ASA Company Guar. Notes 3.25% due 11/10/2024	90,000	95,016
Total Capital International SA Company Guar. Notes 3.46% due 07/12/2049	385,000	407,907
		13,331,782

Oil-Field Services — 0.0%
Schlumberger Investment SA Company Guar. Notes 3.30% due 09/14/2021*	540,000	552,093
Paper & Related Products — 0.0%
Pabrik Kertas Tjiwi Kimia Tbk PT VRS Sec. Notes 0.00% due 04/28/2027†*(4)(11)	731,485	21,944
Pabrik Kertas Tjiwi Kimia Tbk PT FRS Sec. Notes 4.93% (3 ML+3.00%) due 04/28/2023†*(11)	19,859	596
Pindo Deli Pulp & Paper Mills FRS Sec. Notes 4.93% (3 ML+3.00%) due 04/30/2023†*(11)	53,586	0
Pindo Deli Pulp & Paper Mills FRS Sec. Notes 4.93% (3 ML+3.00%) due 04/28/2027†*(11)	1,756,853	0
		22,540
Pipelines — 0.2%
APT Pipelines, Ltd. Company Guar. Notes 4.25% due 07/15/2027*	285,000	306,737
Enbridge, Inc. Company Guar. Notes 4.25% due 12/01/2026	2,425,000	2,652,282
Enbridge, Inc. Company Guar. Notes 4.50% due 06/10/2044	150,000	161,568
TransCanada PipeLines, Ltd. Senior Notes 2.50% due 08/01/2022	270,000	273,605
TransCanada PipeLines, Ltd. Senior Notes 3.75% due 10/16/2023	360,000	380,282
TransCanada PipeLines, Ltd. Senior Notes 4.75% due 05/15/2038	300,000	339,646
TransCanada PipeLines, Ltd. Senior Notes 4.88% due 01/15/2026	185,000	207,039
		4,321,159
Property Trust — 0.0%
GAIF Bond Issuer Pty, Ltd. Company Guar. Notes 3.40% due 09/30/2026*	263,000	266,424
Real Estate Investment Trusts — 0.0%
Scentre Group Trust 1/Scentre Group Trust 2 Company Guar. Notes 3.50% due 02/12/2025*	400,000	416,264
Real Estate Operations & Development — 0.0%
Ontario Teachers’ Cadillac Fairview Properties Trust Senior Notes 3.13% due 03/20/2022*	235,000	240,294
Ontario Teachers’ Cadillac Fairview Properties Trust Senior Notes 3.88% due 03/20/2027*	243,000	263,182
		503,476
Retail-Drug Store — 0.0%
CK Hutchison International 19, Ltd. Company Guar. Notes 3.63% due 04/11/2029*	610,000	648,432
Soap & Cleaning Preparation — 0.3%
Reckitt Benckiser Treasury Services PLC Company Guar. Notes 2.38% due 06/24/2022*	200,000	201,373
Reckitt Benckiser Treasury Services PLC Company Guar. Notes 2.75% due 06/26/2024*	4,958,000	5,058,982
		5,260,355
Telephone-Integrated — 0.0%
Deutsche Telekom International Finance BV Company Guar. Notes 3.60% due 01/19/2027*	150,000	158,324
Telefonica Emisiones SAU Company Guar. Notes 4.67% due 03/06/2038	265,000	289,770
		448,094
Television — 0.1%
Videotron, Ltd. Company Guar. Notes 5.00% due 07/15/2022	2,200,000	2,315,500
Tobacco — 0.3%
Imperial Brands Finance PLC Company Guar. Notes 3.75% due 07/21/2022*	4,571,000	4,717,095
Transport-Rail — 0.1%
Canadian Pacific Railway Co. Senior Notes 4.50% due 01/15/2022	600,000	629,326
Canadian Pacific Railway Co. Senior Notes 6.13% due 09/15/2115	101,000	148,553
		777,879
Total Foreign Corporate Bonds & Notes (cost $144,792,820)		152,384,804

U.S. GOVERNMENT AGENCIES — 27.8%
Federal Home Loan Mtg. Corp. — 6.2%
3.00% due 10/01/2034	1,505,829	1,542,807
3.00% due 11/01/2034	1,198,278	1,227,705
3.00% due 01/01/2038	1,541,541	1,585,925
3.00% due 08/15/2042 STRIPS(1)	1,381,242	1,422,367
3.00% due 03/01/2043	1,220,893	1,260,150
3.00% due 04/01/2043	82,647	85,356
3.00% due 05/01/2043	132,718	137,478
3.00% due 01/15/2044 STRIPS(1)	542,752	560,542
3.00% due 10/01/2046	5,977,859	6,158,885
3.00% due 02/01/2047	1,802,091	1,853,875
3.00% due 03/01/2048	1,419,342	1,449,391
3.00% due 09/01/2048	317,838	324,114
3.00% due 11/01/2048	2,248,700	2,289,076
3.50% due 11/01/2037	1,032,310	1,071,749
3.50% due 05/01/2038	311,504	323,506
3.50% due 02/01/2042	140,924	148,165
3.50% due 05/01/2042	46,756	49,091
3.50% due 07/01/2042	217,001	227,880
3.50% due 07/15/2042 STRIPS(1)	2,420,472	2,561,387
3.50% due 03/01/2043	122,108	128,180
3.50% due 09/01/2045	4,733,179	4,937,097
3.50% due 12/01/2045	2,661,539	2,777,970
3.50% due 11/01/2046	2,961,504	3,084,214
3.50% due 12/01/2046	1,679,863	1,747,346
3.50% due 03/01/2048	4,863,807	5,045,587
3.50% due 06/01/2048	1,733,140	1,788,286
3.50% due 10/01/2049	2,440,930	2,510,562
4.00% due 07/01/2025	81,065	84,541
4.00% due 08/01/2037	198,087	208,132
4.00% due 10/01/2040	134,532	144,022
4.00% due 11/01/2040	84,477	90,434
4.00% due 01/01/2041	796,992	853,165
4.00% due 04/01/2044	1,024,015	1,083,297
4.00% due 01/01/2046	1,007,071	1,072,789
4.00% due 09/01/2049	2,000,000	2,105,602
4.50% due 07/01/2025	20,811	21,812
4.50% due 07/01/2040	625,038	677,844
4.50% due 03/01/2041	28,573	30,527
4.50% due 05/01/2041	86,891	94,258
4.50% due 05/01/2042	1,613,622	1,749,625
5.00% due 11/01/2035	15,500	16,751
5.00% due 10/01/2036	32,405	35,781
5.00% due 12/01/2036	16,990	18,763
5.00% due 10/01/2037	6,078	6,716
5.00% due 08/01/2039	27,229	30,101
5.00% due 01/01/2040	31,006	34,277
5.00% due 04/01/2040	19,114	21,121
5.50% due 05/01/2036	6,872	7,742
5.50% due 12/01/2036	2,541	2,864
5.50% due 01/01/2038	23,309	26,248
Federal Home Loan Mtg. Corp. Multifamily Mtg. Trust VRS
Series 2016-K59, Class B 3.58% due 11/25/2049*(3)(4)	690,000	717,533
Series 2015-K44, Class B 3.68% due 01/25/2048*(3)(4)	3,390,000	3,519,964
Series 2016-K722, Class B 3.84% due 07/25/2049*(3)(4)	625,000	652,473
Series 2014-K40, Class C 4.07% due 11/25/2047*(3)(4)	639,000	674,009
Federal Home Loan Mtg. Corp. Multifamily Structured Pass Through Certs.
Series K712, Class A2 1.87% due 11/25/2019(3)	646,315	645,399
Series KJO2, Class A2 2.60% due 09/25/2020(3)	22,605	22,611
Series KSMC, Class A2 2.62% due 01/25/2023(3)	10,325,000	10,540,865
Series K055, Class A2 2.67% due 03/25/2026(3)	2,400,000	2,490,877
Series K718, Class A2 2.79% due 01/25/2022(3)	1,699,000	1,725,922
Series K044, Class A2 2.81% due 01/25/2025(3)	1,464,000	1,521,839
Series KJ09, Class A2 2.84% due 09/25/2022(3)	660,049	674,784
Series K066, Class A2 3.12% due 06/25/2027(3)	964,000	1,030,135
Series K065, Class A2 3.24% due 04/25/2027(3)	776,000	835,254
Series K060, Class A2 3.30% due 10/25/2026(3)	1,141,000	1,230,606
Series K029, Class A2 3.32% due 02/25/2023(3)	3,000,000	3,126,217
Series K065, Class AM 3.33% due 05/25/2027(3)	416,000	448,627
Series K073, Class A2 3.35% due 01/25/2028(3)	1,154,000	1,251,605
Series K007, Class A2 4.22% due 03/25/2020(3)	268,174	268,528
Federal Home Loan Mtg. Corp. Multifamily Structured Pass Through Certs. FRS
Series KF-12, Class A 2.72% (1 ML+0.70%) due 09/25/2022(3)	228,215	228,214
Federal Home Loan Mtg. Corp. Multifamily Structured Pass Through Certs. VRS
Series K097, Class X1 1.09% due 07/25/2029(3)(4)(7)	1,928,320	175,596
Series K098, Class X1 1.27% due 08/25/2029(3)(4)(7)	3,350,000	318,710
Series K714, Class A2 3.03% due 10/25/2020(3)(4)	1,016,237	1,022,741
Series K033, Class A2 3.06% due 07/25/2023(3)(4)	4,682,000	4,859,260
Series W5FX, Class AFX 3.21% due 04/25/2028(3)(4)	719,000	774,791
Series K030, Class A2 3.25% due 04/25/2023(3)(4)	5,200,000	5,410,377
Series K070, Class A2 3.30% due 11/25/2027(3)(4)	681,000	736,832
Series K047, Class A2 3.33% due 05/25/2025(3)(4)	2,283,000	2,436,025
Series K077, Class AM 3.85% due 05/25/2028(3)(4)	2,745,000	3,067,253

Series K081, Class A2 3.90% due 08/25/2028(3)(4)	1,255,000	1,416,338
Series K080, Class A2 3.93% due 07/25/2028(3)(4)	1,564,000	1,768,379
Series K085, Class A2 4.06% due 10/25/2028(3)(4)	955,000	1,091,952
Federal Home Loan Mtg. Corp. REMIC
Series 3382, Class OA zero coupon due 11/15/2037(1)(13)	621,377	577,788
Series 3582, Class MO zero coupon due 10/15/2039(1)(13)	553,181	509,295
Series 4371, Class GZ 2.00% due 05/15/2042(1)	1,324,213	1,215,476
Series 4533, Class GA 3.00% due 06/15/2028(1)	417,458	428,490
Series 4474, Class HJ 3.00% due 07/15/2039(1)	169,781	175,930
Series 3934, Class PG 3.00% due 07/15/2041(1)	345,677	356,230
Series 4058, Class ME 3.50% due 06/15/2042(1)	126,000	137,165
Series 4374, Class NC 3.75% due 02/15/2046(1)	267,912	271,031
Series 2691, Class ZU 5.50% due 09/15/2033(1)	2,140,927	2,419,397
Federal Home Loan Mtg. Corp. REMIC FRS
Series 4077, Class MF 2.42% (1 ML+0.50%) due 07/15/2042(1)	341,205	342,634
Federal Home Loan Mtg. Corp. SCRT
Series 2019-1, Class MT 3.50% due 07/25/2058(1)	2,071,101	2,176,192
Series 2019-2, Class MA 3.50% due 08/25/2058(1)	33,048	34,595
Series 2019-2, Class MV 3.50% due 08/25/2058(1)	176,827	188,661
Series 2019-3, Class MA 3.50% due 10/25/2058(1)	425,594	445,660
Series 2019-3, Class MB 3.50% due 10/25/2058(1)	787,686	845,940
Series 2019-3, Class MV 3.50% due 10/25/2058(1)	227,982	243,274
		119,766,577
Federal National Mtg. Assoc. — 13.0%
2.38% due 03/01/2023	7,164,372	7,267,754
2.41% due 05/01/2023	102,055	103,722
2.42% due 10/01/2029	1,900,000	1,929,463
2.50% due 11/01/2031	94,450	95,682
2.55% due 05/01/2023	105,223	107,421
2.70% due 04/01/2025	9,722,536	10,092,143
2.77% due 03/01/2022	467,214	476,232
2.82% due 07/01/2022	2,974,865	3,053,523
2.83% due 05/01/2027	2,500,000	2,625,351
2.83% due 06/01/2027	2,000,000	2,101,589
2.84% due 04/01/2025	3,864,392	4,034,896
2.89% due 05/01/2027	3,769,126	3,963,616
2.92% due 02/01/2030	1,623,529	1,717,047
2.92% due 05/01/2030	2,000,000	2,112,391
2.93% due 01/01/2025	2,896,077	3,033,120
2.94% due 05/01/2030	1,680,000	1,776,394
2.96% due 06/01/2027	1,892,023	1,999,380
2.97% due 06/01/2030	1,954,559	2,079,527
3.00% due 11/01/2028	270,378	278,421
3.00% due 12/01/2031	1,116,448	1,145,833
3.00% due 08/01/2033	1,943,668	1,991,287
3.00% due 09/01/2034	1,949,359	1,997,154
3.00% due 07/01/2037	476,732	490,112
3.00% due 11/01/2037	910,192	935,898
3.00% due 05/01/2043	497,287	508,652
3.00% due 06/01/2043	1,594,742	1,645,053
3.00% due 09/01/2046	1,193,130	1,228,536
3.00% due 11/01/2046	4,239,012	4,364,803
3.00% due 12/01/2046	683,687	701,584
3.00% due 01/01/2048	2,949,840	3,013,584
3.00% due 02/01/2048	505,084	515,585
3.00% due 08/01/2049	2,200,690	2,243,808
3.03% due 04/01/2030	2,000,000	2,132,533
3.04% due 12/01/2024	2,542,881	2,672,603
3.07% due 09/01/2024	4,110,433	4,316,275
3.10% due 09/01/2025	3,247,446	3,437,534
3.12% due 06/01/2035	2,000,000	2,116,388
3.13% due 04/01/2030	5,000,000	5,363,553
3.13% due 06/01/2030	1,000,000	1,074,426
3.16% due 02/01/2032	2,782,748	2,964,045
3.20% due 06/01/2030	994,697	1,073,212
3.23% due 11/01/2020	4,397,844	4,416,540
3.30% due 10/01/2021	11,297,348	11,546,739
3.30% due 07/01/2030	1,005,000	1,098,389
3.49% due 12/01/2020	3,735,031	3,767,838
3.50% due 04/01/2038	860,274	893,029
3.50% due 01/01/2041	1,019,707	1,070,007
3.50% due 11/01/2041	18,261	19,188
3.50% due 01/01/2042	259,888	273,495
3.50% due 04/01/2043	116,521	122,290
3.50% due 07/01/2043	1,165,708	1,222,383
3.50% due 08/01/2043	540,278	567,027
3.50% due 03/01/2045	1,016,768	1,059,981
3.50% due 11/01/2045	642,021	669,218
3.50% due 07/01/2046	1,646,005	1,730,617
3.50% due 12/01/2046	1,495,174	1,554,299
3.50% due 01/01/2047	3,618,401	3,758,284
3.66% due 10/01/2028	1,872,064	2,068,565
3.76% due 12/01/2035	1,889,486	2,134,068
3.77% due 12/01/2025	1,480,667	1,612,539
3.81% due 12/01/2028	920,000	1,031,405
3.95% due 01/01/2027	136,901	152,723
3.99% due 07/01/2021	428,151	439,464
4.00% due 04/01/2020	635	662
4.00% due 01/01/2035	4,097,984	4,384,796
4.00% due 09/01/2040	2,513,162	2,688,958
4.00% due 11/01/2040	1,709,280	1,828,785
4.00% due 02/01/2041	196,977	210,780
4.00% due 06/01/2041	1,326,047	1,418,630
4.00% due 10/01/2041	1,175,528	1,257,716

4.00% due 11/01/2041	522,825	559,412
4.00% due 01/01/2042	3,990,723	4,263,885
4.00% due 04/01/2042	716,983	766,000
4.00% due 10/01/2042	777,760	831,237
4.00% due 12/01/2042	454,162	485,100
4.00% due 01/01/2043	1,532,686	1,639,577
4.00% due 06/01/2043	836,086	893,585
4.00% due 07/01/2043	522,076	554,772
4.00% due 04/01/2044	387,724	413,719
4.00% due 06/01/2045	1,627,341	1,734,562
4.00% due 08/01/2048	1,741,858	1,811,916
4.00% due 10/01/2049	1,800,000	1,895,917
4.00% due 11/01/2049	2,375,000	2,473,853
4.08% due 01/01/2029	812,381	924,465
4.26% due 12/01/2019	272,445	272,488
4.30% due 06/01/2021	904,101	935,227
4.50% due 05/01/2025	12,225	12,836
4.50% due 03/01/2034	73,814	79,383
4.50% due 05/01/2040	28,926	31,359
4.50% due 10/01/2040	34,260	37,140
4.50% due 02/01/2041	875,225	948,715
4.50% due 04/01/2041	1,486,060	1,611,101
4.50% due 07/01/2042	779,598	845,184
4.50% due 11/01/2042	1,722,940	1,867,587
4.50% due 01/01/2043	1,288,572	1,396,806
4.50% due 04/01/2044	96,707	104,819
4.50% due 06/01/2044	3,581,293	3,873,806
4.50% due 07/01/2049	2,490,712	2,670,619
4.50% due 09/01/2049	1,135,818	1,239,412
5.00% due 03/01/2034	15,779	17,235
5.00% due 04/01/2034	22,831	25,202
5.00% due 05/01/2035	13,028	14,380
5.00% due 07/01/2035	44,211	48,546
5.00% due 08/01/2035	29,924	33,015
5.00% due 09/01/2035	10,043	11,050
5.00% due 10/01/2035	40,593	44,831
5.00% due 10/01/2039	20,236	22,364
5.00% due 11/01/2039	48,436	53,501
5.00% due 12/01/2039	49,398	54,568
5.00% due 02/01/2040	39,486	43,632
5.00% due 06/01/2040	31,189	34,455
5.00% due 03/01/2042	5,619,776	6,183,864
5.50% due 11/01/2034	3,284	3,696
5.50% due 01/01/2036	125,055	140,816
5.50% due 11/01/2036	38,202	43,037
5.50% due 06/01/2037	117,544	131,910
5.50% due 08/01/2037	114,557	128,654
5.50% due 01/01/2038	20,230	22,670
5.50% due 12/01/2038	2,706,755	3,046,387
5.58% due 03/01/2038	1,580,622	1,768,593
6.00% due 02/01/2033	40,681	45,086
6.00% due 10/01/2035	12,011	13,774
6.00% due 01/01/2036	16,488	18,943
6.00% due 02/01/2037	11,810	13,590
6.00% due 03/01/2037	6,613	7,610
6.00% due 04/01/2037	11,576	13,293
6.00% due 06/01/2037	111,928	126,683
6.00% due 06/01/2038	52,793	60,752
6.00% due 10/01/2038	6,657	7,637
Federal National Mtg. Assoc. Grantor Trust
Series 2017-T1, Class A 2.90% due 06/25/2027	1,524,397	1,588,531
Federal National Mtg. Assoc. REMIC
Series 2008-11, Class DO zero coupon due 03/25/2038(1)(13)	1,002,132	884,126
Series 2012-96, Class CB 1.50% due 04/25/2039(1)	572,265	568,320
Series 2013-53, Class CB 2.00% due 10/25/2040(1)	152,429	152,100
Series 2016-19, Class AD 2.00% due 04/25/2046(1)	272,328	270,328
Series 2015-M7, Class A2 2.59% due 12/25/2024(3)	3,280,000	3,367,100
Series 2015-M3, Class A2 2.72% due 10/25/2024(3)	15,000,000	15,490,403
Series 2016-38, Class NA 3.00% due 01/25/2046(1)	577,285	597,595
Series 2010-43, Class AH 3.25% due 05/25/2040(1)	164,187	171,103
Series 2014-7, Class VA 3.50% due 05/25/2025(1)	414,804	426,918
Series 2014-10, Class KM 3.50% due 09/25/2043(1)	437,468	452,489
Series 2011-104, Class NY 4.00% due 03/25/2039(1)	1,137,590	1,175,750
Series 2010-113, Class GB 4.00% due 10/25/2040(1)	180,964	194,141
Series 2010-45, Class A1 5.00% due 02/25/2021(1)(7)	20,601	194
Series 2010-47, Class MB 5.00% due 09/25/2039(1)	1,740,706	1,943,825
Series 2005-93, Class PZ 5.50% due 10/25/2035(1)	1,520,428	1,818,958
Series 2002-56, Class ZQ 6.00% due 09/25/2032(1)	471,104	541,320
Series 2005-109, Class GE 6.00% due 12/25/2035(1)	1,397,000	1,686,253
Series 2009-39, Class Z 6.00% due 06/25/2039(1)	2,812,085	3,251,809
Federal National Mtg. Assoc. REMIC FRS
Series 2015-M17, Class FA 3.10% (1 ML+0.93%) due 11/25/2022(3)	344,281	344,890
Federal National Mtg. Assoc. REMIC VRS
Series 2017-M3, Class A2 2.48% due 12/25/2026(3)(4)	1,850,000	1,898,067
Series 2017-M4, Class A2 2.59% due 12/25/2026(3)(4)	2,403,000	2,480,216
Series 2015-N8, Class A2 2.90% due 01/25/2025(3)(4)	2,000,000	2,076,654
Series 2015-M2, Class A3 3.04% due 12/25/2024(3)(4)	869,640	911,166
Series 2018-M4, Class A2 3.04% due 03/25/2028(3)(4)	845,000	894,804
Series 2017-M8, Class A2 3.06% due 05/25/2027(3)(4)	1,200,000	1,270,266
Series 2017-M12, Class A2 3.08% due 06/25/2027(3)(4)	1,248,000	1,322,717

Series 2015-M10, Class A2 3.09% due 04/25/2027(3)(4)	1,556,000	1,647,889
Series 2018-M3, Class A2 3.09% due 02/25/2030(3)(4)	606,000	643,463
Series 2017-M5, Class A2 3.18% due 04/25/2029(3)(4)	1,062,000	1,142,545
Series 2018-M10, Class A2 3.38% due 07/25/2028(3)(4)	1,514,000	1,642,902
Series 2019-M2, Class A2 3.63% due 11/25/2028(3)(4)	2,250,000	2,496,132
Series 2018-M12, Class A2 3.64% due 08/25/2030(3)(4)	1,800,000	2,006,894
		250,492,669
Government National Mtg. Assoc. — 6.8%
3.00% due 11/20/2044	494,654	511,548
3.00% due 04/20/2045	659,121	682,004
3.00% due 04/20/2046	179,778	186,029
3.00% due 08/20/2046	323,904	334,990
3.00% due 09/20/2046	817,203	845,599
3.00% due 11/20/2047	4,240,382	4,372,217
3.00% due 01/20/2048	7,020,601	7,235,269
3.00% due November 30 TBA	4,075,000	4,194,700
3.00% due December 30 TBA	3,700,000	3,806,958
3.50% due 10/20/2033	914,696	957,639
3.50% due 11/15/2040	71,554	75,505
3.50% due 12/15/2041	127,062	134,373
3.50% due 02/15/2042	182,845	192,918
3.50% due 04/15/2042	24,504	25,852
3.50% due 05/20/2046	906,503	949,832
3.50% due 11/20/2047	11,904,144	12,394,863
3.50% due 06/20/2049	2,222,078	2,307,218
3.50% due 07/20/2049	1,786,082	1,854,690
3.50% due 08/20/2049	448,011	465,555
3.50% due 09/20/2049	1,496,859	1,555,797
3.50% due November 30 TBA	2,250,000	2,335,078
4.00% due 12/20/2042	1,210,098	1,285,757
4.00% due 09/20/2044	397,413	422,237
4.00% due 03/20/2048	181,130	189,609
4.00% due 05/20/2048	483,710	504,801
4.00% due 05/20/2049	2,759,981	2,874,499
4.00% due 06/20/2049	5,460,328	5,687,194
4.00% due 07/20/2049	917,510	956,687
4.00% due November 30 TBA	2,350,000	2,443,633
4.25% due 01/20/2045	1,537,521	1,644,602
4.25% due 02/20/2045	1,633,685	1,746,072
4.25% due 04/20/2045	1,403,494	1,496,204
4.25% due 06/20/2045	887,268	945,933
4.50% due 04/15/2039	74,525	83,512
4.50% due 05/15/2039	36,176	39,777
4.50% due 09/15/2039	47,850	52,706
4.50% due 01/15/2040	187,448	204,241
4.50% due 02/15/2040	221,981	241,632
4.50% due 03/15/2040	90,831	98,879
4.50% due 04/15/2040	114,183	124,611
4.50% due 06/15/2040	155,333	169,692
4.50% due 07/15/2040	48,737	53,142
4.50% due 01/20/2041	93,632	101,266
4.50% due 06/20/2041	93,784	101,414
4.50% due 09/20/2041	1,447,567	1,565,307
4.50% due 07/20/2045	1,186,046	1,253,287
4.50% due 05/20/2048	1,883,078	2,005,060
4.50% due 05/20/2049	1,696,117	1,778,195
4.50% due 09/20/2049	4,131,183	4,501,900
4.50% due November 30 TBA	275,100	287,995
4.50% due December 30 TBA	274,901	287,637
5.50% due 12/15/2036	64,945	72,774
5.50% due 04/15/2038	14,887	16,717
5.50% due 01/20/2042	43,507	48,539
6.00% due 12/15/2032	31,381	35,040
6.00% due 01/15/2039	35,418	39,144
Government National Mtg. Assoc. REMIC
Series 2010-157, Class OP zero coupon due 12/20/2040(1)(13)	226,218	204,627
Series 2013-169, Class KV 2.50% due 07/20/2032(1)	225,000	226,202
Series 2011-123, Class MA 4.00% due 07/20/2041(1)	162,000	177,164
Series 2012-12, Class KN 4.50% due 09/20/2041(1)	161,133	173,708
Series 2005-55, Class Z 4.75% due 07/20/2035(1)	3,186,072	3,517,200
Series 2009-92, Class ZC 5.00% due 10/20/2039(1)	1,519,428	1,726,652
Series 2010-105, Class B 5.00% due 08/20/2040(1)	1,527,789	1,705,869
Series 2009-33, Class DB 5.50% due 05/20/2039(1)	197,832	200,031
Government National Mtg. Assoc. REMIC FRS
Series 2015-H15, Class FJ 2.53% (1 ML+0.44%) due 06/20/2065(1)	785,371	783,285
Series 2015-H16, Class FG 2.53% (1 ML+0.44%) due 07/20/2065(1)	1,347,988	1,344,359
Series 2015-H16, Class FL 2.53% (1 ML+0.44%) due 07/20/2065(1)	2,964,626	2,956,378
Series 2011-H06, Class FA 2.54% (1 ML+0.45%) due 02/20/2061(1)	1,208,947	1,207,180
Series 2015-H05, Class FC 2.57% (1 ML+0.48%) due 02/20/2065(1)	3,585,394	3,581,108
Series 2015-H06, Class FA 2.57% (1 ML+0.48%) due 02/20/2065(1)	2,797,464	2,794,935
Series 2015-H08, Class FC 2.57% (1 ML+0.48%) due 03/20/2065(1)	6,391,209	6,383,798
Series 2015-H12, Class FA 2.57% (1 ML+0.48%) due 05/20/2065(1)	2,240,824	2,238,267
Series 2013-H18, Class EA 2.59% (1 ML+0.50%) due 07/20/2063(1)	2,023,987	2,023,780

Series 2015-H23, Class FB 2.61% (1 ML+0.52%) due 09/20/2065(1)	1,150,143	1,150,455
Series 2015-H30, Class FE 2.69% (1 ML+0.60%) due 11/20/2065(1)	3,158,016	3,168,760
Series 2015-H07, Class ES 2.70% (1 ML+0.47%) due 02/20/2065(1)	2,134,346	2,132,522
Series 2015-H10, Class FC 2.71% (1 ML+0.48%) due 04/20/2065(1)	3,745,046	3,740,423
Series 2015-H26, Class FG 2.75% (1 ML+0.52%) due 10/20/2065(1)	796,230	796,445
Series 2015-H32, Class FH 2.75% (1 ML+0.66%) due 12/20/2065(1)	934,155	939,454
Series 2012-H08, Class FB 2.83% (1 ML+0.60%) due 03/20/2062(1)	1,516,672	1,519,454
Series 2014-H09, Class TA 2.83% (1 ML+0.60%) due 04/20/2064(1)	945,887	947,992
Series 2015-H29, Class FL 2.83% (1 ML+0.60%) due 11/20/2065(1)	2,836,308	2,845,669
Series 2016-H26, Class FC 3.09% (1 ML+1.00%) due 12/20/2066(1)	591,603	600,372
Government National Mtg. Assoc. REMIC VRS
Series 2014-168, Class VB 3.40% due 06/16/2047(3)(4)	812,635	852,769
Series 2015-137, Class WA 5.48% due 01/20/2038(1)(4)	45,470	51,996
Series 2015-137, Class W 5.54% due 10/20/2040(1)(4)	2,419,014	2,726,344
		131,495,527
Resolution Funding Corp — 0.1%
zero coupon due 07/15/2020	1,350,000	1,333,930
zero coupon due 01/15/2030	1,000,000	801,577
		2,135,507
Small Business Administration — 0.4%
Series 2013-20D, Class 1 2.08% due 04/01/2033	945,248	942,876
Series 2012-20H, Class 1 2.37% due 08/01/2032	535,577	541,089
Series 2013-20F, Class 1 2.45% due 06/01/2033	1,342,098	1,357,004
Series 2013-20G, Class 1 3.15% due 07/01/2033	1,925,876	2,004,626
Series 2013-20H, Class 1 3.16% due 08/01/2033	1,723,500	1,795,440
Series 2013-20I, Class 1 3.62% due 09/01/2033	880,980	936,885
		7,577,920
Tennessee Valley Authority — 0.0%
4.25% due 09/15/2065	405,000	556,690
4.63% due 09/15/2060	240,000	348,276
		904,966
Uniform Mtg. Backed Securities — 1.3%
2.50% due November 15 TBA	3,724,264	3,764,271
2.50% due December 15 TBA	9,625,736	9,724,625
3.00% due December 15 TBA	5,450,000	5,578,799
3.50% due November 30 TBA	1,800,000	1,848,094
3.50% due December 15 TBA	2,600,000	2,693,336
5.00% due November 30 TBA	550,000	588,220
		24,197,345
Total U.S. Government Agencies (cost $528,426,526)		536,570,511
U.S. GOVERNMENT TREASURIES — 18.1%
United States Treasury Bonds — 11.9%
zero coupon due 05/15/2020 STRIPS	840,000	832,774
zero coupon due 02/15/2021 STRIPS	1,035,000	1,013,507
zero coupon due 05/15/2021 STRIPS	8,255,000	8,053,110
zero coupon due 08/15/2021 STRIPS	2,430,000	2,362,003
zero coupon due 11/15/2021 STRIPS	1,335,000	1,292,898
zero coupon due 02/15/2022 STRIPS	2,070,000	1,996,605
zero coupon due 05/15/2022 STRIPS	3,980,000	3,823,742
zero coupon due 08/15/2022 STRIPS	1,785,000	1,709,433
zero coupon due 11/15/2022 STRIPS	7,260,000	6,925,876
zero coupon due 02/15/2023 STRIPS	7,735,000	7,347,553
zero coupon due 05/15/2023 STRIPS	8,880,000	8,399,160
zero coupon due 08/15/2023 STRIPS	3,185,000	3,001,647
zero coupon due 05/15/2024 STRIPS	90,000	83,694
zero coupon due 11/15/2024 STRIPS	710,000	654,658
zero coupon due 02/15/2025 STRIPS	800,000	734,477
zero coupon due 08/15/2026 STRIPS	90,000	80,225
zero coupon due 11/15/2026 STRIPS	3,240,000	2,874,436
zero coupon due 02/15/2027 STRIPS	4,290,000	3,789,872
zero coupon due 05/15/2027 STRIPS	2,430,000	2,134,376
zero coupon due 08/15/2027 STRIPS	1,170,000	1,022,758
zero coupon due 11/15/2027 STRIPS	1,620,000	1,410,078
zero coupon due 02/15/2028 STRIPS	1,800,000	1,557,234
zero coupon due 05/15/2028 STRIPS	2,970,000	2,556,699
zero coupon due 08/15/2028 STRIPS	1,440,000	1,232,734
zero coupon due 11/15/2028 STRIPS	1,260,000	1,072,997
zero coupon due 11/15/2029 STRIPS	4,210,000	3,506,146
zero coupon due 02/15/2030 STRIPS	3,330,000	2,758,156
zero coupon due 05/15/2030 STRIPS	2,700,000	2,223,898
zero coupon due 11/15/2030 STRIPS	1,270,000	1,034,329
zero coupon due 02/15/2031 STRIPS	800,000	647,967
zero coupon due 05/15/2031 STRIPS	2,520,000	2,028,158
zero coupon due 08/15/2031 STRIPS	2,000,000	1,598,682

zero coupon due 11/15/2031 STRIPS	2,440,000	1,939,084
zero coupon due 02/15/2032 STRIPS	2,490,000	1,967,469
zero coupon due 05/15/2032 STRIPS	5,010,000	3,934,026
zero coupon due 08/15/2032 STRIPS	2,800,000	2,184,676
zero coupon due 11/15/2032 STRIPS	2,770,000	2,150,065
zero coupon due 02/15/2033 STRIPS	490,000	377,682
zero coupon due 05/15/2033 STRIPS	400,000	306,754
zero coupon due 08/15/2033 STRIPS	630,000	479,444
zero coupon due 11/15/2033 STRIPS	5,725,000	4,334,699
zero coupon due 02/15/2034 STRIPS	1,765,000	1,325,838
zero coupon due 05/15/2034 STRIPS	6,300,000	4,700,446
zero coupon due 08/15/2034 STRIPS	540,000	400,963
zero coupon due 11/15/2034 STRIPS	630,000	464,936
zero coupon due 02/15/2035 STRIPS	540,000	395,943
zero coupon due 05/15/2035 STRIPS	990,000	721,098
1.75% due 01/15/2028 TIPS(8)	1,432,829	1,612,492
2.25% due 08/15/2046	9,153,000	9,280,999
2.50% due 01/15/2029 TIPS(8)	4,552,798	5,507,584
2.50% due 02/15/2045	3,900,000	4,148,930
2.75% due 08/15/2042	1,300,000	1,442,086
2.75% due 11/15/2042	150,000	166,371
2.88% due 05/15/2043	13,146,800	14,891,319
2.88% due 08/15/2045	2,600,000	2,962,273
2.88% due 11/15/2046	4,899,000	5,603,423
2.88% due 05/15/2049	59,000	67,984
3.00% due 02/15/2048	13,991,200	16,419,438
3.13% due 02/15/2043	3,050,000	3,594,830
3.50% due 02/15/2039(12)	13,451,000	16,695,003
3.63% due 08/15/2043	3,900,000	4,971,738
3.63% due 02/15/2044	1,250,000	1,597,559
3.75% due 11/15/2043	21,669,000	28,171,393
3.88% due 08/15/2040	2,200,000	2,874,695
4.25% due 05/15/2039	270,000	368,476
4.25% due 11/15/2040	543,000	745,183
4.38% due 02/15/2038	649,000	892,831
4.38% due 05/15/2041	1,400,000	1,956,445
5.25% due 11/15/2028	90,000	117,011
		229,531,068
United States Treasury Notes — 6.2%
0.13% due 01/15/2022 TIPS(8)	4,398,135	4,367,770
1.38% due 01/15/2020 TIPS(8)	2,159,284	2,159,284
1.38% due 08/31/2023	3,500,000	3,481,406
1.50% due 02/28/2023	2,000,000	1,998,438
1.63% due 02/15/2026	11,400	11,420
1.75% due 11/30/2021	18,715,000	18,791,030
1.75% due 07/15/2022	3,450,000	3,470,350
1.75% due 09/30/2022	2,975,000	2,994,872
1.75% due 01/31/2023	4,000,000	4,028,125
1.75% due 05/15/2023	2,808,000	2,829,279
2.00% due 10/31/2021	9,500,000	9,582,383
2.13% due 06/30/2022	1,000,000	1,015,781
2.13% due 02/29/2024	263,000	269,503
2.25% due 10/31/2024	1,000,000	1,033,867
2.25% due 11/15/2024	58,000	59,960
2.25% due 02/15/2027	309,000	322,615
2.50% due 08/15/2023	2,000,000	2,071,250
2.63% due 05/15/2021	1,526,900	1,550,758
2.75% due 09/15/2021	55,300,000	56,509,688
2.75% due 05/31/2023	377,000	392,978
2.75% due 11/15/2023	600,000	628,500
2.88% due 05/31/2025	3,041,000	3,251,969
2.88% due 05/15/2028	245,000	268,744
		121,089,970
Total U.S. Government Treasuries (cost $331,873,837)		350,621,038
MUNICIPAL BONDS & NOTES — 1.3%
New Jersey Economic Development Authority Revenue Bonds Series B zero coupon due 02/15/2023	5,231,000	4,835,902
New Jersey Economic Development Authority Revenue Bonds Series A 7.43% due 02/15/2029	3,828,000	4,875,609
Ohio State University Revenue Bonds 4.05% due 12/01/2056	244,000	287,593
Oklahoma Development Finance Authority Revenue Bonds 5.45% due 08/13/2028	1,578,000	1,832,610
School District of Philadelphia General Obligation Bonds 6.62% due 06/01/2030	1,250,000	1,573,825
School District of Philadelphia General Obligation Bonds 6.77% due 06/01/2040	840,000	1,145,458
State of California General Obligation Bonds 7.30% due 10/01/2039	360,000	556,916
State of California General Obligation Bonds 7.60% due 11/01/2040	2,700,000	4,555,710
Village of Bridgeview, Illinois General Obligation Bonds 5.06% due 12/01/2025	400,000	415,240
Village of Bridgeview, Illinois General Obligation Bonds 5.14% due 12/01/2036	3,955,000	4,045,728
Total Municipal Bonds & Notes (cost $22,564,829)		24,124,591
FOREIGN GOVERNMENT OBLIGATIONS — 0.3%
Electric-Distribution — 0.0%
Hydro-Quebec Government Guar. Notes 8.05% due 07/07/2024	360,000	456,690
Regional Authority — 0.0%
Province of Ontario, Canada Debentures 7.13% due 02/09/2024	540,000	654,079

Sovereign — 0.3%
Israel Government USAID Series 1 Government Guar. Notes zero coupon due 11/01/2024		380,000			345,739
Israel Government USAID Series 2 Government Guar. Notes zero coupon due 11/01/2024		1,350,000			1,228,632
Republic of Colombia Senior Notes 4.00% due 02/26/2024		200,000			211,324
Republic of Colombia Senior Notes 4.50% due 01/28/2026		314,000			343,516
Republic of Colombia Senior Notes 7.38% due 09/18/2037		100,000			141,751
Republic of Panama Senior Notes 4.50% due 04/16/2050		200,000			234,602
Republic of Peru Senior Notes 5.63% due 11/18/2050		54,000			79,178
United Mexican States Senior Notes 3.75% due 01/11/2028		547,000			570,247
United Mexican States Senior Bonds 4.13% due 01/21/2026		200,000			214,702
United Mexican States Senior Bonds 4.60% due 02/10/2048		400,000			433,004
United Mexican States Senior Bonds 4.75% due 03/08/2044		1,080,000			1,176,660
					4,979,355
Total Foreign Government Obligations (cost $5,826,917)					6,090,124
PREFERRED SECURITIES/CAPITAL SECURITIES — 0.7%
Banks-Commercial — 0.2%
Macquarie Bank, Ltd. 6.13% due 03/08/2027*(9)		3,380,000			3,464,500
Diversified Banking Institutions — 0.5%
Bank of America Corp. Series FF 5.88% due 03/15/2028(9)		2,659,000			2,923,437
Bank of America Corp. Series AA 6.10% due 03/17/2025(9)		3,392,000			3,754,215
Bank of America Corp. Series Z 6.50% due 10/23/2024(9)		2,200,000			2,494,514
					9,172,166
Insurance-Life/Health — 0.0%
Dai-ichi Life Insurance Co., Ltd. 4.00% due 07/24/2026*(9)		316,000			329,754
Harborwalk Funding Trust 5.08% due 02/15/2069*		470,000			570,251
					900,005
Insurance-Property/Casualty — 0.0%
Progressive Corp. Series B 5.38% due 03/15/2023(9)		180,000			188,057
Pipelines — 0.0%
Enbridge, Inc. 6.25% due 03/01/2028		200,000			215,096
Total Preferred Securities/Capital Securities (cost $12,948,139)					13,939,824
WARRANTS — 0.0%
Central Bank — 0.0%
Central Bank of Nigeria Expires 11/15/2020 (strike price $250.00) †(11) (cost $0)		250			10,000
Total Long-Term Investment Securities (cost $1,855,353,441)					1,927,616,499
SHORT-TERM INVESTMENT SECURITIES — 2.5%
Registered Investment Companies — 1.3%
State Street Institutional Liquid Reserves Fund, Trust Class 1.87%(10)		25,662,638			25,667,771
U.S. Government Agencies — 1.2%
Federal Home Loan Bank Disc. Notes 1.42% due 11/01/2019	$	21,836,000			21,836,000
Total Short-Term Investment Securities (cost $47,501,881)					47,503,771
TOTAL INVESTMENTS (cost $1,902,855,322)		102.2	%		1,975,120,270
Liabilities in excess of other assets		(2.2	)		(41,989,867	)
NET ASSETS		100.0	%	$	1,933,130,403

† Non-income producing security

* 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 Portfolio has no right to demand registration of these securities. At October 31, 2019, the aggregate value of these securities was $403,173,756 representing 20.9% of net assets.

(1) Collateralized Mortgage Obligation

(2) Collateralized Loan Obligation

(3) Commercial Mortgage Backed Security

(4) 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.

(5) “Step-up” security where the rate increases (“steps-up”) at a predetermined rate. The rate reflected is as of October 31, 2019.

(6) PIK (“Payment-in-Kind”) security — Income may be paid in additional securities or cash at the discretion of the issuer. The security is currently paying interest in cash at the coupon rate listed.

(7) Interest Only

(8) Principal amount of security is adjusted for inflation.

(9) Perpetual maturity - maturity date reflects the next call date.

(10) The rate shown is the 7-day yield as of October 31, 2019.

(11) Securities classified as Level 3 (see Note 1).

(12) The security or a portion thereof was pledged as collateral to cover margin requirements for open futures contracts.

(13) Principal only

CLO  — Collateralized Loan Obligation

REMIC  — Real Estate Mortgage Investment Conduit

SCRT  — Structured Credit Risk Transfer

STRIPS  — Separate Trading of Registered Interest and Principal Securities

TBA — Securities purchased on a forward commitment basis with an approximate principal amount and no definite maturity date. The actual principal amount and maturity date will be determined upon settlement date.

TIPS  — Treasury Inflation Protected Securities

ULC  — Unlimited Liability Corp.

USAID  — United States Agency for International Development

FRS  — Floating Rate Security

VRS  — Variable Rate Security

The rates on FRS and VRS are the current interest rates as of October 31, 2019 and unless noted otherwise, the dates shown are the original maturity dates.

Index Legend

1 ML  — 1 Month USD LIBOR

3 ML  — 3 Month USD LIBOR

6 ML  — 6 Month USD LIBOR

Futures Contracts

Number of Contracts		Type	Description	Expiration Month	Notional Basis*		Notional Value*		Unrealized Appreciation
	248	Short	U.S. Treasury 10 Year Ultra Notes	December 2019	$	35,454,728	$	35,243,125	$	211,603
									Unrealized (Depreciation)
	231	Long	U.S. Treasury Ultra Bonds	December 2019	$	45,418,543	$	43,832,250	$	(1,586,293	)
	201	Long	U.S. Treasury 2 Year Notes	December 2019		43,415,139		43,335,914		(79,225	)
	122	Long	U.S. Treasury 5 Year Notes	December 2019		14,604,852		14,542,781		(62,071	)
									$	(1,727,589	)
			Net Unrealized Appreciation (Depreciation)						$	(1,515,986	)

* 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.

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Asset Backed Securities:
Diversified Financial Services	$	—	$	337,353,800	$	14,397,455	$	351,751,255
U.S. Corporate Bonds & Notes		—		492,124,352		—		492,124,352
Foreign Corporate Bonds & Notes:
Paper & Related Products		—		—		22,540		22,540
Other Industries		—		152,362,264		—		152,362,264
U.S. Government Agencies		—		536,570,511		—		536,570,511
U.S. Government Treasuries		—		350,621,038		—		350,621,038
Municipal Bonds & Notes		—		24,124,591		—		24,124,591
Foreign Government Obligations		—		6,090,124		—		6,090,124
Preferred Securities/Capital Securities		—		13,939,824		—		13,939,824
Warrants		—		—		10,000		10,000
Short-Term Investment Securities:
Registered Investment Companies		25,667,771		—		—		25,667,771
U.S. Government Agencies		—		21,836,000		—		21,836,000
Total Investments at Value	$	25,667,771	$	1,935,022,504	$	14,429,995	$	1,975,120,270
Other Financial Instruments:+
Futures Contracts	$	211,603	$	—	$	—	$	211,603
LIABILITIES:
Other Financial Instruments:+
Futures Contracts	$	1,727,589	$	—	$	—	$	1,727,589

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

+ Amounts presented represent unrealized appreciation/depreciation as of the end of the reporting period.

At the beginning and end of the reporting period, Level 3 investments in securities were not considered a material portion of the Portfolio. There were no material Level 3 transfers during the reporting period.

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA JPMorgan Mid-Cap Growth Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
COMMON STOCKS — 97.4%
Advertising Services — 0.9%
Trade Desk, Inc., Class A†		16,900	$	3,393,520
Aerospace/Defense-Equipment — 1.1%
HEICO Corp., Class A		46,020		4,384,325
Applications Software — 1.7%
Intuit, Inc.		13,900		3,579,250
ServiceNow, Inc.†		13,000		3,214,380
				6,793,630
Auto/Truck Parts & Equipment-Original — 0.6%
Aptiv PLC		26,600		2,382,030
Banks-Commercial — 1.6%
East West Bancorp, Inc.		54,100		2,321,972
First Republic Bank		35,500		3,775,780
				6,097,752
Building & Construction Products-Misc. — 1.0%
Fortune Brands Home & Security, Inc.		66,800		4,011,340
Building Products-Cement — 1.7%
Vulcan Materials Co.		45,200		6,457,724
Building-Mobile Home/Manufactured Housing — 0.5%
Thor Industries, Inc.		31,200		1,973,712
Building-Residential/Commercial — 0.9%
NVR, Inc.†		950		3,454,761
Commercial Services — 0.9%
CoStar Group, Inc.†		6,600		3,626,832
Commercial Services-Finance — 5.9%
Global Payments, Inc.		64,500		10,912,110
IHS Markit, Ltd.†		75,600		5,293,512
S&P Global, Inc.		17,500		4,514,825
Square, Inc., Class A†		34,400		2,113,192
				22,833,639
Communications Software — 0.2%
Slack Technologies, Inc., Class A†		35,500		781,000
Computer Aided Design — 1.8%
Synopsys, Inc.†		52,100		7,072,575
Computer Data Security — 0.7%
Crowdstrike Holdings, Inc., Class A†		26,800		1,337,588
Zscaler, Inc.†		29,200		1,284,216
				2,621,804
Computer Software — 0.9%
Splunk, Inc.†		29,800		3,574,808
Consulting Services — 3.2%
Booz Allen Hamilton Holding Corp.		88,100		6,199,597
FTI Consulting, Inc.†		21,600		2,351,592
Verisk Analytics, Inc.		28,000		4,051,600
				12,602,789
Containers-Metal/Glass — 1.5%
Ball Corp.		85,600		5,989,432
Data Processing/Management — 3.7%
Fair Isaac Corp.†		8,100		2,462,724
Fidelity National Information Services, Inc.		13,323		1,755,438
Fiserv, Inc.†		97,000		10,295,580
				14,513,742
Decision Support Software — 0.9%
MSCI, Inc.		15,000		3,518,400
Distribution/Wholesale — 1.6%
Copart, Inc.†		74,400		6,148,416
Diversified Manufacturing Operations — 2.2%
Ingersoll-Rand PLC		51,200		6,496,768
Parker-Hannifin Corp.		11,500		2,110,135
				8,606,903
Drug Delivery Systems — 1.1%
DexCom, Inc.†		28,100		4,334,144
E-Commerce/Products — 0.4%
Wayfair, Inc., Class A†		20,400		1,677,492
E-Commerce/Services — 0.3%
Lyft, Inc., Class A†		31,900		1,321,936
Electric Products-Misc. — 1.3%
AMETEK, Inc.		54,500		4,994,925
Electronic Components-Misc. — 0.8%
Garmin, Ltd.		34,114		3,198,188
Electronic Components-Semiconductors — 4.8%
Advanced Micro Devices, Inc.†		262,300		8,899,839
Marvell Technology Group, Ltd.		137,225		3,346,918
Microchip Technology, Inc.		28,400		2,677,836
Xilinx, Inc.		43,400		3,938,116
				18,862,709
Electronic Connectors — 1.5%
Amphenol Corp., Class A		59,200		5,939,536
Electronic Measurement Instruments — 2.1%
FLIR Systems, Inc.		47,100		2,428,476
Keysight Technologies, Inc.†		58,100		5,862,871
				8,291,347
Enterprise Software/Service — 2.3%
Black Knight, Inc.†		38,500		2,471,700
Paycom Software, Inc.†		11,400		2,411,442
Veeva Systems, Inc., Class A†		29,900		4,240,717
				9,123,859
Entertainment Software — 1.7%
Take-Two Interactive Software, Inc.†		54,692		6,582,182
Finance-Investment Banker/Broker — 0.3%
TD Ameritrade Holding Corp.		28,500		1,093,830
Finance-Other Services — 0.9%
Nasdaq, Inc.		33,800		3,372,226
Gambling (Non-Hotel) — 0.6%
Red Rock Resorts, Inc., Class A		100,500		2,188,890
Hotels/Motels — 1.4%
Hilton Worldwide Holdings, Inc.		54,966		5,329,503
Insurance-Property/Casualty — 0.8%
Progressive Corp.		45,100		3,143,470
Internet Application Software — 1.2%
Anaplan, Inc.†		35,300		1,666,160
Okta, Inc.†		28,200		3,075,774
				4,741,934
Internet Content-Information/News — 1.3%
Spotify Technology SA†		35,300		5,093,790
Internet Security — 1.7%
Palo Alto Networks, Inc.†		14,000		3,183,460

Proofpoint, Inc.†		29,500			3,403,415
					6,586,875
Internet Telephone — 0.6%
RingCentral, Inc., Class A†		13,200			2,132,064
Machinery-General Industrial — 0.8%
Nordson Corp.		20,600			3,230,286
Medical Labs & Testing Services — 1.7%
Catalent, Inc.†		41,300			2,009,245
Teladoc Health, Inc.†		59,200			4,534,720
					6,543,965
Medical-Biomedical/Gene — 3.4%
Alnylam Pharmaceuticals, Inc.†		18,500			1,604,690
BioMarin Pharmaceutical, Inc.†		14,600			1,068,866
Exact Sciences Corp.†		42,400			3,688,800
Exelixis, Inc.†		117,200			1,810,740
Illumina, Inc.†		6,720			1,985,894
Intercept Pharmaceuticals, Inc.†		15,800			1,149,924
Sage Therapeutics, Inc.†		15,400			2,089,010
					13,397,924
Medical-Drugs — 1.0%
Jazz Pharmaceuticals PLC†		30,746			3,862,620
Medical-HMO — 2.1%
Centene Corp.†		51,900			2,754,852
WellCare Health Plans, Inc.†		18,400			5,457,440
					8,212,292
Medical-Hospitals — 0.4%
Acadia Healthcare Co., Inc.†		57,100			1,712,429
Networking Products — 1.0%
Arista Networks, Inc.†		16,400			4,010,948
Non-Hazardous Waste Disposal — 2.2%
Waste Connections, Inc.		90,600			8,371,440
Office Automation & Equipment — 1.4%
Zebra Technologies Corp., Class A†		23,588			5,610,878
Office Supplies & Forms — 1.2%
Avery Dennison Corp.		37,900			4,845,894
Oil Companies-Exploration & Production — 0.4%
Concho Resources, Inc.		24,700			1,667,744
Patient Monitoring Equipment — 1.1%
Insulet Corp.†		28,300			4,112,556
Power Converter/Supply Equipment — 1.1%
Generac Holdings, Inc.†		43,400			4,191,572
Publishing-Newspapers — 0.6%
New York Times Co., Class A		76,600			2,366,940
Real Estate Management/Services — 1.1%
CBRE Group, Inc., Class A†		78,900			4,225,095
Respiratory Products — 1.3%
ResMed, Inc.		33,100			4,896,152
Retail-Apparel/Shoe — 4.1%
American Eagle Outfitters, Inc.		71,800			1,104,284
Burlington Stores, Inc.†		11,900			2,286,823
Lululemon Athletica, Inc.†		28,392			5,799,634
Ross Stores, Inc.		61,500			6,744,705
					15,935,446
Retail-Auto Parts — 3.0%
O’Reilly Automotive, Inc.†		26,700			11,628,117
Retail-Discount — 1.0%
Dollar General Corp.		24,600			3,944,364
Retail-Gardening Products — 1.1%
Tractor Supply Co.		46,800			4,446,936
Retail-Restaurants — 0.7%
Chipotle Mexican Grill, Inc.†		3,300			2,567,928
Retail-Vision Service Center — 0.5%
National Vision Holdings, Inc.†		88,200			2,099,160
Schools — 1.0%
Bright Horizons Family Solutions, Inc.†		24,800			3,683,296
Semiconductor Equipment — 2.9%
KLA Corp.		28,400			4,800,736
Lam Research Corp.		24,500			6,640,480
					11,441,216
Therapeutics — 0.2%
Agios Pharmaceuticals, Inc.†		23,700			712,896
Tools-Hand Held — 1.1%
Stanley Black & Decker, Inc.		27,700			4,191,841
Transport-Truck — 1.0%
Old Dominion Freight Line, Inc.		22,100			4,023,968
Veterinary Diagnostics — 0.7%
Elanco Animal Health, Inc.†		96,500			2,607,430
Web Hosting/Design — 0.7%
Shopify, Inc., Class A†		9,000			2,822,130
Total Long-Term Investment Securities (cost $310,614,035)					380,211,497
REPURCHASE AGREEMENTS — 3.1%
Agreement with Fixed Income Clearing Corp., bearing interest at 0.25%, dated 10/31/2019, to be repurchased 11/01/2019 in the amount of $12,171,085 collateralized by $12,070,000 of United States Treasury Notes, bearing interest at 2.00% due 11/15/2026 and having an approximate value of $12,414,430 (cost $12,171,000)	$	12,171,000			12,171,000
TOTAL INVESTMENTS (cost $322,785,035)		100.5	%		392,382,497
Liabilities in excess of other assets		(0.5	)		(2,029,105	)
NET ASSETS		100.0	%	$	390,353,392

† Non-income producing security

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable  Inputs		Level 3 -  Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks	$	380,211,497	$	—	$	—	$	380,211,497
Repurchase Agreements		—		12,171,000		—		12,171,000
Total Investments at Value	$	380,211,497	$	12,171,000	$	—	$	392,382,497

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA Large Cap Growth Index Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
COMMON STOCKS — 96.1%
Aerospace/Defense — 2.1%
Boeing Co.		10,146	$	3,448,727
Lockheed Martin Corp.		2,830		1,066,004
Raytheon Co.		2,273		482,353
TransDigm Group, Inc.		942		495,756
				5,492,840
Aerospace/Defense-Equipment — 0.6%
L3Harris Technologies, Inc.		2,204		454,707
United Technologies Corp.		7,390		1,061,056
				1,515,763
Agricultural Chemicals — 0.1%
CF Industries Holdings, Inc.		1,782		80,814
Mosaic Co.		3,167		62,960
				143,774
Apparel Manufacturers — 0.3%
Hanesbrands, Inc.		3,019		45,919
Tapestry, Inc.		3,648		94,337
Under Armour, Inc., Class A†		2,321		47,929
Under Armour, Inc., Class C†		2,398		44,363
VF Corp.		6,197		509,951
				742,499
Applications Software — 9.3%
Intuit, Inc.		4,936		1,271,020
Microsoft Corp.		144,921		20,777,324
salesforce.com, Inc.†		16,646		2,604,932
				24,653,276
Athletic Footwear — 0.4%
NIKE, Inc., Class B		12,118		1,085,167
Auto/Truck Parts & Equipment-Original — 0.1%
Aptiv PLC		2,966		265,605
Banks-Commercial — 0.2%
First Republic Bank		3,193		339,608
SVB Financial Group†		978		216,607
				556,215
Banks-Fiduciary — 0.1%
Northern Trust Corp.		2,162		215,508
Banks-Super Regional — 0.6%
Comerica, Inc.		1,304		85,308
US Bancorp		27,218		1,551,970
				1,637,278
Beverages-Non-alcoholic — 1.8%
Coca-Cola Co.		37,983		2,067,415
Monster Beverage Corp.†		7,343		412,162
PepsiCo, Inc.		16,188		2,220,508
				4,700,085
Beverages-Wine/Spirits — 0.3%
Brown-Forman Corp., Class B		3,455		226,372
Constellation Brands, Inc., Class A		3,174		604,107
				830,479
Broadcast Services/Program — 0.1%
Fox Corp., Class A		3,095		99,164
Fox Corp., Class B		1,418		44,298
				143,462
Building Products-Cement — 0.1%
Martin Marietta Materials, Inc.		676		177,051
Vulcan Materials Co.		1,205		172,159
				349,210
Building Products-Wood — 0.0%
Masco Corp.		2,582		119,418
Building-Maintenance & Services — 0.0%
Rollins, Inc.		2,673		101,868
Building-Residential/Commercial — 0.1%
NVR, Inc.†		39		141,827
Cable/Satellite TV — 0.9%
Charter Communications, Inc., Class A†		1,320		617,575
Comcast Corp., Class A		39,599		1,774,827
				2,392,402
Casino Hotels — 0.1%
Las Vegas Sands Corp.		3,600		222,624
Cellular Telecom — 0.0%
T-Mobile US, Inc.†		1,500		123,990
Chemicals-Diversified — 0.2%
Celanese Corp.		1,245		150,832
Eastman Chemical Co.		1,404		106,760
FMC Corp.		1,089		99,643
PPG Industries, Inc.		2,063		258,123
				615,358
Chemicals-Specialty — 0.3%
Ecolab, Inc.		4,752		912,717
Coatings/Paint — 0.2%
Sherwin-Williams Co.		966		552,861
Commercial Services — 0.2%
Cintas Corp.		1,576		423,424
Commercial Services-Finance — 2.8%
Automatic Data Processing, Inc.		8,236		1,336,126
Equifax, Inc.		1,400		191,394
FleetCor Technologies, Inc.†		986		290,101
Global Payments, Inc.		5,695		963,480
H&R Block, Inc.		2,362		59,027
IHS Markit, Ltd.†		7,613		533,062
MarketAxess Holdings, Inc.		717		264,279
Moody’s Corp.		1,513		333,904
PayPal Holdings, Inc.†		22,333		2,324,866
S&P Global, Inc.		4,675		1,206,103
				7,502,342
Computer Aided Design — 0.5%
ANSYS, Inc.†		1,596		351,359
Autodesk, Inc.†		4,168		614,196
Cadence Design Systems, Inc.†		3,137		205,003
Synopsys, Inc.†		1,626		220,730
				1,391,288
Computer Data Security — 0.1%
Fortinet, Inc.†		2,694		219,723
Computer Services — 0.5%
Accenture PLC, Class A		5,563		1,031,492
Leidos Holdings, Inc.		2,566		221,266
				1,252,758
Computer Software — 0.2%
Akamai Technologies, Inc.†		3,131		270,832

Citrix Systems, Inc.	2,335	254,188
		525,020
Computers-Memory Devices — 0.2%
NetApp, Inc.	4,516	252,354
Seagate Technology PLC	2,876	166,894
		419,248
Consulting Services — 0.2%
Gartner, Inc.†	1,711	263,631
Verisk Analytics, Inc.	2,141	309,803
		573,434
Consumer Products-Misc. — 0.3%
Clorox Co.	2,387	352,536
Kimberly-Clark Corp.	3,528	468,801
		821,337
Containers-Metal/Glass — 0.1%
Ball Corp.	4,222	295,413
Containers-Paper/Plastic — 0.1%
Amcor PLC	15,108	143,828
Cosmetics & Toiletries — 1.7%
Colgate-Palmolive Co.	9,282	636,745
Estee Lauder Cos., Inc., Class A	2,855	531,801
Procter & Gamble Co.	26,600	3,311,966
		4,480,512
Data Processing/Management — 1.3%
Broadridge Financial Solutions, Inc.	2,169	271,602
Fidelity National Information Services, Inc.	11,643	1,534,082
Fiserv, Inc.†	10,834	1,149,921
Jack Henry & Associates, Inc.	702	99,375
Paychex, Inc.	3,764	314,821
		3,369,801
Decision Support Software — 0.1%
MSCI, Inc.	1,608	377,172
Dental Supplies & Equipment — 0.1%
Align Technology, Inc.†	704	177,612
Diagnostic Equipment — 1.2%
Danaher Corp.	6,786	935,247
Thermo Fisher Scientific, Inc.	7,601	2,295,350
		3,230,597
Diagnostic Kits — 0.2%
IDEXX Laboratories, Inc.†	1,634	465,706
Dialysis Centers — 0.0%
DaVita, Inc.†	1,838	107,707
Disposable Medical Products — 0.1%
Teleflex, Inc.	878	305,026
Distribution/Wholesale — 0.3%
Copart, Inc.†	2,602	215,029
Fastenal Co.	10,884	391,171
WW Grainger, Inc.	839	259,117
		865,317
Diversified Manufacturing Operations — 0.8%
3M Co.	5,569	918,829
Eaton Corp. PLC	3,826	333,283
Illinois Tool Works, Inc.	2,235	376,776
Ingersoll-Rand PLC	4,585	581,791
		2,210,679
E-Commerce/Products — 5.4%
Amazon.com, Inc.†	7,886	14,010,741
eBay, Inc.	5,687	200,467
		14,211,208
E-Commerce/Services — 0.4%
Booking Holdings, Inc.†	387	792,874
Expedia Group, Inc.	1,646	224,942
TripAdvisor, Inc.†	1,335	53,934
		1,071,750
E-Services/Consulting — 0.1%
CDW Corp.	1,154	147,608
Electric Products-Misc. — 0.1%
AMETEK, Inc.	4,334	397,211
Electric-Integrated — 1.7%
Alliant Energy Corp.	2,570	137,084
Ameren Corp.	4,665	362,470
CMS Energy Corp.	3,016	192,783
Dominion Energy, Inc.	7,332	605,256
Eversource Energy	3,378	282,874
NextEra Energy, Inc.	9,277	2,211,080
Pinnacle West Capital Corp.	2,132	200,664
WEC Energy Group, Inc.	2,874	271,306
Xcel Energy, Inc.	4,479	284,461
		4,547,978
Electronic Components-Misc. — 0.1%
Garmin, Ltd.	1,700	159,375
Electronic Components-Semiconductors — 3.6%
Advanced Micro Devices, Inc.†	20,604	699,094
Broadcom, Inc.	7,555	2,212,482
Intel Corp.	56,335	3,184,618
Microchip Technology, Inc.	2,304	217,244
NVIDIA Corp.	6,126	1,231,448
Skyworks Solutions, Inc.	1,988	181,027
Texas Instruments, Inc.	11,695	1,379,893
Xilinx, Inc.	4,794	435,008
		9,540,814
Electronic Connectors — 0.1%
Amphenol Corp., Class A	2,145	215,208
Electronic Forms — 1.0%
Adobe, Inc.†	9,214	2,560,847
Electronic Measurement Instruments — 0.2%
Agilent Technologies, Inc.	3,113	235,810
Keysight Technologies, Inc.†	3,560	359,239
		595,049
Electronic Security Devices — 0.0%
Allegion PLC	904	104,900
Enterprise Software/Service — 0.4%
Oracle Corp.	20,894	1,138,514

Entertainment Software — 0.2%
Electronic Arts, Inc.†	2,685	258,834
Take-Two Interactive Software, Inc.†	2,148	258,512
		517,346
Finance-Credit Card — 4.4%
Alliance Data Systems Corp.	778	77,800
American Express Co.	6,456	757,160
Discover Financial Services	3,926	315,101
Mastercard, Inc., Class A	16,945	4,690,545
Visa, Inc., Class A	32,778	5,862,673
Western Union Co.	3,379	84,678
		11,787,957
Finance-Investment Banker/Broker — 0.2%
Charles Schwab Corp.	11,482	467,432
E*TRADE Financial Corp.	2,539	106,105
		573,537
Finance-Other Services — 0.5%
Cboe Global Markets, Inc.	2,120	244,118
Intercontinental Exchange, Inc.	10,637	1,003,282
Nasdaq, Inc.	1,532	152,848
		1,400,248
Food-Confectionery — 0.1%
Hershey Co.	1,725	253,351
Food-Meat Products — 0.1%
Hormel Foods Corp.	5,270	215,490
Food-Misc./Diversified — 0.3%
Kellogg Co.	4,720	299,861
Lamb Weston Holdings, Inc.	2,765	215,781
McCormick & Co., Inc.	2,336	375,372
		891,014
Food-Wholesale/Distribution — 0.2%
Sysco Corp.	6,136	490,082
Gas-Distribution — 0.1%
Atmos Energy Corp.	1,324	148,924
Health Care Providers & Services — 0.1%
Healthpeak Properties, Inc. REIT	9,321	350,656
Home Decoration Products — 0.0%
Newell Brands, Inc.	3,761	71,346
Hotels/Motels — 0.3%
Hilton Worldwide Holdings, Inc.	5,445	527,947
Marriott International, Inc., Class A	2,075	262,591
		790,538
Human Resources — 0.0%
Robert Half International, Inc.	1,026	58,759
Independent Power Producers — 0.1%
NRG Energy, Inc.	4,802	192,656
Industrial Automated/Robotic — 0.1%
Rockwell Automation, Inc.	1,110	190,909
Industrial Gases — 0.9%
Air Products & Chemicals, Inc.	4,182	891,854
Linde PLC	6,875	1,363,656
		2,255,510
Instruments-Controls — 0.5%
Honeywell International, Inc.	6,828	1,179,401
Mettler-Toledo International, Inc.†	299	210,777
		1,390,178
Instruments-Scientific — 0.1%
PerkinElmer, Inc.	1,096	94,212
Waters Corp.†	760	160,831
		255,043
Insurance Brokers — 0.5%
Aon PLC	2,820	544,711
Arthur J. Gallagher & Co.	2,366	215,827
Marsh & McLennan Cos., Inc.	6,054	627,315
		1,387,853
Insurance-Life/Health — 0.0%
Globe Life, Inc.	857	83,412
Insurance-Multi-line — 0.1%
Cincinnati Financial Corp.	1,384	156,683
Insurance-Property/Casualty — 1.6%
Berkshire Hathaway, Inc., Class B†	17,864	3,797,529
Progressive Corp.	5,881	409,906
		4,207,435
Internet Content-Entertainment — 4.4%
Facebook, Inc., Class A†	45,661	8,750,931
Netflix, Inc.†	8,310	2,388,377
Twitter, Inc.†	14,672	439,720
		11,579,028
Internet Infrastructure Software — 0.1%
F5 Networks, Inc.†	1,141	164,395
Investment Management/Advisor Services — 0.2%
Ameriprise Financial, Inc.	1,341	202,343
T. Rowe Price Group, Inc.	2,236	258,929
		461,272
Machinery-General Industrial — 0.4%
IDEX Corp.	1,440	223,963
Roper Technologies, Inc.	1,974	665,159
Wabtec Corp.	1,590	110,299
		999,421
Machinery-Pumps — 0.1%
Flowserve Corp.	1,319	64,420
Xylem, Inc.	3,417	262,050
		326,470
Medical Information Systems — 0.2%
Cerner Corp.	6,043	405,606
Medical Instruments — 2.3%
Boston Scientific Corp.†	26,439	1,102,506
Edwards Lifesciences Corp.†	3,947	940,886
Intuitive Surgical, Inc.†	2,188	1,209,855
Medtronic PLC	25,465	2,773,138
		6,026,385
Medical Labs & Testing Services — 0.1%
IQVIA Holdings, Inc.†	2,524	364,516
Medical Products — 2.3%
Abbott Laboratories	33,545	2,804,697

ABIOMED, Inc.†	861	178,726
Baxter International, Inc.	4,167	319,609
Becton Dickinson and Co.	3,228	826,368
Cooper Cos., Inc.	405	117,855
Henry Schein, Inc.†	1,266	79,233
Hologic, Inc.†	2,790	134,785
Stryker Corp.	3,593	777,058
Varian Medical Systems, Inc.†	1,728	208,760
Zimmer Biomet Holdings, Inc.	3,897	538,682
		5,985,773
Medical-Biomedical/Gene — 2.1%
Alexion Pharmaceuticals, Inc.†	4,256	448,582
Amgen, Inc.	7,512	1,601,934
Biogen, Inc.†	1,890	564,562
Celgene Corp.†	6,322	682,966
Illumina, Inc.†	2,790	824,501
Incyte Corp.†	1,626	136,454
Regeneron Pharmaceuticals, Inc.†	895	274,120
Vertex Pharmaceuticals, Inc.†	4,879	953,747
		5,486,866
Medical-Drugs — 6.3%
AbbVie, Inc.	14,592	1,160,794
Bristol-Myers Squibb Co.	15,834	908,396
Eli Lilly & Co.	16,125	1,837,444
Johnson & Johnson	29,554	3,902,310
Merck & Co., Inc.	48,596	4,211,329
Pfizer, Inc.	104,980	4,028,083
Zoetis, Inc.	4,985	637,681
		16,686,037
Medical-HMO — 0.4%
Humana, Inc.	2,564	754,329
WellCare Health Plans, Inc.†	955	283,253
		1,037,582
Medical-Hospitals — 0.3%
HCA Healthcare, Inc.	5,048	674,110
Universal Health Services, Inc., Class B	879	120,827
		794,937
Metal-Copper — 0.0%
Freeport-McMoRan, Inc.	12,392	121,689
Multimedia — 0.9%
Walt Disney Co.	19,147	2,487,578
Networking Products — 1.5%
Arista Networks, Inc.†	1,033	252,641
Cisco Systems, Inc.	80,576	3,828,166
		4,080,807
Non-Hazardous Waste Disposal — 0.4%
Republic Services, Inc.	1,728	151,217
Waste Management, Inc.	7,408	831,252
		982,469
Office Supplies & Forms — 0.0%
Avery Dennison Corp.	719	91,931
Oil Companies-Exploration & Production — 1.2%
Apache Corp.	7,136	154,566
Cabot Oil & Gas Corp.	5,479	102,129
Cimarex Energy Co.	1,078	45,513
Concho Resources, Inc.	2,099	141,724
ConocoPhillips	21,071	1,163,119
Devon Energy Corp.	7,672	155,588
Diamondback Energy, Inc.	3,095	265,427
Hess Corp.	2,702	177,657
Marathon Oil Corp.	15,261	175,959
Occidental Petroleum Corp.	16,977	687,569
		3,069,251
Oil Companies-Integrated — 1.1%
Exxon Mobil Corp.	44,972	3,038,758
Oil Refining & Marketing — 0.1%
HollyFrontier Corp.	2,874	157,898
Pharmacy Services — 0.3%
Cigna Corp.	4,085	729,009
Pipelines — 0.1%
ONEOK, Inc.	4,468	312,000
Real Estate Investment Trusts — 3.1%
American Tower Corp.	8,402	1,832,308
Apartment Investment & Management Co., Class A	2,826	155,091
AvalonBay Communities, Inc.	1,802	392,223
Boston Properties, Inc.	1,446	198,391
Crown Castle International Corp.	3,235	448,986
Digital Realty Trust, Inc.	2,214	281,267
Duke Realty Corp.	4,596	161,503
Equinix, Inc.	966	547,510
Equity Residential	4,499	398,881
Essex Property Trust, Inc.	923	301,941
Extra Space Storage, Inc.	1,610	180,755
Federal Realty Investment Trust	635	86,366
Host Hotels & Resorts, Inc.	6,511	106,715
Mid-America Apartment Communities, Inc.	1,212	168,456
Public Storage	2,850	635,151
Realty Income Corp.	4,409	360,612
Regency Centers Corp.	1,431	96,220
SBA Communications Corp.	1,245	299,609
Simon Property Group, Inc.	3,917	590,214
UDR, Inc.	3,057	153,614
Vornado Realty Trust	1,533	100,611
Welltower, Inc.	7,692	697,588
		8,194,012
Rental Auto/Equipment — 0.0%
United Rentals, Inc.†	776	103,650
Respiratory Products — 0.2%
ResMed, Inc.	2,727	403,378
Retail-Apparel/Shoe — 0.2%
Ross Stores, Inc.	3,946	432,758
Retail-Auto Parts — 0.5%
Advance Auto Parts, Inc.	881	143,145
AutoZone, Inc.†	466	533,281
O’Reilly Automotive, Inc.†	1,452	632,360
		1,308,786

Retail-Automobile — 0.0%
CarMax, Inc.†		1,414			131,742
Retail-Building Products — 1.1%
Home Depot, Inc.		9,562			2,243,054
Lowe’s Cos., Inc.		6,738			752,028
					2,995,082
Retail-Discount — 0.3%
Dollar General Corp.		4,879			782,299
Retail-Gardening Products — 0.1%
Tractor Supply Co.		2,264			215,125
Retail-Jewelry — 0.0%
Tiffany & Co.		929			115,670
Retail-Major Department Stores — 0.5%
Nordstrom, Inc.		994			35,685
TJX Cos., Inc.		22,946			1,322,837
					1,358,522
Retail-Perfume & Cosmetics — 0.1%
Ulta Beauty, Inc.†		1,117			260,429
Retail-Regional Department Stores — 0.0%
Macy’s, Inc.		2,463			37,339
Retail-Restaurants — 1.9%
Chipotle Mexican Grill, Inc.†		484			376,629
Darden Restaurants, Inc.		1,632			183,225
McDonald’s Corp.		14,414			2,835,234
Starbucks Corp.		11,587			979,797
Yum! Brands, Inc.		5,775			587,375
					4,962,260
Semiconductor Components-Integrated Circuits — 0.6%
Analog Devices, Inc.		3,786			403,701
Maxim Integrated Products, Inc.		3,089			181,201
QUALCOMM, Inc.		11,998			965,119
					1,550,021
Semiconductor Equipment — 0.1%
KLA Corp.		1,662			280,944
Soap & Cleaning Preparation — 0.1%
Church & Dwight Co., Inc.		4,690			328,019
Telephone-Integrated — 1.8%
Verizon Communications, Inc.		78,502			4,747,016
Tobacco — 0.5%
Philip Morris International, Inc.		15,060			1,226,486
Toys — 0.0%
Hasbro, Inc.		1,270			123,584
Transport-Rail — 1.5%
CSX Corp.		15,149			1,064,521
Kansas City Southern		840			118,255
Norfolk Southern Corp.		3,450			627,900
Union Pacific Corp.		13,372			2,212,531
					4,023,207
Transport-Services — 0.5%
Expeditors International of Washington, Inc.		3,240			236,326
FedEx Corp.		2,050			312,953
United Parcel Service, Inc., Class B		6,627			763,231
					1,312,510
Transport-Truck — 0.0%
JB Hunt Transport Services, Inc.		1,086			127,670
Water — 0.1%
American Water Works Co., Inc.		2,160			266,263
Web Hosting/Design — 0.1%
VeriSign, Inc.†		1,977			375,670
Web Portals/ISP — 5.4%
Alphabet, Inc., Class A†		5,685			7,156,278
Alphabet, Inc., Class C†		5,736			7,227,991
					14,384,269
Wireless Equipment — 0.2%
Motorola Solutions, Inc.		3,142			522,577
Total Common Stocks (cost $212,213,375)					254,990,525
EXCHANGE-TRADED FUNDS — 3.8%
iShares S&P 500 Growth ETF		20,614			3,774,836
SPDR Portfolio S&P 500 Growth ETF		158,660			6,278,176
Total Exchange-Traded Funds (cost $9,554,939)					10,053,012
Total Long-Term Investment Securities (cost $221,768,314)					265,043,537
SHORT-TERM INVESTMENT SECURITIES — 0.1%
U.S. Government Treasuries — 0.1%
United States Treasury Bills 1.87% due 11/12/2019(1) (cost $99,943)	$	100,000			99,953
TOTAL INVESTMENTS (cost $221,868,257)		100.0	%		265,143,490
Other assets less liabilities		0.0			128,093
NET ASSETS		100.0	%	$	265,271,583

† Non-income producing security

(1) The security or a portion thereof was pledged as collateral to cover margin requirements for open futures contracts.

ETF — Exchange-Traded Funds

Futures Contracts

Number of Contracts

Type

Description

Expiration Month

Notional Basis*

Notional Value*

Unrealized Appreciation (Depreciation)

1

Long

S&P 500 E-Mini Index

December 2019

$

150,397

$

151,790

$

1,393

* 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.

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted  Prices		Level 2 - Other Observable Inputs		Level 3 -  Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks	$	254,990,525	$	—	$	—	$	254,990,525
Exchange-Traded Funds		10,053,012		—		—		10,053,012
Short-Term Investment Securities		—		99,953		—		99,953
Total Investments at Value	$	265,043,537	$	99,953	$	—	$	265,143,490
Other Financial Instruments:†
Futures Contracts	$	1,393	$	—	$	—	$	1,393

* 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 Large Cap Index Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
COMMON STOCKS — 91.2%
Advertising Agencies — 0.1%
Interpublic Group of Cos., Inc.		33,643	$	731,735
Omnicom Group, Inc.		18,899		1,458,814
				2,190,549
Aerospace/Defense — 1.7%
Boeing Co.		46,445		15,787,120
General Dynamics Corp.		20,327		3,593,813
Lockheed Martin Corp.		21,591		8,132,898
Northrop Grumman Corp.		13,671		4,818,754
Raytheon Co.		24,196		5,134,633
TransDigm Group, Inc.		4,313		2,269,846
				39,737,064
Aerospace/Defense-Equipment — 0.6%
Arconic, Inc.		33,655		924,503
L3Harris Technologies, Inc.		19,399		4,002,207
United Technologies Corp.		70,474		10,118,657
				15,045,367
Agricultural Biotech — 0.1%
Corteva, Inc.		65,065		1,716,415
Agricultural Chemicals — 0.1%
CF Industries Holdings, Inc.		18,969		860,244
Mosaic Co.		30,843		613,159
				1,473,403
Agricultural Operations — 0.1%
Archer-Daniels-Midland Co.		48,391		2,034,358
Airlines — 0.4%
Alaska Air Group, Inc.		10,710		743,595
American Airlines Group, Inc.		34,431		1,034,996
Delta Air Lines, Inc.		50,277		2,769,257
Southwest Airlines Co.		42,031		2,359,200
United Airlines Holdings, Inc.†		19,197		1,743,856
				8,650,904
Apparel Manufacturers — 0.2%
Capri Holdings, Ltd.†		13,170		409,192
Hanesbrands, Inc.		31,412		477,777
PVH Corp.		6,442		561,485
Ralph Lauren Corp.		4,504		432,654
Tapestry, Inc.		24,922		644,483
Under Armour, Inc., Class A†		16,346		337,545
Under Armour, Inc., Class C†		16,886		312,391
VF Corp.		28,367		2,334,320
				5,509,847
Appliances — 0.0%
Whirlpool Corp.		5,519		839,550
Applications Software — 4.7%
Intuit, Inc.		22,596		5,818,470
Microsoft Corp.		663,380		95,108,791
salesforce.com, Inc.†		76,196		11,923,912
				112,851,173
Athletic Footwear — 0.4%
NIKE, Inc., Class B		108,765		9,739,906
Auto-Cars/Light Trucks — 0.3%
Ford Motor Co.		340,490		2,924,809
General Motors Co.		109,159		4,056,349
				6,981,158
Auto-Heavy Duty Trucks — 0.1%
PACCAR, Inc.		30,093		2,288,874
Auto/Truck Parts & Equipment-Original — 0.1%
Aptiv PLC		22,259		1,993,293
BorgWarner, Inc.		17,942		747,823
				2,741,116
Banks-Commercial — 0.5%
BB&T Corp.		66,566		3,531,326
Citizens Financial Group, Inc.		38,844		1,365,755
First Republic Bank		14,615		1,554,451
M&T Bank Corp.		11,613		1,817,783
Regions Financial Corp.		86,689		1,395,693
SVB Financial Group†		4,478		991,788
Zions Bancorp NA		15,375		745,226
				11,402,022
Banks-Fiduciary — 0.3%
Bank of New York Mellon Corp.		74,529		3,484,231
Northern Trust Corp.		18,670		1,861,025
State Street Corp.		32,371		2,138,752
				7,484,008
Banks-Super Regional — 1.6%
Comerica, Inc.		12,977		848,955
Fifth Third Bancorp		63,466		1,845,591
Huntington Bancshares, Inc.		90,170		1,274,102
KeyCorp		87,165		1,566,355
PNC Financial Services Group, Inc.		38,685		5,675,090
SunTrust Banks, Inc.		38,570		2,635,874
US Bancorp		124,589		7,104,065
Wells Fargo & Co.		348,359		17,985,775
				38,935,807
Beverages-Non-alcoholic — 1.5%
Coca-Cola Co.		334,359		18,199,160
Monster Beverage Corp.†		33,612		1,886,642
PepsiCo, Inc.		121,476		16,662,863
				36,748,665
Beverages-Wine/Spirits — 0.2%
Brown-Forman Corp., Class B		15,814		1,036,133
Constellation Brands, Inc., Class A		14,530		2,765,495
				3,801,628
Brewery — 0.0%
Molson Coors Brewing Co., Class B		16,321		860,443
Broadcast Services/Program — 0.1%
Discovery, Inc., Class A†		13,731		370,119
Discovery, Inc., Class C†		30,144		760,834
Fox Corp., Class A		30,794		986,640
Fox Corp., Class B		14,107		440,703
				2,558,296
Building & Construction Products-Misc. — 0.0%
Fortune Brands Home & Security, Inc.		12,153		729,788
Building Products-Air & Heating — 0.1%
Johnson Controls International PLC		69,133		2,995,533
Building Products-Cement — 0.1%
Martin Marietta Materials, Inc.		5,425		1,420,862
Vulcan Materials Co.		11,493		1,642,005
				3,062,867

Building Products-Wood — 0.1%
Masco Corp.	25,149	1,163,141
Building-Maintenance & Services — 0.0%
Rollins, Inc.	12,235	466,276
Building-Residential/Commercial — 0.2%
D.R. Horton, Inc.	29,239	1,531,247
Lennar Corp., Class A	24,710	1,472,716
NVR, Inc.†	299	1,087,340
PulteGroup, Inc.	22,395	878,780
		4,970,083
Cable/Satellite TV — 1.0%
Charter Communications, Inc., Class A†	14,047	6,572,029
Comcast Corp., Class A	394,057	17,661,635
DISH Network Corp., Class A†	20,903	718,645
		24,952,309
Casino Hotels — 0.2%
Las Vegas Sands Corp.	29,428	1,819,828
MGM Resorts International	45,303	1,291,135
Wynn Resorts, Ltd.	8,415	1,021,076
		4,132,039
Cellular Telecom — 0.1%
T-Mobile US, Inc.†	27,468	2,270,505
Chemicals-Diversified — 0.6%
Celanese Corp.	10,751	1,302,484
Dow, Inc.	64,572	3,260,240
DuPont de Nemours, Inc.	64,769	4,268,925
Eastman Chemical Co.	11,902	905,028
FMC Corp.	11,332	1,036,878
LyondellBasell Industries NV, Class A	22,428	2,011,792
PPG Industries, Inc.	20,530	2,568,713
		15,354,060
Chemicals-Specialty — 0.2%
Albemarle Corp.	9,208	559,294
Ecolab, Inc.	21,750	4,177,522
International Flavors & Fragrances, Inc.	9,277	1,131,887
		5,868,703
Coatings/Paint — 0.2%
Sherwin-Williams Co.	7,134	4,082,931
Commercial Services — 0.1%
Cintas Corp.	7,212	1,937,648
Nielsen Holdings PLC	30,902	622,984
Quanta Services, Inc.	12,353	519,444
		3,080,076
Commercial Services-Finance — 1.6%
Automatic Data Processing, Inc.	37,702	6,116,395
Equifax, Inc.	10,503	1,435,865
FleetCor Technologies, Inc.†	7,521	2,212,829
Global Payments, Inc.	26,068	4,410,184
H&R Block, Inc.	17,439	435,801
IHS Markit, Ltd.†	34,848	2,440,057
MarketAxess Holdings, Inc.	3,280	1,208,975
Moody’s Corp.	14,137	3,119,895
PayPal Holdings, Inc.†	102,232	10,642,351
S&P Global, Inc.	21,399	5,520,728
		37,543,080
Computer Aided Design — 0.3%
ANSYS, Inc.†	7,307	1,608,636
Autodesk, Inc.†	19,078	2,811,334
Cadence Design Systems, Inc.†	24,340	1,590,619
Synopsys, Inc.†	13,057	1,772,488
		7,783,077
Computer Data Security — 0.0%
Fortinet, Inc.†	12,331	1,005,716
Computer Services — 1.0%
Accenture PLC, Class A	55,356	10,264,110
Cognizant Technology Solutions Corp., Class A	47,984	2,924,145
DXC Technology Co.	22,760	629,769
International Business Machines Corp.	76,967	10,292,797
Leidos Holdings, Inc.	11,745	1,012,771
		25,123,592
Computer Software — 0.1%
Akamai Technologies, Inc.†	14,334	1,239,891
Citrix Systems, Inc.	10,691	1,163,822
		2,403,713
Computers — 4.0%
Apple, Inc.	369,078	91,811,843
Hewlett Packard Enterprise Co.	113,433	1,861,436
HP, Inc.	128,752	2,236,422
		95,909,701
Computers-Memory Devices — 0.2%
NetApp, Inc.	20,670	1,155,040
Seagate Technology PLC	20,570	1,193,677
Western Digital Corp.	25,717	1,328,283
		3,677,000
Consulting Services — 0.1%
Gartner, Inc.†	7,831	1,206,601
Verisk Analytics, Inc.	14,206	2,055,608
		3,262,209
Consumer Products-Misc. — 0.2%
Clorox Co.	10,925	1,613,513
Kimberly-Clark Corp.	29,905	3,973,777
		5,587,290
Containers-Metal/Glass — 0.1%
Ball Corp.	28,845	2,018,285
Containers-Paper/Plastic — 0.2%
Amcor PLC	141,141	1,343,662
Packaging Corp. of America	8,225	900,309
Sealed Air Corp.	13,426	560,804
WestRock Co.	22,358	835,518
		3,640,293
Cosmetics & Toiletries — 1.5%
Colgate-Palmolive Co.	74,545	5,113,787
Coty, Inc., Class A	25,555	298,738
Estee Lauder Cos., Inc., Class A	19,220	3,580,110
Procter & Gamble Co.	217,434	27,072,707
		36,065,342

Cruise Lines — 0.2%
Carnival Corp.	34,788	1,492,058
Norwegian Cruise Line Holdings, Ltd.†	18,732	950,836
Royal Caribbean Cruises, Ltd.	14,930	1,624,832
		4,067,726
Data Processing/Management — 0.7%
Broadridge Financial Solutions, Inc.	9,929	1,243,309
Fidelity National Information Services, Inc.	53,297	7,022,413
Fiserv, Inc.†	49,594	5,263,907
Jack Henry & Associates, Inc.	6,690	947,037
Paychex, Inc.	27,786	2,324,021
		16,800,687
Decision Support Software — 0.1%
MSCI, Inc.	7,359	1,726,127
Dental Supplies & Equipment — 0.1%
Align Technology, Inc.†	6,315	1,593,211
DENTSPLY SIRONA, Inc.	19,477	1,066,950
		2,660,161
Diagnostic Equipment — 0.8%
Danaher Corp.	55,471	7,645,013
Thermo Fisher Scientific, Inc.	34,794	10,507,092
		18,152,105
Diagnostic Kits — 0.1%
IDEXX Laboratories, Inc.†	7,480	2,131,875
Dialysis Centers — 0.0%
DaVita, Inc.†	8,413	493,002
Disposable Medical Products — 0.1%
Teleflex, Inc.	4,017	1,395,546
Distribution/Wholesale — 0.2%
Copart, Inc.†	17,517	1,447,605
Fastenal Co.	49,821	1,790,567
LKQ Corp.†	26,778	910,184
WW Grainger, Inc.	3,840	1,185,945
		5,334,301
Diversified Banking Institutions — 3.4%
Bank of America Corp.	727,852	22,759,932
Citigroup, Inc.	196,272	14,104,106
Goldman Sachs Group, Inc.	28,116	5,999,392
JPMorgan Chase & Co.	277,804	34,703,276
Morgan Stanley	109,133	5,025,574
		82,592,280
Diversified Manufacturing Operations — 1.2%
3M Co.	49,981	8,246,365
A.O. Smith Corp.	12,020	597,154
Eaton Corp. PLC	36,490	3,178,644
General Electric Co.	758,226	7,567,095
Illinois Tool Works, Inc.	25,575	4,311,434
Ingersoll-Rand PLC	20,989	2,663,294
Parker-Hannifin Corp.	11,159	2,047,565
Textron, Inc.	19,994	921,523
		29,533,074
E-Commerce/Products — 2.8%
Amazon.com, Inc.†	36,100	64,137,426
eBay, Inc.	68,501	2,414,660
		66,552,086
E-Commerce/Services — 0.4%
Booking Holdings, Inc.†	3,694	7,568,156
Cars.com, Inc.†	1	11
Expedia Group, Inc.	12,150	1,660,419
TripAdvisor, Inc.†	9,122	368,529
		9,597,115
E-Services/Consulting — 0.1%
CDW Corp.	12,573	1,608,212
Electric Products-Misc. — 0.2%
AMETEK, Inc.	19,839	1,818,244
Emerson Electric Co.	53,441	3,748,886
		5,567,130
Electric-Distribution — 0.2%
CenterPoint Energy, Inc.	43,634	1,268,440
Sempra Energy	23,854	3,447,142
		4,715,582
Electric-Integrated — 2.8%
AES Corp.	57,677	983,393
Alliant Energy Corp.	20,636	1,100,724
Ameren Corp.	21,356	1,659,361
American Electric Power Co., Inc.	42,902	4,049,520
CMS Energy Corp.	24,656	1,576,012
Consolidated Edison, Inc.	28,857	2,661,193
Dominion Energy, Inc.	71,410	5,894,895
DTE Energy Co.	15,926	2,027,698
Duke Energy Corp.	63,302	5,966,846
Edison International	31,112	1,956,945
Entergy Corp.	17,275	2,098,567
Evergy, Inc.	20,458	1,307,471
Eversource Energy	28,115	2,354,350
Exelon Corp.	84,413	3,839,947
FirstEnergy Corp.	46,915	2,266,933
NextEra Energy, Inc.	42,464	10,120,870
Pinnacle West Capital Corp.	9,757	918,329
PPL Corp.	62,750	2,101,497
Public Service Enterprise Group, Inc.	43,931	2,781,272
Southern Co.	90,812	5,690,280
WEC Energy Group, Inc.	27,406	2,587,126
Xcel Energy, Inc.	45,558	2,893,389
		66,836,618
Electronic Components-Misc. — 0.1%
Garmin, Ltd.	12,553	1,176,844
Electronic Components-Semiconductors — 2.8%
Advanced Micro Devices, Inc.†	94,315	3,200,108
Broadcom, Inc.	34,586	10,128,510
Intel Corp.	384,888	21,757,719
IPG Photonics Corp.†	3,097	415,865
Microchip Technology, Inc.	20,682	1,950,106
Micron Technology, Inc.†	95,901	4,560,092

NVIDIA Corp.	52,911	10,636,169
Qorvo, Inc.†	10,233	827,440
Skyworks Solutions, Inc.	14,918	1,358,433
Texas Instruments, Inc.	81,115	9,570,759
Xilinx, Inc.	21,947	1,991,471
		66,396,672
Electronic Connectors — 0.2%
Amphenol Corp., Class A	25,843	2,592,828
TE Connectivity, Ltd.	29,187	2,612,237
		5,205,065
Electronic Forms — 0.5%
Adobe, Inc.†	42,176	11,721,976
Electronic Measurement Instruments — 0.3%
Agilent Technologies, Inc.	26,887	2,036,690
FLIR Systems, Inc.	11,782	607,480
Fortive Corp.	25,654	1,770,126
Keysight Technologies, Inc.†	16,297	1,644,530
		6,058,826
Electronic Security Devices — 0.0%
Allegion PLC	8,113	941,433
Engineering/R&D Services — 0.0%
Jacobs Engineering Group, Inc.	11,772	1,101,624
Engines-Internal Combustion — 0.1%
Cummins, Inc.	13,709	2,364,528
Enterprise Software/Service — 0.4%
Oracle Corp.	191,283	10,423,011
Entertainment Software — 0.3%
Activision Blizzard, Inc.	66,641	3,733,895
Electronic Arts, Inc.†	25,605	2,468,322
Take-Two Interactive Software, Inc.†	9,833	1,183,402
		7,385,619
Finance-Consumer Loans — 0.1%
Synchrony Financial	53,030	1,875,671
Finance-Credit Card — 2.6%
Alliance Data Systems Corp.	3,559	355,900
American Express Co.	59,109	6,932,303
Capital One Financial Corp.	40,864	3,810,568
Discover Financial Services	27,649	2,219,109
Mastercard, Inc., Class A	77,566	21,471,044
Visa, Inc., Class A	150,043	26,836,691
Western Union Co.	36,829	922,935
		62,548,550
Finance-Investment Banker/Broker — 0.2%
Charles Schwab Corp.	101,078	4,114,885
E*TRADE Financial Corp.	19,705	823,472
		4,938,357
Finance-Other Services — 0.5%
Cboe Global Markets, Inc.	9,703	1,117,301
CME Group, Inc.	31,112	6,401,294
Intercontinental Exchange, Inc.	48,690	4,592,441
Nasdaq, Inc.	10,016	999,296
		13,110,332
Food-Confectionery — 0.1%
Hershey Co.	12,942	1,900,792
J.M. Smucker Co.	9,909	1,047,183
		2,947,975
Food-Meat Products — 0.1%
Hormel Foods Corp.	24,124	986,430
Tyson Foods, Inc., Class A	25,602	2,119,590
		3,106,020
Food-Misc./Diversified — 0.7%
Campbell Soup Co.	14,652	678,534
Conagra Brands, Inc.	42,277	1,143,593
General Mills, Inc.	52,433	2,666,742
Kellogg Co.	21,604	1,372,502
Kraft Heinz Co.	54,058	1,747,695
Lamb Weston Holdings, Inc.	12,656	987,674
McCormick & Co., Inc.	10,691	1,717,937
Mondelez International, Inc., Class A	125,297	6,571,828
		16,886,505
Food-Retail — 0.1%
Kroger Co.	69,401	1,710,041
Food-Wholesale/Distribution — 0.2%
Sysco Corp.	44,586	3,561,084
Gas-Distribution — 0.1%
Atmos Energy Corp.	10,270	1,155,170
NiSource, Inc.	32,437	909,533
		2,064,703
Gold Mining — 0.1%
Newmont Goldcorp Corp.	71,234	2,830,127
Home Decoration Products — 0.0%
Newell Brands, Inc.	33,107	628,040
Home Furnishings — 0.0%
Leggett & Platt, Inc.	11,422	585,949
Hotels/Motels — 0.2%
Hilton Worldwide Holdings, Inc.	24,923	2,416,534
Marriott International, Inc., Class A	23,751	3,005,689
		5,422,223
Human Resources — 0.0%
Robert Half International, Inc.	10,214	584,956
Independent Power Producers — 0.0%
NRG Energy, Inc.	21,980	881,838
Industrial Automated/Robotic — 0.1%
Rockwell Automation, Inc.	10,166	1,748,450
Industrial Gases — 0.6%
Air Products & Chemicals, Inc.	19,145	4,082,862
Linde PLC	46,968	9,316,103
		13,398,965
Instruments-Controls — 0.5%
Honeywell International, Inc.	62,512	10,797,698
Mettler-Toledo International, Inc.†	2,138	1,507,161
		12,304,859
Instruments-Scientific — 0.1%
PerkinElmer, Inc.	9,651	829,600
Waters Corp.†	5,800	1,227,396
		2,056,996

Insurance Brokers — 0.5%
Aon PLC	20,490	3,957,848
Arthur J. Gallagher & Co.	16,166	1,474,663
Marsh & McLennan Cos., Inc.	43,989	4,558,140
Willis Towers Watson PLC	11,207	2,094,588
		12,085,239
Insurance-Life/Health — 0.4%
Aflac, Inc.	64,326	3,419,570
Globe Life, Inc.	8,721	848,815
Lincoln National Corp.	17,393	982,357
Principal Financial Group, Inc.	22,527	1,202,491
Prudential Financial, Inc.	34,927	3,183,247
Unum Group	18,126	499,190
		10,135,670
Insurance-Multi-line — 0.9%
Allstate Corp.	28,601	3,043,718
American International Group, Inc.(1)	75,579	4,002,664
Assurant, Inc.	5,311	669,558
Chubb, Ltd.	39,596	6,035,222
Cincinnati Financial Corp.	13,198	1,494,146
Hartford Financial Services Group, Inc.	31,415	1,793,168
Loews Corp.	22,593	1,107,057
MetLife, Inc.	69,156	3,235,809
		21,381,342
Insurance-Property/Casualty — 1.8%
Berkshire Hathaway, Inc., Class B†	170,363	36,215,767
Progressive Corp.	50,795	3,540,411
Travelers Cos., Inc.	22,623	2,964,970
		42,721,148
Insurance-Reinsurance — 0.0%
Everest Re Group, Ltd.	3,540	910,099
Internet Content-Entertainment — 2.2%
Facebook, Inc., Class A†	209,014	40,057,533
Netflix, Inc.†	38,040	10,933,077
Twitter, Inc.†	67,161	2,012,815
		53,003,425
Internet Infrastructure Software — 0.0%
F5 Networks, Inc.†	5,224	752,674
Internet Security — 0.0%
Symantec Corp.	49,400	1,130,272
Investment Management/Advisor Services — 0.5%
Affiliated Managers Group, Inc.	4,400	351,472
Ameriprise Financial, Inc.	11,370	1,715,619
BlackRock, Inc.	10,207	4,712,572
Franklin Resources, Inc.	24,505	675,113
Invesco, Ltd.	33,470	562,965
Raymond James Financial, Inc.	10,736	896,349
T. Rowe Price Group, Inc.	20,466	2,369,963
		11,284,053
Machinery-Construction & Mining — 0.3%
Caterpillar, Inc.	48,879	6,735,526
Machinery-Farming — 0.2%
Deere & Co.	27,357	4,763,948
Machinery-General Industrial — 0.2%
IDEX Corp.	6,590	1,024,943
Roper Technologies, Inc.	9,036	3,044,770
Wabtec Corp.	15,822	1,097,572
		5,167,285
Machinery-Pumps — 0.1%
Dover Corp.	12,636	1,312,754
Flowserve Corp.	11,396	556,581
Xylem, Inc.	15,641	1,199,508
		3,068,843
Medical Information Systems — 0.1%
Cerner Corp.	27,663	1,856,741
Medical Instruments — 1.2%
Boston Scientific Corp.†	121,024	5,046,701
Edwards Lifesciences Corp.†	18,069	4,307,288
Intuitive Surgical, Inc.†	10,013	5,536,689
Medtronic PLC	116,567	12,694,146
		27,584,824
Medical Labs & Testing Services — 0.2%
IQVIA Holdings, Inc.†	15,828	2,285,880
Laboratory Corp. of America Holdings†	8,488	1,398,568
Quest Diagnostics, Inc.	11,700	1,184,625
		4,869,073
Medical Products — 1.5%
Abbott Laboratories	153,555	12,838,734
ABIOMED, Inc.†	3,942	818,280
Baxter International, Inc.	44,358	3,402,259
Becton Dickinson and Co.	23,454	6,004,224
Cooper Cos., Inc.	4,307	1,253,337
Henry Schein, Inc.†	12,881	806,157
Hologic, Inc.†	23,224	1,121,951
Stryker Corp.	27,878	6,029,175
Varian Medical Systems, Inc.†	7,912	955,849
Zimmer Biomet Holdings, Inc.	17,838	2,465,747
		35,695,713
Medical-Biomedical/Gene — 1.8%
Alexion Pharmaceuticals, Inc.†	19,481	2,053,297
Amgen, Inc.	52,103	11,110,965
Biogen, Inc.†	16,025	4,786,828
Celgene Corp.†	61,577	6,652,163
Gilead Sciences, Inc.	110,032	7,010,139
Illumina, Inc.†	12,772	3,774,382
Incyte Corp.†	15,509	1,301,515
Regeneron Pharmaceuticals, Inc.†	6,943	2,126,502
Vertex Pharmaceuticals, Inc.†	22,332	4,365,459
		43,181,250
Medical-Drugs — 4.4%
AbbVie, Inc.	128,454	10,218,516
Allergan PLC	28,500	5,019,135
Bristol-Myers Squibb Co.	142,119	8,153,367
Eli Lilly & Co.	73,813	8,410,991
Johnson & Johnson	229,296	30,276,244
Merck & Co., Inc.	222,451	19,277,603
Pfizer, Inc.	480,549	18,438,665
Zoetis, Inc.	41,491	5,307,529
		105,102,050

Medical-Generic Drugs — 0.1%
Mylan NV†	44,820	858,303
Perrigo Co. PLC	11,821	626,749
		1,485,052
Medical-HMO — 1.4%
Anthem, Inc.	22,226	5,980,572
Centene Corp.†	35,935	1,907,430
Humana, Inc.	11,737	3,453,025
UnitedHealth Group, Inc.	82,337	20,806,560
WellCare Health Plans, Inc.†	4,371	1,296,439
		33,444,026
Medical-Hospitals — 0.2%
HCA Healthcare, Inc.	23,108	3,085,842
Universal Health Services, Inc., Class B	7,058	970,193
		4,056,035
Medical-Wholesale Drug Distribution — 0.2%
AmerisourceBergen Corp.	13,213	1,128,126
Cardinal Health, Inc.	25,903	1,280,903
McKesson Corp.	16,065	2,136,645
		4,545,674
Metal-Copper — 0.1%
Freeport-McMoRan, Inc.	126,056	1,237,870
Motorcycle/Motor Scooter — 0.0%
Harley-Davidson, Inc.	13,617	529,837
Multimedia — 0.9%
Viacom, Inc., Class B	30,753	663,035
Walt Disney Co.	156,508	20,333,519
		20,996,554
Networking Products — 0.8%
Arista Networks, Inc.†	4,728	1,156,327
Cisco Systems, Inc.	368,840	17,523,588
		18,679,915
Non-Hazardous Waste Disposal — 0.2%
Republic Services, Inc.	18,393	1,609,572
Waste Management, Inc.	33,910	3,805,041
		5,414,613
Office Automation & Equipment — 0.0%
Xerox Holdings Corp.	16,534	560,999
Office Supplies & Forms — 0.0%
Avery Dennison Corp.	7,315	935,296
Oil & Gas Drilling — 0.0%
Helmerich & Payne, Inc.	9,508	356,550
Oil Companies-Exploration & Production — 0.9%
Apache Corp.	32,664	707,502
Cabot Oil & Gas Corp.	36,351	677,583
Cimarex Energy Co.	8,815	372,169
Concho Resources, Inc.	17,470	1,179,574
ConocoPhillips	96,451	5,324,095
Devon Energy Corp.	35,118	712,193
Diamondback Energy, Inc.	14,166	1,214,876
EOG Resources, Inc.	50,423	3,494,818
Hess Corp.	22,486	1,478,455
Marathon Oil Corp.	69,857	805,451
Noble Energy, Inc.	41,552	800,292
Occidental Petroleum Corp.	77,714	3,147,417
Pioneer Natural Resources Co.	14,522	1,786,497
		21,700,922
Oil Companies-Integrated — 1.8%
Chevron Corp.	164,939	19,156,015
Exxon Mobil Corp.	367,607	24,839,205
		43,995,220
Oil Field Machinery & Equipment — 0.0%
National Oilwell Varco, Inc.	33,527	758,381
Oil Refining & Marketing — 0.5%
HollyFrontier Corp.	13,155	722,736
Marathon Petroleum Corp.	57,196	3,657,684
Phillips 66	38,970	4,552,475
Valero Energy Corp.	36,004	3,491,668
		12,424,563
Oil-Field Services — 0.3%
Baker Hughes a GE Co., LLC	56,398	1,206,917
Halliburton Co.	76,103	1,464,983
Schlumberger, Ltd.	120,158	3,927,965
TechnipFMC PLC	36,464	719,435
		7,319,300
Paper & Related Products — 0.1%
International Paper Co.	34,130	1,490,798
Pharmacy Services — 0.6%
Cigna Corp.	32,807	5,854,737
CVS Health Corp.	112,990	7,501,406
		13,356,143
Pipelines — 0.3%
Kinder Morgan, Inc.	169,148	3,379,577
ONEOK, Inc.	35,880	2,505,500
Williams Cos., Inc.	105,303	2,349,310
		8,234,387
Publishing-Newspapers — 0.0%
News Corp., Class A	33,506	459,367
News Corp., Class B	10,580	149,390
		608,757
Real Estate Investment Trusts — 2.8%
Alexandria Real Estate Equities, Inc.	9,854	1,564,322
American Tower Corp.	38,461	8,387,575
Apartment Investment & Management Co., Class A	12,935	709,873
AvalonBay Communities, Inc.	12,134	2,641,086
Boston Properties, Inc.	12,489	1,713,491
Crown Castle International Corp.	36,122	5,013,372
Digital Realty Trust, Inc.	18,101	2,299,551
Duke Realty Corp.	31,403	1,103,501
Equinix, Inc.	7,369	4,176,602
Equity Residential	30,287	2,685,245
Essex Property Trust, Inc.	5,711	1,868,239
Extra Space Storage, Inc.	11,166	1,253,607
Federal Realty Investment Trust	6,056	823,677

Healthpeak Properties Inc	42,669	1,605,208
Host Hotels & Resorts, Inc.	63,416	1,039,388
Iron Mountain, Inc.	24,944	818,163
Kimco Realty Corp.	36,673	790,670
Macerich Co.	9,573	263,258
Mid-America Apartment Communities, Inc.	9,908	1,377,113
Prologis, Inc.	54,834	4,812,232
Public Storage	13,046	2,907,432
Realty Income Corp.	27,648	2,261,330
Regency Centers Corp.	14,558	978,880
SBA Communications Corp.	9,827	2,364,868
Simon Property Group, Inc.	26,761	4,032,347
SL Green Realty Corp.	7,161	598,660
UDR, Inc.	25,443	1,278,511
Ventas, Inc.	32,371	2,107,352
Vornado Realty Trust	13,760	903,069
Welltower, Inc.	35,209	3,193,104
Weyerhaeuser Co.	64,721	1,890,500
		67,462,226
Real Estate Management/Services — 0.1%
CBRE Group, Inc., Class A†	29,222	1,564,838
Rental Auto/Equipment — 0.0%
United Rentals, Inc.†	6,704	895,453
Respiratory Products — 0.1%
ResMed, Inc.	12,482	1,846,337
Retail-Apparel/Shoe — 0.2%
Gap, Inc.	18,610	302,598
L Brands, Inc.	20,171	343,714
Ross Stores, Inc.	31,686	3,475,004
		4,121,316
Retail-Auto Parts — 0.3%
Advance Auto Parts, Inc.	6,202	1,007,701
AutoZone, Inc.†	2,131	2,438,674
Genuine Parts Co.	12,692	1,301,945
O’Reilly Automotive, Inc.†	6,648	2,895,271
		7,643,591
Retail-Automobile — 0.1%
CarMax, Inc.†	14,386	1,340,344
Retail-Building Products — 1.2%
Home Depot, Inc.	95,149	22,320,053
Lowe’s Cos., Inc.	67,056	7,484,120
		29,804,173
Retail-Consumer Electronics — 0.1%
Best Buy Co., Inc.	20,152	1,447,518
Retail-Discount — 1.5%
Costco Wholesale Corp.	38,210	11,352,573
Dollar General Corp.	22,335	3,581,194
Dollar Tree, Inc.†	20,558	2,269,603
Target Corp.	44,391	4,745,842
Walmart, Inc.	123,559	14,488,528
		36,437,740
Retail-Drug Store — 0.2%
Walgreens Boots Alliance, Inc.	65,912	3,610,659
Retail-Gardening Products — 0.0%
Tractor Supply Co.	10,362	984,597
Retail-Jewelry — 0.1%
Tiffany & Co.	9,446	1,176,121
Retail-Major Department Stores — 0.3%
Nordstrom, Inc.	9,287	333,403
TJX Cos., Inc.	105,035	6,055,268
		6,388,671
Retail-Perfume & Cosmetics — 0.1%
Ulta Beauty, Inc.†	5,113	1,192,096
Retail-Regional Department Stores — 0.0%
Kohl’s Corp.	13,825	708,670
Macy’s, Inc.	26,839	406,879
		1,115,549
Retail-Restaurants — 1.1%
Chipotle Mexican Grill, Inc.†	2,216	1,724,403
Darden Restaurants, Inc.	10,671	1,198,033
McDonald’s Corp.	65,982	12,978,659
Starbucks Corp.	103,998	8,794,071
Yum! Brands, Inc.	26,437	2,688,907
		27,384,073
Savings & Loans/Thrifts — 0.0%
People’s United Financial, Inc.	38,533	623,079
Semiconductor Components-Integrated Circuits — 0.6%
Analog Devices, Inc.	32,095	3,422,290
Maxim Integrated Products, Inc.	23,569	1,382,558
QUALCOMM, Inc.	105,619	8,495,992
		13,300,840
Semiconductor Equipment — 0.4%
Applied Materials, Inc.	80,258	4,354,799
KLA Corp.	13,836	2,338,838
Lam Research Corp.	12,557	3,403,449
		10,097,086
Shipbuilding — 0.0%
Huntington Ingalls Industries, Inc.	3,591	810,345
Soap & Cleaning Preparation — 0.1%
Church & Dwight Co., Inc.	21,468	1,501,472
Steel-Producers — 0.1%
Nucor Corp.	26,339	1,418,355
Telecom Equipment-Fiber Optics — 0.1%
Corning, Inc.	67,843	2,010,188
Telecommunication Equipment — 0.0%
Juniper Networks, Inc.	30,045	745,717
Telephone-Integrated — 2.0%
AT&T, Inc.	634,848	24,435,299
CenturyLink, Inc.	85,291	1,103,666
Verizon Communications, Inc.	359,344	21,729,532
		47,268,497

Television — 0.0%
CBS Corp., Class B		28,431			1,024,653
Textile-Home Furnishings — 0.0%
Mohawk Industries, Inc.†		5,203			746,006
Tobacco — 0.8%
Altria Group, Inc.		162,304			7,269,596
Philip Morris International, Inc.		135,175			11,008,652
					18,278,248
Tools-Hand Held — 0.1%
Snap-on, Inc.		4,797			780,328
Stanley Black & Decker, Inc.		13,184			1,995,135
					2,775,463
Toys — 0.0%
Hasbro, Inc.		10,197			992,270
Transport-Rail — 0.9%
CSX Corp.		69,347			4,873,014
Kansas City Southern		8,739			1,230,276
Norfolk Southern Corp.		22,885			4,165,070
Union Pacific Corp.		61,211			10,127,972
					20,396,332
Transport-Services — 0.5%
C.H. Robinson Worldwide, Inc.		11,762			889,678
Expeditors International of Washington, Inc.		14,833			1,081,919
FedEx Corp.		20,851			3,183,114
United Parcel Service, Inc., Class B		60,673			6,987,709
					12,142,420
Transport-Truck — 0.0%
JB Hunt Transport Services, Inc.		7,421			872,413
Water — 0.1%
American Water Works Co., Inc.		15,696			1,934,846
Water Treatment Systems — 0.0%
Pentair PLC		14,600			605,462
Web Hosting/Design — 0.1%
VeriSign, Inc.†		9,050			1,719,681
Web Portals/ISP — 2.7%
Alphabet, Inc., Class A†		26,024			32,759,011
Alphabet, Inc., Class C†		26,255			33,084,188
					65,843,199
Wireless Equipment — 0.1%
Motorola Solutions, Inc.		14,384			2,392,347
Total Common Stocks (cost $1,406,567,192)					2,191,943,316
EXCHANGE-TRADED FUNDS — 3.8%
SPDR S&P 500 Trust ETF (cost $84,743,854)		301,100			91,332,663
Total Long-Term Investment Securities (cost $1,491,311,046)					2,283,275,979
SHORT-TERM INVESTMENT SECURITIES — 0.3%
U.S. Government Treasuries — 0.3%
United States Treasury Bills
1.68% due 12/10/2019(2)	$	2,900,000			2,895,356
1.70% due 11/05/2019(2)		3,700,000			3,699,375
Total Short-Term Investment Securities (cost $6,594,038)					6,594,731
REPURCHASE AGREEMENTS — 4.7%
Agreement with Fixed Income Clearing Corp., bearing interest at 0.25%, dated 10/31/2019, to be repurchased 11/01/2019 in the amount of $114,143,793 and collateralized by $112,970,000 of United States Treasury Notes, bearing interest at 2.50% due 03/31/2023 and having an approximate value of $116,428,690 (cost $114,143,000)		114,143,000			114,143,000
TOTAL INVESTMENTS (cost $1,612,048,084)		100.0	%		2,404,013,710
Other assets less liabilities		0.0			65,490
NET ASSETS		100.0	%	$	2,404,079,200

† Non-income producing security

(1) Security represents an investment in an affiliated company (see Note 2)

(2) The security or a portion thereof was pledged as collateral to cover margin requirements for open futures contracts.

ETF — Exchange-Traded Funds

Futures Contracts

Number of Contracts	Type	Description	Expiration Month		Notional Basis*		Notional Value*		Unrealized Appreciation (Depreciation)
789	Long	S&P 500 E-Mini Index		December 2019	$	118,567,131	$	119,762,310	$	1,195,179

* 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.

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks	$	2,191,943,316	$	—	$	—	$	2,191,943,316
Exchange-Traded Funds		91,332,663		—		—		91,332,663
Short-Term Investment Securities		—		6,594,731		—		6,594,731
Repurchase Agreements		—		114,143,000		—		114,143,000
Total Investments at Value	$	2,283,275,979	$	120,737,731	$	—	$	2,404,013,710
Other Financial Instruments:†
Futures Contracts	$	1,195,179	$	—	$	—	$	1,195,179

* 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 Large Cap Value Index Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
COMMON STOCKS — 99.4%
Advertising Agencies — 0.2%
Interpublic Group of Cos., Inc.		8,155	$	177,371
Omnicom Group, Inc.		4,581		353,608
				530,979
Aerospace/Defense — 1.4%
General Dynamics Corp.		4,928		871,270
Lockheed Martin Corp.		2,094		788,768
Northrop Grumman Corp.		3,314		1,168,119
Raytheon Co.		3,343		709,418
				3,537,575
Aerospace/Defense-Equipment — 0.8%
Arconic, Inc.		8,158		224,100
L3Harris Technologies, Inc.		2,257		465,642
United Technologies Corp.		8,883		1,275,421
				1,965,163
Agricultural Biotech — 0.2%
Corteva, Inc.		15,772		416,065
Agricultural Chemicals — 0.1%
CF Industries Holdings, Inc.		2,621		118,862
Mosaic Co.		3,963		78,785
				197,647
Agricultural Operations — 0.2%
Archer-Daniels-Midland Co.		11,730		493,129
Airlines — 0.8%
Alaska Air Group, Inc.		2,596		180,240
American Airlines Group, Inc.		8,346		250,881
Delta Air Lines, Inc.		12,188		671,315
Southwest Airlines Co.		10,189		571,909
United Airlines Holdings, Inc.†		4,653		422,678
				2,097,023
Apparel Manufacturers — 0.2%
Capri Holdings, Ltd.†		3,192		99,175
Hanesbrands, Inc.		4,264		64,855
PVH Corp.		1,562		136,144
Ralph Lauren Corp.		1,092		104,898
Tapestry, Inc.		1,994		51,565
Under Armour, Inc., Class A†		1,387		28,642
Under Armour, Inc., Class C†		1,433		26,510
				511,789
Appliances — 0.1%
Whirlpool Corp.		1,338		203,537
Athletic Footwear — 0.5%
NIKE, Inc., Class B		12,919		1,156,896
Auto-Cars/Light Trucks — 0.7%
Ford Motor Co.		82,538		709,001
General Motors Co.		26,461		983,291
				1,692,292
Auto-Heavy Duty Trucks — 0.2%
PACCAR, Inc.		7,295		554,858
Auto/Truck Parts & Equipment-Original — 0.1%
Aptiv PLC		2,104		188,413
BorgWarner, Inc.		4,349		181,267
				369,680
Banks-Commercial — 0.9%
BB&T Corp.		16,136		856,015
Citizens Financial Group, Inc.		9,416		331,066
M&T Bank Corp.		2,815		440,632
Regions Financial Corp.		21,014		338,325
Zions Bancorp NA		3,727		180,648
				2,146,686
Banks-Fiduciary — 0.6%
Bank of New York Mellon Corp.		18,067		844,632
Northern Trust Corp.		2,127		212,020
State Street Corp.		7,847		518,451
				1,575,103
Banks-Super Regional — 3.0%
Comerica, Inc.		1,699		111,149
Fifth Third Bancorp		15,385		447,396
Huntington Bancshares, Inc.		21,858		308,853
KeyCorp		21,130		379,706
PNC Financial Services Group, Inc.		9,378		1,375,753
SunTrust Banks, Inc.		9,350		638,979
Wells Fargo & Co.		84,445		4,359,895
				7,621,731
Beverages-Non-alcoholic — 1.5%
Coca-Cola Co.		38,905		2,117,599
PepsiCo, Inc.		11,484		1,575,260
				3,692,859
Brewery — 0.1%
Molson Coors Brewing Co., Class B		3,956		208,560
Broadcast Services/Program — 0.2%
Discovery, Inc., Class A†		3,328		89,706
Discovery, Inc., Class C†		7,307		184,429
Fox Corp., Class A		4,031		129,153
Fox Corp., Class B		1,847		57,700
				460,988
Building & Construction Products-Misc. — 0.1%
Fortune Brands Home & Security, Inc.		2,946		176,907
Building Products-Air & Heating — 0.3%
Johnson Controls International PLC		16,758		726,124
Building Products-Cement — 0.1%
Martin Marietta Materials, Inc.		565		147,979
Vulcan Materials Co.		1,449		207,019
				354,998
Building Products-Wood — 0.1%
Masco Corp.		3,231		149,434
Building-Residential/Commercial — 0.4%
D.R. Horton, Inc.		7,088		371,199
Lennar Corp., Class A		5,990		357,004
NVR, Inc.†		29		105,461
PulteGroup, Inc.		5,429		213,034
				1,046,698
Cable/Satellite TV — 1.4%
Charter Communications, Inc., Class A†		1,941		908,116
Comcast Corp., Class A		51,582		2,311,905
DISH Network Corp., Class A†		5,067		174,204
				3,394,225
Casino Hotels — 0.3%
Las Vegas Sands Corp.		3,139		194,116
MGM Resorts International		10,982		312,987
Wynn Resorts, Ltd.		2,040		247,533
				754,636

Cellular Telecom — 0.2%
T-Mobile US, Inc.†	4,994	412,804
Chemicals-Diversified — 1.2%
Celanese Corp.	1,225	148,409
Dow, Inc.	15,653	790,320
DuPont de Nemours, Inc.	15,701	1,034,853
Eastman Chemical Co.	1,327	100,905
FMC Corp.	1,538	140,727
LyondellBasell Industries NV, Class A	5,437	487,699
PPG Industries, Inc.	2,687	336,197
		3,039,110
Chemicals-Specialty — 0.2%
Albemarle Corp.	2,232	135,572
International Flavors & Fragrances, Inc.	2,249	274,400
		409,972
Coatings/Paint — 0.1%
Sherwin-Williams Co.	657	376,014
Commercial Services — 0.1%
Nielsen Holdings PLC	7,491	151,018
Quanta Services, Inc.	2,994	125,898
		276,916
Commercial Services-Finance — 0.3%
Equifax, Inc.	993	135,753
FleetCor Technologies, Inc.†	729	214,487
H&R Block, Inc.	1,606	40,134
Moody’s Corp.	1,748	385,766
		776,140
Computer Aided Design — 0.1%
Cadence Design Systems, Inc.†	2,419	158,081
Synopsys, Inc.†	1,361	184,756
		342,837
Computer Services — 1.9%
Accenture PLC, Class A	7,246	1,343,553
Cognizant Technology Solutions Corp., Class A	11,632	708,854
DXC Technology Co.	5,517	152,655
International Business Machines Corp.	18,657	2,495,001
		4,700,063
Computers — 9.3%
Apple, Inc.	89,468	22,256,060
Hewlett Packard Enterprise Co.	27,497	451,226
HP, Inc.	31,211	542,135
		23,249,421
Computers-Memory Devices — 0.2%
Seagate Technology PLC	1,795	104,164
Western Digital Corp.	6,234	321,986
		426,150
Consulting Services — 0.1%
Verisk Analytics, Inc.	1,068	154,540
Consumer Products-Misc. — 0.2%
Kimberly-Clark Corp.	3,335	443,155
Containers-Metal/Glass — 0.1%
Ball Corp.	2,307	161,421
Containers-Paper/Plastic — 0.3%
Amcor PLC	17,449	166,115
Packaging Corp. of America	1,994	218,263
Sealed Air Corp.	3,254	135,920
WestRock Co.	5,420	202,545
		722,843
Cosmetics & Toiletries — 1.5%
Colgate-Palmolive Co.	7,770	533,022
Coty, Inc., Class A	6,195	72,420
Estee Lauder Cos., Inc., Class A	1,491	277,729
Procter & Gamble Co.	23,191	2,887,511
		3,770,682
Cruise Lines — 0.4%
Carnival Corp.	8,433	361,691
Norwegian Cruise Line Holdings, Ltd.†	4,541	230,501
Royal Caribbean Cruises, Ltd.	3,619	393,856
		986,048
Data Processing/Management — 0.1%
Jack Henry & Associates, Inc.	843	119,335
Paychex, Inc.	2,560	214,119
		333,454
Dental Supplies & Equipment — 0.2%
Align Technology, Inc.†	750	189,218
DENTSPLY SIRONA, Inc.	4,722	258,671
		447,889
Diagnostic Equipment — 0.3%
Danaher Corp.	5,916	815,343
Distribution/Wholesale — 0.1%
Copart, Inc.†	1,359	112,308
LKQ Corp.†	6,491	220,629
		332,937
Diversified Banking Institutions — 8.0%
Bank of America Corp.	176,438	5,517,216
Citigroup, Inc.	47,578	3,418,955
Goldman Sachs Group, Inc.	6,815	1,454,185
JPMorgan Chase & Co.	67,342	8,412,362
Morgan Stanley	26,455	1,218,253
		20,020,971
Diversified Manufacturing Operations — 1.9%
3M Co.	5,937	979,546
A.O. Smith Corp.	2,914	144,767
Eaton Corp. PLC	4,600	400,706
General Electric Co.	183,801	1,834,334
Illinois Tool Works, Inc.	3,720	627,118
Parker-Hannifin Corp.	2,705	496,340
Textron, Inc.	4,847	223,398
		4,706,209
E-Commerce/Products — 0.1%
eBay, Inc.	10,295	362,899

E-Commerce/Services — 0.5%
Booking Holdings, Inc.†	466	954,727
Expedia Group, Inc.	1,119	152,922
TripAdvisor, Inc.†	730	29,492
		1,137,141
E-Services/Consulting — 0.1%
CDW Corp.	1,768	226,145
Electric Products-Misc. — 0.4%
Emerson Electric Co.	12,955	908,793
Electric-Distribution — 0.5%
CenterPoint Energy, Inc.	10,577	307,473
Sempra Energy	5,782	835,557
		1,143,030
Electric-Integrated — 4.5%
AES Corp.	13,981	238,376
Alliant Energy Corp.	2,151	114,734
American Electric Power Co., Inc.	10,400	981,656
CMS Energy Corp.	2,630	168,110
Consolidated Edison, Inc.	6,995	645,079
Dominion Energy, Inc.	9,174	757,314
DTE Energy Co.	3,861	491,582
Duke Energy Corp.	15,345	1,446,420
Edison International	7,542	474,392
Entergy Corp.	4,188	508,758
Evergy, Inc.	4,959	316,930
Eversource Energy	3,067	256,831
Exelon Corp.	20,463	930,862
FirstEnergy Corp.	11,373	549,543
PPL Corp.	15,211	509,416
Public Service Enterprise Group, Inc.	10,649	674,188
Southern Co.	22,014	1,379,397
WEC Energy Group, Inc.	3,455	326,152
Xcel Energy, Inc.	6,074	385,760
		11,155,500
Electronic Components-Misc. — 0.0%
Garmin, Ltd.	1,156	108,375
Electronic Components-Semiconductors — 2.2%
Intel Corp.	30,789	1,740,502
IPG Photonics Corp.†	751	100,844
Microchip Technology, Inc.	2,457	231,670
Micron Technology, Inc.†	23,247	1,105,395
NVIDIA Corp.	6,028	1,211,749
Qorvo, Inc.†	2,481	200,614
Skyworks Solutions, Inc.	1,410	128,395
Texas Instruments, Inc.	6,685	788,763
		5,507,932
Electronic Connectors — 0.4%
Amphenol Corp., Class A	3,884	389,682
TE Connectivity, Ltd.	7,075	633,212
		1,022,894
Electronic Measurement Instruments — 0.3%
Agilent Technologies, Inc.	3,063	232,022
FLIR Systems, Inc.	2,856	147,256
Fortive Corp.	6,219	429,111
		808,389
Electronic Security Devices — 0.0%
Allegion PLC	964	111,863
Engineering/R&D Services — 0.1%
Jacobs Engineering Group, Inc.	2,854	267,077
Engines-Internal Combustion — 0.2%
Cummins, Inc.	3,323	573,151
Enterprise Software/Service — 0.5%
Oracle Corp.	23,184	1,263,296
Entertainment Software — 0.5%
Activision Blizzard, Inc.	16,154	905,109
Electronic Arts, Inc.†	3,228	311,179
		1,216,288
Finance-Consumer Loans — 0.2%
Synchrony Financial	12,855	454,681
Finance-Credit Card — 0.8%
American Express Co.	7,164	840,194
Capital One Financial Corp.	9,906	923,734
Discover Financial Services	2,346	188,290
Western Union Co.	5,178	129,761
		2,081,979
Finance-Investment Banker/Broker — 0.2%
Charles Schwab Corp.	11,761	478,790
E*TRADE Financial Corp.	1,959	81,867
		560,657
Finance-Other Services — 0.6%
CME Group, Inc.	7,542	1,551,766
Nasdaq, Inc.	728	72,633
		1,624,399
Food-Confectionery — 0.2%
Hershey Co.	1,224	179,769
J.M. Smucker Co.	2,402	253,843
		433,612
Food-Meat Products — 0.2%
Tyson Foods, Inc., Class A	6,206	513,795
Food-Misc./Diversified — 1.2%
Campbell Soup Co.	3,552	164,493
Conagra Brands, Inc.	10,248	277,208
General Mills, Inc.	12,710	646,431
Kraft Heinz Co.	13,104	423,652
Mondelez International, Inc., Class A	30,373	1,593,064
		3,104,848
Food-Retail — 0.2%
Kroger Co.	16,823	414,519
Food-Wholesale/Distribution — 0.1%
Sysco Corp.	3,999	319,400
Gas-Distribution — 0.1%
Atmos Energy Corp.	1,021	114,842
NiSource, Inc.	7,863	220,479
		335,321
Gold Mining — 0.3%
Newmont Goldcorp Corp.	17,268	686,058
Home Decoration Products — 0.0%
Newell Brands, Inc.	3,852	73,072

Home Furnishings — 0.1%
Leggett & Platt, Inc.	2,769	142,050
Hotels/Motels — 0.2%
Marriott International, Inc., Class A	3,454	437,104
Human Resources — 0.0%
Robert Half International, Inc.	1,337	76,570
Industrial Automated/Robotic — 0.1%
Rockwell Automation, Inc.	1,232	211,892
Industrial Gases — 0.3%
Linde PLC	3,757	745,201
Instruments-Controls — 0.6%
Honeywell International, Inc.	7,577	1,308,775
Mettler-Toledo International, Inc.†	187	131,824
		1,440,599
Instruments-Scientific — 0.1%
PerkinElmer, Inc.	1,123	96,533
Waters Corp.†	562	118,931
		215,464
Insurance Brokers — 0.6%
Aon PLC	1,838	355,028
Arthur J. Gallagher & Co.	1,293	117,948
Marsh & McLennan Cos., Inc.	3,945	408,781
Willis Towers Watson PLC	2,717	507,807
		1,389,564
Insurance-Life/Health — 0.9%
Aflac, Inc.	15,593	828,924
Globe Life, Inc.	1,163	113,195
Lincoln National Corp.	4,216	238,120
Principal Financial Group, Inc.	5,461	291,508
Prudential Financial, Inc.	8,467	771,682
Unum Group	4,394	121,011
		2,364,440
Insurance-Multi-line — 2.0%
Allstate Corp.	6,933	737,810
American International Group, Inc.(2)	18,321	970,280
Assurant, Inc.	1,287	162,252
Chubb, Ltd.	9,599	1,463,080
Cincinnati Financial Corp.	1,664	188,381
Hartford Financial Services Group, Inc.	7,615	434,664
Loews Corp.	5,477	268,373
MetLife, Inc.	16,764	784,388
		5,009,228
Insurance-Property/Casualty — 2.3%
Berkshire Hathaway, Inc., Class B†	21,475	4,565,155
Progressive Corp.	5,787	403,354
Travelers Cos., Inc.	5,484	718,733
		5,687,242
Insurance-Reinsurance — 0.1%
Everest Re Group, Ltd.	858	220,583
Internet Security — 0.1%
NortonLifelock, Inc.	11,975	273,988
Investment Management/Advisor Services — 0.9%
Affiliated Managers Group, Inc.	1,067	85,232
Ameriprise Financial, Inc.	1,268	191,328
BlackRock, Inc.	2,474	1,142,246
Franklin Resources, Inc.	5,940	163,647
Invesco, Ltd.	8,113	136,461
Raymond James Financial, Inc.	2,603	217,324
T. Rowe Price Group, Inc.	2,481	287,300
		2,223,538
Machinery-Construction & Mining — 0.7%
Caterpillar, Inc.	11,849	1,632,792
Machinery-Farming — 0.5%
Deere & Co.	6,632	1,154,897
Machinery-General Industrial — 0.1%
Wabtec Corp.	2,071	143,665
Machinery-Pumps — 0.1%
Dover Corp.	3,063	318,215
Flowserve Corp.	1,298	63,394
		381,609
Medical Labs & Testing Services — 0.3%
IQVIA Holdings, Inc.†	1,036	149,619
Laboratory Corp. of America Holdings†	2,058	339,097
Quest Diagnostics, Inc.	2,836	287,145
		775,861
Medical Products — 0.8%
Baxter International, Inc.	6,129	470,094
Becton Dickinson and Co.	2,104	538,624
Cooper Cos., Inc.	595	173,145
Henry Schein, Inc.†	1,717	107,459
Hologic, Inc.†	2,533	122,369
Stryker Corp.	2,771	599,284
		2,010,975
Medical-Biomedical/Gene — 1.7%
Amgen, Inc.	4,294	915,695
Biogen, Inc.†	1,787	533,795
Celgene Corp.†	7,911	854,625
Gilead Sciences, Inc.	26,673	1,699,337
Incyte Corp.†	1,955	164,064
Regeneron Pharmaceuticals, Inc.†	690	211,333
		4,378,849
Medical-Drugs — 2.8%
AbbVie, Inc.	14,946	1,188,954
Allergan PLC	6,909	1,216,744
Bristol-Myers Squibb Co.	16,881	968,463
Johnson & Johnson	22,789	3,009,060
Zoetis, Inc.	4,526	578,966
		6,962,187
Medical-Generic Drugs — 0.1%
Mylan NV†	10,865	208,065
Perrigo Co. PLC	2,865	151,902
		359,967
Medical-HMO — 2.8%
Anthem, Inc.	5,388	1,449,803
Centene Corp.†	8,711	462,380
UnitedHealth Group, Inc.	19,959	5,043,639
		6,955,822
Medical-Hospitals — 0.0%
Universal Health Services, Inc., Class B	736	101,171

Medical-Wholesale Drug Distribution — 0.4%
AmerisourceBergen Corp.	3,203	273,472
Cardinal Health, Inc.	6,279	310,497
McKesson Corp.	3,894	517,902
		1,101,871
Metal-Copper — 0.1%
Freeport-McMoRan, Inc.	16,806	165,035
Motorcycle/Motor Scooter — 0.1%
Harley-Davidson, Inc.	3,301	128,442
Multimedia — 0.9%
Viacom, Inc., Class B	7,455	160,730
Walt Disney Co.	16,693	2,168,754
		2,329,484
Non-Hazardous Waste Disposal — 0.1%
Republic Services, Inc.	2,541	222,363
Office Automation & Equipment — 0.1%
Xerox Holdings Corp.	4,008	135,991
Office Supplies & Forms — 0.0%
Avery Dennison Corp.	975	124,664
Oil & Gas Drilling — 0.0%
Helmerich & Payne, Inc.	2,305	86,438
Oil Companies-Exploration & Production — 0.7%
Cabot Oil & Gas Corp.	2,732	50,924
Cimarex Energy Co.	940	39,687
Concho Resources, Inc.	1,906	128,693
EOG Resources, Inc.	12,223	847,176
Hess Corp.	2,453	161,285
Noble Energy, Inc.	10,072	193,987
Pioneer Natural Resources Co.	3,520	433,030
		1,854,782
Oil Companies-Integrated — 2.9%
Chevron Corp.	39,983	4,643,626
Exxon Mobil Corp.	39,209	2,649,352
		7,292,978
Oil Field Machinery & Equipment — 0.1%
National Oilwell Varco, Inc.	8,127	183,833
Oil Refining & Marketing — 1.1%
Marathon Petroleum Corp.	13,865	886,667
Phillips 66	9,447	1,103,599
Valero Energy Corp.	8,728	846,441
		2,836,707
Oil-Field Services — 0.7%
Baker Hughes a GE Co., LLC	13,671	292,559
Halliburton Co.	18,448	355,124
Schlumberger, Ltd.	29,127	952,162
TechnipFMC PLC	8,839	174,394
		1,774,239
Paper & Related Products — 0.1%
International Paper Co.	8,274	361,408
Pharmacy Services — 1.0%
Cigna Corp.	3,420	610,333
CVS Health Corp.	27,390	1,818,422
		2,428,755
Pipelines — 0.7%
Kinder Morgan, Inc.	41,003	819,240
ONEOK, Inc.	3,740	261,164
Williams Cos., Inc.	25,526	569,485
		1,649,889
Publishing-Newspapers — 0.1%
News Corp., Class A	8,122	111,352
News Corp., Class B	2,565	36,218
		147,570
Real Estate Investment Trusts — 2.7%
Alexandria Real Estate Equities, Inc.	2,389	379,254
AvalonBay Communities, Inc.	941	204,818
Boston Properties, Inc.	1,423	195,236
Crown Castle International Corp.	5,166	716,989
Digital Realty Trust, Inc.	1,931	245,314
Duke Realty Corp.	2,512	88,272
Equinix, Inc.	715	405,248
Equity Residential	2,349	208,262
Essex Property Trust, Inc.	360	117,767
Extra Space Storage, Inc.	920	103,288
Federal Realty Investment Trust	763	103,776
Host Hotels & Resorts, Inc.	8,147	133,529
Iron Mountain, Inc.	6,047	198,341
Kimco Realty Corp.	8,890	191,668
Macerich Co.	2,321	63,827
Mid-America Apartment Communities, Inc.	1,057	146,912
Prologis, Inc.	13,292	1,166,506
Realty Income Corp.	1,810	148,040
Regency Centers Corp.	1,941	130,513
SBA Communications Corp.	1,000	240,650
Simon Property Group, Inc.	2,141	322,606
SL Green Realty Corp.	1,736	145,130
UDR, Inc.	2,775	139,444
Ventas, Inc.	7,847	510,840
Vornado Realty Trust	1,634	107,239
Weyerhaeuser Co.	15,689	458,276
		6,871,745
Real Estate Management/Services — 0.1%
CBRE Group, Inc., Class A†	7,084	379,348
Rental Auto/Equipment — 0.0%
United Rentals, Inc.†	764	102,048
Retail-Apparel/Shoe — 0.2%
Gap, Inc.	4,511	73,349
L Brands, Inc.	4,890	83,325
Ross Stores, Inc.	3,303	362,240
		518,914
Retail-Auto Parts — 0.2%
Advance Auto Parts, Inc.	526	85,464
Genuine Parts Co.	3,077	315,639
		401,103
Retail-Automobile — 0.1%
CarMax, Inc.†	1,918	178,700

Retail-Building Products — 1.6%
Home Depot, Inc.	12,455	2,921,694
Lowe’s Cos., Inc.	8,778	979,713
		3,901,407
Retail-Consumer Electronics — 0.1%
Best Buy Co., Inc.	4,885	350,890
Retail-Discount — 3.2%
Costco Wholesale Corp.	9,262	2,751,833
Dollar Tree, Inc.†	4,984	550,234
Target Corp.	10,761	1,150,458
Walmart, Inc.	29,952	3,512,171
		7,964,696
Retail-Drug Store — 0.3%
Walgreens Boots Alliance, Inc.	15,978	875,275
Retail-Jewelry — 0.1%
Tiffany & Co.	1,259	156,758
Retail-Major Department Stores — 0.0%
Nordstrom, Inc.	1,148	41,213
Retail-Regional Department Stores — 0.1%
Kohl’s Corp.	3,351	171,772
Macy’s, Inc.	3,774	57,214
		228,986
Retail-Restaurants — 0.4%
Darden Restaurants, Inc.	776	87,121
Starbucks Corp.	12,353	1,044,570
		1,131,691
Savings & Loans/Thrifts — 0.1%
People’s United Financial, Inc.	9,341	151,044
Semiconductor Components-Integrated Circuits — 0.6%
Analog Devices, Inc.	3,579	381,629
Maxim Integrated Products, Inc.	2,285	134,038
QUALCOMM, Inc.	12,289	988,527
		1,504,194
Semiconductor Equipment — 0.9%
Applied Materials, Inc.	19,455	1,055,628
KLA Corp.	1,509	255,081
Lam Research Corp.	3,044	825,046
		2,135,755
Shipbuilding — 0.1%
Huntington Ingalls Industries, Inc.	871	196,550
Steel-Producers — 0.1%
Nucor Corp.	6,385	343,832
Telecom Equipment-Fiber Optics — 0.2%
Corning, Inc.	16,446	487,295
Telecommunication Equipment — 0.1%
Juniper Networks, Inc.	7,283	180,764
Telephone-Integrated — 2.5%
AT&T, Inc.	153,893	5,923,342
CenturyLink, Inc.	20,675	267,534
		6,190,876

Television — 0.1%
CBS Corp., Class B		6,892			248,388
Textile-Home Furnishings — 0.1%
Mohawk Industries, Inc.†		1,261			180,802
Tobacco — 1.2%
Altria Group, Inc.		39,344			1,762,218
Philip Morris International, Inc.		16,056			1,307,600
					3,069,818
Tools-Hand Held — 0.3%
Snap-on, Inc.		1,163			189,185
Stanley Black & Decker, Inc.		3,196			483,651
					672,836
Toys — 0.0%
Hasbro, Inc.		1,063			103,441
Transport-Rail — 0.2%
Kansas City Southern		1,186			166,965
Norfolk Southern Corp.		1,720			313,040
					480,005
Transport-Services — 0.6%
C.H. Robinson Worldwide, Inc.		2,851			215,650
FedEx Corp.		2,780			424,395
United Parcel Service, Inc., Class B		7,354			846,960
					1,487,005
Transport-Truck — 0.0%
JB Hunt Transport Services, Inc.		594			69,831
Water — 0.1%
American Water Works Co., Inc.		1,408			173,564
Water Treatment Systems — 0.1%
Pentair PLC		3,539			146,762
Total Common Stocks (cost $222,349,288)					248,400,858
EXCHANGE-TRADED FUNDS — 0.4%
iShares S&P 500 Value ETF (cost $832,455)		7,240			885,307
Total Long-Term Investment Securities (cost $223,181,743)					249,286,165
SHORT-TERM INVESTMENT SECURITIES — 0.1%
U.S. Government Treasuries — 0.1%
United States Treasury Bills 1.87% due 11/12/2019(1) (cost $349,800)	$	350,000			349,837
TOTAL INVESTMENTS (cost $223,531,543)		99.9	%		249,636,002
Other assets less liabilities		0.1			155,548
NET ASSETS		100.0	%	$	249,791,550

† Non-income producing security

(1) The security or portion thereof was pledged as collateral to cover margin requirements for open future contracts.

(2) Security represents an investment in an affiliated company (see Note 2).

ETF — Exchange-Traded Funds

Futures Contracts

Number of Contracts	Type		Description	Expiration Month		Notional Basis*		Notional Value*		Unrealized Appreciation
4		Long	S&P 500 E-Mini Index		December 2019	$	601,588	$	607,160	$	5,572

* 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.

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks	$	248,400,858	$	—	$	—	$	248,400,858
Exchange-Traded Funds		885,307		—		—		885,307
Short-Term Investment Securities		—		349,837		—		349,837
Total Investments at Value	$	249,286,165	$	349,837	$	—	$	249,636,002
Other Financial Instruments:+
Futures Contracts	$	5,572	$	—	$	—	$	5,572

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

+ Amounts presented represent unrealized appreciation/depreciation as of the end of the reporting period.

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA Legg Mason BW Large Cap Value Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares		Value (Note 1)
COMMON STOCKS — 97.7%
Advertising Agencies — 0.3%
Interpublic Group of Cos., Inc.		56,600	$	1,231,050
Omnicom Group, Inc.		35,000		2,701,650
				3,932,700
Aerospace/Defense — 3.0%
General Dynamics Corp.		46,300		8,185,840
Lockheed Martin Corp.		38,100		14,351,508
Northrop Grumman Corp.		24,800		8,741,504
Raytheon Co.		37,600		7,979,096
Spirit AeroSystems Holdings, Inc., Class A		17,100		1,399,122
				40,657,070
Agricultural Operations — 0.2%
Archer-Daniels-Midland Co.		81,400		3,422,056
Airlines — 1.2%
Alaska Air Group, Inc.		19,400		1,346,942
Delta Air Lines, Inc.		104,000		5,728,320
JetBlue Airways Corp.†		44,800		864,640
Southwest Airlines Co.		85,800		4,815,954
United Airlines Holdings, Inc.†		40,900		3,715,356
				16,471,212
Apparel Manufacturers — 0.1%
Hanesbrands, Inc.		42,200		641,862
Ralph Lauren Corp.		7,900		758,874
				1,400,736
Appliances — 0.1%
Whirlpool Corp.		10,000		1,521,200
Applications Software — 0.1%
CDK Global, Inc.		18,300		924,882
Auto-Cars/Light Trucks — 1.0%
Ford Motor Co.		626,800		5,384,212
General Motors Co.		207,600		7,714,416
				13,098,628
Auto-Heavy Duty Trucks — 0.3%
PACCAR, Inc.		55,700		4,236,542
Auto/Truck Parts & Equipment-Original — 0.5%
Allison Transmission Holdings, Inc.		20,700		902,727
Aptiv PLC		38,000		3,402,900
BorgWarner, Inc.		32,900		1,371,272
Lear Corp.		9,100		1,071,707
				6,748,606
Banks-Commercial — 1.7%
BB&T Corp.		113,300		6,010,565
CIT Group, Inc.		19,400		832,066
Citizens Financial Group, Inc.		71,000		2,496,360
Commerce Bancshares, Inc.		16,550		1,065,158
Cullen/Frost Bankers, Inc.		9,500		855,760
M&T Bank Corp.		22,000		3,443,660
Popular, Inc.		14,100		767,886
Prosperity Bancshares, Inc.		10,000		690,200
Regions Financial Corp.		165,300		2,661,330
Signature Bank		8,300		982,056
SVB Financial Group†		6,400		1,417,472
Zions Bancorp NA		28,200		1,366,854
				22,589,367
Banks-Fiduciary — 0.7%
Bank of New York Mellon Corp.		146,900		6,867,575
Northern Trust Corp.		31,800		3,169,824
				10,037,399
Banks-Super Regional — 5.1%
Huntington Bancshares, Inc.		157,600		2,226,888
KeyCorp		156,000		2,803,320
PNC Financial Services Group, Inc.		69,200		10,151,640
SunTrust Banks, Inc.		68,200		4,660,788
US Bancorp		240,200		13,696,204
Wells Fargo & Co.		709,700		36,641,811
				70,180,651
Brewery — 0.1%
Molson Coors Brewing Co., Class B		23,600		1,244,192
Building & Construction Products-Misc. — 0.2%
Fortune Brands Home & Security, Inc.		22,300		1,339,115
Owens Corning		17,400		1,066,272
				2,405,387
Building Products-Air & Heating — 0.3%
Johnson Controls International PLC		94,800		4,107,684
Building Products-Wood — 0.1%
Masco Corp.		46,200		2,136,750
Building-Residential/Commercial — 0.6%
D.R. Horton, Inc.		54,500		2,854,165
Lennar Corp., Class A		45,800		2,729,680
PulteGroup, Inc.		43,600		1,710,864
Toll Brothers, Inc.		22,900		910,733
				8,205,442
Cable/Satellite TV — 2.4%
Comcast Corp., Class A		725,900		32,534,838
Casino Hotels — 0.1%
Las Vegas Sands Corp.		33,200		2,053,088
Chemicals-Diversified — 1.3%
Celanese Corp.		20,000		2,423,000
Eastman Chemical Co.		22,400		1,703,296
FMC Corp.		20,700		1,894,050
Huntsman Corp.		32,900		728,077
LyondellBasell Industries NV, Class A		66,600		5,974,020
PPG Industries, Inc.		36,300		4,541,856
				17,264,299
Commercial Services — 0.1%
Nielsen Holdings PLC		48,200		971,712
Quanta Services, Inc.		22,600		950,330
				1,922,042
Commercial Services-Finance — 0.1%
H&R Block, Inc.		30,600		764,694
Computer Services — 1.9%
Cognizant Technology Solutions Corp., Class A		82,700		5,039,738
International Business Machines Corp.		142,000		18,989,660
Leidos Holdings, Inc.		21,100		1,819,453
				25,848,851
Computers — 4.2%
Apple, Inc.		217,300		54,055,548
Hewlett Packard Enterprise Co.		209,000		3,429,690
				57,485,238

Containers-Paper/Plastic — 0.2%
Packaging Corp. of America	13,000	1,422,980
Sealed Air Corp.	25,200	1,052,604
Sonoco Products Co.	13,400	773,180
		3,248,764
Cruise Lines — 0.4%
Norwegian Cruise Line Holdings, Ltd.†	34,600	1,756,296
Royal Caribbean Cruises, Ltd.	30,600	3,330,198
		5,086,494
Dialysis Centers — 0.1%
DaVita, Inc.†	23,600	1,382,960
Distribution/Wholesale — 0.4%
HD Supply Holdings, Inc.†	25,000	988,500
LKQ Corp.†	49,500	1,682,505
WW Grainger, Inc.	8,700	2,686,908
		5,357,913
Diversified Banking Institutions — 11.3%
Bank of America Corp.	1,288,100	40,278,887
Citigroup, Inc.	375,100	26,954,686
Goldman Sachs Group, Inc.	55,200	11,778,576
JPMorgan Chase & Co.	504,000	62,959,680
Morgan Stanley	262,400	12,083,520
		154,055,349
Diversified Manufacturing Operations — 0.9%
A.O. Smith Corp.	17,300	859,464
Eaton Corp. PLC	67,200	5,853,792
Parker-Hannifin Corp.	20,800	3,816,592
Textron, Inc.	36,800	1,696,112
		12,225,960
Electric Products-Misc. — 0.5%
Emerson Electric Co.	90,900	6,376,635
Electric-Integrated — 2.1%
AES Corp.	77,200	1,316,260
American Electric Power Co., Inc.	68,700	6,484,593
DTE Energy Co.	26,200	3,335,784
Evergy, Inc.	37,400	2,390,234
Eversource Energy	42,200	3,533,828
OGE Energy Corp.	23,500	1,011,910
Pinnacle West Capital Corp.	16,000	1,505,920
Public Service Enterprise Group, Inc.	73,000	4,621,630
WEC Energy Group, Inc.	45,100	4,257,440
		28,457,599
Electronic Components-Misc. — 0.2%
Gentex Corp.	40,800	1,144,440
Sensata Technologies Holding PLC†	26,300	1,346,297
		2,490,737
Electronic Components-Semiconductors — 5.1%
Broadcom, Inc.	56,900	16,663,165
Intel Corp.	708,800	40,068,464
Micron Technology, Inc.†	163,400	7,769,670
ON Semiconductor Corp.†	65,700	1,340,280
Qorvo, Inc.†	19,200	1,552,512
Skyworks Solutions, Inc.	27,600	2,513,256
		69,907,347
Electronic Parts Distribution — 0.1%
Arrow Electronics, Inc.†	13,600	1,078,208
Engineering/R&D Services — 0.1%
AECOM†	25,200	1,008,252
Engines-Internal Combustion — 0.3%
Cummins, Inc.	25,300	4,363,744
Enterprise Software/Service — 2.2%
Oracle Corp.	559,400	30,481,706
Finance-Auto Loans — 0.3%
Ally Financial, Inc.	63,300	1,938,879
Credit Acceptance Corp.†	2,600	1,138,306
Santander Consumer USA Holdings, Inc.	52,900	1,326,732
		4,403,917
Finance-Consumer Loans — 0.3%
Synchrony Financial	100,100	3,540,537
Finance-Credit Card — 2.0%
American Express Co.	126,200	14,800,736
Capital One Financial Corp.	69,500	6,480,875
Discover Financial Services	55,200	4,430,352
Western Union Co.	67,700	1,696,562
		27,408,525
Finance-Investment Banker/Broker — 0.6%
Charles Schwab Corp.	181,400	7,384,794
Jefferies Financial Group, Inc.	53,800	1,004,446
		8,389,240
Finance-Other Services — 0.1%
SEI Investments Co.	21,500	1,288,280
Food-Confectionery — 0.1%
J.M. Smucker Co.	16,200	1,712,016
Food-Meat Products — 0.3%
Tyson Foods, Inc., Class A	42,300	3,502,017
Food-Misc./Diversified — 0.4%
Campbell Soup Co.	43,600	2,019,116
Kellogg Co.	54,800	3,481,444
		5,500,560
Food-Wholesale/Distribution — 0.0%
US Foods Holding Corp.†	14,000	555,380
Footwear & Related Apparel — 0.1%
Skechers U.S.A., Inc., Class A†	19,200	717,504
Home Furnishings — 0.1%
Leggett & Platt, Inc.	18,100	928,530
Hotels/Motels — 0.0%
Hyatt Hotels Corp., Class A	5,400	403,596
Human Resources — 0.1%
ManpowerGroup, Inc.	9,000	818,280
Robert Half International, Inc.	17,200	985,044
		1,803,324
Independent Power Producers — 0.1%
Vistra Energy Corp.	78,800	2,129,964
Industrial Automated/Robotic — 0.2%
Rockwell Automation, Inc.	17,300	2,975,427
Insurance-Life/Health — 1.6%
Aflac, Inc.	113,300	6,023,028

Athene Holding, Ltd., Class A†	23,600	1,023,060
AXA Equitable Holdings, Inc.	72,500	1,566,000
Globe Life, Inc.	39,600	3,854,268
Lincoln National Corp.	31,100	1,756,528
Principal Financial Group, Inc.	41,300	2,204,594
Prudential Financial, Inc.	61,200	5,577,768
		22,005,246
Insurance-Multi-line — 2.7%
Allstate Corp.	53,200	5,661,544
American Financial Group, Inc.	24,900	2,590,596
Assurant, Inc.	9,200	1,159,844
Chubb, Ltd.	67,600	10,303,592
Cincinnati Financial Corp.	23,800	2,694,398
Hartford Financial Services Group, Inc.	51,600	2,945,328
Loews Corp.	47,100	2,307,900
MetLife, Inc.	152,900	7,154,191
Old Republic International Corp.	37,200	831,048
Voya Financial, Inc.	25,600	1,381,376
		37,029,817
Insurance-Property/Casualty — 2.0%
Alleghany Corp.†	2,600	2,023,554
Arch Capital Group, Ltd.†	58,900	2,459,664
Fidelity National Financial, Inc.	33,200	1,521,888
Hanover Insurance Group, Inc.	5,800	763,918
Markel Corp.†	1,990	2,330,290
Progressive Corp.	69,700	4,858,090
Travelers Cos., Inc.	90,700	11,887,142
WR Berkley Corp.	26,950	1,883,805
		27,728,351
Insurance-Reinsurance — 0.2%
Everest Re Group, Ltd.	6,200	1,593,958
Reinsurance Group of America, Inc.	9,500	1,543,465
		3,137,423
Investment Management/Advisor Services — 1.7%
Ameriprise Financial, Inc.	23,800	3,591,182
BlackRock, Inc.	22,700	10,480,590
Franklin Resources, Inc.	73,800	2,033,190
LPL Financial Holdings, Inc.	12,000	970,080
Raymond James Financial, Inc.	20,600	1,719,894
T. Rowe Price Group, Inc.	35,000	4,053,000
		22,847,936
Lighting Products & Systems — 0.1%
Acuity Brands, Inc.	6,500	811,135
Machine Tools & Related Products — 0.1%
Lincoln Electric Holdings, Inc.	9,300	833,001
Machinery-Construction & Mining — 0.9%
Caterpillar, Inc.	83,200	11,464,960
Oshkosh Corp.	10,300	879,414
		12,344,374
Machinery-Farming — 0.7%
AGCO Corp.	12,500	958,625
Deere & Co.	50,500	8,794,070
		9,752,695
Machinery-General Industrial — 0.0%
Crane Co.	6,000	459,120
Machinery-Pumps — 0.2%
Dover Corp.	21,300	2,212,857
Medical Labs & Testing Services — 0.3%
Laboratory Corp. of America Holdings†	15,500	2,553,935
Quest Diagnostics, Inc.	22,000	2,227,500
		4,781,435
Medical Products — 0.1%
Henry Schein, Inc.†	21,900	1,370,612
Medical-Biomedical/Gene — 2.5%
Amgen, Inc.	97,200	20,727,900
Bio-Rad Laboratories, Inc., Class A†	3,900	1,293,318
Gilead Sciences, Inc.	189,700	12,085,787
		34,107,005
Medical-Drugs — 8.1%
Bristol-Myers Squibb Co.	181,600	10,418,392
Jazz Pharmaceuticals PLC†	9,200	1,155,796
Johnson & Johnson	378,600	49,990,344
Merck & Co., Inc.	367,300	31,830,218
Pfizer, Inc.	430,200	16,506,774
		109,901,524
Medical-Generic Drugs — 0.1%
Perrigo Co. PLC	22,200	1,177,044
Medical-HMO — 1.2%
Anthem, Inc.	38,000	10,225,040
Humana, Inc.	20,100	5,913,420
		16,138,460
Medical-Hospitals — 0.5%
HCA Healthcare, Inc.	50,600	6,757,124
Medical-Wholesale Drug Distribution — 0.7%
AmerisourceBergen Corp.	33,100	2,826,078
Cardinal Health, Inc.	46,600	2,304,370
McKesson Corp.	29,400	3,910,200
		9,040,648
Motorcycle/Motor Scooter — 0.1%
Harley-Davidson, Inc.	25,600	996,096
Office Automation & Equipment — 0.1%
Xerox Holdings Corp.	33,500	1,136,655
Office Supplies & Forms — 0.1%
Avery Dennison Corp.	11,400	1,457,604
Oil Companies-Exploration & Production — 1.0%
ConocoPhillips	167,900	9,268,080
Hess Corp.	45,100	2,965,325
Noble Energy, Inc.	76,500	1,473,390
		13,706,795
Oil Companies-Integrated — 5.9%
Chevron Corp.	303,700	35,271,718
Exxon Mobil Corp.	677,100	45,751,647
		81,023,365
Oil Refining & Marketing — 1.2%
HollyFrontier Corp.	26,500	1,455,910
Phillips 66	71,600	8,364,312

Valero Energy Corp.	66,200			6,420,076
				16,240,298
Paper & Related Products — 0.2%
International Paper Co.	63,100			2,756,208
Physical Therapy/Rehabilitation Centers — 0.1%
Encompass Health Corp.	14,200			909,084
Power Converter/Supply Equipment — 0.1%
Hubbell, Inc.	8,700			1,232,790
Real Estate Management/Services — 0.2%
CBRE Group, Inc., Class A†	53,900			2,886,345
Real Estate Operations & Development — 0.0%
Howard Hughes Corp.†	2,000			223,640
Recreational Vehicles — 0.1%
Polaris, Inc.	9,700			956,905
Rental Auto/Equipment — 0.2%
AMERCO	3,100			1,255,624
United Rentals, Inc.†	12,600			1,682,982
				2,938,606
Retail-Auto Parts — 0.5%
AutoZone, Inc.†	3,900			4,463,082
Genuine Parts Co.	21,400			2,195,212
				6,658,294
Retail-Automobile — 0.2%
CarMax, Inc.†	26,200			2,441,054
Retail-Consumer Electronics — 0.2%
Best Buy Co., Inc.	42,300			3,038,409
Retail-Discount — 0.6%
Target Corp.	78,700			8,413,817
Retail-Home Furnishings — 0.1%
Williams-Sonoma, Inc.	12,700			848,233
Savings & Loans/Thrifts — 0.1%
New York Community Bancorp, Inc.	69,000			803,850
Semiconductor Equipment — 0.9%
Applied Materials, Inc.	136,100			7,384,786
Lam Research Corp.	20,200			5,475,008
				12,859,794
Shipbuilding — 0.1%
Huntington Ingalls Industries, Inc.	6,800			1,534,488
Steel-Producers — 0.3%
Nucor Corp.	45,600			2,455,560
Reliance Steel & Aluminum Co.	10,400			1,206,816
				3,662,376
Telecom Equipment-Fiber Optics — 0.4%
Corning, Inc.	167,900			4,974,877
Telecommunication Equipment — 0.1%
Juniper Networks, Inc.	49,500			1,228,590
Telephone-Integrated — 2.9%
Verizon Communications, Inc.	661,700			40,012,999
Textile-Home Furnishings — 0.1%
Mohawk Industries, Inc.†	11,500			1,648,870
Theaters — 0.0%
Cinemark Holdings, Inc.	10,100			369,660
Tobacco — 1.5%
Philip Morris International, Inc.	248,800			20,262,272
Tools-Hand Held — 0.4%
Snap-on, Inc.	8,600			1,398,962
Stanley Black & Decker, Inc.	24,500			3,707,585
				5,106,547
Transport-Rail — 0.7%
CSX Corp.	127,700			8,973,479
Transport-Services — 1.1%
C.H. Robinson Worldwide, Inc.	21,800			1,648,952
United Parcel Service, Inc., Class B	111,800			12,876,006
				14,524,958
Transport-Truck — 0.1%
Knight-Swift Transportation Holdings, Inc.	27,000			984,420
Water Treatment Systems — 0.1%
Pentair PLC	25,500			1,057,485
Total Common Stocks (cost $1,116,639,803)				1,330,278,709
EXCHANGE-TRADED FUNDS — 1.8%
iShares Russell 1000 Value ETF (cost $24,571,161)	189,900			24,700,293
Total Long-Term Investment Securities (cost $1,141,210,964)				1,354,979,002
SHORT-TERM INVESTMENT SECURITIES — 0.5%
Registered Investment Companies — 0.5%
State Street Institutional U.S. Government Money Market Fund, Premier Class 1.75%(1) (cost $6,325,886)	6,325,886			6,325,886
TOTAL INVESTMENTS (cost $1,147,536,850)	100.0	%		1,361,304,888
Liabilities in excess of other assets	(0.0	)		(410,673	)
NET ASSETS	100.0	%	$	1,360,894,215

† Non-income producing security

(1) The rate shown is the 7-day yield as of October 31, 2019.

ETF - Exchange-Traded Funds

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks	$	1,330,278,709	$	—	$	—	$	1,330,278,709
Exchange-Traded Funds		24,700,293		—		—		24,700,293
Short-Term Investment Securities		6,325,886		—		—		6,325,886
Total Investments at Value	$	1,361,304,888	$	—	$	—	$	1,361,304,888

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA Legg Mason Tactical Opportunities Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
COMMON STOCKS — 62.4%
Advertising Agencies — 0.1%
Interpublic Group of Cos., Inc.		123	$	2,675
Omnicom Group, Inc.		568		43,844
Telaria, Inc.†		900		6,813
				53,332
Advertising Services — 0.0%
Trade Desk, Inc., Class A†		60		12,048
Aerospace/Defense — 0.7%
Dassault Aviation SA		7		9,720
General Dynamics Corp.		103		18,211
Lockheed Martin Corp.		299		112,627
Northrop Grumman Corp.		54		19,034
Raytheon Co.		818		173,588
Spirit AeroSystems Holdings, Inc., Class A		37		3,027
				336,207
Aerospace/Defense-Equipment — 0.2%
Safran SA		125		19,776
United Technologies Corp.		537		77,102
				96,878
Agricultural Biotech — 0.0%
Corteva, Inc.		772		20,365
Agricultural Chemicals — 0.2%
China BlueChemical, Ltd.		38,000		9,262
Incitec Pivot, Ltd.		5,036		11,977
Nutrien, Ltd.		1,040		49,754
OCI NV†		250		5,607
				76,600
Agricultural Operations — 0.0%
Archer-Daniels-Midland Co.		180		7,567
Phibro Animal Health Corp., Class A		250		5,990
				13,557
Airlines — 0.3%
Air Canada†		500		17,804
Alaska Air Group, Inc.		43		2,986
Cathay Pacific Airways, Ltd.		24,870		31,802
Delta Air Lines, Inc.		230		12,668
Deutsche Lufthansa AG		1,538		26,665
Hawaiian Holdings, Inc.		200		5,722
JetBlue Airways Corp.†		98		1,891
Qantas Airways, Ltd.		1,831		8,091
Southwest Airlines Co.		190		10,665
United Airlines Holdings, Inc.†		91		8,266
				126,560
Airport Development/Maintenance — 0.1%
Grupo Aeroportuario del Pacifico SAB de CV, Class B		6,800		71,275
Apparel Manufacturers — 0.1%
Burberry Group PLC		567		15,012
Capri Holdings, Ltd.†		900		27,963
Deckers Outdoor Corp.†		100		15,290
Gildan Activewear, Inc.		300		7,665
Hanesbrands, Inc.		95		1,445
Ralph Lauren Corp.		17		1,633
				69,008
Appliances — 0.0%
Whirlpool Corp.		23		3,499
Applications Software — 1.5%
CDK Global, Inc.		40		2,022
HubSpot, Inc.†		50		7,755
Microsoft Corp.		4,783		685,739
salesforce.com, Inc.†		397		62,126
TravelSky Technology, Ltd.		9,180		20,970
				778,612
Athletic Footwear — 0.0%
adidas AG		68		20,996
Audio/Video Products — 0.0%
Sonos, Inc.†		600		7,848
Sony Corp.		200		12,270
				20,118
Auto-Cars/Light Trucks — 0.8%
Bayerische Motoren Werke AG		770		59,007
Fiat Chrysler Automobiles NV		336		5,219
Ford Motor Co.		11,392		97,857
General Motors Co.		460		17,094
Honda Motor Co., Ltd.		2,489		67,808
Nissan Motor Co., Ltd.		300		1,915
Peugeot SA		437		11,064
Porsche Automobil Holding SE (Preference Shares)		200		14,722
Subaru Corp.		2,200		63,623
Toyota Motor Corp.		300		20,952
Volkswagen AG (Preference Shares)		280		53,307
				412,568
Auto-Heavy Duty Trucks — 0.0%
Isuzu Motors, Ltd.		1,000		11,737
PACCAR, Inc.		122		9,280
				21,017
Auto/Truck Parts & Equipment-Original — 0.2%
Adient PLC		200		4,238
Allison Transmission Holdings, Inc.		45		1,962
Aptiv PLC		84		7,522
BorgWarner, Inc.		73		3,043
Dana, Inc.		950		15,419
JTEKT Corp.		500		6,454
Lear Corp.		21		2,473
Magna International, Inc.		100		5,377
Meritor, Inc.†		400		8,812
Stanley Electric Co., Ltd.		300		8,418
Tenneco, Inc., Class A		200		2,518
Titan International, Inc.		2,300		6,141
				72,377
Banks-Commercial — 1.7%
Amerant Bancorp, Inc.†		400		7,860
Associated Banc-Corp.		300		6,033
Banco Bilbao Vizcaya Argentaria SA		3,000		15,803
Bancorp, Inc.†		1,051		11,456
Bank Leumi Le-Israel B.M.		903		6,574
Bank of Ireland Group PLC		2,000		9,618
Bank of N.T. Butterfield & Son, Ltd.		300		9,885
Bankinter SA		9,045		62,545
Banner Corp.		200		10,796
BAWAG Group AG*		620		25,585
BB&T Corp.		250		13,263

BOC Hong Kong Holdings, Ltd.	3,000	10,337
Cadence BanCorp	1,022	15,718
China Construction Bank Corp.	63,490	51,126
CIT Group, Inc.	42	1,801
Citizens Financial Group, Inc.	156	5,485
Commerce Bancshares, Inc.	36	2,317
Commonwealth Bank of Australia	46	2,494
Cullen/Frost Bankers, Inc.	21	1,892
Customers Bancorp, Inc.†	400	9,432
Danske Bank A/S	5,100	72,768
DNB ASA	2,865	52,059
Erste Group Bank AG	221	7,806
Financial Institutions, Inc.	371	11,661
First BanCorp./Puerto Rico	955	10,047
First Financial Corp.	176	7,721
First Internet Bancorp	125	2,843
Fukuoka Financial Group, Inc.	500	9,769
Grupo Financiero Banorte SAB de CV, Class O	1,100	6,015
Hang Seng Bank, Ltd.	3,400	71,072
Hanmi Financial Corp.	400	7,700
Heartland Financial USA, Inc.	200	9,356
Heritage Commerce Corp.	1,000	12,020
Hilltop Holdings, Inc.	300	7,008
HomeStreet, Inc.†	400	12,004
Hope Bancorp, Inc.	500	7,135
Independent Bank Corp./Michigan	300	6,753
ING Groep NV	1,674	18,909
KBC Group NV	200	14,026
M&T Bank Corp.	49	7,670
Meta Financial Group, Inc.	108	3,419
Midland States Bancorp, Inc.	449	12,033
Northeast Bank	201	4,303
OFG Bancorp	600	12,186
Peapack Gladstone Financial Corp.	110	3,212
Peoples Bancorp, Inc.	398	13,019
Popular, Inc.	32	1,743
Prosperity Bancshares, Inc.	22	1,518
Raiffeisen Bank International AG	357	8,779
Regions Financial Corp.	367	5,909
Republic Bancorp, Inc., Class A	198	8,805
Resona Holdings, Inc.	1,500	6,599
Sandy Spring Bancorp, Inc.	342	11,799
Seven Bank, Ltd.	4,000	11,668
Signature Bank	19	2,248
Simmons First National Corp., Class A	400	9,568
Skandinaviska Enskilda Banken AB, Class A	1,583	15,168
Standard Chartered PLC	7,386	67,068
SVB Financial Group†	14	3,101
Toronto-Dominion Bank	200	11,421
Umpqua Holdings Corp.	400	6,328
Wintrust Financial Corp.	82	5,233
Zions Bancorp NA	63	3,054
		862,543
Banks-Fiduciary — 0.1%
Bank of New York Mellon Corp.	327	15,287
Northern Trust Corp.	71	7,078
		22,365
Banks-Mortgage — 0.0%
Flagstar Bancorp, Inc.	300	10,902
Banks-Super Regional — 0.9%
Huntington Bancshares, Inc.	349	4,931
KeyCorp	345	6,200
PNC Financial Services Group, Inc.	428	62,788
SunTrust Banks, Inc.	150	10,251
US Bancorp	1,727	98,473
Wells Fargo & Co.	5,259	271,522
		454,165
Beverages-Non-alcoholic — 0.8%
Coca-Cola Co.	2,482	135,095
Coca-Cola European Partners PLC	192	10,274
Fevertree Drinks PLC	200	4,819
PepsiCo, Inc.	926	127,019
Suntory Beverage & Food, Ltd.	2,400	102,676
		379,883
Beverages-Wine/Spirits — 0.1%
Diageo PLC	700	28,694
Brewery — 0.4%
Anheuser-Busch InBev SA NV	470	37,763
Anheuser-Busch InBev SA NV ADR	634	51,208
Asahi Group Holdings, Ltd.	1,500	75,423
Boston Beer Co., Inc., Class A†	30	11,234
Kirin Holdings Co., Ltd.	600	12,807
Molson Coors Brewing Co., Class B	51	2,689
Royal Unibrew A/S	125	10,248
		201,372
Building & Construction Products-Misc. — 0.2%
Armstrong Flooring, Inc.†	900	5,526
Builders FirstSource, Inc.†	239	5,404
Caesarstone, Ltd.	400	6,756
Fortune Brands Home & Security, Inc.	49	2,942
Geberit AG	30	15,224
LIXIL Group Corp.	1,000	18,761
Louisiana-Pacific Corp.	400	11,692
Owens Corning	38	2,329
Patrick Industries, Inc.†	300	14,823
Wienerberger AG	1,390	37,578
		121,035
Building & Construction-Misc. — 0.2%
China Machinery Engineering Corp.	40,000	15,773
Eiffage SA	59	6,338
Frontdoor, Inc.†	100	4,823
Kajima Corp.	600	8,312
LendLease Group	1,383	17,819
Obayashi Corp.	5,400	56,005
Taisei Corp.	200	7,964
		117,034
Building Products-Air & Heating — 0.0%
Johnson Controls International PLC	211	9,143
Building Products-Cement — 0.3%
Anhui Conch Cement Co., Ltd.	1,800	10,785

Cemex SAB de CV ADR	6,400	24,128
Continental Building Products, Inc.†	150	4,486
LafargeHolcim, Ltd.	300	15,473
Taiheiyo Cement Corp.	500	14,261
Vulcan Materials Co.	470	67,149
		136,282
Building Products-Doors & Windows — 0.1%
Apogee Enterprises, Inc.	300	11,262
Masonite International Corp.†	200	12,282
		23,544
Building Products-Wood — 0.0%
Boise Cascade Co.	300	10,731
Masco Corp.	103	4,764
		15,495
Building-Heavy Construction — 0.2%
Bouygues SA	740	31,362
China Railway Group, Ltd.	11,000	6,640
Dycom Industries, Inc.†	175	7,978
Granite Construction, Inc.	100	2,354
Orion Group Holdings, Inc.†	4,337	21,251
Primoris Services Corp.	287	5,866
Skanska AB, Class B	784	16,686
Sterling Construction Co., Inc.†	500	8,123
		100,260
Building-Residential/Commercial — 0.5%
Beazer Homes USA, Inc.†	1,000	15,010
Bellway PLC	297	12,157
Berkeley Group Holdings PLC	1,014	57,806
D.R. Horton, Inc.	120	6,284
Daiwa House Industry Co., Ltd.	600	20,752
KB Home	469	16,739
Lennar Corp., Class A	101	6,020
MDC Holdings, Inc.	137	5,303
Meritage Homes Corp.†	100	7,209
PulteGroup, Inc.	97	3,806
Sekisui House, Ltd.	3,600	78,074
Taylor Morrison Home Corp., Class A†	400	10,020
Toll Brothers, Inc.	49	1,949
		241,129
Cable/Satellite TV — 0.8%
Comcast Corp., Class A	8,489	380,477
Casino Hotels — 0.1%
Las Vegas Sands Corp.	74	4,576
Melco Resorts & Entertainment, Ltd. ADR	400	8,616
MGM China Holdings, Ltd.	5,200	8,269
Wynn Macau, Ltd.	5,600	12,206
		33,667
Casino Services — 0.1%
Aristocrat Leisure, Ltd.	500	10,898
Everi Holdings, Inc.†	500	5,030
Sankyo Co., Ltd.	400	14,057
		29,985
Cellular Telecom — 0.6%
China Unicom Hong Kong, Ltd.	10,000	9,916
NTT DOCOMO, Inc.	4,100	112,950
Softbank Corp.	6,700	92,134
Telstra Corp., Ltd.	1,841	4,429
Turkcell Iletisim Hizmet AS ADR	356	1,947
United States Cellular Corp.†	200	7,444
Vodafone Group PLC	30,121	61,413
		290,233
Chemicals-Diversified — 0.7%
Arkema SA	120	12,265
BASF SE	670	50,985
Celanese Corp.	44	5,331
Covestro AG*	96	4,609
DuPont de Nemours, Inc.	291	19,180
Eastman Chemical Co.	48	3,650
FMC Corp.	46	4,209
Huntsman Corp.	73	1,615
LyondellBasell Industries NV, Class A	674	60,458
Mitsubishi Gas Chemical Co., Inc.	500	7,144
Nitto Denko Corp.	100	5,593
PPG Industries, Inc.	1,234	154,398
Showa Denko KK	700	19,932
Solvay SA	116	12,614
Westlake Chemical Corp.	100	6,319
		368,302
Chemicals-Fibers — 0.0%
Rayonier Advanced Materials, Inc.	1,000	4,170
Chemicals-Plastics — 0.0%
A. Schulman, Inc. CVR†(1)	111	33
PolyOne Corp.	100	3,205
		3,238
Chemicals-Specialty — 0.3%
Daicel Corp.	300	2,711
Ecolab, Inc.	791	151,927
Methanex Corp.	200	7,579
Tronox Holdings PLC, Class A	204	1,732
		163,949
Coal — 0.0%
Arch Coal, Inc., Class A	100	7,889
SunCoke Energy, Inc.†	960	5,078
Warrior Met Coal, Inc.	300	5,844
		18,811
Coatings/Paint — 0.1%
Akzo Nobel NV	271	24,950
Sherwin-Williams Co.	69	39,490
		64,440
Commercial Services — 0.1%
HMS Holdings Corp.†	180	5,884
Nielsen Holdings PLC	107	2,157
Quanta Services, Inc.	50	2,103
SGS SA	4	10,413
WW International, Inc.†	250	8,717
		29,274
Commercial Services-Finance — 0.4%
Automatic Data Processing, Inc.	897	145,520

Cardtronics PLC, Class A†	200	6,852
Green Dot Corp., Class A†	300	8,652
H&R Block, Inc.	67	1,674
IHS Markit, Ltd.†	767	53,706
		216,404
Computer Aided Design — 0.0%
Dassault Systemes SE	100	15,174
Computer Data Security — 0.1%
Check Point Software Technologies, Ltd.†	127	14,276
Qualys, Inc.†	100	8,533
Rapid7, Inc.†	202	10,118
Tenable Holdings, Inc.†	300	7,560
		40,487
Computer Services — 0.8%
Amdocs, Ltd.	1,030	67,156
Atos SE	587	45,448
Capgemini SE	564	63,501
Cognizant Technology Solutions Corp., Class A	183	11,152
Infosys, Ltd. ADR	3,680	35,291
International Business Machines Corp.	1,265	169,168
Leidos Holdings, Inc.	46	3,967
MAXIMUS, Inc.	150	11,511
Nomura Research Institute, Ltd.	600	12,840
		420,034
Computer Software — 0.2%
Akamai Technologies, Inc.†	706	61,069
Box, Inc., Class A†	187	3,164
Cornerstone OnDemand, Inc.†	200	11,714
Splunk, Inc.†	369	44,265
		120,212
Computers — 1.3%
Apple, Inc.	2,442	607,472
Hewlett Packard Enterprise Co.	464	7,614
HP, Inc.	2,315	40,211
Nutanix, Inc., Class A†	817	23,873
		679,170
Computers-Integrated Systems — 0.1%
NetScout Systems, Inc.†	375	9,082
Otsuka Corp.	300	12,196
		21,278
Computers-Periphery Equipment — 0.2%
Lite-On Technology Corp.	48,000	79,158
Logitech International SA	230	9,410
		88,568
Consulting Services — 0.1%
Bureau Veritas SA	400	10,212
CRA International, Inc.	200	9,850
Kelly Services, Inc., Class A	300	7,203
		27,265
Consumer Products-Misc. — 0.2%
Kimberly-Clark Corp.	477	63,384
Quanex Building Products Corp.	700	13,503
Spectrum Brands Holdings, Inc.	100	5,021
		81,908
Containers-Paper/Plastic — 0.1%
Greatview Aseptic Packaging Co., Ltd.	51,320	25,870
Packaging Corp. of America	31	3,393
Sealed Air Corp.	54	2,255
Sonoco Products Co.	31	1,789
		33,307
Cosmetics & Toiletries — 0.5%
Essity AB, Class B	400	12,482
Procter & Gamble Co.	1,406	175,061
Unilever NV	700	41,338
		228,881
Cruise Lines — 0.0%
Norwegian Cruise Line Holdings, Ltd.†	76	3,858
Royal Caribbean Cruises, Ltd.	68	7,400
		11,258
Data Processing/Management — 0.1%
CommVault Systems, Inc.†	210	10,431
Fidelity National Information Services, Inc.	275	36,234
		46,665
Diagnostic Equipment — 0.4%
GenMark Diagnostics, Inc.†	900	5,049
Oxford Immunotec Global PLC†	800	12,408
Thermo Fisher Scientific, Inc.	682	205,950
		223,407
Diagnostic Kits — 0.0%
Genomic Health, Inc.†	200	13,336
Dialysis Centers — 0.0%
DaVita, Inc.†	52	3,047
Distribution/Wholesale — 0.3%
HD Supply Holdings, Inc.†	56	2,214
Inchcape PLC	2,109	17,621
LKQ Corp.†	109	3,705
Marubeni Corp.	1,700	12,055
ScanSource, Inc.†	200	6,460
Sojitz Corp.	3,000	9,501
Systemax, Inc.	300	6,492
Titan Machinery, Inc.†	400	6,640
Triton International, Ltd.	282	10,349
Veritiv Corp.†	440	6,002
WESCO International, Inc.†	100	5,015
WW Grainger, Inc.	286	88,328
		174,382
Diversified Banking Institutions — 2.4%
Banco Santander SA	15,427	61,837
Bank of America Corp.	6,863	214,606
Barclays PLC	28,250	61,404
BNP Paribas SA	1,760	91,885
Citigroup, Inc.	835	60,003
Goldman Sachs Group, Inc.	121	25,819
HSBC Holdings PLC	2,500	18,880
JPMorgan Chase & Co.	4,007	500,555

Lloyds Banking Group PLC	27,990	20,594
Mitsubishi UFJ Financial Group, Inc.	4,000	21,106
Mizuho Financial Group, Inc.	4,900	7,659
Morgan Stanley	584	26,893
Royal Bank of Scotland Group PLC	18,240	50,255
Sumitomo Mitsui Financial Group, Inc.	100	3,593
UBS Group AG	1,000	11,799
UniCredit SpA	5,251	66,576
		1,243,464
Diversified Manufacturing Operations — 0.2%
3M Co.	262	43,227
A.O. Smith Corp.	38	1,888
Aalberts NV	300	12,065
Eaton Corp. PLC	149	12,979
Fabrinet†	150	8,435
Illinois Tool Works, Inc.	103	17,364
Parker-Hannifin Corp.	45	8,257
Siemens AG	100	11,530
Textron, Inc.	81	3,733
		119,478
Diversified Minerals — 0.1%
BHP Group PLC	693	14,675
BHP Group, Ltd.	600	14,870
Teck Resources, Ltd., Class B	700	11,065
		40,610
Diversified Operations — 0.1%
CK Hutchison Holdings, Ltd.	1,500	13,878
Jardine Matheson Holdings, Ltd.	590	33,701
Swire Pacific, Ltd., Class A	1,000	9,533
		57,112
E-Commerce/Products — 0.7%
Alibaba Group Holding, Ltd. ADR†	287	50,704
Amazon.com, Inc.†	167	296,702
Etsy, Inc.†	257	11,434
Vipshop Holdings, Ltd. ADR†	1,200	13,848
		372,688
E-Commerce/Services — 0.2%
Auto Trader Group PLC*	2,200	16,021
Booking Holdings, Inc.†	19	38,927
Cargurus, Inc.†	300	10,077
Rightmove PLC	1,610	12,484
Uber Technologies, Inc.†	992	31,248
		108,757
Electric Products-Misc. — 0.1%
Brother Industries, Ltd.	600	11,418
Emerson Electric Co.	201	14,100
		25,518
Electric-Distribution — 0.1%
Sempra Energy	177	25,578
Electric-Generation — 0.1%
Electric Power Development Co., Ltd.	500	12,196
Engie SA	1,133	18,948
Uniper SE	350	10,906
		42,050
Electric-Integrated — 1.8%
AES Corp.	172	2,933
American Electric Power Co., Inc.	151	14,253
Atco, Ltd., Class I	1,500	52,729
Avista Corp.	350	16,810
Canadian Utilities, Ltd., Class A	2,900	84,571
Chubu Electric Power Co., Inc.	800	12,042
Dominion Energy, Inc.	1,000	82,550
DTE Energy Co.	59	7,512
Duke Energy Corp.	769	72,486
EDP - Energias de Portugal SA	19,900	81,898
Endesa SA	608	16,546
Enel SpA	1,479	11,448
Evergy, Inc.	83	5,304
Eversource Energy	95	7,955
Fortum Oyj	743	18,140
IDACORP, Inc.	175	18,833
Kansai Electric Power Co., Inc.	4,200	49,180
NextEra Energy, Inc.	121	28,839
NorthWestern Corp.	80	5,802
OGE Energy Corp.	51	2,196
Origin Energy, Ltd.	802	4,345
Otter Tail Corp.	200	11,336
Pinnacle West Capital Corp.	1,138	107,109
PNM Resources, Inc.	250	13,037
Portland General Electric Co.	1,619	92,089
Public Service Enterprise Group, Inc.	162	10,256
Southern Co.	1,516	94,993
Tohoku Electric Power Co., Inc.	800	8,253
WEC Energy Group, Inc.	101	9,534
		942,979
Electric-Transmission — 0.1%
Red Electrica Corp. SA	3,002	60,434
Electronic Components-Misc. — 0.4%
Benchmark Electronics, Inc.	550	18,645
Gentex Corp.	90	2,525
Jabil, Inc.	1,648	60,679
Nippon Electric Glass Co., Ltd.	500	11,385
Plexus Corp.†	171	12,644
Sanmina Corp.†	500	15,365
Sensata Technologies Holding PLC†	978	50,064
Vishay Intertechnology, Inc.	500	10,075
		181,382
Electronic Components-Semiconductors — 1.0%
Amkor Technology, Inc.†	780	9,695
Broadcom, Inc.	125	36,606
Diodes, Inc.†	203	9,470
DSP Group, Inc.†	100	1,491
Infineon Technologies AG	1,520	29,460
Intel Corp.	3,474	196,385
Micron Technology, Inc.†	363	17,261
NVIDIA Corp.	205	41,209
ON Semiconductor Corp.†	145	2,958
Photronics, Inc.†	1,000	11,800
Qorvo, Inc.†	42	3,396

Skyworks Solutions, Inc.	61	5,555
Texas Instruments, Inc.	1,231	145,246
Xperi Corp.	600	12,183
		522,715
Electronic Forms — 0.5%
Adobe, Inc.†	817	227,069
Electronic Parts Distribution — 0.0%
Arrow Electronics, Inc.†	30	2,378
Electronic Security Devices — 0.0%
Alarm.com Holdings, Inc.†	100	4,940
Engineering/R&D Services — 0.1%
AECOM†	56	2,241
Exponent, Inc.	200	12,706
KBR, Inc.	352	9,912
		24,859
Engines-Internal Combustion — 0.0%
Briggs & Stratton Corp.	1,300	9,581
Cummins, Inc.	56	9,659
		19,240
Enterprise Software/Service — 0.8%
Benefitfocus, Inc.†	100	2,274
Blackline, Inc.†	200	9,348
Manhattan Associates, Inc.†	100	7,495
MobileIron, Inc.†	908	5,684
New Relic, Inc.†	74	4,740
Open Text Corp. (NASDAQ)	2,000	80,520
Open Text Corp. (TSX)	300	12,122
Oracle Corp.	4,440	241,936
Progress Software Corp.	300	11,964
SailPoint Technologies Holding, Inc.†	250	4,840
SAP SE	110	14,575
SPS Commerce, Inc.†	200	10,554
Verint Systems, Inc.†	133	6,037
Workiva, Inc.†	150	6,250
		418,339
Entertainment Software — 0.0%
Glu Mobile, Inc.†	1,400	8,302
Finance-Auto Loans — 0.0%
Ally Financial, Inc.	140	4,288
Credit Acceptance Corp.†	6	2,627
Santander Consumer USA Holdings, Inc.	115	2,884
		9,799
Finance-Consumer Loans — 0.1%
Encore Capital Group, Inc.†	200	6,638
Enova International, Inc.†	581	13,648
Navient Corp.	450	6,196
Regional Management Corp.†	459	13,279
Synchrony Financial	222	7,852
		47,613
Finance-Credit Card — 0.9%
American Express Co.	783	91,830
Capital One Financial Corp.	154	14,361
Discover Financial Services	121	9,712
Visa, Inc., Class A	1,947	348,240
Western Union Co.	150	3,759
		467,902
Finance-Investment Banker/Broker — 0.1%
Charles Schwab Corp.	1,664	67,742
Jefferies Financial Group, Inc.	117	2,184
		69,926
Finance-Leasing Companies — 0.1%
AerCap Holdings NV†	200	11,576
Aircastle, Ltd.	173	4,709
Far East Horizon, Ltd.	25,030	23,733
		40,018
Finance-Mortgage Loan/Banker — 0.0%
OneSavings Bank PLC	1,076	5,018
PennyMac Financial Services, Inc.†	303	9,432
		14,450
Finance-Other Services — 0.4%
BGC Partners, Inc., Class A	2,000	10,400
CME Group, Inc.	350	72,013
IG Group Holdings PLC	12,508	102,949
SEI Investments Co.	46	2,756
		188,118
Financial Guarantee Insurance — 0.1%
Assured Guaranty, Ltd.	100	4,692
MBIA, Inc.†	700	6,503
MGIC Investment Corp.	850	11,653
Radian Group, Inc.	600	15,060
		37,908
Food-Confectionery — 0.3%
Hershey Co.	601	88,269
J.M. Smucker Co.	359	37,939
		126,208
Food-Dairy Products — 0.0%
Danone SA	210	17,416
Food-Meat Products — 0.0%
Tyson Foods, Inc., Class A	94	7,782
Food-Misc./Diversified — 0.7%
Associated British Foods PLC	500	14,417
Campbell Soup Co.	1,283	59,416
John B. Sanfilippo & Son, Inc.	100	10,612
Kellogg Co.	1,270	80,683
McCormick & Co., Inc.	186	29,888
Mondelez International, Inc., Class A	1,007	52,817
Nestle SA	800	85,409
Tate & Lyle PLC	5,269	45,934
		379,176
Food-Retail — 0.7%
Empire Co., Ltd., Class A	4,400	116,823
ICA Gruppen AB	1,400	61,912
Kesko Oyj, Class B	700	46,593
Koninklijke Ahold Delhaize NV	4,450	110,801

Seven & i Holdings Co., Ltd.	400	15,186
		351,315
Food-Wholesale/Distribution — 0.1%
Performance Food Group Co.†	100	4,261
SpartanNash Co.	700	9,166
United Natural Foods, Inc.†	900	6,750
US Foods Holding Corp.†	31	1,230
		21,407
Footwear & Related Apparel — 0.0%
Crocs, Inc.†	400	13,996
Skechers U.S.A., Inc., Class A†	42	1,570
		15,566
Gas-Distribution — 0.3%
Chesapeake Utilities Corp.	100	9,480
Enagas SA	4,523	111,938
New Jersey Resources Corp.	160	6,976
ONE Gas, Inc.	125	11,605
Osaka Gas Co., Ltd.	700	13,761
Spire, Inc.	150	12,609
		166,369
Gas-Transportation — 0.0%
Snam SpA	2,238	11,482
Gold Mining — 0.1%
Newcrest Mining, Ltd.	1,400	30,207
Novagold Resources, Inc.†	5,090	37,023
		67,230
Home Furnishings — 0.0%
Leggett & Platt, Inc.	39	2,001
Hotels/Motels — 0.0%
Hyatt Hotels Corp., Class A	11	822
Marcus Corp.	300	10,830
		11,652
Human Resources — 0.3%
Adecco Group AG	950	56,316
Barrett Business Services, Inc.	122	10,703
Heidrick & Struggles International, Inc.	350	9,961
Insperity, Inc.	150	15,845
Kforce, Inc.	310	12,682
Korn Ferry	300	11,007
ManpowerGroup, Inc.	20	1,818
Paylocity Holding Corp.†	100	10,260
Randstad NV	350	19,377
Robert Half International, Inc.	39	2,234
		150,203
Import/Export — 0.3%
ITOCHU Corp.	4,600	96,737
Mitsubishi Corp.	700	17,917
Mitsui & Co., Ltd.	1,300	22,481
Sumitomo Corp.	1,100	17,958
Toyota Tsusho Corp.	300	10,473
		165,566
Independent Power Producers — 0.0%
Vistra Energy Corp.	174	4,703
Industrial Automated/Robotic — 0.0%
Rockwell Automation, Inc.	38	6,536
Industrial Gases — 0.3%
Air Products & Chemicals, Inc.	448	95,540
Linde PLC	219	43,439
		138,979
Instruments-Controls — 0.5%
Honeywell International, Inc.	1,322	228,349
Instruments-Scientific — 0.0%
Fluidigm Corp.†	400	1,968
Insurance-Life/Health — 0.4%
Aflac, Inc.	250	13,290
AIA Group, Ltd.	1,000	10,012
Athene Holding, Ltd., Class A†	51	2,211
Aviva PLC	5,995	32,243
AXA Equitable Holdings, Inc.	161	3,478
FGL Holdings	800	7,224
Globe Life, Inc.	88	8,565
Great-West Lifeco, Inc.	600	14,591
Health Insurance Innovations, Inc., Class A†	300	7,944
iA Financial Corp., Inc.	300	14,448
Japan Post Holdings Co., Ltd.	800	7,378
Legal & General Group PLC	1,754	5,991
Lincoln National Corp.	69	3,897
Manulife Financial Corp.	800	14,899
NN Group NV	400	15,244
Principal Financial Group, Inc.	91	4,858
Prudential Financial, Inc.	135	12,304
T&D Holdings, Inc.	1,000	11,297
		189,874
Insurance-Multi-line — 1.1%
Aegon NV	3,088	13,349
Ageas	300	17,278
Allianz SE	150	36,638
Allstate Corp.	117	12,451
American Financial Group, Inc.	56	5,826
ASR Nederland NV	367	13,430
Assurant, Inc.	441	55,597
AXA SA	2,580	68,153
Baloise Holding AG	43	7,942
Chubb, Ltd.	149	22,711
Cincinnati Financial Corp.	53	6,000
Direct Line Insurance Group PLC	24,985	88,063
Genworth Financial, Inc., Class A†	3,400	14,552
Hartford Financial Services Group, Inc.	933	53,256
Loews Corp.	106	5,194
MetLife, Inc.	1,105	51,703
Old Republic International Corp.	81	1,809
Talanx AG	1,315	60,571
Voya Financial, Inc.	57	3,076
Zurich Insurance Group AG	22	8,597
		546,196
Insurance-Property/Casualty — 1.2%
Alleghany Corp.†	6	4,670

Arch Capital Group, Ltd.†	131	5,471
Berkshire Hathaway, Inc., Class B†	1,069	227,248
Employers Holdings, Inc.	200	8,468
Fidelity National Financial, Inc.	1,709	78,341
First American Financial Corp.	809	49,980
Fosun International, Ltd.	7,500	9,839
Hallmark Financial Services, Inc.†	400	7,128
Hanover Insurance Group, Inc.	13	1,712
HCI Group, Inc.	300	12,615
Markel Corp.†	4	4,684
MS&AD Insurance Group Holdings, Inc.	200	6,499
Progressive Corp.	154	10,734
Safety Insurance Group, Inc.	100	9,720
Samsung Fire & Marine Insurance Co., Ltd.	185	34,426
Sompo Holdings, Inc.	200	7,915
Travelers Cos., Inc.	1,083	141,938
Universal Insurance Holdings, Inc.	250	6,777
WR Berkley Corp.	60	4,194
		632,359
Insurance-Reinsurance — 0.6%
Axis Capital Holdings, Ltd.	1,101	65,433
Essent Group, Ltd.	156	8,126
Everest Re Group, Ltd.	379	97,437
Hannover Rueck SE	48	8,501
Muenchener Rueckversicherungs-Gesellschaft AG	80	22,217
Reinsurance Group of America, Inc.	22	3,574
Swiss Re AG	815	85,342
		290,630
Internet Content-Entertainment — 0.7%
Facebook, Inc., Class A†	1,831	350,911
Internet Content-Information/News — 0.0%
Yelp, Inc.†	350	12,078
Internet Security — 0.1%
Palo Alto Networks, Inc.†	218	49,571
Investment Management/Advisor Services — 0.5%
Affiliated Managers Group, Inc.	100	7,988
Altisource Portfolio Solutions SA†	145	2,581
Ameriprise Financial, Inc.	52	7,846
Artisan Partners Asset Management, Inc., Class A	300	8,205
BlackRock, Inc.	151	69,717
Boston Private Financial Holdings, Inc.	1,100	12,375
Brightsphere Investment Group, Inc.	769	7,551
CI Financial Corp.	600	8,733
Federated Investors, Inc., Class B	400	12,776
Franklin Resources, Inc.	163	4,491
Julius Baer Group, Ltd.	1,122	49,498
LPL Financial Holdings, Inc.	27	2,183
Quilter PLC*	5,000	8,867
Raymond James Financial, Inc.	45	3,757
Stifel Financial Corp.	300	16,794
T. Rowe Price Group, Inc.	77	8,916
		232,278
Lighting Products & Systems — 0.0%
Acuity Brands, Inc.	14	1,747
Machine Tools & Related Products — 0.0%
Lincoln Electric Holdings, Inc.	21	1,881
Machinery-Construction & Mining — 0.2%
Caterpillar, Inc.	185	25,493
Hyster-Yale Materials Handling, Inc.	150	7,608
Komatsu, Ltd.	2,005	47,512
Oshkosh Corp.	23	1,964
Sandvik AB	324	5,716
Terex Corp.	300	8,265
		96,558
Machinery-Electrical — 0.3%
Hitachi, Ltd.	1,660	62,548
Mitsubishi Heavy Industries, Ltd.	2,100	85,602
		148,150
Machinery-Farming — 0.1%
AGCO Corp.	27	2,071
CNH Industrial NV	4,540	49,531
Deere & Co.	112	19,504
		71,106
Machinery-General Industrial — 0.1%
Amada Holdings Co., Ltd.	1,000	11,510
Atlas Copco AB, Class A	400	14,130
Crane Co.	13	995
Intevac, Inc.†	1,152	6,659
Manitowoc Co, Inc.†	400	5,104
		38,398
Machinery-Material Handling — 0.1%
KION Group AG	830	55,153
Machinery-Pumps — 0.0%
Dover Corp.	47	4,883
NN, Inc.	900	6,498
		11,381
Medical Imaging Systems — 0.0%
Lantheus Holdings, Inc.†	354	7,381
Medical Instruments — 0.3%
Apyx Medical Corp.†	900	5,940
Bruker Corp.	100	4,450
LivaNova PLC†	100	7,073
Medtronic PLC	1,095	119,245
Silk Road Medical, Inc.†	100	3,312
		140,020
Medical Labs & Testing Services — 0.1%
ICON PLC†	60	8,814
Laboratory Corp. of America Holdings†	35	5,767
Medpace Holdings, Inc.†	200	14,726
Natera, Inc.†	239	9,206
Quest Diagnostics, Inc.	47	4,759
		43,272
Medical Products — 0.4%
Avanos Medical, Inc.†	150	6,606
Becton Dickinson and Co.	256	65,536
Cardiovascular Systems, Inc.†	175	7,791
Conformis, Inc.†	1,450	2,770

Globus Medical, Inc., Class A†	200	10,474
Haemonetics Corp.†	110	13,280
Henry Schein, Inc.†	48	3,004
Inogen, Inc.†	60	3,266
iRadimed Corp.†	300	7,575
iRhythm Technologies, Inc.†	200	13,364
Koninklijke Philips NV	370	16,205
Luminex Corp.	252	5,165
Nevro Corp.†	100	8,620
Orthofix Medical, Inc.†	150	6,304
Surmodics, Inc.†	200	9,502
Zynex, Inc.	200	1,848
		181,310
Medical-Biomedical/Gene — 0.9%
ACADIA Pharmaceuticals, Inc.†	200	8,482
Achillion Pharmaceuticals, Inc.†	1,296	8,307
Aduro Biotech, Inc.†	1,400	1,596
Affimed NV†	1,900	5,586
Agenus, Inc.†	2,300	5,957
Alexion Pharmaceuticals, Inc.†	407	42,898
AMAG Pharmaceuticals, Inc.†	171	1,660
Amgen, Inc.	696	148,422
Arena Pharmaceuticals, Inc.†	200	9,743
Bio-Rad Laboratories, Inc., Class A†	9	2,985
BioMarin Pharmaceutical, Inc.†	386	28,259
Editas Medicine, Inc.†	410	8,544
Emergent BioSolutions, Inc.†	87	4,973
Esperion Therapeutics, Inc.†	150	5,965
Five Prime Therapeutics, Inc.†	1,000	3,950
Gilead Sciences, Inc.	2,188	139,397
ImmunoGen, Inc.†	2,200	5,236
PDL BioPharma, Inc.†	1,124	3,170
PTC Therapeutics, Inc.†	200	8,178
Puma Biotechnology, Inc.†	100	680
REGENXBIO, Inc.†	120	4,283
Retrophin, Inc.†	137	1,644
Veracyte, Inc.†	300	6,879
		456,794
Medical-Drugs — 4.7%
AbbVie, Inc.	1,300	103,415
Akorn, Inc.†	1,400	6,986
Alkermes PLC†	300	5,859
Astellas Pharma, Inc.	4,100	70,561
AstraZeneca PLC	150	14,575
Bausch Health Cos, Inc.†	300	7,457
Bayer AG	810	62,858
Bristol-Myers Squibb Co.	2,304	132,180
Catalyst Pharmaceuticals, Inc.†	1,182	5,591
Chiasma, Inc.†	1,000	5,240
Chimerix, Inc.†	2,800	4,004
Chugai Pharmaceutical Co., Ltd.	200	16,946
Concert Pharmaceuticals, Inc.†	953	5,937
Corcept Therapeutics, Inc.†	204	2,976
Eli Lilly & Co.	779	88,767
Enanta Pharmaceuticals, Inc.†	100	6,088
GlaxoSmithKline PLC	6,189	141,787
Harrow Health, Inc.†	1,800	9,000
Hikma Pharmaceuticals PLC	434	11,300
Jazz Pharmaceuticals PLC†	21	2,638
Johnson & Johnson	3,112	410,909
Jounce Therapeutics, Inc.†	1,400	5,061
Mallinckrodt PLC†	500	1,580
Merck & Co., Inc.	3,970	344,040
Merck KGaA	120	14,307
Nippon Shinyaku Co., Ltd.	100	9,075
Novartis AG	940	82,032
Novo Nordisk A/S, Class B	2,272	124,084
Pacira BioSciences, Inc.†	300	12,147
Pfizer, Inc.	6,321	242,537
Roche Holding AG	783	235,575
Sanofi	1,309	120,619
Shionogi & Co., Ltd.	200	12,072
Supernus Pharmaceuticals, Inc.†	90	2,501
UCB SA	125	10,074
Vanda Pharmaceuticals, Inc.†	569	7,687
Voyager Therapeutics, Inc.†	300	4,617
Zoetis, Inc.	634	81,101
		2,424,183
Medical-Generic Drugs — 0.0%
Endo International PLC†	1,400	6,426
Momenta Pharmaceuticals, Inc.†	248	3,839
Perrigo Co. PLC	48	2,545
		12,810
Medical-HMO — 0.9%
Anthem, Inc.	84	22,603
Humana, Inc.	208	61,193
Magellan Health, Inc.†	100	6,490
Triple-S Management Corp., Class B†	259	3,919
UnitedHealth Group, Inc.	1,387	350,495
		444,700
Medical-Hospitals — 0.0%
HCA Healthcare, Inc.	112	14,956
Medical-Nursing Homes — 0.0%
Ensign Group, Inc.	200	8,450
Medical-Outpatient/Home Medical — 0.1%
Addus HomeCare Corp.†	150	12,632
Amedisys, Inc.†	100	12,852
Pennant Group, Inc.†	100	1,799
Providence Service Corp.†	167	10,666
		37,949
Medical-Wholesale Drug Distribution — 0.1%
AmerisourceBergen Corp.	74	6,318
Cardinal Health, Inc.	104	5,143
McKesson Corp.	66	8,778
Suzuken Co., Ltd.	200	10,742
		30,981
Metal Processors & Fabrication — 0.0%
AZZ, Inc.	200	7,758
Metal-Aluminum — 0.0%
Century Aluminum Co.†	267	1,557
Metal-Diversified — 0.2%
Anglo American PLC	500	12,834

Glencore PLC	24,894	75,021
Rio Tinto PLC	201	10,451
South32, Ltd.	1,885	3,314
		101,620
Miscellaneous Manufacturing — 0.0%
Alstom SA	250	10,804
FreightCar America, Inc.†	1,592	5,317
Hillenbrand, Inc.	111	3,418
		19,539
Motion Pictures & Services — 0.0%
IMAX Corp.†	500	10,675
Motorcycle/Motor Scooter — 0.0%
Harley-Davidson, Inc.	56	2,179
Yamaha Motor Co., Ltd.	900	17,835
		20,014
Multimedia — 0.5%
Pearson PLC	700	6,186
Walt Disney Co.	1,765	229,309
		235,495
Networking Products — 0.5%
Cisco Systems, Inc.	4,437	210,802
NeoPhotonics Corp.†	900	5,922
NETGEAR, Inc.†	200	5,434
Telefonaktiebolaget LM Ericsson, Class B	1,771	15,473
		237,631
Non-Ferrous Metals — 0.0%
Mitsubishi Materials Corp.	200	5,797
Non-Hazardous Waste Disposal — 0.4%
Republic Services, Inc.	716	62,657
Waste Management, Inc.	1,437	161,246
		223,903
Office Automation & Equipment — 0.2%
Canon, Inc.	1,300	35,657
FUJIFILM Holdings Corp.	1,600	70,821
Xerox Holdings Corp.	73	2,477
		108,955
Office Furnishings-Original — 0.1%
Herman Miller, Inc.	221	10,277
HNI Corp.	400	15,200
Steelcase, Inc., Class A	266	4,647
		30,124
Office Supplies & Forms — 0.0%
ACCO Brands Corp.	700	6,405
Avery Dennison Corp.	25	3,197
		9,602
Oil & Gas Drilling — 0.0%
Drilling Co. of 1972 A/S†	66	3,724
Noble Corp. PLC†	2,430	2,989
		6,713
Oil Companies-Exploration & Production — 0.4%
Amplify Energy Corp.	900	6,525
Berry Petroleum Corp.	600	5,634
Bonanza Creek Energy, Inc.†	120	2,138
ConocoPhillips	374	20,645
Encana Corp.	5,850	22,919
Hess Corp.	101	6,641
Laredo Petroleum, Inc.†	1,200	2,832
Lundin Petroleum AB	300	9,905
Noble Energy, Inc.	170	3,274
PDC Energy, Inc.†	400	7,980
Penn Virginia Corp.†	90	2,142
Pioneer Natural Resources Co.	606	74,550
Santos, Ltd.	2,520	14,106
SM Energy Co.	400	3,136
Southwestern Energy Co.†	1,400	2,870
Talos Energy, Inc.†	149	3,208
		188,505
Oil Companies-Integrated — 1.4%
BP PLC	15,990	101,347
Chevron Corp.	1,652	191,863
China Petroleum & Chemical Corp.	66,000	37,902
Eni SpA	797	12,062
Exxon Mobil Corp.	2,879	194,534
Galp Energia SGPS SA	559	8,903
Imperial Oil, Ltd.	300	7,471
Repsol SA	1,148	18,822
Royal Dutch Shell PLC, Class A	2,887	83,829
TOTAL SA	1,157	60,823
		717,556
Oil Field Machinery & Equipment — 0.0%
CIMC Enric Holdings, Ltd.	35,160	19,115
Oil Refining & Marketing — 0.6%
Caltex Australia, Ltd.	1,079	20,284
HollyFrontier Corp.	59	3,241
JXTG Holdings, Inc.	2,500	11,793
Neste Oyj	2,049	73,951
Phillips 66	499	58,293
Sunoco LP	1,454	48,869
Valero Energy Corp.	843	81,754
		298,185
Oil-Field Services — 0.1%
NOW, Inc.†	700	7,378
Saipem SpA†	6,770	30,655
SBM Offshore NV	321	5,519
Schlumberger, Ltd.	574	18,764
		62,316
Optical Supplies — 0.0%
STAAR Surgical Co.†	300	9,834
Paper & Related Products — 0.1%
Clearwater Paper Corp.†	600	11,124
Domtar Corp.	300	10,917
International Paper Co.	139	6,072
Oji Holdings Corp.	1,100	5,755
Resolute Forest Products, Inc.	1,304	4,720
Stora Enso Oyj, Class R	387	5,018
UPM-Kymmene Oyj	277	9,002

Verso Corp., Class A†	525	7,686
		60,294
Patient Monitoring Equipment — 0.0%
CareDx, Inc.†	300	7,863
Masimo Corp.†	53	7,727
		15,590
Pharmacy Services — 0.2%
CVS Health Corp.	1,755	116,514
Photo Equipment & Supplies — 0.0%
Nikon Corp.	500	6,436
Physical Therapy/Rehabilitation Centers — 0.0%
Catasys, Inc.†	300	4,683
Encompass Health Corp.	31	1,985
		6,668
Pipelines — 0.2%
Enterprise Products Partners LP	1,635	42,559
Kinder Morgan, Inc.	3,140	62,737
		105,296
Poultry — 0.0%
Sanderson Farms, Inc.	100	15,481
Power Converter/Supply Equipment — 0.1%
Hubbell, Inc.	20	2,834
Schneider Electric SE	630	58,502
		61,336
Printing-Commercial — 0.0%
RR Donnelley & Sons Co.	1,569	6,841
Private Equity — 0.1%
3i Group PLC	1,125	16,438
Intermediate Capital Group PLC	600	11,549
		27,987
Publishing-Periodicals — 0.0%
Wolters Kluwer NV	225	16,567
Real Estate Investment Trusts — 1.2%
AGNC Investment Corp.	3,341	56,964
American Tower Corp.	624	136,082
Annaly Capital Management, Inc.	5,345	47,998
CareTrust REIT, Inc.	300	7,272
Chatham Lodging Trust	186	3,357
CoreCivic, Inc.	700	10,682
Cousins Properties, Inc.	87	3,491
DiamondRock Hospitality Co.	252	2,515
Equinix, Inc.	94	53,277
Essential Properties Realty Trust, Inc.	300	7,698
GEO Group, Inc.	600	9,132
Hersha Hospitality Trust	177	2,443
Industrial Logistics Properties Trust	300	6,372
Life Storage, Inc.	980	106,742
Monmouth Real Estate Investment Corp.	500	7,540
Outfront Media, Inc.	200	5,262
Park Hotels & Resorts, Inc.	417	9,695
Pebblebrook Hotel Trust	199	5,116
Public Storage	450	100,287
RLJ Lodging Trust	800	13,128
RPT Realty	270	3,915
Ryman Hospitality Properties, Inc.	29	2,441
Sabra Health Care REIT, Inc.	300	7,380
Scentre Group	2,500	6,601
Sunstone Hotel Investors, Inc.	800	10,808
Xenia Hotels & Resorts, Inc.	207	4,358
		630,556
Real Estate Management/Services — 0.3%
CBRE Group, Inc., Class A†	119	6,372
Daito Trust Construction Co., Ltd.	800	106,454
Marcus & Millichap, Inc.†	80	2,858
RE/MAX Holdings, Inc., Class A	282	9,433
Vonovia SE	359	19,103
		144,220
Real Estate Operations & Development — 0.7%
Aroundtown SA	12,371	104,391
CapitaLand, Ltd.	3,900	10,320
China Vanke Co., Ltd.	3,400	12,431
Howard Hughes Corp.†	5	559
LEG Immobilien AG	100	11,476
McGrath RentCorp.	97	7,402
PSP Swiss Property AG	575	76,064
Sun Hung Kai Properties, Ltd.	1,000	15,174
Swire Properties, Ltd.	1,800	5,674
TAG Immobilien AG	3,955	96,072
Wharf Holdings, Ltd.	6,000	13,645
		353,208
Recreational Vehicles — 0.0%
Polaris, Inc.	22	2,170
Rental Auto/Equipment — 0.1%
AMERCO	7	2,835
Ashtead Group PLC	431	13,109
Herc Holdings, Inc.†	300	13,278
Rent-A-Center, Inc.	300	7,761
Textainer Group Holdings, Ltd.†	100	1,035
United Rentals, Inc.†	28	3,740
		41,758
Resort/Theme Parks — 0.0%
SeaWorld Entertainment, Inc.†	200	5,284
Retail-Apparel/Shoe — 0.1%
Cato Corp., Class A	282	4,932
Designer Brands, Inc., Class A	159	2,623
Genesco, Inc.†	200	7,770
Hennes & Mauritz AB, Class B	600	12,537
Next PLC	185	15,773
Shoe Carnival, Inc.	100	3,319
		46,954
Retail-Auto Parts — 0.1%
Advance Auto Parts, Inc.	316	51,344
AutoZone, Inc.†	8	9,155
Genuine Parts Co.	48	4,924
		65,423
Retail-Automobile — 0.1%
America’s Car-Mart, Inc.†	100	9,099
CarMax, Inc.†	59	5,497

Lithia Motors, Inc., Class A	100	15,748
Rush Enterprises, Inc., Class A	225	9,830
		40,174
Retail-Building Products — 0.6%
BMC Stock Holdings, Inc.†	600	16,194
Home Depot, Inc.	1,122	263,199
		279,393
Retail-Consumer Electronics — 0.0%
Best Buy Co., Inc.	94	6,752
Yamada Denki Co., Ltd.	2,700	13,076
		19,828
Retail-Discount — 0.6%
Costco Wholesale Corp.	176	52,291
Target Corp.	175	18,709
Walmart, Inc.	2,025	237,452
		308,452
Retail-Drug Store — 0.1%
Sundrug Co., Ltd.	300	9,987
Walgreens Boots Alliance, Inc.	850	46,563
		56,550
Retail-Home Furnishings — 0.0%
Williams-Sonoma, Inc.	28	1,870
Retail-Jewelry — 0.3%
Pandora A/S	2,637	129,669
Signet Jewelers, Ltd.	300	4,812
		134,481
Retail-Major Department Stores — 0.4%
Marui Group Co., Ltd.	500	11,191
TJX Cos., Inc.	2,895	166,897
		178,088
Retail-Misc./Diversified — 0.0%
Mr. Price Group, Ltd.	652	6,895
Retail-Pawn Shops — 0.0%
EZCORP, Inc., Class A†	1,000	5,260
Retail-Petroleum Products — 0.0%
World Fuel Services Corp.	500	20,885
Retail-Regional Department Stores — 0.1%
Dillard’s, Inc., Class A	63	4,346
Kohl’s Corp.	1,049	53,771
		58,117
Retail-Restaurants — 0.7%
BJ’s Restaurants, Inc.	141	5,582
Bloomin’ Brands, Inc.	600	11,886
Brinker International, Inc.	1,302	57,874
Cheesecake Factory, Inc.	1,538	64,273
Cracker Barrel Old Country Store, Inc.	100	15,550
Dine Brands Global, Inc.	200	14,630
Jack in the Box, Inc.	90	7,562
McDonald’s Corp.	529	104,054
Starbucks Corp.	1,100	93,016
		374,427
Retail-Sporting Goods — 0.1%
Dick’s Sporting Goods, Inc.	200	7,786
Hibbett Sports, Inc.†	653	15,581
		23,367
Rubber-Tires — 0.3%
Bridgestone Corp.	1,300	54,449
Cie Generale des Etablissements Michelin SCA	142	17,278
Continental AG	330	44,122
Sumitomo Rubber Industries, Ltd.	3,000	40,087
		155,936
Rubber/Plastic Products — 0.0%
Trinseo SA	350	14,875
Satellite Telecom — 0.3%
Eutelsat Communications SA	4,785	90,724
Intelsat SA†	350	8,887
SES SA FDR	3,172	61,450
		161,061
Savings & Loans/Thrifts — 0.1%
Axos Financial, Inc.†	209	6,071
Berkshire Hills Bancorp, Inc.	307	9,526
First Financial Northwest, Inc.	479	6,778
Flushing Financial Corp.	300	6,492
HomeTrust Bancshares, Inc.	241	6,435
New York Community Bancorp, Inc.	153	1,782
People’s United Financial, Inc.	244	3,946
United Financial Bancorp, Inc.	516	7,286
		48,316
Schools — 0.0%
Career Education Corp.†	391	5,537
K12, Inc.†	250	4,948
Laureate Education, Inc., Class A†	500	7,727
		18,212
Security Services — 0.1%
G4S PLC	10,180	27,270
Seismic Data Collection — 0.0%
Geospace Technologies Corp.†	199	2,903
Semiconductor Components-Integrated Circuits — 0.4%
Cirrus Logic, Inc.†	116	7,883
NXP Semiconductors NV	200	22,736
QUALCOMM, Inc.	811	65,237
Taiwan Semiconductor Manufacturing Co., Ltd. ADR	1,460	75,380
United Microelectronics Corp.	4,895	11,063
		182,299
Semiconductor Equipment — 0.4%
Applied Materials, Inc.	302	16,387
ASM Pacific Technology, Ltd.	4,780	66,918
ASML Holding NV (Euronext Amsterdam)	138	36,169
ASML Holding NV (NASDAQ)	163	42,701
Cabot Microelectronics Corp.	100	15,112
Lam Research Corp.	45	12,197
MKS Instruments, Inc.	36	3,896
		193,380

Shipbuilding — 0.0%
Huntington Ingalls Industries, Inc.	14	3,159
Soap & Cleaning Preparation — 0.1%
Church & Dwight Co., Inc.	974	68,122
Software Tools — 0.1%
VMware, Inc., Class A	216	34,186
Steel Pipe & Tube — 0.1%
Advanced Drainage Systems, Inc.	400	14,808
Tenaris SA	958	9,674
		24,482
Steel-Producers — 0.2%
ArcelorMittal	1,470	21,690
BlueScope Steel, Ltd.	426	3,915
Nucor Corp.	102	5,493
POSCO ADR	51	2,290
Reliance Steel & Aluminum Co.	24	2,785
Schnitzer Steel Industries, Inc., Class A	200	4,268
SSAB AB, Class A	3,194	8,915
thyssenkrupp AG	1,680	23,974
		73,330
Superconductor Product & Systems — 0.0%
American Superconductor Corp.†	600	4,698
Telecom Equipment-Fiber Optics — 0.0%
Ciena Corp.†	183	6,793
Corning, Inc.	374	11,082
		17,875
Telecom Services — 0.4%
BCE, Inc.	1,700	80,644
HKT Trust & HKT, Ltd.	55,000	85,631
Switch, Inc., Class A	200	2,954
TELUS Corp.	1,400	49,799
		219,028
Telecommunication Equipment — 0.0%
ADTRAN, Inc.	831	7,321
Juniper Networks, Inc.	111	2,755
		10,076
Telephone-Integrated — 1.9%
AT&T, Inc.	4,762	183,289
Deutsche Telekom AG	6,837	120,236
KDDI Corp.	4,300	119,416
KT Corp. ADR	7,900	88,717
Nippon Telegraph & Telephone Corp.	1,900	94,587
Shenandoah Telecommunications Co.	200	6,432
SoftBank Group Corp.	200	7,760
Telecom Italia SpA†	51,250	29,991
Telefonica SA	2,000	15,335
Telephone & Data Systems, Inc.	200	5,218
Verizon Communications, Inc.	4,798	290,135
		961,116
Television — 0.0%
Sinclair Broadcast Group, Inc., Class A	250	9,960
Textile-Apparel — 0.1%
LVMH Moet Hennessy Louis Vuitton SE	50	21,330
Textile-Home Furnishings — 0.0%
Mohawk Industries, Inc.†	26	3,728
Theaters — 0.0%
Cinemark Holdings, Inc.	22	805
Therapeutics — 0.0%
Anika Therapeutics, Inc.†	100	7,039
La Jolla Pharmaceutical Co.†	700	4,911
Sarepta Therapeutics, Inc.†	56	4,651
		16,601
Tobacco — 0.9%
Altria Group, Inc.	2,300	103,017
British American Tobacco PLC	800	28,000
Imperial Brands PLC	5,007	109,766
Japan Tobacco, Inc.	2,700	61,406
KT&G Corp.	1,244	106,923
Philip Morris International, Inc.	552	44,955
Scandinavian Tobacco Group A/S*	354	4,183
Swedish Match AB	305	14,315
		472,565
Tools-Hand Held — 0.0%
Snap-on, Inc.	20	3,253
Stanley Black & Decker, Inc.	53	8,021
		11,274
Toys — 0.0%
Bandai Namco Holdings, Inc.	300	18,524
Transactional Software — 0.0%
SimCorp A/S	130	11,615
Transport-Air Freight — 0.0%
Atlas Air Worldwide Holdings, Inc.†	150	3,290
Transport-Equipment & Leasing — 0.0%
Greenbrier Cos., Inc.	200	5,858
Transport-Marine — 0.2%
AP Moller - Maersk A/S, Series B	51	65,002
DHT Holdings, Inc.	1,000	7,730
GasLog, Ltd.	400	5,484
International Seaways, Inc.†	300	7,542
Nordic American Tankers, Ltd.	2,400	8,592
Safe Bulkers, Inc.†	1,204	1,963
Teekay Tankers, Ltd., Class A†	3,300	6,732
		103,045
Transport-Rail — 0.3%
Aurizon Holdings, Ltd.	23,500	95,578
CSX Corp.	283	19,886
Seibu Holdings, Inc.	800	14,172
		129,636
Transport-Services — 0.7%
C.H. Robinson Worldwide, Inc.	335	25,340
ComfortDelGro Corp., Ltd.	32,700	55,283
Kamigumi Co., Ltd.	500	11,362
Royal Mail PLC	21,945	60,150
United Parcel Service, Inc., Class B	1,871	215,483
		367,618
Transport-Truck — 0.0%
Covenant Transportation Group, Inc., Class A†	131	2,014

Knight-Swift Transportation Holdings, Inc.		61	2,224
Werner Enterprises, Inc.		116	4,234
			8,472
Vitamins & Nutrition Products — 0.0%
USANA Health Sciences, Inc.†		100	7,411
Warehousing & Harbor Transportation Services — 0.1%
Hutchison Port Holdings Trust		166,203	25,761
Water — 0.0%
United Utilities Group PLC		1,236	13,933
Veolia Environnement SA		220	5,783
			19,716
Water Treatment Systems — 0.0%
Pentair PLC		56	2,322
Web Hosting/Design — 0.0%
NIC, Inc.		700	16,464
Web Portals/ISP — 0.7%
Alphabet, Inc., Class A†		94	118,327
Alphabet, Inc., Class C†		148	186,496
Baidu, Inc. ADR†		280	28,518
Meet Group, Inc.†		1,500	6,390
			339,731
Wire & Cable Products — 0.0%
Insteel Industries, Inc.		200	3,814
Wireless Equipment — 0.2%
Motorola Solutions, Inc.		521	86,653
Total Common Stocks (cost $30,227,211)			31,946,584
U.S. CORPORATE BONDS & NOTES — 13.6%
Aerospace/Defense-Equipment — 0.3%
United Technologies Corp. Senior Notes 4.50% due 04/15/2020	$	158,000	159,885
Applications Software — 0.3%
Microsoft Corp. Senior Notes 4.25% due 02/06/2047		110,000	136,605
Banks-Commercial — 0.4%
BB&T Corp. Senior Notes 3.20% due 09/03/2021		220,000	224,808
Banks-Super Regional — 1.0%
PNC Funding Corp. Senior Notes 3.30% due 03/08/2022		140,000	144,212
US Bancorp Senior Notes 3.15% due 04/27/2027		201,000	212,723
Wells Fargo & Co. Senior Notes 3.00% due 10/23/2026		135,000	138,720
			495,655
Brewery — 0.3%
Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 4.15% due 01/23/2025		120,000	131,192
Cable/Satellite TV — 0.4%
Comcast Corp. Company Guar. Notes 4.65% due 07/15/2042		183,000	218,474
Diversified Banking Institutions — 1.8%
Bank of America Corp. Senior Notes 3.50% due 04/19/2026		200,000	212,663
Citigroup, Inc. Senior Notes 3.20% due 10/21/2026		145,000	150,382
Goldman Sachs Group, Inc. Senior Notes 4.80% due 07/08/2044		186,000	226,169
JPMorgan Chase & Co. Senior Notes 5.40% due 01/06/2042		158,000	208,102
Morgan Stanley Senior Notes 3.77% due 01/24/2029		135,000	144,708
			942,024
Diversified Manufacturing Operations — 0.4%
General Electric Capital Corp. Senior Notes 6.75% due 03/15/2032		180,000	229,282
Enterprise Software/Service — 0.4%
Oracle Corp. Senior Notes 2.50% due 10/15/2022		220,000	224,002
Finance-Credit Card — 1.1%
American Express Credit Corp. Senior Notes 3.30% due 05/03/2027		200,000	215,017
Capital One Financial Corp. Senior Notes 3.20% due 02/05/2025		210,000	217,379
Visa, Inc. Senior Notes 4.30% due 12/14/2045		110,000	136,362
			568,758
Insurance-Life/Health — 0.3%
Prudential Financial, Inc. Senior Bonds 4.60% due 05/15/2044		112,000	132,358
Insurance-Multi-line — 0.3%
MetLife, Inc. Senior Notes 3.60% due 04/10/2024		137,000	145,618
Insurance-Property/Casualty — 0.3%
ACE INA Holdings, Inc. Company Guar. Notes 2.88% due 11/03/2022		130,000	133,715
Machinery-Farming — 0.6%
John Deere Capital Corp. Senior Notes 2.65% due 01/06/2022		280,000	285,085

Medical-Biomedical/Gene — 0.4%
Gilead Sciences, Inc. Senior Notes 4.40% due 12/01/2021	210,000	219,390
Medical-HMO — 0.5%
UnitedHealth Group, Inc. Senior Notes 2.70% due 07/15/2020	126,000	126,767
WellPoint, Inc. Senior Notes 3.13% due 05/15/2022	125,000	128,242
		255,009
Multimedia — 0.6%
Walt Disney Co. Company Guar. Notes 3.00% due 02/13/2026	270,000	285,198
Oil Companies-Exploration & Production — 0.5%
Noble Energy, Inc. Senior Notes 3.90% due 11/15/2024	140,000	147,504
Occidental Petroleum Corp. Senior Notes 3.40% due 04/15/2026	125,000	127,233
		274,737
Oil Companies-Integrated — 0.6%
Chevron Corp. Senior Notes 2.42% due 11/17/2020	200,000	201,277
Exxon Mobil Corp. Senior Notes 3.57% due 03/06/2045	122,000	131,892
		333,169
Pharmacy Services — 0.3%
CVS Health Corp. Senior Notes 4.78% due 03/25/2038	125,000	138,739
Pipelines — 0.4%
Enterprise Products Operating LLC Company Guar. Notes 3.75% due 02/15/2025	202,000	215,384
Retail-Building Products — 0.3%
Home Depot, Inc. Senior Notes 4.20% due 04/01/2043	120,000	140,564
Retail-Restaurants — 0.3%
McDonald’s Corp. Senior Notes 3.38% due 05/26/2025	137,000	145,353
Telephone-Integrated — 0.6%
AT&T, Inc. Senior Notes 5.35% due 09/01/2040	120,000	142,143
Verizon Communications, Inc. Senior Notes 4.33% due 09/21/2028	134,000	152,591
Verizon Communications, Inc. Senior Notes 5.15% due 09/15/2023	10,000	11,169
		305,903
Transport-Rail — 0.9%
Burlington Northern Santa Fe LLC Senior Notes 4.05% due 06/15/2048	155,000	177,424
Norfolk Southern Corp. Senior Notes 3.85% due 01/15/2024	280,000	298,864
		476,288
Transport-Services — 0.3%
FedEx Corp. Company Guar. Notes 4.75% due 11/15/2045	130,000	140,169
Total U.S. Corporate Bonds & Notes (cost $6,627,424)		6,957,364
FOREIGN CORPORATE BONDS & NOTES — 0.6%
Diversified Banking Institutions — 0.2%
HSBC Holdings PLC Senior Notes 4.00% due 03/30/2022	125,000	130,820
Oil Companies-Integrated — 0.4%
Shell International Finance BV Company Guar. Notes 3.88% due 11/13/2028	190,000	214,497
Total Foreign Corporate Bonds & Notes (cost $331,769)		345,317
U.S. GOVERNMENT AGENCIES — 2.6%
Federal Home Loan Mtg. Corp. — 0.4%
3.50% due 03/01/2046	200,054	211,275
Federal National Mtg. Assoc. — 2.2%
2.13% due 04/24/2026	440,000	452,793
2.63% due 09/06/2024	290,000	303,863
4.50% due 02/01/2048	329,694	347,341
		1,103,997
Total U.S. Government Agencies (cost $1,269,024)		1,315,272
U.S. GOVERNMENT TREASURIES — 10.9%
United States Treasury Bonds — 2.5%
1.00% due 02/15/2048 TIPS(2)	136,300	152,272
2.75% due 11/15/2047	580,000	649,464
3.38% due 05/15/2044	392,000	482,910
		1,284,646

United States Treasury Notes — 8.4%
1.25% due 10/31/2021	470,000			467,099
1.75% due 05/15/2023	268,000			270,031
2.00% due 11/30/2022	295,000			299,183
2.00% due 02/15/2025	356,000			363,955
2.00% due 11/15/2026	420,000			431,074
2.13% due 06/30/2022	447,000			454,054
2.25% due 01/31/2024	181,000			186,331
2.25% due 11/15/2024	449,000			464,171
2.25% due 02/15/2027	275,000			287,117
2.63% due 08/31/2020	130,000			131,087
2.63% due 02/15/2029	655,000			708,168
3.13% due 05/15/2021	210,000			214,865
				4,277,135
Total U.S. Government Treasuries (cost $5,321,240)				5,561,781
EXCHANGE-TRADED FUNDS — 5.2%
FlexShares Quality Dividend Index Fund ETF	10,700			495,838
Invesco S&P 500 Quality ETF	35,424			1,217,169
iShares Edge MSCI USA Momentum Factor ETF	6,804			816,616
iShares Russell 1000 Value ETF	229			29,786
iShares Russell 2000 ETF	700			108,815
Total Exchange-Traded Funds (cost $2,563,984)				2,668,224
Total Long-Term Investment Securities (cost $46,340,652)				48,794,542
SHORT-TERM INVESTMENT SECURITIES — 4.6%
Registered Investment Companies — 4.6%
State Street Institutional U.S. Government Money Market Fund, Premier Class 1.75%(3) (cost $2,383,481)	2,383,481			2,383,481
TOTAL INVESTMENTS (cost $48,724,133)	99.9	%		51,178,023
Other assets less liabilities	0.1			39,945
NET ASSETS	100.0	%	$	51,217,968

† Non-income producing security

* 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 Portfolio has no right to demand registration of these securities. At October 31, 2019, the aggregate value of these securities was $59,265 representing 0.1% of net assets.

(1) Securities classified as Level 3 (see Note 1).

(2) Principal amount of security is adjusted for inflation.

(3) The rate shown is the 7-day yield as of October 31, 2019.

ADR — American Depositary Receipt

CVR — Contingent Value Rights

ETF — Exchange-Traded Funds

Euronext Amsterdam — Euronext Stock Exchange, Amsterdam

FDR — Fiduciary Depositary Receipt

NASDAQ — National Association of Securities Dealers Automated Quotations

TIPS — Treasury Inflation Protected Securities

TSX — Toronto Stock Exchange

Futures Contracts
Number of Contracts		Type	Description	Expiration Month	Notional Basis*		Notional Value*		Unrealized Appreciation (Depreciation)
	7	Long	S&P 500 E-Mini Index	December 2019	$	1,050,579	$	1,062,530	$	11,951
	8	Short	U.S. Treasury 10 Year Notes	December 2019		1,053,484		1,042,375		11,109
									$	23,060

* 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.

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 -  Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks:
Chemicals-Plastics	$	3,205	$	—	$	33	$	3,238
Other Industries		31,943,346		—		—		31,943,346
U.S. Corporate Bonds & Notes		—		6,957,364		—		6,957,364
Foreign Corporate Bonds & Notes		—		345,317		—		345,317
U.S. Government Agencies		—		1,315,272		—		1,315,272
U.S. Government Treasuries		—		5,561,781		—		5,561,781
Exchange-Traded Funds		2,668,224		—		—		2,668,224
Short-Term Investment Securities		2,383,481		—		—		2,383,481
Total Investments at Value	$	36,998,256	$	14,179,734	$	33	$	51,178,023
Other Financial Instruments:†
Futures Contracts	$	23,060	$	—	$	—	$	23,060

* 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.

At the beginning and end of the reporting period, Level 3 investments in securities were not considered a material portion of the Portfolio. There were no Level 3 transfers during the reporting period.

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA MFS Blue Chip Growth Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares		Value (Note 1)
COMMON STOCKS — 99.6%
Aerospace/Defense — 1.3%
Boeing Co.		7,725	$	2,625,805
Lockheed Martin Corp.		2,394		901,772
Northrop Grumman Corp.		12,563		4,428,206
Spirit AeroSystems Holdings, Inc., Class A		8,959		733,025
				8,688,808
Aerospace/Defense-Equipment — 1.1%
L3Harris Technologies, Inc.		38,107		7,861,855
Airlines — 0.9%
Delta Air Lines, Inc.		114,997		6,334,035
Applications Software — 9.9%
Microsoft Corp.		410,043		58,787,865
salesforce.com, Inc.†		9,274		1,451,288
ServiceNow, Inc.†		34,239		8,465,935
				68,705,088
Athletic Footwear — 1.2%
NIKE, Inc., Class B		92,551		8,287,942
Auto/Truck Parts & Equipment-Original — 1.1%
Allison Transmission Holdings, Inc.		59,375		2,589,344
Lear Corp.		41,066		4,836,343
				7,425,687
Beverages-Non-alcoholic — 1.0%
PepsiCo, Inc.		53,021		7,272,891
Building-Residential/Commercial — 0.3%
Toll Brothers, Inc.		55,166		2,193,952
Cable/Satellite TV — 1.8%
Altice USA, Inc., Class A†		177,544		5,494,987
Comcast Corp., Class A		156,297		7,005,231
				12,500,218
Chemicals-Diversified — 0.7%
Eastman Chemical Co.		63,962		4,863,671
Commercial Services-Finance — 0.9%
FleetCor Technologies, Inc.†		12,250		3,604,195
Global Payments, Inc.		10,643		1,800,583
WEX, Inc.†		3,522		666,292
				6,071,070
Computer Aided Design — 0.3%
Cadence Design Systems, Inc.†		37,023		2,419,453
Computer Data Security — 0.1%
Zscaler, Inc.†		16,860		741,503
Computer Services — 1.9%
Accenture PLC, Class A		34,203		6,341,920
Leidos Holdings, Inc.		79,869		6,887,104
				13,229,024
Computers — 7.3%
Apple, Inc.		203,322		50,578,381
Computers-Memory Devices — 0.2%
Western Digital Corp.		25,199		1,301,528
Consumer Products-Misc. — 1.3%
Kimberly-Clark Corp.		69,529		9,239,014
Data Processing/Management — 2.4%
Fidelity National Information Services, Inc.		49,077		6,466,385
Fiserv, Inc.†		93,899		9,966,440
				16,432,825
Diagnostic Kits — 1.2%
IDEXX Laboratories, Inc.†		28,446		8,107,395
Diversified Banking Institutions — 0.4%
Citigroup, Inc.		41,481		2,980,825
Diversified Manufacturing Operations — 0.6%
Eaton Corp. PLC		17,791		1,549,774
Illinois Tool Works, Inc.		15,919		2,683,625
				4,233,399
E-Commerce/Products — 5.1%
Amazon.com, Inc.†		19,819		35,211,625
E-Commerce/Services — 1.4%
Booking Holdings, Inc.†		4,723		9,676,341
Electric-Integrated — 0.8%
AES Corp.		312,223		5,323,402
Electronic Components-Semiconductors — 1.4%
Broadcom, Inc.		17,500		5,124,875
Texas Instruments, Inc.		41,261		4,868,385
				9,993,260
Electronic Forms — 2.2%
Adobe, Inc.†		54,657		15,190,820
Engines-Internal Combustion — 0.4%
Cummins, Inc.		17,780		3,066,694
Enterprise Software/Service — 0.5%
Atlassian Corp. PLC, Class A†		12,938		1,562,781
Paycom Software, Inc.†		9,529		2,015,669
				3,578,450
Entertainment Software — 1.3%
Electronic Arts, Inc.†		24,774		2,388,214
Take-Two Interactive Software, Inc.†		58,018		6,982,466
				9,370,680
Finance-Consumer Loans — 0.4%
Synchrony Financial		82,841		2,930,086
Finance-Credit Card — 4.5%
Mastercard, Inc., Class A		76,584		21,199,217
Visa, Inc., Class A		58,099		10,391,587
				31,590,804
Finance-Investment Banker/Broker — 0.3%
TD Ameritrade Holding Corp.		52,903		2,030,417
Food-Misc./Diversified — 0.8%
General Mills, Inc.		112,081		5,700,440
Footwear & Related Apparel — 0.9%
Skechers U.S.A., Inc., Class A†		160,963		6,015,187
Independent Power Producers — 0.9%
NRG Energy, Inc.		160,780		6,450,494
Insurance-Multi-line — 1.0%
MetLife, Inc.		140,961		6,595,565
Internet Application Software — 1.1%
Okta, Inc.†		68,787		7,502,598
Internet Content-Entertainment — 3.8%
Facebook, Inc., Class A†		137,918		26,431,985

Internet Telephone — 0.7%
RingCentral, Inc., Class A†	28,029			4,527,244
Machinery-Farming — 1.0%
AGCO Corp.	92,978			7,130,483
Medical Instruments — 0.8%
Boston Scientific Corp.†	135,075			5,632,628
Medical-Biomedical/Gene — 4.6%
Biogen, Inc.†	31,898			9,528,252
Celgene Corp.†	42,391			4,579,500
Illumina, Inc.†	28,820			8,516,886
Incyte Corp.†	76,216			6,396,047
Regeneron Pharmaceuticals, Inc.†	5,109			1,564,784
Vertex Pharmaceuticals, Inc.†	8,222			1,607,237
				32,192,706
Medical-Drugs — 2.9%
Eli Lilly & Co.	101,231			11,535,272
Johnson & Johnson	41,417			5,468,701
Merck & Co., Inc.	39,958			3,462,760
				20,466,733
Medical-HMO — 1.1%
Molina Healthcare, Inc.†	27,504			3,235,570
UnitedHealth Group, Inc.	16,468			4,161,464
				7,397,034
Medical-Hospitals — 1.2%
HCA Healthcare, Inc.	64,278			8,583,684
Medical-Wholesale Drug Distribution — 1.1%
AmerisourceBergen Corp.	9,708			828,869
McKesson Corp.	48,848			6,496,784
				7,325,653
Networking Products — 2.3%
Cisco Systems, Inc.	335,184			15,924,592
Non-Hazardous Waste Disposal — 0.3%
Waste Management, Inc.	21,145			2,372,680
Pharmacy Services — 0.5%
Cigna Corp.	20,733			3,700,011
Pipelines — 0.2%
Equitrans Midstream Corp.	95,746			1,332,784
Real Estate Investment Trusts — 3.5%
American Tower Corp.	49,496			10,794,088
Extra Space Storage, Inc.	52,725			5,919,436
Public Storage	32,657			7,277,939
				23,991,463
Recreational Centers — 0.9%
Planet Fitness, Inc., Class A†	93,607			5,959,022
Retail-Apparel/Shoe — 0.2%
Ross Stores, Inc.	10,184			1,116,879
Retail-Auto Parts — 1.0%
AutoZone, Inc.†	5,974			6,836,526
Retail-Consumer Electronics — 0.4%
Best Buy Co., Inc.	42,504			3,053,062
Retail-Discount — 1.3%
Dollar General Corp.	26,020			4,172,047
Target Corp.	47,182			5,044,227
				9,216,274
Retail-Restaurants — 2.4%
Chipotle Mexican Grill, Inc.†	5,037			3,919,592
Starbucks Corp.	154,238			13,042,365
				16,961,957
Semiconductor Equipment — 1.8%
Applied Materials, Inc.	179,303			9,728,981
Lam Research Corp.	9,681			2,623,938
				12,352,919
Tobacco — 1.3%
Altria Group, Inc.	46,819			2,097,023
Philip Morris International, Inc.	85,784			6,986,249
				9,083,272
Transport-Rail — 1.0%
Union Pacific Corp.	43,185			7,145,390
Web Hosting/Design — 1.0%
VeriSign, Inc.†	36,043			6,848,891
Web Portals/ISP — 5.4%
Alphabet, Inc., Class A†	13,350			16,804,980
Alphabet, Inc., Class C†	16,613			20,934,207
				37,739,187
Total Long-Term Investment Securities (cost $580,991,589)				693,018,486
TOTAL INVESTMENTS (cost $580,991,589)	99.6	%		693,018,486
Other assets less liabilities	0.4			2,798,806
NET ASSETS	100.0	%	$	695,817,292

† Non-income producing security

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks	$	693,018,486	$	—	$	—	$	693,018,486

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA MFS Massachusetts Investors Trust Port

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
COMMON STOCKS — 99.4%
Aerospace/Defense-Equipment — 1.4%
United Technologies Corp.		98,016	$	14,073,137
Applications Software — 3.3%
Microsoft Corp.		160,010		22,940,634
salesforce.com, Inc.†		67,608		10,579,976
				33,520,610
Athletic Footwear — 0.9%
NIKE, Inc., Class B		105,777		9,472,330
Banks-Commercial — 1.3%
BB&T Corp.		250,585		13,293,534
Beverages-Wine/Spirits — 2.2%
Diageo PLC		253,667		10,398,155
Pernod Ricard SA		65,745		12,135,350
				22,533,505
Cable/Satellite TV — 2.1%
Comcast Corp., Class A		477,924		21,420,554
Chemicals-Diversified — 2.1%
DuPont de Nemours, Inc.		154,722		10,197,727
PPG Industries, Inc.		83,941		10,502,698
				20,700,425
Coatings/Paint — 1.6%
Sherwin-Williams Co.		27,984		16,015,803
Computer Services — 4.5%
Accenture PLC, Class A		104,566		19,388,628
Amdocs, Ltd.		190,861		12,444,137
Cognizant Technology Solutions Corp., Class A		210,706		12,840,424
				44,673,189
Computers — 1.4%
Apple, Inc.		56,553		14,068,124
Consumer Products-Misc. — 0.9%
Kimberly-Clark Corp.		64,072		8,513,887
Containers-Metal/Glass — 1.2%
Crown Holdings, Inc.†		164,528		11,984,219
Cosmetics & Toiletries — 1.6%
Colgate-Palmolive Co.		162,447		11,143,864
Estee Lauder Cos., Inc., Class A		25,631		4,774,287
				15,918,151
Data Processing/Management — 2.1%
Fidelity National Information Services, Inc.		157,866		20,800,424
Diagnostic Equipment — 3.9%
Danaher Corp.		132,240		18,225,317
Thermo Fisher Scientific, Inc.		70,520		21,295,629
				39,520,946
Diversified Banking Institutions — 6.8%
Bank of America Corp.		735,300		22,992,831
Goldman Sachs Group, Inc.		71,046		15,159,796
JPMorgan Chase & Co.		237,722		29,696,232
				67,848,859
Electric Products-Misc. — 1.1%
AMETEK, Inc.		118,550		10,865,107
Electric-Integrated — 0.6%
American Electric Power Co., Inc.		59,951		5,658,775
Electronic Components-Semiconductors — 1.5%
Texas Instruments, Inc.		127,500		15,043,725
Electronic Connectors — 0.9%
TE Connectivity, Ltd.		98,752		8,838,304
Electronic Forms — 1.3%
Adobe, Inc.†		47,555		13,216,961
Electronic Measurement Instruments — 1.2%
Fortive Corp.		178,336		12,305,184
Entertainment Software — 1.2%
Electronic Arts, Inc.†		128,124		12,351,154
Finance-Credit Card — 5.1%
Mastercard, Inc., Class A		94,554		26,173,493
Visa, Inc., Class A		139,999		25,040,221
				51,213,714
Finance-Investment Banker/Broker — 0.7%
TD Ameritrade Holding Corp.		193,689		7,433,784
Finance-Other Services — 1.6%
Nasdaq, Inc.		156,728		15,636,753
Food-Dairy Products — 1.2%
Danone SA		149,762		12,420,314
Food-Misc./Diversified — 1.1%
Mondelez International, Inc., Class A		203,913		10,695,237
Hotels/Motels — 0.6%
Marriott International, Inc., Class A		49,217		6,228,411
Instruments-Controls — 2.0%
Honeywell International, Inc.		114,686		19,809,713
Insurance-Multi-line — 1.2%
Chubb, Ltd.		76,912		11,722,927
Internet Content-Entertainment — 1.6%
Facebook, Inc., Class A†		85,549		16,395,466
Machinery-Pumps — 0.8%
Flowserve Corp.		161,490		7,887,172
Medical Instruments — 2.7%
Medtronic PLC		250,534		27,283,153
Medical Products — 2.7%
Abbott Laboratories		128,073		10,708,183
Becton Dickinson and Co.		62,558		16,014,848
				26,723,031
Medical-Biomedical/Gene — 0.4%
Illumina, Inc.†		13,344		3,943,419
Medical-Drugs — 5.3%
Eli Lilly & Co.		115,198		13,126,812
Johnson & Johnson		179,229		23,665,397
PRA Health Sciences, Inc.†		60,748		5,935,687
Zoetis, Inc.		83,200		10,642,944
				53,370,840
Medical-Wholesale Drug Distribution — 0.4%
McKesson Corp.		26,903		3,578,099
Multimedia — 0.6%
Walt Disney Co.		47,920		6,225,766
Networking Products — 1.6%
Cisco Systems, Inc.		335,715		15,949,820
Oil Companies-Exploration & Production — 1.1%
EOG Resources, Inc.		162,995		11,297,183

Oil-Field Services — 1.2%
Core Laboratories NV		85,399			3,760,972
Schlumberger, Ltd.		257,031			8,402,343
					12,163,315
Pipelines — 1.4%
Enterprise Products Partners LP		556,420			14,483,613
Private Equity — 1.4%
Blackstone Group, Inc., Class A		272,106			14,465,155
Real Estate Investment Trusts — 2.4%
American Tower Corp.		109,455			23,869,946
Retail-Apparel/Shoe — 1.2%
Ross Stores, Inc.		110,935			12,166,241
Retail-Discount — 3.8%
Costco Wholesale Corp.		41,499			12,329,768
Dollar General Corp.		69,962			11,217,707
Dollar Tree, Inc.†		84,247			9,300,869
Target Corp.		51,201			5,473,899
					38,322,243
Retail-Gardening Products — 1.3%
Tractor Supply Co.		133,982			12,730,970
Retail-Restaurants — 1.1%
Starbucks Corp.		131,004			11,077,698
Semiconductor Components-Integrated Circuits — 0.9%
Analog Devices, Inc.		86,287			9,200,783
Textile-Apparel — 1.2%
LVMH Moet Hennessy Louis Vuitton SE		28,357			12,097,156
Transport-Rail — 1.4%
Canadian National Railway Co.		155,445			13,892,120
Transport-Truck — 0.7%
Old Dominion Freight Line, Inc.		39,149			7,128,250
Veterinary Diagnostics — 0.8%
Elanco Animal Health, Inc.†		295,839			7,993,570
Web Portals/ISP — 4.8%
Alphabet, Inc., Class A†		27,250			34,302,300
Alphabet, Inc., Class C†		10,855			13,678,494
					47,980,794
Total Long-Term Investment Securities (cost $697,334,771)					998,023,563
SHORT-TERM INVESTMENT SECURITIES — 0.7%
U.S. Government Agencies — 0.7%
Federal Home Loan Bank Disc. Notes 1.42% due 11/01/2019 (cost $7,288,000)	$	7,288,000			7,288,000
TOTAL INVESTMENTS (cost $704,622,771)		100.1	%		1,005,311,563
Liabilities in excess of other assets		(0.1	)		(1,223,229	)
NET ASSETS		100.0	%	$	1,004,088,334

† Non-income producing security

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks	$	998,023,563	$	—	$	—	$	998,023,563
Short-Term Investment Securities		—		7,288,000		—		7,288,000
Total Investments at Value	$	998,023,563	$	7,288,000	$	—	$	1,005,311,563

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA MFS Total Return Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
COMMON STOCKS — 60.4%
Advertising Agencies — 0.2%
Omnicom Group, Inc.		10,228	$	789,499
Aerospace/Defense — 0.9%
Lockheed Martin Corp.		5,526		2,081,534
Northrop Grumman Corp.		6,348		2,237,543
				4,319,077
Aerospace/Defense-Equipment — 0.8%
L3Harris Technologies, Inc.		3,942		813,274
United Technologies Corp.		23,321		3,348,429
				4,161,703
Agricultural Biotech — 0.1%
Corteva, Inc.		14,476		381,877
Agricultural Operations — 0.2%
Archer-Daniels-Midland Co.		29,023		1,220,127
Airlines — 0.1%
Delta Air Lines, Inc.		13,368		736,309
Apparel Manufacturers — 0.0%
Hanesbrands, Inc.		11,047		168,025
Appliances — 0.3%
Whirlpool Corp.		8,429		1,282,219
Applications Software — 1.2%
Microsoft Corp.		43,560		6,245,197
Athletic Footwear — 0.2%
NIKE, Inc., Class B		10,656		954,245
Auto/Truck Parts & Equipment-Original — 0.9%
Aptiv PLC		10,383		929,798
Lear Corp.		23,737		2,795,506
Magna International, Inc.		10,170		546,837
				4,272,141
Banks-Commercial — 0.4%
BB&T Corp.		29,420		1,560,731
Intesa Sanpaolo SpA		177,242		443,985
				2,004,716
Banks-Fiduciary — 0.8%
Bank of New York Mellon Corp.		49,400		2,309,450
State Street Corp.		24,415		1,613,099
				3,922,549
Banks-Super Regional — 2.2%
PNC Financial Services Group, Inc.		19,428		2,850,088
SunTrust Banks, Inc.		13,791		942,477
US Bancorp		64,854		3,697,975
Wells Fargo & Co.		66,596		3,438,351
				10,928,891
Beverages-Non-alcoholic — 0.2%
Coca-Cola European Partners PLC		11,614		621,465
PepsiCo, Inc.		4,347		596,278
				1,217,743
Beverages-Wine/Spirits — 0.4%
Diageo PLC		52,474		2,150,980
Brewery — 0.1%
Molson Coors Brewing Co., Class B		11,350		598,372
Building Products-Air & Heating — 0.8%
Johnson Controls International PLC		94,921		4,112,927
Building Products-Wood — 0.2%
Masco Corp.		25,537		1,181,086
Cable/Satellite TV — 1.7%
Comcast Corp., Class A		186,291		8,349,563
Chemicals-Diversified — 1.3%
Celanese Corp.		8,201		993,551
DuPont de Nemours, Inc.		19,525		1,286,893
PPG Industries, Inc.		32,306		4,042,127
				6,322,571
Coatings/Paint — 0.4%
Axalta Coating Systems, Ltd.†		27,794		819,645
Sherwin-Williams Co.		2,119		1,212,746
				2,032,391
Commercial Services-Finance — 0.5%
Equifax, Inc.		10,642		1,454,868
Moody’s Corp.		4,326		954,705
				2,409,573
Computer Services — 1.1%
Accenture PLC, Class A		23,375		4,334,192
Amdocs, Ltd.		15,363		1,001,668
Cognizant Technology Solutions Corp., Class A		6,917		421,522
				5,757,382
Computers — 0.4%
Apple, Inc.		8,495		2,113,216
Consumer Products-Misc. — 0.4%
Kimberly-Clark Corp.		15,964		2,121,296
Containers-Metal/Glass — 0.1%
Crown Holdings, Inc.†		9,233		672,532
Containers-Paper/Plastic — 0.1%
Transcontinental, Inc., Class A		23,834		272,161
Cosmetics & Toiletries — 0.1%
Colgate-Palmolive Co.		3,001		205,869
Procter & Gamble Co.		1,961		244,164
				450,033
Data Processing/Management — 1.0%
Fidelity National Information Services, Inc.		17,441		2,298,026
Fiserv, Inc.†		25,952		2,754,545
				5,052,571
Diagnostic Equipment — 1.7%
Danaher Corp.		34,965		4,818,876
Thermo Fisher Scientific, Inc.		12,462		3,763,275
				8,582,151
Diversified Banking Institutions — 5.3%
Bank of America Corp.		149,571		4,677,085
BNP Paribas SA		5,230		273,044
Citigroup, Inc.		85,633		6,153,587
Goldman Sachs Group, Inc.		14,770		3,151,623
JPMorgan Chase & Co.		82,920		10,358,367
Morgan Stanley		40,767		1,877,320
Sumitomo Mitsui Financial Group, Inc.		6,400		229,947
				26,720,973
Diversified Manufacturing Operations — 2.1%
3M Co.		9,936		1,639,340
Eaton Corp. PLC		53,489		4,659,427

Illinois Tool Works, Inc.	19,235	3,242,636
Ingersoll-Rand PLC	8,693	1,103,055
		10,644,458
E-Commerce/Products — 0.4%
Amazon.com, Inc.†	1,223	2,172,855
Electric-Distribution — 0.2%
Sempra Energy	5,937	857,956
Electric-Integrated — 2.4%
Duke Energy Corp.	30,198	2,846,463
Exelon Corp.	53,616	2,438,992
FirstEnergy Corp.	29,905	1,445,010
NextEra Energy, Inc.	1,329	316,754
Public Service Enterprise Group, Inc.	14,526	919,641
Southern Co.	44,238	2,771,953
WEC Energy Group, Inc.	7,782	734,621
Xcel Energy, Inc.	8,437	535,834
		12,009,268
Electronic Components-Semiconductors — 1.1%
Intel Corp.	18,245	1,031,390
Marvell Technology Group, Ltd.	27,272	665,164
Samsung Electronics Co., Ltd. (Preference Shares)	12,683	447,494
Texas Instruments, Inc.	28,788	3,396,696
		5,540,744
Electronic Forms — 0.3%
Adobe, Inc.†	5,891	1,637,286
Engines-Internal Combustion — 0.1%
Cummins, Inc.	3,544	611,269
Enterprise Software/Service — 0.2%
Oracle Corp.	17,940	977,551
Entertainment Software — 0.2%
Electronic Arts, Inc.†	7,761	748,160
Finance-Consumer Loans — 0.1%
Synchrony Financial	12,450	440,357
Finance-Credit Card — 0.4%
American Express Co.	6,691	784,720
Visa, Inc., Class A	5,800	1,037,388
		1,822,108
Finance-Investment Banker/Broker — 0.5%
Charles Schwab Corp.	17,017	692,762
TD Ameritrade Holding Corp.	41,631	1,597,798
		2,290,560
Finance-Other Services — 0.2%
Nasdaq, Inc.	12,251	1,222,282
Food-Confectionery — 0.2%
J.M. Smucker Co.	11,012	1,163,748
Food-Misc./Diversified — 1.3%
Danone SA	12,660	1,049,940
General Mills, Inc.	20,468	1,041,003
Ingredion, Inc.	8,921	704,759
Mondelez International, Inc., Class A	12,676	664,856
Nestle SA	26,379	2,816,256
		6,276,814
Food-Retail — 0.1%
Kroger Co.	29,715	732,178
Food-Wholesale/Distribution — 0.1%
US Foods Holding Corp.†	14,260	565,694
Hotels/Motels — 0.1%
Marriott International, Inc., Class A	5,023	635,661
Instruments-Controls — 0.9%
Honeywell International, Inc.	27,510	4,751,802
Insurance Brokers — 1.1%
Aon PLC	21,671	4,185,970
Marsh & McLennan Cos., Inc.	13,167	1,364,365
		5,550,335
Insurance-Life/Health — 0.2%
Prudential Financial, Inc.	11,511	1,049,113
Insurance-Multi-line — 1.6%
Chubb, Ltd.	27,006	4,116,255
MetLife, Inc.	55,927	2,616,824
Zurich Insurance Group AG	3,821	1,493,153
		8,226,232
Insurance-Property/Casualty — 0.6%
Travelers Cos., Inc.	23,297	3,053,305
Internet Content-Entertainment — 0.1%
Facebook, Inc., Class A†	1,538	294,758
Investment Management/Advisor Services — 0.9%
BlackRock, Inc.	3,968	1,832,025
Invesco, Ltd.	72,902	1,226,212
T. Rowe Price Group, Inc.	11,082	1,283,296
		4,341,533
Machinery-Electrical — 0.3%
Hitachi, Ltd.	36,100	1,360,227
Regal Beloit Corp.	3,100	229,555
		1,589,782
Machinery-Farming — 0.5%
AGCO Corp.	23,434	1,797,153
Deere & Co.	4,313	751,066
		2,548,219
Medical Instruments — 1.0%
Medtronic PLC	45,147	4,916,508
Medical Products — 0.9%
Abbott Laboratories	39,677	3,317,394
Zimmer Biomet Holdings, Inc.	6,895	953,096
		4,270,490
Medical-Drugs — 4.2%
Bayer AG	16,402	1,272,837
Bristol-Myers Squibb Co.	26,706	1,532,123
Eli Lilly & Co.	21,999	2,506,786
Johnson & Johnson	45,480	6,005,179
Merck & Co., Inc.	13,831	1,198,595
Novartis AG	2,649	231,173
Pfizer, Inc.	152,772	5,861,862

Roche Holding AG	8,065	2,426,449
		21,035,004
Medical-Generic Drugs — 0.0%
Mylan NV†	12,614	241,558
Medical-Hospitals — 0.6%
HCA Healthcare, Inc.	20,951	2,797,797
Medical-Wholesale Drug Distribution — 0.5%
McKesson Corp.	18,498	2,460,234
Metal-Diversified — 0.2%
Rio Tinto PLC	21,014	1,092,630
Motorcycle/Motor Scooter — 0.0%
Harley-Davidson, Inc.	3,116	121,244
Networking Products — 0.6%
Cisco Systems, Inc.	61,235	2,909,275
Oil Companies-Exploration & Production — 0.6%
EOG Resources, Inc.	17,382	1,204,746
Hess Corp.	11,330	744,948
Noble Energy, Inc.	22,661	436,451
Pioneer Natural Resources Co.	6,387	785,729
		3,171,874
Oil Companies-Integrated — 1.4%
BP PLC	206,009	1,305,716
Chevron Corp.	15,768	1,831,296
Eni SpA	74,826	1,132,463
Exxon Mobil Corp.	24,983	1,688,101
Suncor Energy, Inc.	27,669	822,654
		6,780,230
Oil Refining & Marketing — 0.3%
Phillips 66	5,187	605,945
Valero Energy Corp.	7,999	775,743
		1,381,688
Oil-Field Services — 0.1%
Schlumberger, Ltd.	15,969	522,027
Pharmacy Services — 0.7%
Cigna Corp.	19,833	3,539,397
Pipelines — 0.8%
Enbridge, Inc.	11,994	436,701
Enterprise Products Partners LP	64,401	1,676,358
EQT Midstream Partners LP	15,367	459,166
Equitrans Midstream Corp.	41,052	571,444
MPLX LP	13,149	346,739
Plains GP Holdings LP, Class A	29,526	548,003
		4,038,411
Power Converter/Supply Equipment — 0.1%
Schneider Electric SE	3,159	293,344
Private Equity — 0.3%
Blackstone Group, Inc., Class A	25,838	1,373,548
Real Estate Investment Trusts — 1.3%
Brixmor Property Group, Inc.	20,167	444,077
EPR Properties	15,312	1,191,120
Medical Properties Trust, Inc.	50,623	1,049,415
Public Storage	3,777	841,742
Simon Property Group, Inc.	4,381	660,129
STORE Capital Corp.	52,213	2,114,627
		6,301,110
Retail-Consumer Electronics — 0.1%
Best Buy Co., Inc.	4,855	348,735
Retail-Discount — 0.8%
Dollar Tree, Inc.†	8,275	913,560
Target Corp.	26,568	2,840,385
		3,753,945
Retail-Gardening Products — 0.1%
Tractor Supply Co.	5,315	505,031
Retail-Restaurants — 0.5%
Chipotle Mexican Grill, Inc.†	834	648,985
Starbucks Corp.	24,789	2,096,158
		2,745,143
Semiconductor Components-Integrated Circuits — 0.8%
Analog Devices, Inc.	7,116	758,779
Maxim Integrated Products, Inc.	13,604	798,011
NXP Semiconductors NV	3,983	452,787
Taiwan Semiconductor Manufacturing Co., Ltd. ADR	42,973	2,218,696
		4,228,273
Semiconductor Equipment — 0.2%
Applied Materials, Inc.	18,447	1,000,934
Soap & Cleaning Preparation — 0.2%
Reckitt Benckiser Group PLC	11,122	859,227
Telephone-Integrated — 0.3%
Verizon Communications, Inc.	24,647	1,490,404
Textile-Apparel — 0.2%
LVMH Moet Hennessy Louis Vuitton SE	1,999	852,778
Tobacco — 1.1%
Altria Group, Inc.	10,310	461,785
British American Tobacco PLC	19,844	694,547
Japan Tobacco, Inc.	36,900	839,211
Philip Morris International, Inc.	41,687	3,394,989
		5,390,532
Tools-Hand Held — 0.4%
Stanley Black & Decker, Inc.	14,300	2,164,019
Transport-Rail — 1.2%
Canadian National Railway Co.	6,763	604,409
Union Pacific Corp.	32,053	5,303,490
		5,907,899
Transport-Services — 0.1%
United Parcel Service, Inc., Class B	5,790	666,834
Veterinary Diagnostics — 0.2%
Elanco Animal Health, Inc.†	32,092	867,126
Web Portals/ISP — 0.3%
Alphabet, Inc., Class A†	1,190	1,497,972
Total Common Stocks (cost 221,505,174)		302,783,345

CONVERTIBLE PREFERRED SECURITIES — 0.4%
Diagnostic Equipment — 0.1%
Danaher Corp. 4.75%		263	292,014
Electric-Distribution — 0.3%
CenterPoint Energy, Inc. 7.00%		32,905	1,678,155
Total Convertible Preferred Securities (cost 1,946,026)			1,970,169
PREFERRED SECURITIES/CAPITAL SECURITIES — 0.1%
Banks-Money Center — 0.1%
BBVA Bancomer SA 6.75% due 09/30/2022* (cost 542,898)	$	510,000	559,623
ASSET BACKED SECURITIES — 3.9%
Diversified Financial Services — 3.9%
ALM V, Ltd. FRS Series 2012-5A, Class A2R3 2.60% (3 ML+1.25%) due 10/18/2027*(1)		514,000	509,498
ALM VII, Ltd. FRS Series 2013-7R2A, Class A1B2 3.39% (3 ML+1.40%) due 10/15/2027*(1)		890,000	882,003
American Tower Trust I Series 13, Class 2A 3.07% due 03/15/2048*		630,000	637,867
AREIT Trust FRS Series 2018-CRE2, Class A 2.87% (1 ML+0.98%) due 11/14/2035*(2)		629,147	628,929
AREIT Trust FRS Series 2019-CRE3, Class AS 3.19% (1 ML+1.30%) due 09/14/2036*(2)		687,500	687,827
Avis Budget Rental Car Funding AESOP LLC Series 2019-1A, Class A 3.45% due 03/20/2023*		770,000	790,648
Bancorp Commercial Mtg. Trust FRS Series 2018-CRE4, Class A 2.82% (1 ML+0.90%) due 09/15/2035*(2)		647,526	647,332
Bancorp Commercial Mtg. Trust FRS Series 2019-CRE6, Class AS 3.35% (1 ML+1.30%) due 09/15/2036*(2)		706,171	706,612
BANK Series 2019-BN17, Class A4 3.71% due 04/15/2052(2)		557,000	613,757
Bayview Financial Revolving Mtg. Loan Trust FRS Series 2005-E, Class M1 3.40% (1 ML+1.60%) due 12/28/2040*		217,717	221,647
BDS, Ltd. FRS Series 2019-FL4, Class A 3.01% (1 ML+1.10%) due 08/15/2036*		494,000	493,699
BDS, Ltd. FRS Series 2018-FL2, Class B 3.28% (1 ML+1.14%) due 08/15/2035*(2)		843,000	840,049
Chesapeake Funding II LLC Series 2018-1A, Class A1 3.04% due 04/15/2030*		228,639	231,538
COMM Mtg. Trust Series 2015-LC21, Class A4 3.71% due 07/10/2048(2)		821,121	882,109
CSAIL Commercial Mtg. Trust Series 2015-C2, Class A4 3.50% due 06/15/2057(2)		467,518	495,035
Cutwater, Ltd. FRS Series 2015-1A, Class AR 3.22% (3 ML+1.22%) due 01/15/2029*(1)		890,000	889,545
Dryden 55 CLO, Ltd. FRS Series 2018-55A, Class A1 3.02% (3 ML+1.02%) due 04/15/2031*(1)		882,000	875,262
Dryden Senior Loan Fund FRS Series 2013-26A, Class AR 2.90% (3 ML+0.90%) due 04/15/2029*(1)		412,000	411,170
Figueroa CLO, Ltd. FRS Series 2014-1A, Class BR 3.50% (3 ML+1.50%) due 01/15/2027*(1)		270,000	268,571
FORT CRE LLC FRS Series 2018-1A, Class A1 3.48% (1 ML+1.35%) due 11/16/2035*		325,000	324,999
GMAC Mtg. Corp. Loan Trust VRS Series 2006-HE3, Class A3 3.66% due 10/25/2036(3)		60,349	63,794
GS Mtg. Securities Trust Series 2019-GSA1, Class A4 3.05% due 11/10/2052(2)		448,828	467,199
GS Mtg. Securities Trust Series 2015-GC30, Class A4 3.38% due 05/10/2050(2)		879,375	932,595
JPMBB Commercial Mtg. Securities Trust Series 2015-C28, Class A4 3.23% due 10/15/2048(2)		635,131	666,096
JPMBB Commercial Mtg. Securities Trust Series 2014-C26, Class A4 3.49% due 01/15/2048(2)		1,010,000	1,070,876
KREF, Ltd. FRS Series 2018-FL1, Class A 2.98% (1 ML+1.10%) due 06/15/2036*		433,500	433,771
Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34, Class A4 3.54% due 11/15/2052(2)		324,355	350,377

Morgan Stanley Capital I Trust Series 2017-H1, Class A5 3.53% due 06/15/2050(2)	294,880	317,582
Mountain Hawk III CLO, Ltd. FRS Series 2014-3A, Class BR 3.80% (3 ML+1.80%) due 04/18/2025*(1)	905,390	904,959
Navistar Financial Dealer Note Master Owner Trust II FRS Series 2018-1, Class A 2.45% (1 ML+0.63%) due 09/25/2023*	528,000	528,491
Neuberger Berman CLO XX, Ltd. FRS Series 2015-20A, Class AR 2.80% (3 ML+0.80%) due 01/15/2028*(1)	385,000	384,580
Residential Funding Mtg. Securities II, Inc. VRS Series 2005-HS2, Class AI3 5.32% due 12/25/2035(3)	96,779	97,437
UBS Commercial Mtg. Trust Series 2019-C17, Class A4 2.92% due 10/15/2052(2)	502,983	516,858
Wells Fargo Commercial Mtg. Trust Series 2015-C28, Class A4 3.54% due 05/15/2048(2)	893,749	951,746
Total Asset Backed Securities (cost 19,472,598)		19,724,458
U.S. CORPORATE BONDS & NOTES — 9.2%
Aerospace/Defense-Equipment — 0.2%
L3Harris Technologies, Inc. Senior Notes 3.85% due 06/15/2023*	537,000	567,095
United Technologies Corp. Senior Notes 4.13% due 11/16/2028	350,000	397,156
		964,251
Apparel Manufacturers — 0.1%
Coach, Inc. Senior Notes 4.13% due 07/15/2027	292,000	297,452
Applications Software — 0.1%
Microsoft Corp. Senior Notes 4.25% due 02/06/2047	458,000	568,774
Auto-Cars/Light Trucks — 0.1%
General Motors Co. Senior Notes 6.75% due 04/01/2046	234,000	270,065
General Motors Financial Co., Inc. Company Guar. Notes 4.35% due 04/09/2025	220,000	231,077
		501,142
Auto/Truck Parts & Equipment-Original — 0.2%
Lear Corp. Senior Notes 3.80% due 09/15/2027	500,000	506,389
Lear Corp. Senior Notes 4.25% due 05/15/2029	300,000	309,346
		815,735
Banks-Commercial — 0.1%
PNC Bank NA Sub. Notes 2.70% due 10/22/2029	250,000	250,901
Banks-Super Regional — 0.1%
Wells Fargo & Co. Senior Notes 3.75% due 01/24/2024	342,000	361,894
Beverages-Wine/Spirits — 0.1%
Constellation Brands, Inc. Company Guar. Notes 3.50% due 05/09/2027	665,000	699,869
Brewery — 0.1%
Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 8.00% due 11/15/2039	464,000	730,196
Broadcast Services/Program — 0.1%
Fox Corp. Senior Notes 4.03% due 01/25/2024*	526,000	562,125
Building Products-Cement — 0.1%
CRH America Finance, Inc. Company Guar. Notes 4.50% due 04/04/2048*	223,000	242,777
Martin Marietta Materials, Inc. Senior Notes 3.50% due 12/15/2027	182,000	190,285
		433,062
Building Products-Wood — 0.1%
Masco Corp. Senior Notes 4.38% due 04/01/2026	381,000	413,507
Cable/Satellite TV — 0.3%
Charter Communications Operating LLC/Charter Communications Operating Capital Senior Sec. Notes 4.91% due 07/23/2025	449,000	494,699
Time Warner Entertainment Co. LP Senior Sec. Notes 8.38% due 07/15/2033	700,000	971,411
		1,466,110

Casino Hotels — 0.0%
Las Vegas Sands Corp. Senior Notes 3.90% due 08/08/2029	209,000	215,026
Coatings/Paint — 0.1%
Sherwin-Williams Co. Senior Notes 4.50% due 06/01/2047	250,000	280,422
Computers — 0.3%
Apple, Inc. Senior Notes 2.85% due 02/23/2023	740,000	763,007
Apple, Inc. Senior Notes 3.35% due 02/09/2027	250,000	268,281
Apple, Inc. Senior Notes 3.85% due 05/04/2043	228,000	255,928
Dell International LLC/EMC Corp. Senior Sec. Notes 4.90% due 10/01/2026*	369,000	400,361
		1,687,577
Consulting Services — 0.1%
Verisk Analytics, Inc. Senior Notes 4.13% due 03/15/2029	492,000	543,490
Data Processing/Management — 0.2%
Fidelity National Information Services, Inc. Senior Notes 4.50% due 08/15/2046	131,000	149,248
Fidelity National Information Services, Inc. Senior Notes 4.75% due 05/15/2048	312,000	373,542
Fiserv, Inc. Senior Notes 4.40% due 07/01/2049	331,000	370,699
		893,489
Diagnostic Equipment — 0.2%
Thermo Fisher Scientific, Inc. Senior Notes 2.95% due 09/19/2026	527,000	547,789
Thermo Fisher Scientific, Inc. Senior Notes 3.20% due 08/15/2027	553,000	581,061
		1,128,850
Diversified Banking Institutions — 1.5%
Bank of America Corp. Senior Notes 3.00% due 12/20/2023	334,000	341,658
Bank of America Corp. Senior Notes 3.37% due 01/23/2026	363,000	379,720
Bank of America Corp. Senior Notes 3.50% due 04/19/2026	357,000	379,604
Bank of America Corp. Senior Notes 4.10% due 07/24/2023	800,000	854,034
Bank of America Corp. Senior Notes 4.13% due 01/22/2024	898,000	965,461
Goldman Sachs Group, Inc. Senior Notes 3.85% due 01/26/2027	325,000	345,835
JPMorgan Chase & Co. Senior Notes 3.20% due 01/25/2023	1,084,000	1,122,247
JPMorgan Chase & Co. Senior Notes 3.78% due 02/01/2028	1,137,000	1,222,963
JPMorgan Chase & Co. Senior Notes 3.90% due 01/23/2049	246,000	273,003
Morgan Stanley Senior Notes 3.13% due 01/23/2023	74,000	76,141
Morgan Stanley Senior Notes 3.63% due 01/20/2027	1,047,000	1,116,497
Morgan Stanley Senior Notes 3.88% due 04/29/2024	338,000	360,290
Morgan Stanley Senior Notes 4.00% due 07/23/2025	248,000	268,957
		7,706,410
E-Commerce/Services — 0.3%
Expedia Group, Inc. Company Guar. Notes 3.25% due 02/15/2030*	439,000	439,299
Priceline Group, Inc. Senior Notes 2.75% due 03/15/2023	855,000	876,175
		1,315,474
Electric-Integrated — 0.5%
Duke Energy Corp. Senior Notes 2.65% due 09/01/2026	82,000	82,787
Evergy, Inc. Senior Notes 2.90% due 09/15/2029	374,000	376,069
Exelon Corp. Senior Notes 3.40% due 04/15/2026	707,000	743,730
Jersey Central Power & Light Co. Senior Notes 4.30% due 01/15/2026*	300,000	328,342

Midamerican Energy Holdings Co. Senior Notes 3.75% due 11/15/2023	410,000	435,983
PPL Capital Funding, Inc. Company Guar. Notes 3.40% due 06/01/2023	530,000	547,048
PPL Capital Funding, Inc. Company Guar. Notes 5.00% due 03/15/2044	180,000	212,031
		2,725,990
Electric-Transmission — 0.1%
Oncor Electric Delivery Co. LLC Senior Sec. Notes 5.75% due 03/15/2029	495,000	628,583
Electronic Components-Semiconductors — 0.2%
Broadcom Corp./Broadcom Cayman Finance, Ltd. Company Guar. Notes 3.50% due 01/15/2028	618,000	604,348
Broadcom Corp./Broadcom Cayman Finance, Ltd. Company Guar. Notes 3.88% due 01/15/2027	220,000	222,155
Broadcom, Inc. Company Guar. Notes 4.25% due 04/15/2026*	315,000	328,844
		1,155,347
Finance-Credit Card — 0.2%
Capital One Financial Corp. Senior Notes 3.75% due 03/09/2027	515,000	547,053
Visa, Inc. Senior Notes 3.15% due 12/14/2025	617,000	659,586
		1,206,639
Finance-Investment Banker/Broker — 0.2%
Charles Schwab Corp. Senior Notes 3.20% due 01/25/2028	275,000	289,225
E*TRADE Financial Corp. Senior Notes 2.95% due 08/24/2022	155,000	157,906
E*TRADE Financial Corp. Senior Notes 3.80% due 08/24/2027	214,000	223,215
E*TRADE Financial Corp. Senior Notes 4.50% due 06/20/2028	220,000	239,835
		910,181
Finance-Other Services — 0.2%
Intercontinental Exchange, Inc. Company Guar. Notes 2.35% due 09/15/2022	304,000	306,897
Intercontinental Exchange, Inc. Company Guar. Notes 4.00% due 10/15/2023	519,000	553,005
		859,902
Gas-Distribution — 0.1%
NiSource, Inc. Senior Notes 2.95% due 09/01/2029	336,000	339,220
NiSource, Inc. Senior Notes 5.65% due 02/01/2045	110,000	142,459
		481,679
Hotels/Motels — 0.1%
Marriott International, Inc. Senior Notes 4.00% due 04/15/2028	427,000	460,671
Insurance Brokers — 0.1%
Aon Corp. Company Guar. Notes 3.75% due 05/02/2029	342,000	369,488
Marsh & McLennan Cos., Inc. Senior Notes 4.75% due 03/15/2039	188,000	228,148
		597,636
Insurance-Multi-line — 0.0%
Hartford Financial Services Group, Inc. Senior Notes 3.60% due 08/19/2049	214,000	218,543
Insurance-Mutual — 0.1%
Liberty Mutual Group, Inc. Company Guar. Notes 3.95% due 10/15/2050*	297,000	306,843
Insurance-Property/Casualty — 0.1%
Berkshire Hathaway, Inc. Senior Notes 3.13% due 03/15/2026	245,000	260,547
Investment Management/Advisor Services — 0.1%
Raymond James Financial, Inc. Senior Notes 4.95% due 07/15/2046	487,000	590,029
Machinery-Farming — 0.1%
CNH Industrial Capital LLC Company Guar. Notes 4.20% due 01/15/2024	422,000	450,268
Machinery-General Industrial — 0.2%
Roper Technologies, Inc. Senior Notes 2.95% due 09/15/2029	110,000	111,458
Roper Technologies, Inc. Senior Notes 4.20% due 09/15/2028	174,000	192,694

Wabtec Corp. Company Guar. Notes 4.95% due 09/15/2028	405,000	447,003
		751,155
Medical Instruments — 0.1%
Alcon Finance Corp. Company Guar. Notes 3.80% due 09/23/2049*	200,000	208,060
Boston Scientific Corp. Senior Notes 3.75% due 03/01/2026	139,000	149,977
		358,037
Medical Labs & Testing Services — 0.1%
Laboratory Corp. of America Holdings Senior Notes 3.20% due 02/01/2022	133,000	135,938
Laboratory Corp. of America Holdings Senior Notes 4.70% due 02/01/2045	431,000	480,950
		616,888
Medical Products — 0.4%
Abbott Laboratories Senior Notes 4.90% due 11/30/2046	468,000	598,078
Becton Dickinson and Co. Senior Notes 3.13% due 11/08/2021	212,000	216,324
Becton Dickinson and Co. Senior Notes 4.67% due 06/06/2047	448,000	538,836
Zimmer Biomet Holdings, Inc. FRS Senior Notes 2.91% (3 ML+0.75%) due 03/19/2021	193,000	193,016
Zimmer Biomet Holdings, Inc. Senior Notes 3.55% due 04/01/2025	603,000	637,780
		2,184,034
Medical-HMO — 0.0%
UnitedHealth Group, Inc. Senior Notes 3.50% due 08/15/2039	166,000	173,513
Medical-Hospitals — 0.1%
HCA, Inc. Senior Sec. Notes 5.13% due 06/15/2039	153,000	168,036
Northwell Healthcare, Inc. Sec. Notes 3.98% due 11/01/2046	35,000	37,516
Northwell Healthcare, Inc. Sec. Notes 4.26% due 11/01/2047	279,000	308,731
		514,283
Metal-Diversified — 0.1%
Glencore Funding LLC Company Guar. Notes 4.13% due 05/30/2023*	292,000	305,728
Non-Hazardous Waste Disposal — 0.1%
Republic Services, Inc. Senior Notes 3.95% due 05/15/2028	277,000	308,004
Oil Refining & Marketing — 0.3%
Marathon Petroleum Corp. Senior Notes 3.63% due 09/15/2024	529,000	557,146
Marathon Petroleum Corp. Senior Notes 4.75% due 09/15/2044	357,000	391,728
Valero Energy Corp. Senior Notes 4.90% due 03/15/2045	563,000	637,013
		1,585,887
Pipelines — 0.4%
Enterprise Products Operating LLC Company Guar. Notes 4.20% due 01/31/2050	176,000	186,122
Kinder Morgan Energy Partners LP Company Guar. Notes 4.15% due 02/01/2024	520,000	553,725
MPLX LP Senior Notes 4.50% due 04/15/2038	183,000	186,995
ONEOK, Inc. Company Guar. Notes 4.95% due 07/13/2047	542,000	586,878
Plains All American Pipeline LP/PAA Finance Corp. Senior Notes 3.55% due 12/15/2029	177,000	169,229
Sabine Pass Liquefaction LLC Senior Sec. Notes 5.00% due 03/15/2027	464,000	509,659
		2,192,608
Real Estate Investment Trusts — 0.3%
American Tower Corp. Senior Notes 3.00% due 06/15/2023	253,000	259,874
American Tower Corp. Senior Notes 3.60% due 01/15/2028	253,000	266,085
Crown Castle International Corp. Senior Notes 3.65% due 09/01/2027	633,000	672,472
GLP Capital LP/GLP Financing II, Inc. Company Guar. Notes 5.30% due 01/15/2029	360,000	398,012
		1,596,443

Rental Auto/Equipment — 0.1%
ERAC USA Finance LLC Company Guar. Notes 7.00% due 10/15/2037*	479,000	679,053
Retail-Building Products — 0.1%
Home Depot, Inc. Senior Notes 3.90% due 06/15/2047	296,000	341,407
Retail-Consumer Electronics — 0.1%
Best Buy Co., Inc. Senior Notes 4.45% due 10/01/2028	502,000	548,404
Retail-Discount — 0.1%
Dollar Tree, Inc. Senior Notes 4.00% due 05/15/2025	213,000	229,035
Dollar Tree, Inc. Senior Notes 4.20% due 05/15/2028	102,000	110,796
		339,831
Telephone-Integrated — 0.2%
AT&T, Inc. Senior Notes 3.00% due 06/30/2022	523,000	534,241
AT&T, Inc. Senior Notes 5.45% due 03/01/2047	344,000	415,663
		949,904
Total U.S. Corporate Bonds & Notes (cost $41,741,046)		46,133,793
FOREIGN CORPORATE BONDS & NOTES — 1.4%
Banks-Commercial — 0.1%
Banco de Credito del Peru Senior Notes 5.38% due 09/16/2020	522,000	535,050
Beverages-Wine/Spirits — 0.1%
Diageo Capital PLC Company Guar. Notes 2.38% due 10/24/2029	255,000	254,094
Commercial Services-Finance — 0.2%
Experian Finance PLC Company Guar. Notes 4.25% due 02/01/2029*	336,000	378,010
IHS Markit, Ltd. Senior Notes 3.63% due 05/01/2024	77,000	80,503
IHS Markit, Ltd. Company Guar. Notes 4.00% due 03/01/2026*	439,000	462,802
IHS Markit, Ltd. Senior Notes 4.25% due 05/01/2029	115,000	123,879
		1,045,194
Electric-Integrated — 0.2%
Enel Finance International NV Company Guar. Notes 2.65% due 09/10/2024*	430,000	431,970
Enel Finance International NV Company Guar. Notes 4.88% due 06/14/2029*	437,000	500,162
		932,132
Finance-Leasing Companies — 0.1%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust Company Guar. Notes 3.65% due 07/21/2027	350,000	360,666
AerCap Ireland Capital DAC/AerCap Global Aviation Trust Company Guar. Notes 4.88% due 01/16/2024	150,000	163,242
Avolon Holdings Funding, Ltd. Company Guar. Notes 4.38% due 05/01/2026*	154,000	162,923
		686,831
Investment Companies — 0.2%
Temasek Financial I, Ltd. Company Guar. Notes 2.38% due 01/23/2023*	1,110,000	1,128,462
Oil Companies-Integrated — 0.1%
Eni SpA Senior Notes 4.75% due 09/12/2028*	418,000	475,592
Paper & Related Products — 0.1%
Suzano Austria GmbH Company Guar. Notes 6.00% due 01/15/2029	329,000	363,545
Pipelines — 0.1%
APT Pipelines, Ltd. Company Guar. Notes 4.20% due 03/23/2025*	774,000	824,250
APT Pipelines, Ltd. Company Guar. Notes 4.25% due 07/15/2027*	58,000	62,424
		886,674
Soap & Cleaning Preparation — 0.2%
Reckitt Benckiser Treasury Services PLC Company Guar. Notes 2.75% due 06/26/2024*	219,000	223,461
Reckitt Benckiser Treasury Services PLC Company Guar. Notes 3.63% due 09/21/2023*	650,000	680,342
		903,803
Total Foreign Corporate Bonds & Notes (cost $6,752,093)		7,211,377

U.S. GOVERNMENT AGENCIES — 12.9%
Federal Home Loan Mtg. Corp. — 4.1%
3.00% due 10/01/2034	235,853	241,645
3.00% due 11/01/2034	229,273	234,903
3.00% due 01/01/2038	458,296	471,491
3.00% due 03/01/2043	308,037	317,941
3.00% due 04/01/2043	659,837	681,722
3.00% due 05/01/2043	583,159	603,108
3.00% due 05/01/2046	281,413	289,935
3.00% due 10/01/2046	546,134	562,673
3.00% due 11/01/2046	721,555	743,406
3.00% due 12/01/2046	90,017	92,419
3.00% due 03/01/2048	392,554	400,865
3.50% due 11/01/2037	303,620	315,220
3.50% due 05/01/2038	103,835	107,835
3.50% due 02/01/2042	260,224	273,595
3.50% due 04/01/2042	188,926	200,616
3.50% due 12/01/2042	448,454	473,161
3.50% due 04/01/2043	117,123	122,760
3.50% due 07/01/2043	23,648	24,827
3.50% due 08/01/2043	273,094	286,225
3.50% due 12/01/2045	342,557	357,543
3.50% due 11/01/2046	232,829	242,477
3.50% due 12/01/2046	977,465	1,016,753
3.50% due 01/01/2047	788,712	822,065
4.00% due 08/01/2037	58,692	61,669
4.00% due 11/01/2040	329,759	353,017
4.00% due 01/01/2041	686,736	735,203
4.00% due 04/01/2044	221,818	234,660
4.00% due 08/01/2047	575,887	604,698
4.50% due 02/01/2020	192	197
4.50% due 08/01/2024	67,363	70,153
4.50% due 04/01/2035	17,769	19,264
4.50% due 07/01/2039	137,107	148,703
4.50% due 09/01/2039	60,244	65,317
4.50% due 10/01/2039	34,871	37,818
4.50% due 12/01/2039	53,494	58,024
4.50% due 05/01/2042	95,666	103,729
5.00% due 09/01/2033	72,499	80,110
5.00% due 03/01/2034	30,722	33,881
5.00% due 04/01/2034	13,108	14,485
5.00% due 08/01/2035	18,531	20,462
5.00% due 10/01/2035	42,558	47,013
5.00% due 11/01/2035	116,278	127,823
5.00% due 12/01/2036	22,602	24,961
5.00% due 07/01/2039	169,672	187,574
5.50% due 12/01/2033	58,271	65,621
5.50% due 01/01/2034	74,762	84,206
5.50% due 04/01/2034	9,012	9,708
5.50% due 11/01/2034	6,255	6,793
5.50% due 05/01/2035	12,884	14,010
5.50% due 09/01/2035	16,790	18,324
5.50% due 10/01/2035	12,408	13,515
6.00% due 11/01/2019	46	46
6.00% due 05/01/2021	1,096	1,102
6.00% due 10/01/2021	11,962	12,164
6.00% due 04/01/2034	44,043	49,397
6.00% due 07/01/2034	36,066	41,250
6.00% due 08/01/2034	88,742	101,998
6.00% due 09/01/2034	4,783	5,299
6.00% due 07/01/2035	23,087	26,580
6.00% due 08/01/2035	20,563	23,672
6.00% due 11/01/2035	27,549	31,620
6.00% due 03/01/2036	9,901	10,958
6.00% due 07/01/2036	13,765	15,343
6.00% due 10/01/2036	19,462	21,736
6.00% due 01/01/2037	26,189	30,102
6.00% due 03/01/2037	7,820	8,658
6.00% due 05/01/2037	49,696	56,914
6.00% due 06/01/2037	19,685	22,578
6.50% due 05/01/2034	6,611	7,368
6.50% due 06/01/2034	30,463	34,240
6.50% due 08/01/2034	36,775	40,983
6.50% due 10/01/2034	21,192	24,350
6.50% due 11/01/2034	1,299	1,448
6.50% due 05/01/2037	23,944	26,684
6.50% due 07/01/2037	20,444	23,510
Federal Home Loan Mtg. Corp. Multifamily Structured Pass Through Certs.
Series K712, Class A2 1.87% due 11/25/2019(2)	28,166	28,126
Series K026, Class A2 2.51% due 11/25/2022(2)	308,000	313,149
Series K042, Class A2 2.67% due 12/25/2024(2)	320,000	330,522
Series K055, Class A2 2.67% due 03/25/2026(2)	232,000	240,785
Series K718, Class A2 2.79% due 01/25/2022(2)	299,000	303,738
Series K028, Class A2 3.11% due 02/25/2023(2)	439,000	454,594
Series K066, Class A2 3.12% due 06/25/2027(2)	220,000	235,093
Series K052, Class A2 3.15% due 11/25/2025(2)	198,000	210,183
Series K041, Class A2 3.17% due 10/25/2024(2)	267,000	281,626
Series K068, Class A2 3.24% due 08/25/2027(2)	155,000	167,048
Series K071, Class A2 3.29% due 11/25/2027(2)	494,000	533,420
Series K029, Class A2 3.32% due 02/25/2023(2)	143,000	149,016
Series K062, Class A2 3.41% due 12/25/2026(2)	154,000	167,637
Series K076, Class A2 3.90% due 04/25/2028(2)	330,000	371,223

Federal Home Loan Mtg. Corp. Multifamily Structured Pass Through Certs. VRS
Series K071, Class XAM 0.20% due 11/25/2027(2)(3)(5)	3,192,000	54,592
Series K070, Class XAM 0.24% due 12/25/2027(2)(3)(5)	1,984,000	41,489
Series K721, Class XAM 0.27% due 11/25/2024(2)(3)(5)	3,013,000	43,630
Series K069, Class XAM 0.28% due 09/25/2027(2)(3)(5)	2,042,000	46,904
Series K071, Class X1 0.29% due 11/25/2027(2)(5)	2,279,537	48,595
Series K072, Class XAM 0.29% due 12/25/2027(2)(3)(5)	2,208,000	52,793
Series K154, Class X1 0.31% due 11/25/2032(2)(3)(5)	1,733,239	54,074
Series K728, Class XAM 0.31% due 08/25/2024(2)(3)(5)	2,996,000	49,791
Series K070, Class X1 0.33% due 11/25/2027(2)(3)(5)	2,060,314	50,624
Series K068, Class XAM 0.33% due 08/25/2027(2)(3)(5)	1,898,000	50,047
Series K729, Class X1 0.36% due 10/25/2024(2)(3)(5)	4,013,726	62,275
Series K069, Class X1 0.37% due 09/25/2027(2)(3)(5)	1,679,760	44,868
Series K072, Class X1 0.37% due 12/25/2027(2)(3)(5)	3,530,142	96,620
Series K728, Class X1 0.41% due 08/25/2024(2)(3)(5)	5,540,376	95,595
Series K068, Class X1 0.44% due 08/25/2027(2)(3)(5)	1,327,966	40,312
Series K727, Class XAM 0.50% due 07/25/2024(2)(3)(5)	2,786,000	66,655
Series K067, Class X1 0.58% due 07/25/2027(2)(3)(5)	2,367,706	95,041
Series K727, Class X1 0.61% due 07/25/2024(2)(3)(5)	1,006,505	25,100
Series K066, Class XAM 0.64% due 06/25/2027(2)(3)(5)	2,696,000	126,871
Series K066, Class X1 0.75% due 06/25/2027(2)(3)(5)	911,216	45,421
Series K726, Class X1 0.88% due 04/25/2024(2)(3)(5)	1,217,490	38,436
Series K097, Class X1 1.09% due 07/25/2029(2)(3)(5)	164,535	14,983
Series K098, Class X1 1.27% due 08/25/2029(2)(3)(5)	1,040,000	98,943
Series K033, Class A2 3.06% due 07/25/2023(2)(3)	135,000	140,111
Series K728, Class A2 3.06% due 08/25/2024(2)(3)	156,000	162,473
Series K069, Class A2 3.19% due 09/25/2027(2)(3)	148,000	158,924
Series K030, Class A2 3.25% due 04/25/2023(2)(3)	507,000	527,512
Series K063, Class A2 3.43% due 01/25/2027(2)(3)	151,200	164,213
Series K035, Class A2 3.46% due 08/25/2023(2)(3)	523,000	550,273
Series K075, Class A2 3.65% due 02/25/2028(2)(3)	177,000	195,865
Series K080, Class A2 3.93% due 07/25/2028(2)(3)	169,000	191,084
Federal Home Loan Mtg. Corp. Multifamily Structured Pass-Through Certs. Series K049, Class A2 3.01% due 07/25/2025(2)	83,000	87,329
Federal Home Loan Mtg. Corp. REMIC
Series 4474, Class HJ 3.00% due 07/15/2039(4)	51,974	53,856
Series 3934, Class PG 3.00% due 07/15/2041(4)	104,177	107,357
Series 4058, Class ME 3.50% due 06/15/2042(4)	39,000	42,456
Series 3629, Class CZ 5.00% due 01/15/2040(4)	69,218	78,142
Federal Home Loan Mtg. Corp. SCRT
Series 2019-02, Class MV 3.50% due 08/25/2058(4)	49,119	52,406
Series 2019-2, Class MA 3.50% due 08/25/2058(4)	9,442	9,884
Series 2019-3, Class MA 3.50% due 10/25/2058(4)	125,744	131,672
Series 2019-3, Class MV 3.50% due 10/25/2058(4)	69,386	74,040
		20,599,539
Federal National Mtg. Assoc. — 4.6%
2.28% due 11/01/2026	94,775	95,997
2.41% due 05/01/2023	96,777	98,357
2.50% due 11/01/2031	26,986	27,338
2.55% due 05/01/2023	88,563	90,413
2.59% due 05/01/2023	90,974	92,998
2.70% due 07/01/2025	75,000	77,810
3.00% due 11/01/2028	83,523	86,008
3.00% due 12/01/2031	632,962	651,712
3.00% due 09/01/2032	509,924	523,428
3.00% due 03/01/2033	103,037	105,795
3.00% due 08/01/2033	39,266	40,228
3.00% due 11/01/2033	38,985	39,901
3.00% due 07/01/2037	133,485	137,231
3.00% due 11/01/2037	262,944	270,371
3.00% due 09/01/2046	109,814	113,072
3.00% due 10/01/2046	436,291	449,238
3.00% due 11/01/2046	562,843	579,546
3.50% due 04/01/2038	251,788	261,374
3.50% due 11/01/2041	25,470	26,762
3.50% due 01/01/2042	342,118	360,236
3.50% due 01/01/2043	123,127	129,217
3.50% due 04/01/2043	424,849	445,884
3.50% due 05/01/2043	522,875	548,717
3.50% due 07/01/2043	626,386	656,917
3.50% due 08/01/2043	200,103	210,010
3.50% due 09/01/2043	816,854	856,379
3.50% due 02/01/2045	606,268	642,586
3.50% due 09/01/2045	690,615	719,952
3.50% due 10/01/2045	472,955	498,293

3.50% due 01/01/2046	149,876	158,189
3.50% due 05/01/2046	218,705	228,969
3.50% due 07/01/2046	625,282	657,424
3.50% due 10/01/2046	177,996	185,585
3.50% due 12/01/2046	516,583	537,010
3.50% due 01/01/2047	79,927	83,018
4.00% due 09/01/2040	598,086	639,910
4.00% due 11/01/2040	137,572	147,191
4.00% due 12/01/2040	189,922	203,128
4.00% due 12/01/2040	132,999	142,317
4.00% due 02/01/2041	369,066	394,888
4.00% due 06/01/2041	361,560	386,804
4.00% due 11/01/2041	123,492	132,134
4.00% due 01/01/2042	844,065	901,759
4.00% due 04/01/2042	116,550	124,518
4.00% due 10/01/2042	100,153	107,040
4.00% due 12/01/2042	107,419	114,736
4.00% due 01/01/2043	122,511	131,056
4.00% due 04/01/2043	27,961	29,900
4.00% due 05/01/2043	206,612	220,593
4.00% due 06/01/2043	160,419	171,451
4.00% due 07/01/2043	140,950	149,777
4.00% due 04/01/2044	74,867	79,886
4.00% due 05/01/2044	265,823	283,547
4.00% due 11/01/2044	130,471	137,904
4.00% due 06/01/2047	533,952	560,327
4.00% due 11/01/2049	275,000	286,446
4.50% due 04/01/2020	868	895
4.50% due 07/01/2020	253	260
4.50% due 08/01/2033	75,784	81,348
4.50% due 03/01/2034	234,331	252,010
4.50% due 01/01/2040	74,060	80,266
4.50% due 02/01/2041	147,161	159,181
4.50% due 04/01/2041	223,670	242,476
4.50% due 01/01/2043	161,118	174,657
4.50% due 04/01/2044	949,825	1,029,506
4.50% due 06/01/2044	105,650	114,505
5.00% due 11/01/2019	52	52
5.00% due 03/01/2020	1,232	1,269
5.00% due 07/01/2020	831	856
5.00% due 08/01/2020	1,319	1,359
5.00% due 12/01/2020	2,265	2,333
5.00% due 03/01/2026	50,339	57,871
5.00% due 11/01/2033	40,685	44,921
5.00% due 03/01/2034	31,632	34,922
5.00% due 05/01/2034	12,878	14,215
5.00% due 08/01/2034	12,845	14,180
5.00% due 09/01/2034	35,828	39,558
5.00% due 06/01/2035	51,673	56,959
5.00% due 07/01/2035	119,660	132,003
5.00% due 08/01/2035	25,122	27,705
5.00% due 09/01/2035	19,137	21,133
5.00% due 10/01/2035	98,439	108,715
5.00% due 10/01/2039	30,069	32,738
5.00% due 11/01/2039	59,478	65,701
5.00% due 11/01/2040	41,054	45,158
5.00% due 01/01/2041	3,765	4,025
5.00% due 03/01/2041	27,548	30,418
5.50% due 01/01/2021	3,653	3,685
5.50% due 03/01/2021	1,949	1,967
5.50% due 05/01/2022	4,121	4,207
5.50% due 02/01/2033	32,472	36,542
5.50% due 06/01/2033	48,184	53,930
5.50% due 07/01/2033	159,150	178,320
5.50% due 11/01/2033	52,990	59,421
5.50% due 12/01/2033	7,342	7,909
5.50% due 01/01/2034	41,644	45,634
5.50% due 02/01/2034	78,339	87,257
5.50% due 03/01/2034	14,277	15,609
5.50% due 04/01/2034	20,624	22,211
5.50% due 05/01/2034	106,427	119,286
5.50% due 06/01/2034	11,214	12,534
5.50% due 07/01/2034	110,864	122,058
5.50% due 09/01/2034	123,476	134,230
5.50% due 10/01/2034	211,604	234,698
5.50% due 11/01/2034	191,341	211,255
5.50% due 12/01/2034	98,617	110,841
5.50% due 01/01/2035	181,873	204,535
5.50% due 04/01/2035	23,297	26,204
5.50% due 09/01/2035	97,563	109,758
5.50% due 06/01/2036	40,090	43,160
5.50% due 03/01/2037	16,932	18,583
6.00% due 01/01/2021	3,756	3,794
6.00% due 05/01/2021	2,098	2,128
6.00% due 07/01/2021	7,180	7,283
6.00% due 04/01/2034	55,624	63,787
6.00% due 05/01/2034	32,740	36,221
6.00% due 06/01/2034	162,541	184,730
6.00% due 07/01/2034	64,912	73,636
6.00% due 08/01/2034	33,459	37,410
6.00% due 10/01/2034	89,793	101,842
6.00% due 11/01/2034	13,677	15,288
6.00% due 12/01/2034	3,990	4,407
6.00% due 08/01/2035	10,956	12,151
6.00% due 09/01/2035	33,043	37,863
6.00% due 10/01/2035	28,681	32,451
6.00% due 11/01/2035	5,073	5,608
6.00% due 12/01/2035	76,411	86,910
6.00% due 02/01/2036	71,915	80,400
6.00% due 03/01/2036	7,384	8,318
6.00% due 04/01/2036	20,901	23,895
6.00% due 06/01/2036	4,785	5,499
6.00% due 12/01/2036	13,210	14,787
6.00% due 07/01/2037	27,023	31,014
6.50% due 06/01/2031	18,289	20,833
6.50% due 07/01/2031	658	732
6.50% due 09/01/2031	14,396	16,034
6.50% due 07/01/2032	49,627	56,357
6.50% due 08/01/2032	32,576	37,354
6.50% due 01/01/2033	27,657	31,511
6.50% due 04/01/2034	7,469	8,832
6.50% due 06/01/2034	12,055	13,482
6.50% due 08/01/2034	22,255	24,788
6.50% due 05/01/2036	19,595	22,323
6.50% due 01/01/2037	7,181	7,999
6.50% due 02/01/2037	40,751	45,437
6.50% due 05/01/2037	18,137	20,364
6.50% due 07/01/2037	23,964	27,700

Federal National Mtg. Assoc. REMIC
Series 2013-53, Class CB 2.00% due 10/25/2040(4)	44,832	44,735
Series 2015-61, Class PA 2.00% due 05/25/2044(4)	92,343	92,205
Series 2016-2, Class PB 2.00% due 02/25/2046(4)	102,606	101,919
Series 2016-19, Class AD 2.00% due 04/25/2046(4)	79,429	78,846
Series 2010-43, Class AH 3.25% due 05/25/2040(4)	50,394	52,517
Series 2014-7, Class VA 3.50% due 05/25/2025(4)	133,808	137,716
Series 2010-113, Class GB 4.00% due 10/25/2040(4)	54,289	58,242
Series 2005-18, Class EC 5.00% due 03/25/2025(4)	23,787	25,010
Federal National Mtg. Assoc. REMIC VRS Series 2017-M4, Class A2 2.59% due 12/25/2026(2)(3)	316,000	326,154
		22,886,818
Government National Mtg. Assoc. — 3.3%
3.00% due 04/20/2045	199,680	206,613
3.00% due 04/20/2046	96,563	99,920
3.00% due 08/20/2046	99,154	102,548
3.00% due 09/20/2046	238,351	246,633
3.00% due 11/20/2047	1,270,271	1,309,764
3.00% due 01/20/2048	1,957,037	2,016,877
3.00% due 03/20/2048	352,093	362,817
3.00% due November 30 TBA	975,000	1,003,640
3.00% due December 30 TBA	875,000	900,294
3.50% due 12/15/2041	191,542	202,562
3.50% due 02/15/2042	56,477	59,590
3.50% due 06/20/2043	331,896	352,624
3.50% due 07/20/2043	427,396	454,093
3.50% due 11/20/2047	422,132	439,534
3.50% due 03/20/2048	1,417,066	1,471,247
3.50% due 08/20/2049	398,232	413,827
3.50% due 09/20/2049	224,529	233,370
3.50% due November 30 TBA	375,000	389,180
4.00% due 01/20/2041	401,096	427,337
4.00% due 02/20/2041	98,988	105,459
4.00% due 04/20/2041	77,282	82,375
4.00% due 02/20/2042	106,212	113,218
4.00% due 05/20/2049	845,975	881,076
4.00% due 06/20/2049	708,240	737,666
4.00% due 07/20/2049	272,773	284,420
4.00% due November 30 TBA	250,000	259,961
4.50% due 07/20/2033	6,331	6,678
4.50% due 09/20/2033	46,198	48,763
4.50% due 12/20/2034	16,047	16,937
4.50% due 11/15/2039	113,055	123,089
4.50% due 03/15/2040	127,607	140,455
4.50% due 04/15/2040	140,241	152,675
4.50% due 06/15/2040	51,858	56,492
4.50% due 01/20/2041	95,335	103,108
4.50% due 05/20/2049	848,059	889,097
4.50% due November 30 TBA	380,137	397,956
4.50% due December 30 TBA	379,862	397,460
5.00% due 07/20/2033	9,888	10,944
5.00% due 06/15/2034	49,384	54,826
5.00% due 10/15/2034	21,165	23,484
5.50% due 11/15/2032	41,328	44,367
5.50% due 05/15/2033	184,780	207,389
5.50% due 12/15/2033	55,105	61,850
5.50% due 10/15/2035	1,052	1,135
6.00% due 09/15/2032	51,716	59,115
6.00% due 04/15/2033	77,257	88,567
6.00% due 02/15/2034	90,131	101,208
6.00% due 07/15/2034	28,677	32,877
6.00% due 09/15/2034	13,750	15,202
6.00% due 01/20/2035	14,627	16,771
6.00% due 02/20/2035	18,816	21,305
6.00% due 04/20/2035	12,485	14,323
6.00% due 01/15/2038	63,424	71,239
Government National Mtg. Assoc. REMIC
Series 2013-169, Class KV 2.50% due 07/20/2032(4)	75,000	75,401
Series 2011-123, Class MA 4.00% due 07/20/2041(4)	50,000	54,680
Series 2012-12, Class KN 4.50% due 09/20/2041(4)	49,805	53,691
Government National Mtg. Assoc. REMIC VRS
Series 2017-94, Class IO 0.66% due 02/16/2059(2)(3)(5)	1,431,370	82,788
		16,580,517
Small Business Administration — 0.0%
Series 2003-20G, Class 1 4.35% due 07/01/2023	5,989	6,189
Series 2004-20D, Class 1 4.77% due 04/01/2024	20,954	21,830
Series 2005-20C, Class 1 4.95% due 03/01/2025	59,234	61,925
Series 2004-20I, Class 1 4.99% due 09/01/2024	34,165	35,699
Series 2004-20E, Class 1 5.18% due 05/01/2024	35,409	37,127
Series 2004-20F, Class 1 5.52% due 06/01/2024	43,732	46,037
		208,807
Uniform Mtg. Backed Securities — 0.9%
2.50% due November 15 TBA	399,879	404,175
2.50% due December 15 TBA	1,950,121	1,970,156
3.00% due December 15 TBA	1,100,000	1,125,996
3.50% due December 15 TBA	225,000	233,077
4.00% due November 30 TBA	575,000	596,697
5.00% due November 30 TBA	175,000	187,161
		4,517,262
Total U.S. Government Agencies (cost $63,037,228)		64,792,943

U.S. GOVERNMENT TREASURIES — 11.9%
United States Treasury Bonds — 3.9%
2.50% due 02/15/2045	4,616,000			4,910,631
2.88% due 05/15/2043	4,855,200			5,499,462
2.88% due 11/15/2046	2,075,000			2,373,362
3.00% due 02/15/2048	2,648,500			3,108,160
3.50% due 02/15/2039	1,015,000			1,259,790
4.50% due 08/15/2039	1,231,400			1,734,590
5.00% due 05/15/2037	16,000			23,420
6.25% due 08/15/2023	128,000			150,140
8.00% due 11/15/2021	318,000			358,744
				19,418,299
United States Treasury Notes — 8.0%
1.38% due 02/29/2020	497,000			496,553
1.75% due 11/30/2021	15,128,000			15,189,458
2.25% due 08/15/2027	1,850,000			1,934,623
2.38% due 05/15/2029	3,700,000			3,923,301
2.50% due 08/15/2023	10,128,000			10,488,810
3.13% due 05/15/2021	7,914,000			8,097,320
				40,130,065
Total U.S. Government Treasuries (cost $56,264,675)				59,548,364
MUNICIPAL BONDS & NOTES — 0.4%
New Jersey Economic Development Authority Revenue Bonds Series A 7.43% due 02/15/2029	550,000			700,519
New Jersey Turnpike Authority Revenue Bonds Series F 7.41% due 01/01/2040	675,000			1,080,904
Total Municipal Bonds & Notes (cost $1,404,736)				1,781,423
Total Long-Term Investment Securities (cost $412,666,474)				504,505,495
SHORT-TERM INVESTMENT SECURITIES — 0.9%
U.S. Government Agencies — 0.9%
Federal Home Loan Bank Disc. Notes 1.42 % due 11/01/2019 (cost $4,699,000)	4,699,000			4,699,000
TOTAL INVESTMENTS (cost $417,365,474)	101.5	%		509,204,495
Liabilities in excess of other assets	(1.5	)		(7,683,892	)
NET ASSETS	100.0	%	$	501,520,603

† Non-income producing security

* 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 Portfolio has no right to demand registration of these securities. At October 31, 2019, the aggregate value of these securities was $22,557,545 representing 4.5% of net assets.

(1) Collateralized Loan Obligation

(2) Commercial Mortgage Backed Security

(3) 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.

(4) Collateralized Mortgage Obligation

(5) Interest Only

ADR — American Depositary Receipt

CLO — Collateralized Loan Obligation

REMIC — Real Estate Mortgage Investment Conduit

SCRT — Structured Credit Risk Transfer

TBA — Securities purchased on a forward commitment basis with an approximate principal amount and no definite maturity date. The actual principal amount and maturity date will be determined upon settlement date.

FRS — Floating Rate Security

VRS — Variable Rate Security

The rates shown on FRS and VRS are the current rates as of October 31, 2019 and unless noted otherwise, the dates shown are the original maturity dates.

Index Legend

1 ML – 1 Month USD LIBOR

3 ML – 3 Month USD LIBOR

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks	$	302,783,345	$	—	$	—	$	302,783,345
Convertible Preferred Securities		1,970,169		—		—		1,970,169
Preferred Securities/Capital Securities		—		559,623		—		559,623
Asset Backed Securities		—		19,724,458		—		19,724,458
U.S. Corporate Bonds & Notes		—		46,133,793		—		46,133,793
Foreign Corporate Bonds & Notes		—		7,211,377		—		7,211,377
U.S. Government Agencies		—		64,792,943		—		64,792,943
U.S. Government Treasuries		—		59,548,364		—		59,548,364
Municipal Bonds & Notes		—		1,781,423		—		1,781,423
Short-Term Investment Securities		—		4,699,000		—		4,699,000
Total Investments at Value	$	304,753,514	$	204,450,981	$	—	$	509,204,495

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA Mid Cap Index Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
COMMON STOCKS — 90.1%
Aerospace/Defense — 0.6%
Teledyne Technologies, Inc.†		5,198	$	1,713,261
Airlines — 0.3%
JetBlue Airways Corp.†		42,331		816,988
Apparel Manufacturers — 0.5%
Carter’s, Inc.		6,392		640,734
Deckers Outdoor Corp.†		4,127		631,018
				1,271,752
Applications Software — 0.7%
CDK Global, Inc.		17,317		875,201
Covetrus, Inc.†		13,920		138,017
PTC, Inc.†		14,811		991,004
				2,004,222
Auto/Truck Parts & Equipment-Original — 0.4%
Adient PLC		12,440		263,603
Dana, Inc.		20,564		333,754
Delphi Technologies PLC		12,447		151,978
Visteon Corp.†		3,994		371,522
				1,120,857
Banks-Commercial — 6.1%
Associated Banc-Corp.		23,171		465,969
BancorpSouth Bank		13,378		410,303
Bank of Hawaii Corp.		5,805		506,835
Bank OZK		17,272		484,652
Cathay General Bancorp		10,834		385,365
Commerce Bancshares, Inc.		14,113		908,313
Cullen/Frost Bankers, Inc.		8,147		733,882
East West Bancorp, Inc.		20,796		892,564
First Financial Bankshares, Inc.		19,405		645,798
First Horizon National Corp.		44,647		713,013
FNB Corp.		46,418		559,801
Fulton Financial Corp.		23,757		405,294
Hancock Whitney Corp.		12,961		505,479
Home BancShares, Inc.		22,253		411,235
International Bancshares Corp.		8,256		338,166
PacWest Bancorp		16,889		624,724
Pinnacle Financial Partners, Inc.		10,335		607,905
Prosperity Bancshares, Inc.		13,550		935,221
Signature Bank		7,820		925,262
Synovus Financial Corp.		22,050		746,834
TCF Financial Corp.		21,930		868,209
Texas Capital Bancshares, Inc.†		7,187		388,529
Trustmark Corp.		9,202		315,813
UMB Financial Corp.		6,170		402,654
Umpqua Holdings Corp.		31,462		497,729
United Bankshares, Inc.		14,556		575,544
Valley National Bancorp		47,407		548,973
Webster Financial Corp.		13,168		580,709
Wintrust Financial Corp.		8,100		516,942
				16,901,717
Batteries/Battery Systems — 0.3%
Energizer Holdings, Inc.		9,156		389,039
EnerSys		6,070		405,840
				794,879
Brewery — 0.2%
Boston Beer Co., Inc., Class A†		1,312		491,292
Building & Construction Products-Misc. — 0.8%
Louisiana-Pacific Corp.		17,662		516,260
Owens Corning		15,544		952,536
Trex Co., Inc.†		8,348		733,706
				2,202,502
Building & Construction-Misc. — 0.3%
EMCOR Group, Inc.		8,021		703,522
Building Products-Air & Heating — 0.4%
Lennox International, Inc.		5,035		1,245,458
Building Products-Cement — 0.5%
Eagle Materials, Inc.		6,004		548,405
MDU Resources Group, Inc.		28,442		821,690
				1,370,095
Building-Heavy Construction — 0.3%
Arcosa, Inc.		1		39
Dycom Industries, Inc.†		4,500		205,155
Granite Construction, Inc.		6,693		157,553
MasTec, Inc.†		8,614		542,165
				904,912
Building-Mobile Home/Manufactured Housing — 0.2%
Thor Industries, Inc.		7,868		497,730
Building-Residential/Commercial — 0.5%
KB Home		12,219		436,096
Toll Brothers, Inc.		18,460		734,154
TRI Pointe Group, Inc.†		20,326		319,932
				1,490,182
Cable/Satellite TV — 0.3%
Cable One, Inc.		717		950,290
Casino Hotels — 0.5%
Boyd Gaming Corp.		11,434		311,576
Caesars Entertainment Corp.†		79,409		975,143
				1,286,719
Casino Services — 0.2%
Eldorado Resorts, Inc.†		9,334		417,883
Scientific Games Corp.†		7,719		185,179
				603,062
Chemicals-Diversified — 0.2%
Olin Corp.		23,475		430,532
Chemicals-Plastics — 0.1%
PolyOne Corp.		10,983		352,005
Chemicals-Specialty — 1.3%
Ashland Global Holdings, Inc.		8,647		669,019
Cabot Corp.		8,256		359,879
Chemours Co.		23,359		383,321
Ingevity Corp.†		5,981		503,660
Minerals Technologies, Inc.		5,010		247,745
NewMarket Corp.		1,055		512,192
Sensient Technologies Corp.		6,047		378,300
Valvoline, Inc.		26,889		573,811
				3,627,927
Coatings/Paint — 0.5%
RPM International, Inc.		18,528		1,341,983
Commercial Services — 0.5%
CoreLogic, Inc.†		11,450		463,611
Healthcare Services Group, Inc.		10,590		257,972
LiveRamp Holdings, Inc.†		9,665		377,805

WW International, Inc.†	6,635	231,362
		1,330,750
Commercial Services-Finance — 0.8%
Green Dot Corp., Class A†	6,812	196,458
Sabre Corp.	39,103	918,138
WEX, Inc.†	6,183	1,169,700
		2,284,296
Computer Services — 0.9%
CACI International, Inc., Class A†	3,555	795,431
MAXIMUS, Inc.	9,117	699,639
Perspecta, Inc.	19,711	523,130
Science Applications International Corp.	7,008	579,001
		2,597,201
Computer Software — 0.4%
j2 Global, Inc.	6,640	630,534
Teradata Corp.†	16,303	487,949
		1,118,483
Computers-Integrated Systems — 0.3%
NCR Corp.†	18,201	531,651
NetScout Systems, Inc.†	9,538	231,011
		762,662
Computers-Other — 0.2%
Lumentum Holdings, Inc.†	10,988	688,508
Consulting Services — 0.2%
FTI Consulting, Inc.†	5,364	583,979
Consumer Products-Misc. — 0.2%
Helen of Troy, Ltd.†	3,587	537,189
Containers-Metal/Glass — 0.2%
Greif, Inc., Class A	3,752	146,966
Owens-Illinois, Inc.	22,212	188,802
Silgan Holdings, Inc.	11,120	342,162
		677,930
Containers-Paper/Plastic — 0.3%
Sonoco Products Co.	14,299	825,052
Cosmetics & Toiletries — 0.1%
Edgewell Personal Care Co.†	7,739	270,865
Data Processing/Management — 0.6%
CommVault Systems, Inc.†	5,939	294,990
Fair Isaac Corp.†	4,129	1,255,381
		1,550,371
Dental Supplies & Equipment — 0.1%
Patterson Cos., Inc.	12,287	210,476
Diagnostic Equipment — 0.2%
Repligen Corp.†	6,627	526,780
Disposable Medical Products — 0.6%
STERIS PLC	12,100	1,712,997
Distribution/Wholesale — 1.0%
KAR Auction Services, Inc.	19,071	474,105
Pool Corp.	5,704	1,183,009
Resideo Technologies, Inc.†	17,543	167,185
Watsco, Inc.	4,660	821,558
		2,645,857
Diversified Manufacturing Operations — 0.8%
Carlisle Cos., Inc.	8,088	1,231,560
ITT, Inc.	12,574	747,524
Trinity Industries, Inc.	14,617	289,124
		2,268,208
E-Commerce/Products — 0.3%
Etsy, Inc.†	17,212	765,762
E-Commerce/Services — 0.2%
GrubHub, Inc.†	13,053	444,585
Electric Products-Misc. — 0.2%
Littelfuse, Inc.	3,513	616,777
Electric-Integrated — 1.9%
ALLETE, Inc.	7,381	635,209
Black Hills Corp.	8,725	687,792
Hawaiian Electric Industries, Inc.	15,570	702,985
IDACORP, Inc.	7,201	774,972
NorthWestern Corp.	7,207	522,652
OGE Energy Corp.	28,602	1,231,602
PNM Resources, Inc.	11,381	593,519
		5,148,731
Electronic Components-Misc. — 1.0%
Gentex Corp.	36,403	1,021,104
Jabil, Inc.	19,884	732,129
nVent Electric PLC	22,230	512,624
Vishay Intertechnology, Inc.	18,910	381,036
		2,646,893
Electronic Components-Semiconductors — 1.1%
Cree, Inc.†	15,285	729,553
Monolithic Power Systems, Inc.	5,746	861,441
Semtech Corp.†	9,506	479,673
Silicon Laboratories, Inc.†	6,193	657,944
Synaptics, Inc.†	4,702	198,001
		2,926,612
Electronic Measurement Instruments — 0.8%
National Instruments Corp.	16,960	701,974
Trimble, Inc.†	35,976	1,433,284
		2,135,258
Electronic Parts Distribution — 1.0%
Arrow Electronics, Inc.†	11,879	941,767
Avnet, Inc.	14,805	585,686
SYNNEX Corp.	5,838	687,366
Tech Data Corp.†	5,087	618,071
		2,832,890
Electronics-Military — 0.2%
Mercury Systems, Inc.†	7,925	583,756
Energy-Alternate Sources — 0.4%
First Solar, Inc.†	10,843	561,559
SolarEdge Technologies, Inc.†	6,854	582,316
		1,143,875

Engineering/R&D Services — 0.6%
AECOM†	22,536	901,666
Fluor Corp.	19,993	322,087
KBR, Inc.	20,226	569,564
		1,793,317
Enterprise Software/Service — 1.2%
ACI Worldwide, Inc.†	16,676	523,460
Blackbaud, Inc.	7,026	589,833
Manhattan Associates, Inc.†	9,191	688,865
Tyler Technologies, Inc.†	5,513	1,480,351
		3,282,509
Environmental Consulting & Engineering — 0.2%
Tetra Tech, Inc.	7,808	682,966
Filtration/Separation Products — 0.3%
Donaldson Co., Inc.	18,221	960,976
Finance-Consumer Loans — 0.5%
LendingTree, Inc.†	1,095	394,036
Navient Corp.	28,981	399,068
SLM Corp.	60,953	514,443
		1,307,547
Finance-Investment Banker/Broker — 0.6%
Evercore, Inc., Class A	5,697	419,527
Interactive Brokers Group, Inc., Class A	10,966	521,652
Jefferies Financial Group, Inc.	36,007	672,251
		1,613,430
Finance-Other Services — 0.5%
Deluxe Corp.	6,134	317,925
SEI Investments Co.	18,126	1,086,110
		1,404,035
Firearms & Ammunition — 0.2%
Axon Enterprise, Inc.†	8,466	432,867
Food-Baking — 0.2%
Flowers Foods, Inc.	27,502	597,343
Food-Confectionery — 0.0%
Tootsie Roll Industries, Inc.	2,410	82,615
Food-Misc./Diversified — 1.0%
Hain Celestial Group, Inc.†	11,466	271,056
Ingredion, Inc.	9,534	753,186
Lancaster Colony Corp.	2,828	393,601
Post Holdings, Inc.†	9,814	1,009,860
TreeHouse Foods, Inc.†	8,030	433,781
		2,861,484
Food-Retail — 0.1%
Sprouts Farmers Market, Inc.†	16,876	327,563
Footwear & Related Apparel — 0.3%
Skechers U.S.A., Inc., Class A†	19,111	714,178
Funeral Services & Related Items — 0.4%
Service Corp. International	26,056	1,185,027
Garden Products — 0.6%
Scotts Miracle-Gro Co.	5,630	565,196
Toro Co.	15,231	1,174,767
		1,739,963
Gas-Distribution — 1.6%
National Fuel Gas Co.	12,333	558,808
New Jersey Resources Corp.	12,857	560,565
ONE Gas, Inc.	7,535	699,549
Southwest Gas Holdings, Inc.	7,762	677,623
Spire, Inc.	7,260	610,276
UGI Corp.	29,857	1,423,283
		4,530,104
Gold Mining — 0.4%
Royal Gold, Inc.	9,367	1,081,326
Hazardous Waste Disposal — 0.5%
Clean Harbors, Inc.†	7,343	605,504
Stericycle, Inc.†	13,020	749,952
		1,355,456
Health Care Cost Containment — 0.2%
HealthEquity, Inc.†	10,090	573,011
Home Furnishings — 0.2%
Tempur Sealy International, Inc.†	6,579	598,360
Hotels/Motels — 0.5%
Wyndham Destinations, Inc.	13,177	611,544
Wyndham Hotels & Resorts, Inc.	13,778	743,599
		1,355,143
Human Resources — 0.7%
ASGN, Inc.†	7,558	480,613
Insperity, Inc.	5,532	584,345
ManpowerGroup, Inc.	8,550	777,366
		1,842,324
Industrial Automated/Robotic — 0.5%
Cognex Corp.	24,384	1,255,532
Instruments-Controls — 0.3%
Woodward, Inc.	8,041	857,653
Insurance Brokers — 0.5%
Brown & Brown, Inc.	33,357	1,256,892
Insurance-Life/Health — 0.6%
Brighthouse Financial, Inc.†	15,918	601,064
CNO Financial Group, Inc.	22,289	348,823
Primerica, Inc.	5,984	755,061
		1,704,948
Insurance-Multi-line — 1.1%
American Financial Group, Inc.	10,666	1,109,691
Genworth Financial, Inc., Class A†	71,914	307,792
Kemper Corp.	8,948	643,182
Old Republic International Corp.	40,723	909,752
		2,970,417
Insurance-Property/Casualty — 2.0%
Alleghany Corp.†	2,062	1,604,834
First American Financial Corp.	16,017	989,530
Hanover Insurance Group, Inc.	5,652	744,425
Mercury General Corp.	3,876	186,281
Selective Insurance Group, Inc.	8,483	586,345
WR Berkley Corp.	20,676	1,445,252
		5,556,667

Insurance-Reinsurance — 1.0%
Reinsurance Group of America, Inc.	8,967	1,456,868
RenaissanceRe Holdings, Ltd.	6,310	1,181,106
		2,637,974
Internet Content-Information/News — 0.1%
Yelp, Inc.†	9,235	318,700
Investment Management/Advisor Services — 1.0%
Eaton Vance Corp.	16,152	736,531
Federated Investors, Inc., Class B	13,735	438,696
Janus Henderson Group PLC	22,728	525,699
Legg Mason, Inc.	11,651	434,116
Stifel Financial Corp.	9,942	556,553
		2,691,595
Lasers-System/Components — 0.3%
Coherent, Inc.†	3,427	510,349
II-VI, Inc.†	12,379	410,364
		920,713
Lighting Products & Systems — 0.7%
Acuity Brands, Inc.	5,701	711,428
Universal Display Corp.	6,058	1,212,690
		1,924,118
Machine Tools & Related Products — 0.6%
Colfax Corp.†	11,937	401,083
Kennametal, Inc.	11,782	364,653
Lincoln Electric Holdings, Inc.	8,827	790,635
		1,556,371
Machinery-Construction & Mining — 0.4%
Oshkosh Corp.	9,772	834,333
Terex Corp.	9,359	257,841
		1,092,174
Machinery-Electrical — 0.2%
Regal Beloit Corp.	5,992	443,708
Machinery-Farming — 0.2%
AGCO Corp.	9,041	693,354
Machinery-General Industrial — 0.6%
Crane Co.	7,281	557,142
Nordson Corp.	7,311	1,146,438
		1,703,580
Machinery-Pumps — 0.7%
Curtiss-Wright Corp.	6,105	825,701
Graco, Inc.	23,833	1,077,252
		1,902,953
Medical Information Systems — 0.1%
Allscripts Healthcare Solutions, Inc.†	23,812	260,503
Medical Instruments — 1.1%
Bio-Techne Corp.	5,439	1,132,237
Cantel Medical Corp.	5,251	382,745
Integra LifeSciences Holdings Corp.†	10,144	588,961
LivaNova PLC†	6,914	489,027
NuVasive, Inc.†	7,436	524,535
		3,117,505
Medical Labs & Testing Services — 0.9%
Catalent, Inc.†	20,864	1,015,034
Charles River Laboratories International, Inc.†	6,974	906,480
MEDNAX, Inc.†	12,033	264,245
Syneos Health, Inc.†	8,872	444,931
		2,630,690
Medical Products — 2.0%
Avanos Medical, Inc.†	6,817	300,221
Globus Medical, Inc., Class A†	10,951	573,504
Haemonetics Corp.†	7,254	875,775
Hill-Rom Holdings, Inc.	9,547	999,475
ICU Medical, Inc.†	2,746	443,781
Penumbra, Inc.†	4,574	713,407
West Pharmaceutical Services, Inc.	10,537	1,515,642
		5,421,805
Medical-Biomedical/Gene — 1.1%
Bio-Rad Laboratories, Inc., Class A†	3,071	1,018,405
Exelixis, Inc.†	43,280	668,676
Ligand Pharmaceuticals, Inc.†	2,716	295,528
Nektar Therapeutics†	25,043	428,861
United Therapeutics Corp.†	6,265	562,848
		2,974,318
Medical-Drugs — 0.4%
PRA Health Sciences, Inc.†	8,972	876,654
Prestige Consumer Healthcare, Inc.†	7,179	254,567
		1,131,221
Medical-HMO — 0.4%
Molina Healthcare, Inc.†	8,960	1,054,054
Medical-Hospitals — 0.3%
Acadia Healthcare Co., Inc.†	12,649	379,343
Tenet Healthcare Corp.†	14,781	374,551
		753,894
Medical-Outpatient/Home Medical — 0.5%
Amedisys, Inc.†	4,597	590,807
Chemed Corp.	2,275	896,145
		1,486,952
Metal Processors & Fabrication — 0.2%
Timken Co.	9,779	479,171
Metal Products-Distribution — 0.1%
Worthington Industries, Inc.	5,295	194,909
Miscellaneous Manufacturing — 0.4%
AptarGroup, Inc.	9,150	1,081,073
Multilevel Direct Selling — 0.1%
Nu Skin Enterprises, Inc., Class A	7,937	353,831
Multimedia — 0.5%
FactSet Research Systems, Inc.	5,466	1,385,740
Networking Products — 0.2%
LogMeIn, Inc.	7,064	463,964
Office Automation & Equipment — 0.7%
Zebra Technologies Corp., Class A†	7,732	1,839,211
Office Furnishings-Original — 0.2%
Herman Miller, Inc.	8,438	392,367
HNI Corp.	6,126	232,788
		625,155

Oil & Gas Drilling — 0.1%
Transocean, Ltd.†	82,171	390,312
Oil Companies-Exploration & Production — 0.7%
Chesapeake Energy Corp.†	161,139	215,926
CNX Resources Corp.†	26,799	225,916
EQT Corp.	36,506	392,074
Matador Resources Co.†	15,667	217,928
Oasis Petroleum, Inc.†	41,391	108,031
Southwestern Energy Co.†	77,344	158,555
WPX Energy, Inc.†	60,353	602,323
		1,920,753
Oil Companies-Integrated — 0.2%
Murphy Oil Corp.	22,024	454,355
Oil Refining & Marketing — 0.4%
Murphy USA, Inc.†	4,294	506,392
PBF Energy, Inc., Class A	14,561	470,029
		976,421
Oil-Field Services — 0.4%
Apergy Corp.†	11,068	278,582
Core Laboratories NV	6,339	279,169
NOW, Inc.†	15,545	163,844
Oceaneering International, Inc.†	14,135	200,152
Patterson-UTI Energy, Inc.	28,949	240,856
		1,162,603
Paper & Related Products — 0.1%
Domtar Corp.	8,942	325,399
Patient Monitoring Equipment — 0.4%
Masimo Corp.†	7,010	1,021,988
Physical Therapy/Rehabilitation Centers — 0.3%
Encompass Health Corp.	14,095	902,362
Pipelines — 0.2%
Antero Midstream Corp.	36,934	237,855
Equitrans Midstream Corp.	29,151	405,782
		643,637
Poultry — 0.2%
Pilgrim’s Pride Corp.†	7,481	227,123
Sanderson Farms, Inc.	2,817	436,100
		663,223
Power Converter/Supply Equipment — 0.4%
Hubbell, Inc.	7,774	1,101,576
Publishing-Books — 0.1%
John Wiley & Sons, Inc., Class A	6,292	289,872
Publishing-Newspapers — 0.4%
New York Times Co., Class A	20,536	634,562
TEGNA, Inc.	30,956	465,269
		1,099,831
Publishing-Periodicals — 0.1%
Meredith Corp.	5,725	215,833
Quarrying — 0.1%
Compass Minerals International, Inc.	4,841	273,420
Racetracks — 0.4%
Churchill Downs, Inc.	5,091	661,779
Penn National Gaming, Inc.†	15,562	331,704
		993,483
Real Estate Investment Trusts — 10.0%
Alexander & Baldwin, Inc.	9,703	228,118
American Campus Communities, Inc.	19,632	981,207
Brixmor Property Group, Inc.	42,557	937,105
Camden Property Trust	13,835	1,582,309
CoreCivic, Inc.	17,017	259,679
CoreSite Realty Corp.	5,271	619,342
Corporate Office Properties Trust	15,996	474,121
Cousins Properties, Inc.	20,970	841,526
CyrusOne, Inc.	16,173	1,152,811
Douglas Emmett, Inc.	23,538	1,019,666
EastGroup Properties, Inc.	5,366	718,776
EPR Properties	11,081	861,991
First Industrial Realty Trust, Inc.	18,073	761,054
GEO Group, Inc.	17,325	263,687
Healthcare Realty Trust, Inc.	18,467	642,098
Highwoods Properties, Inc.	14,820	693,576
JBG SMITH Properties	16,865	678,985
Kilroy Realty Corp.	13,273	1,114,003
Lamar Advertising Co., Class A	12,282	982,683
Liberty Property Trust	22,543	1,331,615
Life Storage, Inc.	6,665	725,952
Mack-Cali Realty Corp.	12,939	277,153
Medical Properties Trust, Inc.	63,767	1,321,890
National Retail Properties, Inc.	24,524	1,444,709
Omega Healthcare Investors, Inc.	30,942	1,362,686
Park Hotels & Resorts, Inc.	34,254	796,405
Pebblebrook Hotel Trust	18,665	479,877
PotlatchDeltic Corp.	9,600	407,712
PS Business Parks, Inc.	2,861	516,554
Rayonier, Inc.	18,522	499,724
Sabra Health Care REIT, Inc.	27,078	666,119
Senior Housing Properties Trust	33,968	337,132
Service Properties Trust	23,497	594,474
Spirit Realty Capital, Inc.	12,875	641,690
Tanger Factory Outlet Centers, Inc.	13,366	215,460
Taubman Centers, Inc.	8,746	312,932
Uniti Group, Inc.	27,597	190,971
Urban Edge Properties	16,447	347,196
Weingarten Realty Investors	17,282	548,358
		27,831,346
Real Estate Management/Services — 0.4%
Jones Lang LaSalle, Inc.	7,362	1,078,680
Recreational Vehicles — 0.5%
Brunswick Corp.	12,248	713,323
Polaris, Inc.	8,209	809,818
		1,523,141
Rental Auto/Equipment — 0.4%
Aaron’s, Inc.	9,651	723,149
Avis Budget Group, Inc.†	8,359	248,346
		971,495

Resorts/Theme Parks — 0.4%
Marriott Vacations Worldwide Corp.	5,535	608,462
Six Flags Entertainment Corp.	11,209	472,908
		1,081,370
Retail-Apparel/Shoe — 0.5%
American Eagle Outfitters, Inc.	22,693	349,018
Foot Locker, Inc.	15,674	681,976
Urban Outfitters, Inc.†	10,078	289,239
		1,320,233
Retail-Automobile — 0.2%
AutoNation, Inc.†	8,400	427,140
Retail-Bedding — 0.1%
Bed Bath & Beyond, Inc.	18,257	250,121
Retail-Catalog Shopping — 0.2%
MSC Industrial Direct Co., Inc., Class A	6,431	470,814
Retail-Convenience Store — 0.3%
Casey’s General Stores, Inc.	5,253	897,265
Retail-Discount — 0.2%
Ollie’s Bargain Outlet Holdings, Inc.†	7,814	499,158
Retail-Home Furnishings — 0.3%
Williams-Sonoma, Inc.	11,174	746,311
Retail-Misc./Diversified — 0.5%
Five Below, Inc.†	7,954	995,125
Sally Beauty Holdings, Inc.†	17,223	266,956
		1,262,081
Retail-Pawn Shops — 0.2%
FirstCash, Inc.	6,139	518,070
Retail-Petroleum Products — 0.1%
World Fuel Services Corp.	9,342	390,215
Retail-Regional Department Stores — 0.0%
Dillard’s, Inc., Class A	1,459	100,642
Retail-Restaurants — 1.8%
Brinker International, Inc.	5,358	238,163
Cheesecake Factory, Inc.	5,867	245,182
Cracker Barrel Old Country Store, Inc.	3,435	534,142
Domino’s Pizza, Inc.	5,891	1,600,113
Dunkin’ Brands Group, Inc.	11,819	929,210
Jack in the Box, Inc.	3,690	310,034
Papa John’s International, Inc.	3,134	183,496
Texas Roadhouse, Inc.	9,344	527,936
Wendy’s Co.	26,359	558,284
		5,126,560
Retail-Sporting Goods — 0.1%
Dick’s Sporting Goods, Inc.	9,414	366,487
Rubber-Tires — 0.2%
Goodyear Tire & Rubber Co.	33,223	527,249
Savings & Loans/Thrifts — 0.6%
New York Community Bancorp, Inc.	66,778	777,964
Sterling Bancorp	29,319	576,118
Washington Federal, Inc.	11,345	413,639
		1,767,721
Schools — 0.2%
Adtalem Global Education, Inc.†	7,847	233,684
Graham Holdings Co., Class B	622	391,648
		625,332
Security Services — 0.2%
Brink’s Co.	7,144	606,954
Semiconductor Components-Integrated Circuits — 0.6%
Cirrus Logic, Inc.†	8,307	564,544
Cypress Semiconductor Corp.	52,768	1,227,911
		1,792,455
Semiconductor Equipment — 0.8%
MKS Instruments, Inc.	7,785	842,493
Teradyne, Inc.	24,282	1,486,544
		2,329,037
Steel Pipe & Tube — 0.2%
Valmont Industries, Inc.	3,091	424,054
Steel-Producers — 1.1%
Carpenter Technology Corp.	6,810	333,826
Commercial Metals Co.	16,849	325,691
Reliance Steel & Aluminum Co.	9,524	1,105,165
Steel Dynamics, Inc.	31,379	952,667
United States Steel Corp.	24,396	280,798
		2,998,147
Steel-Specialty — 0.1%
Allegheny Technologies, Inc.†	18,014	378,474
Telecom Equipment-Fiber Optics — 0.3%
Ciena Corp.†	22,163	822,691
Telecommunication Equipment — 0.1%
Plantronics, Inc.	4,637	182,791
Telephone-Integrated — 0.1%
Telephone & Data Systems, Inc.	13,941	363,721
Television — 0.2%
AMC Networks, Inc., Class A†	6,310	274,800
World Wrestling Entertainment, Inc., Class A	6,796	380,848
		655,648
Theaters — 0.7%
Cinemark Holdings, Inc.	15,232	557,491
Live Nation Entertainment, Inc.†	19,870	1,400,835
		1,958,326
Tools-Hand Held — 0.2%
MSA Safety, Inc.	5,090	611,156
Toys — 0.2%
Mattel, Inc.†	49,371	589,490
Transport-Equipment & Leasing — 0.1%
GATX Corp.	5,101	405,785
Transport-Marine — 0.2%
Kirby Corp.†	8,559	677,530
Transport-Rail — 0.3%
Genesee & Wyoming, Inc., Class A†	8,089	898,122
Transport-Services — 0.1%
Ryder System, Inc.	7,621	370,609

Transport-Truck — 1.5%
Knight-Swift Transportation Holdings, Inc.		17,541			639,545
Landstar System, Inc.		5,662			640,655
Old Dominion Freight Line, Inc.		9,145			1,665,122
Werner Enterprises, Inc.		6,327			230,936
XPO Logistics, Inc.†		13,171			1,006,264
					4,182,522
Water — 0.5%
Aqua America, Inc.		30,831			1,397,569
Wire & Cable Products — 0.1%
Belden, Inc.		5,520			283,066
Wireless Equipment — 0.3%
InterDigital, Inc.		4,447			238,492
ViaSat, Inc.†		8,233			566,760
					805,252
Total Common Stocks (cost $237,136,744)					249,971,417
EXCHANGE-TRADED FUNDS — 4.5%
SPDR S&P MidCap 400 ETF Trust (cost $12,236,379)		35,100			12,503,673
Total Long-Term Investment Securities (cost $249,373,123)					262,475,090
SHORT-TERM INVESTMENT SECURITIES — 0.5%
U.S. Government Treasuries — 0.5%
United States Treasury Bills
1.70% due 01/02/2020(1)	$	520,000			518,614
1.96% due 11/05/2019(1)		765,000			764,871
Total Short-Term Investment Securities (cost $1,283,316)					1,283,485
REPURCHASE AGREEMENTS — 5.0%
Agreement with Fixed Income Clearing Corp., bearing interest at 0.25%, dated 10/31/2019, to be repurchased 11/01/2019 in the amount of $13,998,097 collateralized by $13,805,000 of United States Treasury Notes, bearing interest at 2.38% due 02/29/2024 and having an approximate value of $14,280,306 (cost $13,998,000)		13,998,000			13,998,000
TOTAL INVESTMENTS (cost $264,654,439)		100.1	%		277,756,575
Liabilities in excess of other assets		(0.1	)		(290,181	)
NET ASSETS		100.0	%	$	277,466,394

† Non-income producing security

(1) The security or a portion thereof was pledged as collateral to cover margin requirements for open futures contracts.

ETF — Exchange Trade Funds

Futures Contracts

Number of Contracts	Type		Description	Expiration Month		Notional Basis*		Notional Value*		Unrealized Appreciation (Depreciation)
76		Long	S&P 400 E-Mini Index		December 2019	$	14,863,599	$	14,858,000	$	(5,599	)

* 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.

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 -  Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks	$	249,971,417	$	—	$	—	$	249,971,417
Exchanged-Traded Funds		12,503,673		—		—		12,503,673
Shart-Term Investment Securities		—		1,283,485		—		1,283,485
Repurchase Agreements		—		13,998,000		—		13,998,000
Total Investments at Value	$	262,475,090	$	15,281,485	$	—	$	277,756,575
Liabilities:
Other Financial Instruments:†
Futures Contracts	$	5,599	$	—	$	—	$	5,599

* 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 Morgan Stanley International Equities Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares			Value (Note 1)
COMMON STOCKS — 97.9%
Canada — 6.3%
Barrick Gold Corp.		664,948		$	11,551,143
Cameco Corp.		418,238			3,734,324
Constellation Software, Inc.		13,259			13,095,213
					28,380,680
Cayman Islands — 2.4%
Minth Group, Ltd.		706,000			2,504,712
Tencent Holdings, Ltd.		201,700			8,257,501
					10,762,213
China — 1.2%
China Petroleum & Chemical Corp.		9,446,000			5,424,613
Denmark — 0.4%
Danske Bank A/S		117,884			1,681,996
Finland — 1.1%
Neste Oyj		135,664			4,896,263
France — 15.2%
AXA SA		297,618			7,861,839
L’Oreal SA		16,001			4,672,059
Pernod Ricard SA		74,030			13,664,613
Safran SA		89,584			14,172,660
Sanofi		150,033			13,824,950
Thales SA		69,250			6,768,832
TOTAL SA		141,233			7,424,569
					68,389,522
Germany — 16.2%
Bayer AG		138,365			10,737,477
Continental AG		17,224			2,302,885
Deutsche Post AG		260,766			9,233,924
Fresenius SE & Co. KGaA		277,679			14,594,391
HeidelbergCement AG		57,509			4,272,991
Henkel AG & Co. KGaA (Preference Shares)		154,393			16,045,080
SAP SE		118,484			15,698,846
					72,885,594
Hong Kong — 2.8%
AIA Group, Ltd.		1,264,400			12,658,603
Italy — 0.8%
Intesa Sanpaolo SpA		1,475,578			3,696,268
Japan — 11.7%
FANUC Corp.		30,300			6,060,561
Hoya Corp.		74,100			6,589,335
Keyence Corp.		8,300			5,289,434
Kirin Holdings Co., Ltd.		604,900			12,911,330
Lion Corp.		232,100			4,887,447
Shiseido Co., Ltd.		72,700			6,037,352
Sumitomo Mitsui Financial Group, Inc.		165,800			5,957,070
Toyota Motor Corp.		24,500			1,711,075
USS Co., Ltd.		155,500			3,032,531
					52,476,135
Jersey — 2.0%
Experian PLC		99,625			3,133,316
Ferguson PLC		34,227			2,919,966
Man Group PLC		1,669,592			3,103,483
					9,156,765
Netherlands — 5.8%
Heineken NV		117,744			12,010,513
ING Groep NV		586,151			6,621,018
Unilever NV		123,416			7,288,347
					25,919,878
Norway — 0.5%
Mowi ASA		95,651			2,331,949
Portugal — 0.4%
Banco Comercial Portugues SA		7,563,991			1,712,532
Singapore — 1.4%
United Overseas Bank, Ltd.		323,300			6,375,934
South Korea — 2.9%
LG Household & Health Care, Ltd.		6,505			7,050,415
Samsung Electronics Co., Ltd.		137,041			5,936,539
					12,986,954
Spain — 1.2%
Banco Bilbao Vizcaya Argentaria SA		148,356			781,474
Bankinter SA		696,032			4,812,963
					5,594,437
Switzerland — 4.7%
Alcon, Inc.†		32,063			1,893,553
Novartis AG		134,770			11,761,125
Roche Holding AG		25,351			7,627,143
					21,281,821
Taiwan — 1.3%
Taiwan Semiconductor Manufacturing Co., Ltd. ADR		113,224			5,845,755
United Kingdom — 19.6%
Ashtead Group PLC		158,541			4,821,997
Aviva PLC		351,710			1,891,600
British American Tobacco PLC		319,833			11,194,271
GlaxoSmithKline PLC		685,551			15,705,674
Imperial Brands PLC		412,758			9,048,690
M&G PLC†		643,676			1,782,634
Prudential PLC		643,676			11,243,602
Reckitt Benckiser Group PLC		240,835			18,605,633
RELX PLC (Euronext Amsterdam)		315,001			7,574,470
RELX PLC (LSE)		265,374			6,386,917
					88,255,488
TOTAL INVESTMENTS (cost $422,431,178)		97.9	%		440,713,400
Other assets less liabilities		2.1			9,477,711
NET ASSETS		100.0	%	$	450,191,111

† Non-income producing security

ADR — American Depositary Receipt

Euronext Amsterdam — Euronext Stock Exchange, Amsterdam

LSE — London Stock Exchange

Industry Allocation*
Medical-Drugs	13.3	%
Soap & Cleaning Preparation	7.7
Cosmetics & Toiletries	6.6
Enterprise Software/Service	6.4
Insurance-Life/Health	6.1
Banks-Commercial	5.7
Brewery	5.6
Tobacco	4.5
Dialysis Centers	3.2
Aerospace/Defense-Equipment	3.2
Commercial Services	3.1
Beverages-Wine/Spirits	3.0
Oil Companies-Integrated	2.9
Gold Mining	2.6
Industrial Automated/Robotic	2.5
Transport-Services	2.1
Internet Content-Information/News	1.8
Insurance-Multi-line	1.7
Electronics-Military	1.5
Electronic Components-Misc.	1.5
Diversified Banking Institutions	1.3
Electronic Components-Semiconductors	1.3
Semiconductor Components-Integrated Circuits	1.3
Oil Refining & Marketing	1.1
Rental Auto/Equipment	1.1
Building Products-Cement	0.9
Non-Ferrous Metals	0.8
Commercial Services-Finance	0.7
Investment Management/Advisor Services	0.7
Retail-Automobile	0.7
Distribution/Wholesale	0.6
Auto/Truck Parts & Equipment-Original	0.6
Fisheries	0.5
Rubber-Tires	0.5
Medical Instruments	0.4
Auto-Cars/Light Trucks	0.4
	97.9	%

* Calculated as a percentage of net assets

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable  Inputs		Level 3 -  Signifcant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks	$	440,713,400	$	—	$	—	$	440,713,400

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA Oppenheimer Main Street Large Cap Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
COMMON STOCKS — 99.3%
Aerospace/Defense — 3.0%
Lockheed Martin Corp.		33,828	$	12,742,331
Applications Software — 8.3%
Microsoft Corp.		225,555		32,337,820
ServiceNow, Inc.†		12,881		3,184,956
				35,522,776
Auto-Cars/Light Trucks — 0.7%
General Motors Co.		75,270		2,797,033
Banks-Commercial — 1.1%
Danske Bank A/S		185,843		2,651,650
SVB Financial Group†		9,833		2,177,813
				4,829,463
Beverages-Wine/Spirits — 0.9%
Constellation Brands, Inc., Class A		20,701		3,940,021
Brewery — 0.8%
Anheuser-Busch InBev SA NV		44,250		3,555,319
Building-Residential/Commercial — 0.7%
D.R. Horton, Inc.		59,771		3,130,207
Chemicals-Specialty — 0.6%
Ecolab, Inc.		12,630		2,425,844
Commercial Services — 0.4%
Cintas Corp.		6,927		1,861,077
Commercial Services-Finance — 1.9%
S&P Global, Inc.		31,418		8,105,530
Computer Services — 1.0%
Amdocs, Ltd.		65,583		4,276,012
Cosmetics & Toiletries — 3.9%
Procter & Gamble Co.		133,333		16,601,292
Diagnostic Equipment — 1.6%
Thermo Fisher Scientific, Inc.		22,240		6,716,035
Distribution/Wholesale — 1.1%
Fastenal Co.		134,993		4,851,648
Diversified Banking Institutions — 4.9%
JPMorgan Chase & Co.		165,481		20,671,887
E-Commerce/Products — 3.6%
Amazon.com, Inc.†		8,678		15,417,855
E-Commerce/Services — 2.4%
Booking Holdings, Inc.†		4,900		10,038,973
Electric-Integrated — 1.4%
Duke Energy Corp.		63,333		5,969,769
Electronic Components-Semiconductors — 0.7%
Texas Instruments, Inc.		23,950		2,825,860
Finance-Credit Card — 3.9%
Capital One Financial Corp.		118,213		11,023,362
Mastercard, Inc., Class A		20,587		5,698,688
				16,722,050
Finance-Investment Banker/Broker — 0.3%
Tradeweb Markets, Inc.		31,735		1,324,936
Finance-Other Services — 1.5%
Intercontinental Exchange, Inc.		65,723		6,198,993
Gas-Distribution — 0.5%
UGI Corp.		42,469		2,024,497
Instruments-Controls — 1.4%
Honeywell International, Inc.		33,932		5,861,074
Insurance-Life/Health — 1.9%
AXA Equitable Holdings, Inc.		384,079		8,296,106
Insurance-Property/Casualty — 4.4%
Berkshire Hathaway, Inc., Class B†		64,875		13,791,127
Fidelity National Financial, Inc.		46,901		2,149,942
Progressive Corp.		37,665		2,625,251
				18,566,320
Internet Content-Entertainment — 3.7%
Facebook, Inc., Class A†		81,588		15,636,340
Medical Instruments — 0.6%
Boston Scientific Corp.†		56,517		2,356,759
Medical Labs & Testing Services — 0.4%
Laboratory Corp. of America Holdings†		11,220		1,848,719
Medical Products — 1.8%
Zimmer Biomet Holdings, Inc.		54,370		7,515,565
Medical-Biomedical/Gene — 0.8%
Gilead Sciences, Inc.		50,290		3,203,976
Medical-Drugs — 4.9%
AstraZeneca PLC ADR		151,270		7,416,768
Merck & Co., Inc.		156,585		13,569,656
				20,986,424
Medical-HMO — 3.7%
UnitedHealth Group, Inc.		62,001		15,667,653
Non-Hazardous Waste Disposal — 1.2%
Republic Services, Inc.		58,685		5,135,524
Oil Companies-Integrated — 2.4%
Suncor Energy, Inc.		346,542		10,288,832
Oil-Field Services — 1.1%
Schlumberger, Ltd.		140,708		4,599,745
Pipelines — 1.4%
Magellan Midstream Partners LP		99,046		6,172,547
Real Estate Investment Trusts — 3.4%
Prologis, Inc.		165,906		14,559,911
Retail-Auto Parts — 1.0%
O’Reilly Automotive, Inc.†		9,310		4,054,598
Retail-Building Products — 2.4%
Home Depot, Inc.		43,236		10,142,301
Retail-Consumer Electronics — 1.2%
Best Buy Co., Inc.		69,320		4,979,256
Retail-Perfume & Cosmetics — 0.7%
Ulta Beauty, Inc.†		13,152		3,066,389
Retail-Restaurants — 0.9%
Starbucks Corp.		45,526		3,849,679
Semiconductor Components-Integrated Circuits — 1.7%
QUALCOMM, Inc.		90,830		7,306,365
Semiconductor Equipment — 2.0%
Applied Materials, Inc.		160,187		8,691,747
Soap & Cleaning Preparation — 1.2%
Church & Dwight Co., Inc.		72,260		5,053,864
Telephone-Integrated — 2.0%
Verizon Communications, Inc.		143,815		8,696,493

Transport-Rail — 1.6%
Union Pacific Corp.		42,343			7,006,073
Veterinary Diagnostics — 1.8%
Elanco Animal Health, Inc.†		286,583			7,743,473
Web Portals/ISP — 2.0%
Alphabet, Inc., Class A†		6,747			8,493,124
Wireless Equipment — 2.5%
Motorola Solutions, Inc.		64,022			10,648,139
Total Long-Term Investment Securities (cost $360,036,409)					422,976,404
REPURCHASE AGREEMENTS — 0.8%
Agreement with Fixed Income Clearing Corp., bearing interest at 0.25%, dated 10/31/2019, to be repurchased 11/01/2019 in the amount of $3,395,024 collateralized by $3,370,000 of United States Treasury Notes, bearing interest at 2.00% due 11/15/2026 and having an approximate value of $3,466,166 (cost $3,395,000)	$	3,395,000			3,395,000
TOTAL INVESTMENTS (cost $363,431,409)		100.1	%		426,371,404
Liabilities in excess of other assets		(0.1	)		(293,367	)
NET ASSETS		100.0	%	$	426,078,037

† Non-income producing security

ADR — American Depositary Receipt

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable  Inputs		Level 3 -  Signifcant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks	$	422,976,404	$	—	$	—	$	422,976,404
Repurchase Agreements		—		3,395,000		—		3,395,000
Total Investments at Value	$	422,976,404	$	3,395,000	$	—	$	426,371,404

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA PIMCO VCP Tactical Balanced Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description		Principal Amount**/ Shares		Value (Note 1)
ASSET BACKED SECURITIES — 5.1%
Diversified Financial Services — 5.1%
ALBA PLC FRS Series 2005-1, Class A3 0.95% (3 ML GBP+0.19%) due 11/25/2042(1)	GBP		502,364	$	613,835
ALBA PLC FRS Series 2015-1, Class A 1.96% (1 ML GBP+1.25%) due 04/24/2049(1)	GBP		345,903		448,831
Alternative Loan Trust FRS Series 2006-OA3, Class 2A1 2.03% (1 ML+0.21%) due 05/25/2036(1)		$	4,804,611		4,328,564
Alternative Loan Trust Series 2005-J11, Class 1A15 5.50% due 11/25/2035(1)			201,111		169,238
Alternative Loan Trust Series 2005-65CB, Class 2A6 6.00% due 12/25/2035(1)			260,910		249,711
Alternative Loan Trust Series 2007-J1, Class 2A4 6.00% due 03/25/2037(1)			764,914		463,556
American Home Mtg. Assets Trust FRS Series 2006-3, Class 3A11 2.14% (1 ML+0.12%) due 10/25/2046(1)			26,884		25,662
Arbor Realty Commercial Real Estate Notes, Ltd. FRS Series 2019-FL1, Class A 3.06% (1 ML+1.15%) due 05/15/2037*			1,300,000		1,299,187
BAMLL Commercial Mtg. Securities Trust FRS Series 2019-RLJ, Class A 2.96% (1 ML+1.05%) due 04/15/2036*(2)			1,300,000		1,299,998
Banco La Hipotecaria SA Series 2016-1A, Class A 3.36% due 01/15/2046*(1)(3)			1,145,590		1,198,068
Barings BDC Static CLO, Ltd. FRS Series 2019-1A, Class A1 3.02% (3 ML+1.02%) due 04/15/2027*(4)			1,078,525		1,073,851
Citigroup Commercial Mtg. Trust Series 2019-SMRT, Class A 4.15% due 01/10/2036*(2)			2,400,000		2,580,423
Citigroup Mtg. Loan Trust, Inc. FRS Series 2007-AMC1, Class A1 1.98% (1 ML+0.16%) due 12/25/2036*			1,419,504		975,895
Citigroup Mtg. Loan Trust, Inc. VRS Series 2019-B, Class A1 3.26% due 04/25/2066*(1)(5)			429,166		430,793
COMM Mtg. Trust VRS Series 2018-HOME, Class A 3.82% due 04/10/2033*(2)(5)			1,100,000		1,200,066
Countrywide Asset-Backed Certs. FRS Series 2007-1, Class 2A3 1.96% (1 ML+0.14%) due 07/25/2037			223,304		202,943
Countrywide Asset-Backed Certs. FRS Series 2007-10, Class 2A4 2.07% (1 ML+0.25%) due 06/25/2047			800,000		759,516
Credit Suisse Mtg. Capital Certs. Series 2019-RPL4, Class A1 3.83% due 08/26/2058*(1)			683,999		693,796
Crown Point CLO 5, Ltd. FRS Series 2018-5A, Class A 2.94% (3 ML+0.94%) due 07/17/2028*(4)			1,600,000		1,593,560
CSMC Trust VRS Series 2019-RPL9, Class A1 3.32% due 10/27/2059*(1)(5)			600,000		600,630
CVP Cascade, Ltd. FRS Series 2013-CLO1, Class A1R 3.15% (3 ML+1.15%) due 01/16/2026*(4)			939,328		939,543
DBUBS Mtg. Trust Series 2017-BRBK, Class A 3.45% due 10/10/2034*(2)			2,400,000		2,523,295
Deutsche Alt-A Securities Mtg. Loan Trust FRS Series 2007-AR3, Class 2A2A 2.00% (1 ML+0.18%) due 06/25/2037(1)			5,774		5,644
Dryden Senior Loan Fund FRS Series 2012-25A, Class ARR 2.89% (3 ML+0.90%) due 10/15/2027*(4)			1,500,000		1,495,668
Eurosail PLC FRS Series 2006-4X, Class A3C 0.93% (3 ML GBP+0.16%) due 12/10/2044(1)	GBP		186,513		238,784
Eurosail PLC FRS Series 2007-3A, Class A3C 1.73% (3 ML GBP+0.95%) due 06/13/2045*(1)	GBP		569,168		728,201
Eurosail PLC FRS Series 2007-3X, Class A3A 1.73% (3 ML GBP+0.95%) due 06/13/2045(1)	GBP		504,556		648,901
Eurosail PLC FRS Series 2007-3X, Class A3C 1.73% (3 ML GBP+0.95%) due 06/13/2045(1)	GBP		672,653		860,601
Figueroa CLO, Ltd. FRS Series 2013-2A, Class A1RR 3.01% (3 ML+0.85%) due 06/20/2027*(4)			744,047		742,809
Flagship CLO VIII, Ltd. FRS Series 2014-8A, Class ARR 2.85% (3 ML+0.85%) due 01/16/2026*(4)			492,283		491,702
Ford Credit Auto Owner Trust Series 2016-2, Class A 2.03% due 12/15/2027*			2,100,000		2,101,614
Fremont Home Loan Trust FRS Series 2005-1, Class M5 2.89% (1 ML+1.07%) due 06/25/2035			800,000		802,279
Gallatin CLO IX, Ltd. FRS Series 2018-1A, Class A 3.02% (3 ML+1.05%) due 01/21/2028*(4)			900,000		900,071

Halcyon Loan Advisors Funding, Ltd. FRS Series 2014-3A, Class AR 3.05% (3 ML+1.10%) due 10/22/2025*(4)		826,718	826,513
HarborView Mtg. Loan Trust FRS Series 2006-12, Class 2A2A 2.04% (1 ML+0.19%) due 01/19/2038(1)		22,761	22,120
HarborView Mtg. Loan Trust VRS Series 2005-4, Class 3A1 4.39% due 07/19/2035(1)(5)		174,062	164,843
Independence Plaza Trust Series 2018-INDP, Class A 3.76% due 07/10/2035*(2)		1,600,000	1,698,776
JP Morgan Mtg. Acquisition Trust FRS Series 2007-CH5, Class A5 2.08% (1 ML+0.26%) due 06/25/2037		1,600,000	1,581,268
Legacy Mtg. Asset Trust Series 2019-GS3, Class A1 3.75% due 04/25/2059*		1,186,810	1,201,150
LoanCore Issuer, Ltd. FRS Series 2019-CRE2, Class A 3.04% (1 ML+1.13%) due 05/15/2036*		1,300,000	1,300,000
Ludgate Funding PLC FRS Series 2006-1X, Class A2A 0.96% (3 ML GBP+0.19%) due 12/01/2060(1)	GBP	693,991	850,118
Ludgate Funding PLC FRS Series 2008-W1X, Class A1 1.36% (3 ML GBP+0.60%) due 01/01/2061(1)	GBP	1,026,335	1,286,347
Mill City Mtg. Loan Trust VRS Series 2019-GS2, Class A1 2.75% due 08/25/2059*(1)(3)(5)		1,300,000	1,309,463
Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25, Class A4 3.37% due 10/15/2048(2)		1,800,000	1,907,765
MortgageIT Trust FRS Series 2005-2, Class 1A1 2.34% (1 ML+0.52%) due 05/25/2035(1)		71,372	72,598
Mountain View CLO, Ltd. FRS Series 2014-1A, Class ARR 2.80% (3 ML+0.80%) due 10/15/2026*(4)		1,000,881	1,001,014
Natixis Commercial Mtg. Securities Trust Series 2019-10K, Class A 3.62% due 05/15/2039*(2)		1,600,000	1,728,641
Natixis Commercial Mtg. Securities Trust Series 2019-LVL, Class A 3.89% due 08/15/2038*(2)		800,000	879,553
New Residential Mtg. Loan Trust VRS Series 2019-RPL3, Class A1 2.75% due 07/25/2059*(1)(5)		1,685,664	1,700,049
New Residential Mtg. Loan Trust VRS Series 2018-3A, Class A1 4.50% due 05/25/2058*(1)(5)		486,550	514,510
Palmer Square Loan Funding, Ltd. FRS Series 2018-4A, Class A1 3.06% (3 ML+0.90%) due 11/15/2026*(4)		993,393	993,380
Park Avenue Mtg. Trust FRS Series 2017-280P, Class A 2.79% (1 ML+0.88%) due 09/15/2034*(2)		1,400,000	1,399,990
PHEAA Student Loan Trust FRS Series 2016-2A, Class A 2.77% (1 ML+0.95%) due 11/25/2065*		496,352	494,485
SMB Private Education Loan Trust FRS Series 2016-B, Class A2B 3.37% (1 ML+1.45%) due 02/17/2032*		1,168,509	1,184,176
START, Ltd. Series 2019-1, Class A 4.09% due 03/15/2044*		575,000	588,336
TICP CLO II-2, Ltd. FRS Series 2018-IIA, Class A1 2.81% (3 ML+0.84%) due 04/20/2028*(4)		2,500,000	2,483,732
Uropa Securities PLC FRS Series 2008-1, Class A 0.97% (3 ML GBP+0.20%) due 06/10/2059(1)	GBP	684,041	850,255
Uropa Securities PLC FRS Series 2007-1, Class A3A 0.97% (3 ML GBP+0.20%) due 10/10/2040(1)	GBP	365,343	445,910
Uropa Securities PLC FRS Series 2008-1, Class M1 1.12% (3 ML GBP+0.35%) due 06/10/2059(1)	GBP	166,951	203,323
Uropa Securities PLC FRS Series 2008-1, Class M2 1.32% (3 ML GBP+0.55%) due 06/10/2059(1)	GBP	130,408	158,516
Uropa Securities PLC FRS Series 2008-1, Class B 1.52% (3 ML GBP+0.75%) due 06/10/2059(1)	GBP	139,006	167,692
WaMu Mtg. Pass-Through Certs. Trust FRS Series 2005-AR19, Class A1A1 2.09% (1 ML+0.27%) due 12/25/2045(1)		420,547	420,296
WaMu Mtg. Pass-Through Certs. Trust FRS Series 2006-AR9, Class 2A 2.66% (COFI+1.50%) due 08/25/2046(1)		1,305,544	1,282,912
Worldwide Plaza Trust Series 2017-WWP, Class A 3.53% due 11/10/2036*(2)		2,100,000	2,261,269
Zais CLO, Ltd. FRS Series 2014-1A, Class A1AR 3.15% (3 ML+1.15%) due 04/15/2028*(4)		1,300,000	1,297,608
Total Asset Backed Securities (cost $63,828,768)			64,963,843

U.S. CORPORATE BONDS & NOTES — 7.1%
Aerospace/Defense-Equipment — 0.1%
Spirit AeroSystems, Inc. Company Guar. Notes 3.85% due 06/15/2026	800,000	820,908
Airlines — 0.4%
American Airlines Pass-Through Trust Pass-Through Certs. Series 2016-3, Class A 3.00% due 04/15/2030	610,302	626,644
American Airlines Pass-Through Trust Pass-Through Certs. 3.25% due 04/15/2030	174,366	180,170
American Airlines Pass-Through Trust Pass-Through Certs. 4.00% due 01/15/2027	349,421	369,985
American Airlines Pass-Through Trust Pass-Through Certs. 4.00% due 08/15/2030	87,625	94,103
Spirit Airlines Pass-Through Trust Pass-Through Certs. Series 2017-1, Class A 3.65% due 08/15/2031	462,176	476,616
United Airlines Pass-Through Trust Pass-Through Certs. Series 2016-2, Class AA 2.88% due 04/07/2030	894,276	909,923
United Airlines Pass-Through Trust Pass-Through Certs. Series 2016-2, Class A 3.10% due 04/07/2030	894,276	913,133
United Airlines Pass-Through Trust Pass-Through Certs. Series 2019-1, Class A 4.55% due 08/25/2031	1,000,000	1,097,299
		4,667,873
Applications Software — 0.1%
Microsoft Corp. Senior Notes 4.10% due 02/06/2037	1,000,000	1,184,064
Auto-Cars/Light Trucks — 0.2%
Ford Motor Credit Co. LLC FRS Senior Notes 2.85% (3 ML+0.81%) due 04/05/2021	200,000	198,426
Ford Motor Credit Co. LLC FRS Senior Notes 2.98% (3 ML+1.08%) due 08/03/2022	400,000	392,187
Ford Motor Credit Co. LLC FRS Senior Notes 3.06% (3 ML+0.93%) due 09/24/2020	1,500,000	1,499,072
Ford Motor Credit Co., LLC Senior Notes 5.75% due 02/01/2021	200,000	207,000
		2,296,685
Banks-Commercial — 0.1%
HSBC USA, Inc. Senior Notes 2.38% due 11/13/2019	150,000	150,014
HSBC USA, Inc. Senior Notes 2.75% due 08/07/2020	880,000	886,202
HSBC USA, Inc. FRS Senior Notes 2.79% (3 ML+0.61%) due 11/13/2019	200,000	200,036
		1,236,252
Banks-Fiduciary — 0.0%
Bank of New York Mellon Corp. Senior Notes 3.00% due 02/24/2025	200,000	209,566
Banks-Super Regional — 0.2%
Wells Fargo & Co. Senior Notes 2.55% due 12/07/2020	110,000	110,825
Wells Fargo & Co. Senior Notes 3.00% due 02/19/2025	50,000	51,462
Wells Fargo & Co. FRS Senior Notes 3.16% (3 ML+1.23%) due 10/31/2023	1,900,000	1,933,291
Wells Fargo Bank NA Senior Notes 3.55% due 08/14/2023	600,000	630,793
		2,726,371
Brewery — 0.1%
Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 4.38% due 04/15/2038	900,000	1,005,329
Broadcast Services/Program — 0.0%
Discovery Communications LLC Company Guar. Notes 3.45% due 03/15/2025	10,000	10,367
Building & Construction Products-Misc. — 0.0%
Fortune Brands Home & Security, Inc. Senior Notes 4.00% due 06/15/2025	60,000	63,958
Cable/Satellite TV — 0.2%
Charter Communications Operating LLC/Charter Communications Operating Capital FRS Senior Sec. Notes 3.56% (3 ML+1.65%) due 02/01/2024	1,900,000	1,954,948
Charter Communications Operating LLC/Charter Communications Operating Capital Senior Sec. Notes 3.58% due 07/23/2020	450,000	453,842
		2,408,790
Cellular Telecom — 0.1%
Sprint Spectrum Co. LLC/Sprint Spectrum Co. II LLC/Sprint Spectrum Co. III LLC Senior Sec. Notes 4.74% due 09/20/2029*	900,000	959,634
Sprint Spectrum Co. LLC/Sprint Spectrum Co. II LLC/Sprint Spectrum Co. III LLC Senior Sec. Notes 5.15% due 09/20/2029*	1,000,000	1,088,690
		2,048,324

Chemicals-Specialty — 0.1%
Huntsman International LLC Senior Notes 4.50% due 05/01/2029	200,000	211,416
Huntsman International LLC Senior Notes 5.13% due 11/15/2022	300,000	320,615
International Flavors & Fragrances, Inc. Senior Notes 3.40% due 09/25/2020	1,100,000	1,112,212
		1,644,243
Commercial Services — 0.1%
RELX Capital, Inc. Company Guar. Notes 4.00% due 03/18/2029	1,000,000	1,099,472
Commercial Services-Finance — 0.1%
Equifax, Inc. Senior Notes 3.25% due 06/01/2026	800,000	809,543
S&P Global, Inc. Company Guar. Notes 4.40% due 02/15/2026	50,000	56,018
		865,561
Computers — 0.3%
Apple, Inc. Senior Notes 2.90% due 09/12/2027	300,000	313,980
Apple, Inc. Senior Notes 3.35% due 02/09/2027	200,000	214,624
Apple, Inc. Senior Notes 4.65% due 02/23/2046	500,000	626,623
Dell International LLC/EMC Corp. Senior Sec. Notes 8.10% due 07/15/2036*	1,100,000	1,414,539
Dell International LLC/EMC Corp. Senior Sec. Notes 5.30% due 10/01/2029*	900,000	994,305
		3,564,071
Diversified Banking Institutions — 0.3%
Bank of America Corp. Senior Notes 2.63% due 10/19/2020	600,000	604,017
Bank of America Corp. FRS Senior Notes 3.13% (3 ML+1.16%) due 01/20/2023	200,000	202,776
Citigroup, Inc. Senior Notes 4.04% due 06/01/2024	1,200,000	1,270,617
Citigroup, Inc. Sub. Notes 4.40% due 06/10/2025	750,000	812,539
JPMorgan Chase & Co. FRS Senior Notes 2.84% (3 ML+0.90%) due 04/25/2023	600,000	604,005
Morgan Stanley Senior Notes 4.00% due 07/23/2025	60,000	65,070
		3,559,024
Diversified Manufacturing Operations — 0.1%
General Electric Capital Corp. Senior Notes 3.10% due 01/09/2023	400,000	406,829
General Electric Co. Senior Notes 5.55% due 01/05/2026	400,000	454,698
		861,527
Electric-Integrated — 0.9%
AEP Texas, Inc. Senior Notes 3.95% due 06/01/2028	1,300,000	1,436,599
Appalachian Power Co. Senior Notes 3.40% due 06/01/2025	550,000	576,239
Cleco Corporate Holdings LLC Senior Notes 3.74% due 05/01/2026	1,600,000	1,650,117
DTE Electric Co General Refunding Mtg. 3.70% due 06/01/2046	1,700,000	1,860,895
Duke Energy Corp. Senior Notes 2.65% due 09/01/2026	1,000,000	1,009,594
Entergy Mississippi, Inc. 1st Mtg. Notes 2.85% due 06/01/2028	1,900,000	1,964,133
IPALCO Enterprises, Inc. Senior Sec. Notes 3.70% due 09/01/2024	700,000	726,885
NextEra Energy Capital Holdings, Inc. Company Guar. Notes 3.20% due 02/25/2022	700,000	718,358
Pacific Gas & Electric Co. Senior Notes 3.50% due 06/15/2025(12)	30,000	28,350
Pacific Gas & Electric Co. Senior Notes 4.25% due 08/01/2023*(12)	400,000	382,000
Southern California Edison Co. 1st Mtg. Notes 3.90% due 03/15/2043	200,000	204,367
Southern California Edison Co. 1st Mtg. Notes 4.00% due 04/01/2047	1,500,000	1,576,881
Southern California Edison Co. 1st Mtg. Notes 4.05% due 03/15/2042	200,000	209,493
		12,343,911
Electronic Components-Semiconductors — 0.1%
Broadcom Corp./Broadcom Cayman Finance, Ltd. Company Guar. Notes 3.88% due 01/15/2027	1,000,000	1,009,797
Broadcom, Inc. Company Guar. Notes 3.13% due 04/15/2021*	600,000	607,050
		1,616,847
Electronic Parts Distribution — 0.1%
Arrow Electronics, Inc. Senior Notes 3.25% due 09/08/2024	700,000	713,028

Enterprise Software/Service — 0.1%
Oracle Corp. Senior Notes 2.95% due 05/15/2025	700,000	728,128
Finance-Consumer Loans — 0.0%
Synchrony Financial Senior Notes 2.70% due 02/03/2020	12,000	12,010
Finance-Investment Banker/Broker — 0.0%
Lazard Group LLC Senior Notes 3.75% due 02/13/2025	25,000	26,337
Lazard Group LLC Senior Notes 4.38% due 03/11/2029	200,000	218,172
		244,509
Finance-Other Services — 0.1%
BGC Partners, Inc. Senior Notes 5.13% due 05/27/2021	700,000	727,656
Intercontinental Exchange, Inc. Company Guar. Notes 2.75% due 12/01/2020	50,000	50,354
		778,010
Food-Misc./Diversified — 0.1%
Conagra Brands, Inc. Senior Notes 5.30% due 11/01/2038	200,000	234,579
Kraft Heinz Foods Co. Company Guar. Notes 4.38% due 06/01/2046	550,000	537,370
Kraft Heinz Foods Co. Sec. Notes 4.88% due 02/15/2025*	205,000	211,418
		983,367
Gas-Distribution — 0.1%
Southern California Gas Co. 1st Mtg. Notes 4.13% due 06/01/2048	1,400,000	1,608,564
Insurance-Life/Health — 0.6%
Great-West Lifeco Finance 2018 LP Company Guar. Notes 4.05% due 05/17/2028*	500,000	559,839
Jackson National Life Global Funding Senior Sec. Notes 2.60% due 12/09/2020*	1,090,000	1,098,197
Pacific Life Insurance Co. Sub. Notes 4.30% due 10/24/2067*	2,300,000	2,411,504
Pricoa Global Funding I Sec. Notes 2.55% due 11/24/2020*	1,070,000	1,078,554
Principal Life Global Funding II Senior Sec. Notes 2.20% due 04/08/2020*	400,000	400,415
Protective Life Global Funding Sec. Notes 2.70% due 11/25/2020*	1,070,000	1,077,393
Teachers Insurance & Annuity Association of America Sub. Notes 4.27% due 05/15/2047*	1,600,000	1,852,232
		8,478,134
Insurance-Multi-line — 0.1%
MetLife, Inc. Senior Notes 4.05% due 03/01/2045	10,000	11,332
Metropolitan Life Global Funding I Sec. Notes 2.00% due 04/14/2020*	150,000	150,100
Metropolitan Life Global Funding I Sec. Notes 2.50% due 12/03/2020*	1,230,000	1,239,348
		1,400,780
Insurance-Mutual — 0.0%
New York Life Insurance Co. Sub. Notes 4.45% due 05/15/2069*	400,000	475,811
Insurance-Property/Casualty — 0.0%
First American Financial Corp. Senior Notes 4.60% due 11/15/2024	20,000	21,402
Insurance-Reinsurance — 0.0%
Reinsurance Group of America, Inc. Senior Notes 3.90% due 05/15/2029	300,000	321,790
Machinery-General Industrial — 0.1%
Wabtec Corp. Company Guar. Notes 4.40% due 03/15/2024	1,600,000	1,707,274
Medical Instruments — 0.1%
Boston Scientific Corp. Senior Notes 3.38% due 05/15/2022	550,000	568,223
Boston Scientific Corp. Senior Notes 4.70% due 03/01/2049	300,000	364,712
		932,935
Medical Products — 0.0%
Zimmer Biomet Holdings, Inc. Senior Notes 2.70% due 04/01/2020	10,000	10,020
Zimmer Biomet Holdings, Inc. Senior Notes 3.15% due 04/01/2022	30,000	30,622
Zimmer Biomet Holdings, Inc. Senior Notes 3.55% due 04/01/2025	30,000	31,730
		72,372
Medical-Biomedical/Gene — 0.1%
Amgen, Inc. Senior Notes 4.40% due 05/01/2045	700,000	787,501
Baxalta, Inc. Company Guar. Notes 3.60% due 06/23/2022	6,000	6,165
		793,666
Medical-Drugs — 0.1%
Bayer US Finance II LLC FRS Company Guar. Notes 3.13% (3 ML+1.01%) due 12/15/2023*	200,000	201,097

Zoetis, Inc. Senior Notes 3.90% due 08/20/2028	1,200,000	1,322,231
		1,523,328
Medical-HMO — 0.0%
UnitedHealth Group, Inc. Senior Notes 2.88% due 12/15/2021	310,000	316,734
Medical-Hospitals — 0.1%
Northwell Healthcare, Inc. Sec. Notes 3.98% due 11/01/2046	700,000	750,321
Pipelines — 0.6%
Energy Transfer Operating LP Company Guar. Notes 4.05% due 03/15/2025	100,000	104,993
Energy Transfer Operating LP Company Guar. Notes 4.75% due 01/15/2026	40,000	43,379
Energy Transfer Operating LP Company Guar. Notes 6.05% due 06/01/2041	1,200,000	1,353,391
Enterprise Products Operating LLC Company Guar. Notes 4.80% due 02/01/2049	1,300,000	1,501,085
ONEOK, Inc. Company Guar. Notes 4.35% due 03/15/2029	1,900,000	2,026,418
Sabine Pass Liquefaction LLC Senior Sec. Notes 5.63% due 04/15/2023	600,000	652,771
Sabine Pass Liquefaction LLC Senior Sec. Notes 5.75% due 05/15/2024	1,600,000	1,785,656
		7,467,693
Real Estate Investment Trusts — 1.0%
Alexandria Real Estate Equities, Inc. Company Guar. Notes 4.50% due 07/30/2029	100,000	114,194
American Tower Corp. Senior Notes 2.25% due 01/15/2022	1,200,000	1,204,781
American Tower Corp. Senior Notes 3.38% due 10/15/2026	1,200,000	1,248,068
American Tower Corp. Senior Notes 4.00% due 06/01/2025	690,000	741,978
Brixmor Operating Partnership LP FRS Senior Notes 2.96% (3 ML+1.05%) due 02/01/2022	1,400,000	1,398,478
Crown Castle International Corp. Senior Notes 4.45% due 02/15/2026	290,000	320,337
Crown Castle International Corp. Senior Notes 4.88% due 04/15/2022	900,000	957,267
Crown Castle International Corp. Senior Notes 5.25% due 01/15/2023	800,000	873,827
Goodman US Finance Three LLC Company Guar. Notes 3.70% due 03/15/2028*	1,200,000	1,248,751
Regency Centers LP Company Guar. Notes 4.65% due 03/15/2049	100,000	119,888
STORE Capital Corp. Senior Notes 4.63% due 03/15/2029	100,000	110,839
UDR, Inc. Company Guar. Notes 3.00% due 08/15/2031	100,000	100,876
Welltower, Inc. Senior Notes 3.95% due 09/01/2023	300,000	318,701
Welltower, Inc. Senior Notes 4.95% due 09/01/2048	1,000,000	1,222,121
Weyerhaeuser Co. Senior Notes 4.00% due 11/15/2029	2,700,000	2,951,309
WP Carey, Inc. Senior Notes 4.60% due 04/01/2024	500,000	534,712
		13,466,127
Retail-Restaurants — 0.1%
McDonald’s Corp. Senior Notes 3.80% due 04/01/2028	900,000	994,532
Telephone-Integrated — 0.1%
AT&T, Inc. FRS Senior Notes 3.03% (3 ML+0.93%) due 06/30/2020	90,000	90,462
AT&T, Inc. Senior Notes 4.35% due 03/01/2029	200,000	221,130
Verizon Communications, Inc. Senior Notes 4.33% due 09/21/2028	1,435,000	1,634,096
		1,945,688
Tobacco — 0.1%
BAT Capital Corp. Company Guar. Notes 4.39% due 08/15/2037	700,000	691,297
Water — 0.0%
American Water Capital Corp. Senior Notes 3.40% due 03/01/2025	20,000	21,162
Total U.S. Corporate Bonds & Notes (cost $85,270,795)		90,681,805
FOREIGN CORPORATE BONDS & NOTES — 4.9%
Agricultural Chemicals — 0.0%
Syngenta Finance NV Company Guar. Notes 5.18% due 04/24/2028*	500,000	530,231
Airlines — 0.2%
British Airways Pass-Through Trust Pass-Through Certs. Series 2019-1, Class A 3.35% due 12/15/2030*	600,000	613,628

British Airways Pass-Through Trust Pass-Through Certs. Series 2018-1, Class AA 3.80% due 03/20/2033*		573,349	607,711
WestJet Airlines, Ltd. Company Guar. Notes 3.50% due 06/16/2021*		800,000	811,077
			2,032,416
Airport Development/Maintenance — 0.0%
Sydney Airport Finance Co. Pty, Ltd. Senior Sec. Notes 3.38% due 04/30/2025*		20,000	20,703
Sydney Airport Finance Co. Pty, Ltd. Senior Sec. Notes 3.63% due 04/28/2026*		300,000	312,982
			333,685
Banks-Commercial — 0.9%
AIB Group PLC Senior Notes 4.75% due 10/12/2023*		1,000,000	1,071,235
Bank of Ireland Group PLC Senior Notes 4.50% due 11/25/2023*		1,300,000	1,374,282
Bank of Montreal Notes 1.75% due 06/15/2021*		1,500,000	1,498,535
Bank of Tokyo-Mitsubishi UFJ, Ltd. Senior Notes 2.30% due 03/05/2020*		200,000	200,167
Dexia Credit Local SA Government Guar. Notes 1.88% due 09/15/2021*		2,700,000	2,701,717
Mizuho Bank, Ltd. Company Guar. Notes 3.60% due 09/25/2024*		200,000	211,347
Santander UK Group Holdings PLC Senior Notes 2.88% due 10/16/2020		990,000	994,214
Santander UK Group Holdings PLC Senior Notes 3.13% due 01/08/2021		140,000	141,322
Santander UK Group Holdings PLC Senior Notes 3.57% due 01/10/2023		400,000	408,738
Santander UK Group Holdings PLC Senior Notes 3.82% due 11/03/2028		200,000	210,967
Santander UK PLC FRS Senior Notes 2.82% (3 ML+0.66%) due 11/15/2021		1,200,000	1,202,078
Sumitomo Mitsui Banking Corp. Company Guar. Notes 2.65% due 07/23/2020		850,000	854,077
			10,868,679
Banks-Fiduciary — 0.0%
Mitsubishi UFJ Trust & Banking Corp. Senior Notes 2.65% due 10/19/2020*		200,000	201,482
Beverages-Wine/Spirits — 0.1%
Bacardi, Ltd. Company Guar. Notes 4.45% due 05/15/2025*		400,000	430,372
Pernod-Ricard SA Senior Notes 5.75% due 04/07/2021*		400,000	421,021
			851,393
Building Societies — 0.1%
Nationwide Building Society Senior Notes 3.96% due 07/18/2030*		1,400,000	1,502,913
Casino Hotels — 0.0%
Sands China, Ltd. Senior Notes 4.60% due 08/08/2023		300,000	317,376
Sands China, Ltd. Senior Notes 5.40% due 08/08/2028		200,000	226,278
			543,654
Diversified Banking Institutions — 2.2%
Barclays PLC Senior Notes 3.25% due 02/12/2027	GBP	700,000	965,112
Barclays PLC Senior Notes 3.65% due 03/16/2025		950,000	982,891
Barclays PLC FRS Senior Notes 4.29% (3 ML+2.11%) due 08/10/2021		1,900,000	1,940,628
Barclays PLC Senior Notes 4.61% due 02/15/2023		1,000,000	1,044,563
BNP Paribas SA Senior Notes 4.71% due 01/10/2025*		2,300,000	2,500,548
Credit Suisse Group AG Senior Bonds 3.87% due 01/12/2029*		900,000	961,677
Credit Suisse Group Funding Guernsey, Ltd. Company Guar. Notes 3.19% due 06/09/2023		1,500,000	1,570,231
Credit Suisse Group Funding Guernsey, Ltd. Company Guar. Notes 3.75% due 03/26/2025		250,000	263,766
Deutsche Bank AG FRS Senior Notes 3.19% (3 ML+1.29%) due 02/04/2021		1,600,000	1,594,909
HSBC Holdings PLC FRS Senior Notes 3.51% (3 ML+1.38%) due 09/12/2026		1,000,000	1,011,669
HSBC Holdings PLC FRS Senior Notes 3.54% (3 ML+1.50%) due 01/05/2022		300,000	306,198
HSBC Holdings PLC Senior Notes 4.30% due 03/08/2026		550,000	599,711
Lloyds Banking Group PLC Senior Notes 4.05% due 08/16/2023		2,400,000	2,538,300
Lloyds Banking Group PLC Senior Notes 4.38% due 03/22/2028		600,000	662,714

Mitsubishi UFJ Financial Group, Inc. FRS Senior Notes 2.80% (3 ML+0.86%) due 07/26/2023	2,200,000	2,211,976
Mitsubishi UFJ Financial Group, Inc. Senior Notes 3.41% due 03/07/2024	100,000	104,416
Mizuho Financial Group, Inc. FRS Senior Notes 3.14% (3 ML+1.00%) due 09/11/2024	800,000	807,405
Royal Bank of Scotland Group PLC FRS Senior Notes 3.63% (3 ML+1.47%) due 05/15/2023	400,000	403,221
Royal Bank of Scotland Group PLC Senior Notes 3.88% due 09/12/2023	800,000	834,121
Royal Bank of Scotland Group PLC Senior Notes 4.27% due 03/22/2025	200,000	212,200
Royal Bank of Scotland Group PLC Senior Notes 4.89% due 05/18/2029	1,100,000	1,243,124
Royal Bank of Scotland Group PLC Sub. Notes 6.00% due 12/19/2023	300,000	333,146
Sumitomo Mitsui Financial Group, Inc. Senior Notes 2.06% due 07/14/2021	1,000,000	1,000,346
UBS Group Funding Switzerland AG Company Guar. Notes 2.65% due 02/01/2022*	1,600,000	1,619,383
UBS Group Funding Switzerland AG Company Guar. Notes 4.13% due 04/15/2026*	550,000	601,174
UniCredit SpA Senior Notes 6.57% due 01/14/2022*	900,000	968,934
UniCredit SpA Senior Notes 7.83% due 12/04/2023*	1,300,000	1,525,433
		28,807,796
Electric-Distribution — 0.1%
SP Group Treasury Pte, Ltd. Company Guar. Notes 3.38% due 02/27/2029*	700,000	752,257
Electric-Integrated — 0.1%
Enel Finance International NV Company Guar. Notes 2.65% due 09/10/2024*	1,000,000	1,004,581
Enel Finance International NV Company Guar. Notes 4.63% due 09/14/2025*	200,000	219,261
		1,223,842
Electronic Components-Misc. — 0.0%
Flex, Ltd. Senior Notes 4.88% due 06/15/2029	500,000	540,417
Electronic Components-Semiconductors — 0.1%
Marvell Technology Group, Ltd. Senior Notes 4.20% due 06/22/2023	700,000	736,689
Finance-Leasing Companies — 0.3%
BOC Aviation, Ltd. Senior Notes 3.50% due 01/31/2023	200,000	204,441
LeasePlan Corp NV Senior Notes 2.88% due 10/24/2024*	1,200,000	1,202,830
Mitsubishi UFJ Lease & Finance Co., Ltd. Senior Notes 2.65% due 09/19/2022*	1,200,000	1,205,242
ORIX Corp. Senior Notes 3.25% due 12/04/2024	1,400,000	1,456,263
		4,068,776
Insurance-Reinsurance — 0.1%
RenaissanceRe Holdings, Ltd. Senior Notes 3.60% due 04/15/2029	800,000	848,762
Medical-Drugs — 0.0%
Shire Acquisitions Investments Ireland DAC Company Guar. Notes 3.20% due 09/23/2026	500,000	516,355
Oil & Gas Drilling — 0.0%
Odebrecht Drilling Norbe, Ltd. Senior Sec. Notes 6.35% due 12/01/2021	455,205	452,934
Oil Companies-Exploration & Production — 0.2%
Sinopec Group Overseas Development 2018, Ltd. Company Guar. Notes 4.13% due 09/12/2025*	1,600,000	1,719,553
Woodside Finance, Ltd. Company Guar. Notes 3.65% due 03/05/2025*	10,000	10,362
Woodside Finance, Ltd. Company Guar. Notes 3.70% due 03/15/2028*	200,000	206,879
Woodside Finance, Ltd. Company Guar. Notes 4.50% due 03/04/2029*	300,000	327,090
		2,263,884
Oil Companies-Integrated — 0.1%
Eni SpA Senior Notes 4.75% due 09/12/2028*	900,000	1,024,001
Real Estate Investment Trusts — 0.1%
VEREIT Operating Partnership LP Company Guar. Notes 4.63% due 11/01/2025	1,300,000	1,427,423
Regional Agencies — 0.2%
Japan Finance Organization for Municipalities Senior Notes 2.13% due 10/25/2023*	2,700,000	2,717,274

Transport-Equipment & Leasing — 0.0%
SMBC Aviation Capital Finance DAC Company Guar. Notes 2.65% due 07/15/2021*	200,000	201,364
SMBC Aviation Capital Finance DAC Company Guar. Notes 3.55% due 04/15/2024*	300,000	311,894
		513,258
Transport-Marine — 0.1%
AP Moller - Maersk A/S Senior Notes 3.75% due 09/22/2024*	600,000	618,335
Total Foreign Corporate Bonds & Notes (cost $61,181,368)		63,376,456
U.S. GOVERNMENT AGENCIES — 20.5%
Federal Home Loan Mtg. Corp. — 0.7%
4.50% due 08/01/2048	3,047,145	3,253,682
Federal Home Loan Mtg. Corp. STRIPS FRS
3.97% (5.89% - 1 ML) due 09/15/2043(1)(6)(7)	1,788,713	325,337
Federal Home Loan Mtg. Corp. Multifamily Structured Pass Through Certs. VRS Series W5FX, Class AFX 3.21% due 04/25/2028(2)(5)	2,700,000	2,909,506
Federal Home Loan Mtg. Corp. REMIC Series 4745, Class CZ 3.50% due 01/15/2048(1)	1,066,171	1,158,079
Federal Home Loan Mtg. Corp. REMIC FRS Series 4579, Class FD 2.45% (1 ML+0.35%) due 01/15/2038(1)	1,066,961	1,058,538
Federal Home Loan Mtg. Corp. REMIC VRS Series 4579, Class SD 2.27% due 01/15/2038(1)(5)(6)	1,066,961	76,389
		8,781,531
Federal National Mtg. Assoc. — 1.2%
3.70% due 09/01/2034	914,914	1,026,386
3.79% due 01/01/2029	1,800,000	1,985,408
4.00% due 07/01/2045	1,726,755	1,825,360
4.00% due 07/01/2045	1,111,431	1,174,913
4.00% due 02/01/2046	2,570,940	2,717,539
4.00% due 09/01/2046	2,527,929	2,671,886
Federal National Mtg. Assoc. REMIC Series 2013-17, Class TI 3.00% due 03/25/2028(1)(6)	1,018,718	79,607
Federal National Mtg. Assoc. REMIC FRS Series 2012-113, Class PF 2.17% (1 ML+0.35%) due 10/25/2040(1)	631,903	633,569
Series 2007-85, Class FL 2.36% (1 ML+0.54%) due 09/25/2037(1)	2,294,673	2,311,482
Series 2012-21, Class FQ 2.37% (1 ML+0.55%) due 02/25/2041(1)	637,385	640,846
		15,066,996
Government National Mtg. Assoc. — 1.2%
3.50% due December 30 TBA	8,000,000	8,296,355
Government National Mtg. Assoc. REMIC FRS
Series 2016-H10, Class FJ 2.69% (1 ML+0.60%) due 04/20/2066(1)	156,522	156,701
Series 2014-H02, Class FB 2.74% (1 ML+0.65%) due 12/20/2063(1)	843,998	846,881
Series 2016-H11, Class F 2.89% (1 ML+0.80%) due 05/20/2066(1)	2,332,436	2,347,395
Series 2016-H14, Class FA 2.89% (1 ML+0.80%) due 06/20/2066(1)	1,387,990	1,397,020
Series 2016-H17, Class FC 2.92% (1 ML+0.83%) due 08/20/2066(1)	3,117,845	3,142,092
		16,186,444
Uniform Mtg. Backed Securities — 17.4%
2.50% due December TBA	15,000,000	14,904,442
3.00% due December TBA	41,900,000	42,532,519
3.50% due December TBA	75,900,000	77,936,848
4.00% due November TBA	24,000,000	24,905,625
4.00% due December TBA	53,200,000	55,249,031
4.50% due November TBA	7,500,000	7,888,476
		223,416,941
Total U.S. Government Agencies (cost $262,646,644)		263,451,912
U.S. GOVERNMENT TREASURIES — 33.7%
United States Treasury Bonds — 9.4%
zero coupon due 08/15/2044 STRIPS	100,000	57,840
1.00% due 02/15/2046 TIPS(8)	3,248,340	3,605,999
1.00% due 02/15/2048 TIPS(8)	2,080,800	2,324,628
2.75% due 08/15/2047	1,560,000	1,745,250
2.75% due 11/15/2047	100,000	111,977
2.88% due 05/15/2043	300,000	339,809
2.88% due 11/15/2046	290,000	331,699
3.00% due 05/15/2042	1,200,000	1,386,188
3.00% due 11/15/2044	8,130,000	9,442,550
3.00% due 02/15/2048	4,320,000	5,069,756
3.00% due 08/15/2048	1,570,000	1,845,547
3.00% due 02/15/2049	120,000	141,469
3.13% due 11/15/2041	8,690,000	10,236,209
3.13% due 02/15/2042	8,890,000	10,473,878
3.13% due 08/15/2044	25,480,000	30,191,810
3.13% due 05/15/2048	1,320,000	1,586,217
3.38% due 05/15/2044	7,200,000	8,869,781
4.25% due 05/15/2039	5,900,000	8,051,887
4.25% due 11/15/2040	7,280,000	9,990,663
4.38% due 05/15/2040	200,000	278,289
4.38% due 05/15/2041	5,500,000	7,686,035
4.50% due 08/15/2039	1,750,000	2,465,107
6.25% due 05/15/2030	3,660,000	5,262,823
		121,495,411
United States Treasury Notes — 24.3%
0.13% due 04/15/2022 TIPS(8)	1,160,445	1,151,488
0.50% due 01/15/2028 TIPS(8)	10,577,919	10,850,928
0.75% due 07/15/2028 TIPS(8)	4,251,853	4,474,954
0.88% due 01/15/2029 TIPS(8)	1,971,156	2,096,419
1.50% due 03/31/2023	6,640,000	6,636,369
1.63% due 05/15/2026	4,559,000	4,566,302
1.75% due 02/28/2022(14)	2,500,000	2,512,109
1.88% due 03/31/2022(13)	47,600,000	47,986,750
1.88% due 04/30/2022	9,700,000	9,781,086
1.88% due 07/31/2022(14)	3,200,000	3,229,875

1.88% due 08/31/2022(13)		38,800,000			39,186,484
2.00% due 12/31/2021(14)		2,600,000			2,624,883
2.00% due 11/30/2022		5,741,000			5,822,406
2.00% due 11/15/2026		7,635,000			7,836,313
2.13% due 05/15/2025		14,270,000			14,687,509
2.25% due 04/30/2021(14)		1,100,000			1,110,613
2.25% due 02/15/2027(13)		62,600,000			65,358,312
2.25% due 08/15/2027(13)		48,880,000			51,115,878
2.25% due 11/15/2027		2,330,000			2,438,036
2.38% due 05/15/2029(13)		990,000			1,049,748
2.50% due 01/31/2024		60,000			62,379
2.50% due 05/15/2024		7,300,000			7,607,969
2.63% due 02/15/2029		6,050,000			6,541,090
2.75% due 04/30/2023(14)		3,400,000			3,541,047
2.88% due 05/15/2028		470,000			515,550
3.00% due 09/30/2025		4,300,000			4,642,152
3.00% due 10/31/2025		4,320,000			4,667,794
					312,094,443
Total U.S. Government Treasuries (cost $421,091,279)					433,589,854
FOREIGN GOVERNMENT OBLIGATIONS — 0.6%
Sovereign — 0.6%
Emirate of Abu Dhabi Senior Notes 3.13% due 10/11/2027*		500,000			521,975
Republic of Indonesia Senior Notes 4.45% due 02/11/2024		2,200,000			2,360,529
Republic of Peru Senior Notes 5.94% due 02/12/2029*	PEN	2,900,000			982,542
Republic of Peru Senior Notes 5.94% due 02/12/2029*	PEN	1,500,000			508,211
Republic of Peru Senior Notes 6.15% due 08/12/2032*	PEN	700,000			240,334
State of Kuwait Senior Notes 3.50% due 03/20/2027		1,000,000			1,075,760
Tokyo Metropolitan Government Senior Notes 2.00% due 05/17/2021*		2,400,000			2,394,152
Total Foreign Government Obligations (cost $7,677,368)					8,083,503
MUNICIPAL BONDS & NOTES — 0.0%
County of Miami-Dade Florida Revenue Bonds Series C 3.86% due 10/01/2029 (cost $400,000)		400,000			439,420
OPTIONS—PURCHASED(9) — 0.3%
Exchange-Traded Put Options — Purchased (cost $6,148,427)		1,414			3,611,220
PREFERRED SECURITIES/CAPITAL SECURITIES — 0.2%
Banks-Commercial — 0.1%
Stichting AK Rabobank Certificaten 6.50% due 12/29/2019(10)	EUR	900,000			1,282,416
Electric-Distribution — 0.1%
CenterPoint Energy, Inc. Series A 6.13% due 09/01/2023(10)		800,000			850,000
Investment Management/Advisor Services — 0.0%
Brighthouse Holdings LLC Series A 6.50% due 07/27/2037*(10)		500,000			500,000
Total Preferred Securities/Capital Securities (cost $2,338,098)					2,632,416
Total Long-Term Investment Securities (cost $910,582,747)					930,830,429
SHORT-TERM INVESTMENT SECURITIES — 0.1%
Certificates of Deposit — 0.1%
Lloyds Bank Corporate Markets PLC FRS 2.51% (3 ML+0.50%) due 10/26/2020 (cost $1,300,000)		1,300,000			1,302,766
REPURCHASE AGREEMENTS — 77.6%
Agreement with Barclays Bank PLC, bearing interest at 1.84%, dated 10/31/2019, to be repurchased 11/01/2019 in the amount of $100,905,157 and collateralized by $100,777,000 of United States Treasury Notes, bearing interest at 2.00% due 11/30/2022 and having an approximate value of $103,957,903		100,900,000			100,900,000
Agreement with J.P. Morgan Chase, bearing interest at 1.91%, dated 10/31/2019, to be repurchased 11/01/2019 in the amount of $300,015,917 and collateralized by $292,085,000 of United States Treasury Notes, bearing interest at 2.63% due 12/31/2023 and having an approximate value of $310,278,800		300,000,000			300,000,000
Agreement with J.P. Morgan Chase, bearing interest at 1.67%, dated 10/31/2019, to be repurchased 11/04/2019 in the amount of $300,055,667 and collateralized by $120,863,000 of United States TIPS, bearing interest at 0.50% due 01/15/2028 and by $169,549,000 of United States Treasury Notes, bearing interest at 2.63% due 12/31/2023 and having an approximate combined value of $309,906,779		300,000,000			300,000,000
Agreement with Toronto-Dominion Bank, bearing interest at 1.82%, dated 10/31/2019, to be repurchased 11/01/2019 in the amount of $296,214,975 and collateralized by $43,695,000 of United States TIPS, bearing interest at 1.00% due 02/15/2048 and by $32,000,000 of United States TIPS, bearing interest at 0.63% due 01/15/2024 and by $33,000,000 of United States TIPS, bearing interest at 0.13% due 04/15/2021 and by $55,000,000 of United States TIPS, bearing interest at 0.38% due 01/15/2027 and by $50,000,000 of United States TIPS, bearing interest at 0.13% due 04/15/2022 and by $64,435,000 of United States TIPS, bearing interest at 0.38% due 07/15/2027 having an approximate combined value of $303,811,336		296,200,000			296,200,000
Total Repurchase Agreements (cost $997,100,000)					997,100,000
TOTAL INVESTMENTS (cost $1,908,982,747)		150.1	%		1,929,233,195
Liabilities in excess of other assets		(50.1	)		(644,113,638	)
NET ASSETS		100.0	%	$	1,285,119,557
REVERSE REPURCHASE AGREEMENTS(11) (22.2%)					(284,659,595	)

* 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 Portfolio has no right to demand registration of these securities. At October 31, 2019, the aggregate value of these securities was $100,537,381 representing 7.8% of net assets.

** Denominated in United States Dollars unless otherwise indicated.

(1) Collateralized Mortgage Obligation

(2) Commercial Mortgage Backed Security

(3) Securities classified as Level 3 (see Note 1).

(4) Collateralized Loan Obligation

(5) 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.

(6) Interest Only

(7) Inverse Floating Rate Security that pays interest that varies inversely to changes in the market interest rates. The interest rate shown is the current interest rate at October 31, 2019.

(8) Principal amount of security is adjusted for inflation.

(9) Options — Purchased

Exchange-Traded Put Options — Purchased
Issue	Expiration Month		Strike Price		Number of Contracts		Notional Amount*		Premiums Paid		Value at October 31, 2019		Unrealized Appreciation/ (Depreciation)
5 Year U.S. Treasury Futures		November 2019	$	109		163	$	1,943,009	$	1,402	$	0	$	(1,402	)
S&P 500 Index		June 2020		2,050		417		126,666,252		798,550		348,195		(450,355	)
S&P 500 Index		June 2020		2,350		417		126,666,252		1,753,501		959,100		(794,401	)
S&P 500 Index		June 2020		2,650		417		126,666,252		3,594,973		2,303,925		(1,291,048	)
									$	6,148,426	$	3,611,220	$	(2,537,206	)

* Notional amount is calculated by multiplying the number of contracts by the multiplier by the market value of the underlying security or index.

(10) Perpetual maturity - maturity date reflects the next call date.

(11) Reverse Repurchase Agreements:

Counterparty	Borrowing Rate			Settlement Date		Maturity Date		Amount Borrowed			Amount Payable
Royal Bank of Scotland		2.03	%		10/21/2019		11/4/2019	$	(65,495,250	)	$	(65,535,875	)
Royal Bank of Scotland		2.05	%		10/18/2019		11/1/2019		(1,055,588	)		(1,056,430	)
Royal Bank of Scotland		2.07	%		10/22/2019		11/1/2019		(110,503,750	)		(110,567,290	)
Royal Bank of Scotland		1.78	%		11/1/2019		11/8/2019		(107,500,000	)		(107,500,000	)
								$	(284,554,588	)	$	(284,659,595	)

(12) Security in default

(13) The security or portion thereof was pledged as collateral for reverse repurchase agreements.

(14) The security or portion thereof was pledged as collateral to cover margin requirements for open derivative contracts.

CLO — Collateralized Loan Obligation

REMIC — Real Estate Mortgage Investment Conduit

STRIPS — Separate Trading of Registered Interest and Principal Securities

TBA — Securities purchased on a forward commitment basis with an approximate principal amount and no definite maturity date. The actual principal amount and maturity date will be determined upon settlement date.

TIPS — Treasury Inflation Protected Securities

FRS — Floating Rate Security

VRS — Variable Rate Security

The rates shown on FRS and VRS are the current interest rates at October 31, 2019 and unless noted otherwise, the dates shown are the original maturity dates.

Index Legend

1 ML — 1 Month USD LIBOR

1 ML GBP — 1 Month British Pound Sterling LIBOR

3 ML — 3 Month USD LIBOR

3 ML GBP — 3 Month British Pound Sterling LIBOR

COFI—11^th District Cost of Funds

Futures Contracts

Number of Contracts	Type	Description	Expiration Month	Notional Basis*		Notional Value*		Unrealized Appreciation
365	Long	90 Day Euro Dollar	December 2019	$	89,380,013	$	89,543,625	$	163,612
78	Short	Euro-Bund	December 2019		15,337,283		14,941,982		395,301
45	Short	Euro-OAT	December 2019		8,657,231		8,450,737		206,494
195	Short	Long Gilt	December 2019		33,714,679		33,554,493		160,186
5,235	Long	S&P 500 E-Mini Index	December 2019		785,786,388		794,620,650		8,834,262
487	Short	U.S. Treasury 10 Year Ultra Long Bonds	December 2019		70,553,356		69,207,266		1,346,090
165	Short	U.S. Treasury 30 Year Ultra Long Bonds	December 2019		32,666,326		31,308,750		1,357,576
485	Short	U.S. Treasury Long Bonds	December 2019		80,152,763		78,266,875		1,885,888
								$ 14,349,409
								Unrealized (Depreciation)
110	Long	Euro-BTP	December 2019	$	17,757,851	$	17,724,008	$	(33,843	)
617	Short	U.S. Treasury 5 Year Notes	December 2019		73,457,712		73,548,328		(90,616	)
574	Long	U.S. Treasury 10 Year Notes	December 2019		75,549,040		74,790,406		(758,634	)
819	Long	Russell 2000 E-Mini Index	December 2019		64,804,538		64,021,230		(783,308	)
								$	(1,666,401	)
Net Unrealized Appreciation (Depreciation)								$	12,683,008

* 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.

Forward Foreign Currency Contracts

Counterparty	Contract to Deliver			In Exchange For			Delivery Date		Unrealized Appreciation		Unrealized Depreciation
Bank of America, N.A.		EUR	1,454,000		USD	1,611,411		11/04/2019	$	—	$	(10,235	)
		GBP	7,052,000		USD	8,698,137		11/04/2019		—		(436,673	)
										—		(446,908	)
Barclays Bank PLC		GBP	838,000		USD	1,073,891		11/04/2019		—		(11,612	)
		USD	558,660		IDR	7,938,337,200		12/18/2019		2,375		—
										2,375		(11,612	)
Citibank N.A.		EUR	66,000		USD	72,608		11/04/2019		—		(1,002	)
		GBP	2,922,000		USD	3,765,612		12/03/2019		—		(22,818	)
		JPY	139,300,000		USD	1,286,734		11/15/2019		—		(3,942	)
		PEN	5,797,212		USD	1,711,506		11/12/2019		—		(21,359	)
		PEN	5,797,212		USD	1,734,965		01/15/2020		5,535		—
		USD	2,286,465		EUR	2,092,000		11/04/2019		46,742		—
		USD	4,616,974		GBP	3,602,000		11/04/2019		48,878		—
		USD	1,738,920		PEN	5,797,212		11/12/2019		—		(6,056	)
		USD	7,563,060		JPY	800,200,000		11/15/2019		—		(148,850	)
		USD	2,291,505		RUB	151,385,980		11/15/2019		65,920		—
		USD	521,922		INR	37,919,874		12/18/2019		8,898		—
		USD	2,049,827		MXN	40,481,000		01/16/2020		31,712		—
										207,685		(204,027	)
Goldman Sachs Bank USA		GBP	838,000		USD	1,085,505		12/03/2019		—		(979	)
		PEN	126,870		USD	38,000		11/18/2019		84		—
		USD	4,426,725		GBP	3,450,000		11/04/2019		42,234		—
		USD	450,246		COP	1,567,530,300		01/15/2020		12,241		—
										54,559		(979	)
Net Unrealized Appreciation/(Depreciation)									$	264,619	$	(663,526	)

COP — Colombian Peso

EUR — Euro Currency

GBP — British Pound Sterling

IDR — Indonesian Rupiah

INR — Indian Rupee

JPY — Japanese Yen

MXN — Mexican Peso

PEN — Peruvian Sol

RUB — New Russian Ruble

USD — United States Dollar

Over the Counter Total Return Swap Contracts

							Value
Counterparty	Notional Amount (000’s)		Termination Date		Fixed Payments Received (Paid) by the Portfolio	Total Return Received or Paid by Portfolio	Upfront Premiums Paid/ (Received)		Unrealized Appreciation/ (Depreciation)
Goldman Sachs		9,276		08/12/2020	(3 Month USD LIBOR-BBA minus 17 bps)	MSCI EAFE Index	$	—	$	4,446,701
Citibank		821		06/17/2020	(3 Month USD LIBOR-BBA minus 21 bps)	MSCI EAFE Index		—		153,197
Citibank		21,968		05/20/2020	(3 Month USD LIBOR-BBA minus 22 bps)	MSCI EAFE Index		—		8,310,538
							$	—	$	12,910,436

Centrally Cleared Interest Rate Swap Contracts

					Rates Exchanged		Value
	Notional Amount (000’s)		Maturity Date		Payments Received (Paid) by the Portfolio / Frequency	Payments Made by the Portfolio / Frequency	Upfront Premiums Paid/ (Received)		Unrealized Appreciation
EUR		6,400		12/18/2029	0.500%/Semi-annually	6 Month USD EURIBOR- BBA/Semi-annually	$	117,009	$	225,334
					Rates Exchanged		Value
	Notional Amount (000’s)		Maturity Date		Payments Received (Paid) by the Portfolio / Frequency	Payments Made by the Portfolio / Frequency	Upfront Premiums Paid/ (Received)		Unrealized (Depreciation)
JPY		740,000		03/20/2038	6 Month JPY LIBOR-BBA/Semi-annually	0.750%/Semi-annually	$	94,689	$	(835,379	)
USD		46,800		02/04/2023	3 Month USD LIBOR-BBA/Quarterly	3.000%/Quarterly		—		(1,453,355	)
							$	94,689	$	(2,288,734	)
						Total	$	211,698	$	(2,063,400	)

Centrally Cleared Credit Default Swaps on Credit Indices -- Sell Protection(4)

											Value(3)
Reference Obligation	Fixed Deal Receive Rate / Payment Frequency			Maturity Date		Implied Credit Spread at October 31, 2019(1)			Notional Amount (2) (000’s)		Upfront Premiums Paid/ (Received)			Unrealized Appreciation/ (Depreciation)
CDX ITRAXX Investment Grade Index		1.000	% /Quarterly		12/20/2023		0.4194	%	$	45,000	$	(449,103	)	$	(594,132	)

(1) Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues or sovereign issues of an emerging market country as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. A credit spread identified as “Defaulted” indicates a credit event has occurred for the referenced entity or obligation.

(2) The maximum potential amount the Portfolio could be required to make as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

(3) The quoted market prices and resulting values for credit default swap agreements on asset-backed securities and credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement have been closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.

(4) If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation.

BBA — British Banking Association

CDOR— Canadian Dollar Offered Rate

EUR — Euro Currency

EURIBOR — Euro Interbank Offered Rate

LIBOR — London Interbank Offered Rate

USD — United States Dollar

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 -  Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Asset Backed Securities:
Diversified Financial Services	$	—	$	62,456,312	$	2,507,531	$	64,963,843
U.S. Corporate Bonds & Notes		—		90,681,805		—		90,681,805
Foreign Corporate Bonds & Notes		—		63,376,456		—		63,376,456
U.S. Government Agencies		—		263,451,912		—		263,451,912
U.S. Government Treasuries		—		433,589,854		—		433,589,854
Foreign Government Obligations		—		8,083,503		—		8,083,503
Municipal Bonds & Notes		—		439,420		—		439,420
Exchange - Traded Put Options - Purchased		3,611,220		0		—		3,611,220
Preferred Securities/Capital Securities		—		2,632,416		—		2,632,416
Short-Term Investment Securities		—		1,302,766		—		1,302,766
Repurchase Agreements		—		997,100,000		—		997,100,000
Total Investments at Value	$	3,611,220	$	1,923,114,444	$	2,507,531	$	1,929,233,195
Other Financial Instruments:+
Futures Contracts	$	14,349,409	$	—	$	—	$	14,349,409
Forward Foreign Currency Contracts		—		264,619		—		264,619
Over the Counter Total Return Swap Contracts		—		12,910,436		—		12,910,436
Centrally Cleared Interest Rate Swap Contracts		—		225,334		—		225,334
Total Other Financial Instruments	$	14,349,409	$	13,400,389	$	—	$	27,749,798
LIABILITIES:
Investments at Value:*
Reverse Repurchase Agreements	$	—	$	284,659,595	$	—	$	284,659,595
Other Financial Instruments:+
Futures Contracts	$	1,666,401	$	—	$	—	$	1,666,401
Forward Foreign Currency Contracts		—		663,526		—		663,526
Centrally Cleared Interest Rate Swap Contracts		—		2,288,734		—		2,288,734
Centrally Cleared Credit Default Swaps on Credit Indices - Sell Protection		—		594,132		—		594,132
Total Other Financial Instruments	$	1,666,401	$	3,546,392	$	—	$	5,212,793

* 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.

At the beginning and end of the reporting period, Level 3 investments in securities were not considered a material portion of the Portfolio. There were no Level 3 transfers during the reporting period.

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA PineBridge High-Yield Bond Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
U.S. CORPORATE BONDS & NOTES — 78.5%
Advertising Sales — 0.3%
National CineMedia LLC Senior Sec. Notes 5.88% due 04/15/2028*	$	810,000	$	851,391
Airlines — 0.0%
Atlas Air, Inc. Pass-Through Certs. Series 1999-1, Class B 7.63% due 01/02/2020(1)		29,971		30,145
Applications Software — 1.2%
CDK Global, Inc. Senior Notes 5.88% due 06/15/2026		1,563,000		1,672,410
SS&C Technologies, Inc. Company Guar. Notes 5.50% due 09/30/2027*		1,705,000		1,824,350
				3,496,760
Auction Houses/Art Dealers — 0.5%
BidFair MergeRight, Inc. Senior Sec. Notes 7.38% due 10/15/2027*		1,445,000		1,445,000
Auto-Heavy Duty Trucks — 0.6%
Allison Transmission, Inc. Senior Notes 5.00% due 10/01/2024*		1,595,000		1,632,881
Batteries/Battery Systems — 1.6%
Energizer Holdings, Inc. Company Guar. Notes 6.38% due 07/15/2026*		2,010,000		2,143,263
EnerSys Company Guar. Notes 5.00% due 04/30/2023*		2,310,000		2,382,187
				4,525,450
Building & Construction Products-Misc. — 0.8%
Standard Industries, Inc. Senior Notes 6.00% due 10/15/2025*		2,350,000		2,467,500
Building & Construction-Misc. — 0.6%
Frontdoor, Inc. Senior Notes 6.75% due 08/15/2026*		1,654,000		1,800,793
Building-Heavy Construction — 0.5%
Tutor Perini Corp. Company Guar. Notes 6.88% due 05/01/2025*		1,573,000		1,568,832
Cable/Satellite TV — 5.0%
Block Communications, Inc. Senior Notes 6.88% due 02/15/2025*		2,108,000		2,197,590
CCO Holdings LLC/CCO Holdings Capital Corp. Senior Notes 5.00% due 02/01/2028*		1,161,000		1,214,290
CCO Holdings LLC/CCO Holdings Capital Corp. Senior Notes 5.38% due 06/01/2029*		735,000		784,612
CCO Holdings LLC/CCO Holdings Capital Corp. Senior Notes 5.50% due 05/01/2026*		524,000		552,165
CCO Holdings LLC/CCO Holdings Capital Corp. Senior Notes 5.88% due 04/01/2024*		581,000		605,693
Charter Communications Operating LLC/Charter Communications Operating Capital FRS Senior Sec. Notes 3.56% (3 ML+1.65%) due 02/01/2024		1,686,000		1,734,759
Charter Communications Operating LLC/Charter Communications Operating Capital Senior Sec. Notes 5.05% due 03/30/2029		1,205,000		1,358,900
CSC Holdings LLC Senior Notes 5.25% due 06/01/2024		1,375,000		1,481,562
CSC Holdings LLC Company Guar. Notes 5.50% due 04/15/2027*		4,355,000		4,616,344
				14,545,915
Casino Services — 0.8%
Eldorado Resorts, Inc. Company Guar. Notes 6.00% due 09/15/2026		2,180,000		2,389,825
Cellular Telecom — 3.1%
Sprint Corp. Company Guar. Notes 7.88% due 09/15/2023		7,388,000		8,154,505
T-Mobile USA, Inc. Company Guar. Notes 6.50% due 01/15/2024		829,000		861,124
				9,015,629
Chemicals-Plastics — 0.5%
Neon Holdings, Inc. Senior Sec. Notes 10.13% due 04/01/2026*		1,479,000		1,462,361
Coal — 0.5%
SunCoke Energy Partners LP/SunCoke Energy Partners Finance Corp. Company Guar. Notes 7.50% due 06/15/2025*		1,566,000		1,331,100
Commercial Services — 1.1%
Harsco Corp. Company Guar. Notes 5.75% due 07/31/2027*		1,088,000		1,130,182
Nielsen Finance LLC/Nielsen Finance Co. Company Guar. Notes 5.00% due 04/15/2022*		1,925,000		1,934,663
				3,064,845

Commercial Services-Finance — 0.6%
MPH Acquisition Holdings LLC Company Guar. Notes 7.13% due 06/01/2024*	2,000,000	1,850,100
Computer Software — 0.7%
Rackspace Hosting, Inc. Company Guar. Notes 8.63% due 11/15/2024*	2,130,000	1,948,950
Computers — 1.3%
Dell International LLC/EMC Corp. Senior Sec. Notes 6.02% due 06/15/2026*	3,290,000	3,755,132
Computers-Integrated Systems — 1.3%
Diebold Nixdorf, Inc. Company Guar. Notes 8.50% due 04/15/2024	2,127,000	1,834,537
NCR Corp. Company Guar. Notes 5.75% due 09/01/2027*	733,000	751,325
NCR Corp. Company Guar. Notes 6.13% due 09/01/2029*	1,056,000	1,106,160
		3,692,022
Consumer Products-Misc. — 0.6%
Central Garden & Pet Co. Company Guar. Notes 5.13% due 02/01/2028	1,761,000	1,809,075
Containers-Metal/Glass — 1.5%
Crown Cork & Seal Co., Inc. Company Guar. Notes 7.38% due 12/15/2026	905,000	1,086,000
Owens-Brockway Glass Container, Inc. Company Guar. Notes 5.38% due 01/15/2025*	1,422,000	1,434,442
Silgan Holdings, Inc. Senior Notes 4.75% due 03/15/2025	1,700,000	1,738,250
		4,258,692
Containers-Paper/Plastic — 0.8%
Berry Global, Inc. Sec. Notes 4.50% due 02/15/2026*	675,000	679,219
Sealed Air Corp. Company Guar. Notes 5.13% due 12/01/2024*	1,614,000	1,739,085
		2,418,304
Cosmetics & Toiletries — 1.5%
Coty, Inc. Company Guar. Notes 6.50% due 04/15/2026*	2,400,000	2,458,992
First Quality Finance Co., Inc. Company Guar. Notes 5.00% due 07/01/2025*	1,761,000	1,822,987
		4,281,979
Dialysis Centers — 1.1%
DaVita HealthCare Partners, Inc. Company Guar. Notes 5.00% due 05/01/2025	850,000	858,670
DaVita HealthCare Partners, Inc. Company Guar. Notes 5.13% due 07/15/2024	2,209,000	2,254,881
		3,113,551
Distribution/Wholesale — 1.4%
ABC Supply Co., Inc. Senior Sec. Notes 4.00% due 01/15/2028*	836,000	833,910
Anixter, Inc. Company Guar. Notes 6.00% due 12/01/2025	1,224,000	1,257,660
H&E Equipment Services, Inc. Company Guar. Notes 5.63% due 09/01/2025	2,033,000	2,137,191
		4,228,761
E-Commerce/Services — 0.5%
GrubHub Holdings, Inc. Company Guar. Notes 5.50% due 07/01/2027*	1,569,000	1,470,938
Electric-Distribution — 0.6%
NextEra Energy Operating Partners LP Company Guar. Notes 4.25% due 07/15/2024*	1,625,000	1,669,200
Electric-Generation — 0.6%
Vistra Operations Co. LLC Company Guar. Notes 5.00% due 07/31/2027*	1,585,000	1,636,513
Electric-Integrated — 0.5%
Talen Energy Supply LLC Senior Sec. Notes 6.63% due 01/15/2028*	657,000	634,005
Talen Energy Supply LLC Senior Sec. Notes 7.25% due 05/15/2027*	732,000	730,170
		1,364,175
Electronic Components-Semiconductors — 0.5%
Amkor Technology, Inc. Senior Notes 6.63% due 09/15/2027*	1,352,000	1,480,440
Electronic Parts Distribution — 1.0%
Ingram Micro, Inc. Senior Notes 5.45% due 12/15/2024	2,734,000	2,825,034
Energy-Alternate Sources — 0.8%
Pattern Energy Group, Inc. Company Guar. Notes 5.88% due 02/01/2024*	2,373,000	2,432,325
Enterprise Software/Service — 0.7%
Donnelley Financial Solutions, Inc. Company Guar. Notes 8.25% due 10/15/2024	2,012,000	2,092,480

Finance-Auto Loans — 0.5%
Credit Acceptance Corp. Company Guar. Notes 6.63% due 03/15/2026*	1,446,000	1,536,375
Finance-Consumer Loans — 2.2%
Enova International, Inc. Company Guar. Notes 8.50% due 09/01/2024*	1,629,000	1,510,897
Enova International, Inc. Company Guar. Notes 8.50% due 09/15/2025*	1,420,000	1,308,530
SLM Corp. Senior Notes 5.63% due 08/01/2033	1,912,000	1,663,440
Springleaf Finance Corp. Company Guar. Notes 6.88% due 03/15/2025	1,650,000	1,868,625
		6,351,492
Finance-Investment Banker/Broker — 0.6%
LPL Holdings, Inc. Company Guar. Notes 5.75% due 09/15/2025*	1,662,000	1,724,325
Finance-Mortgage Loan/Banker — 0.7%
Quicken Loans, Inc. Company Guar. Notes 5.75% due 05/01/2025*	1,900,000	1,956,012
Food-Dairy Products — 0.0%
Land O’ Lakes, Inc. Junior Sub. Notes 7.00% due 09/18/2028*(8)	110,000	103,400
Food-Misc./Diversified — 1.0%
Lamb Weston Holdings, Inc. Company Guar. Notes 4.63% due 11/01/2024*	1,095,000	1,151,119
Post Holdings, Inc. Company Guar. Notes 5.50% due 03/01/2025*	1,645,000	1,723,302
		2,874,421
Food-Retail — 0.9%
Albertsons Cos. LLC/Safeway, Inc./New Albertsons LP/Albertson’s LLC Company Guar. Notes 5.75% due 03/15/2025	1,739,000	1,799,343
Albertsons Cos. LLC/Safeway, Inc./New Albertsons LP/Albertson’s LLC Company Guar. Notes 5.88% due 02/15/2028*	847,000	904,173
		2,703,516
Gambling (Non-Hotel) — 0.4%
Twin River Worldwide Holdings, Inc. Senior Notes 6.75% due 06/01/2027*	988,000	1,040,166
Waterford Gaming LLC/Waterford Gaming Financial Corp. Escrow Notes 8.63% due 09/15/2014†*(1)	569,536	34,457
		1,074,623
Hazardous Waste Disposal — 0.4%
Clean Harbors, Inc. Company Guar. Notes 4.88% due 07/15/2027*	1,046,000	1,090,392
Hotels/Motels — 1.0%
Hilton Grand Vacations Borrower LLC/Hilton Grand Vacations Borrower, Inc. Company Guar. Notes 6.13% due 12/01/2024	952,000	1,011,500
Wyndham Worldwide Corp. Senior Sec. Notes 5.40% due 04/01/2024	875,000	927,500
Wyndham Worldwide Corp. Senior Sec. Notes 5.75% due 04/01/2027	805,000	879,462
		2,818,462
Independent Power Producers — 0.8%
Clearway Energy Operating LLC Company Guar. Notes 5.75% due 10/15/2025	1,450,000	1,488,063
NRG Yield Operating LLC Company Guar. Notes 5.00% due 09/15/2026	907,000	907,000
		2,395,063
Insurance-Property/Casualty — 0.6%
AmWINS Group, Inc. Company Guar. Notes 7.75% due 07/01/2026*	1,715,000	1,843,625
Internet Connectivity Services — 0.6%
Cogent Communications Group, Inc. Senior Sec. Notes 5.38% due 03/01/2022*	1,598,000	1,661,920
Internet Content-Entertainment — 2.0%
Netflix, Inc. Senior Notes 4.38% due 11/15/2026	1,979,000	2,014,226
Netflix, Inc. Senior Notes 4.88% due 06/15/2030*	3,690,000	3,730,590
		5,744,816
Investment Companies — 0.4%
FS Energy & Power Fund Senior Sec. Notes 7.50% due 08/15/2023*	1,236,000	1,253,180
Machinery-Construction & Mining — 0.4%
Terex Corp. Company Guar. Notes 5.63% due 02/01/2025*	1,169,000	1,171,923

Medical Labs & Testing Services — 0.3%
Catalent Pharma Solutions, Inc. Company Guar. Notes 5.00% due 07/15/2027*	828,000	865,260
Medical Products — 0.5%
Hologic, Inc. Company Guar. Notes 4.38% due 10/15/2025*	1,350,000	1,383,116
Medical-Hospitals — 1.4%
HCA, Inc. Company Guar. Notes 5.38% due 02/01/2025	3,650,000	4,010,437
Metal-Copper — 1.0%
Freeport-McMoRan Copper & Gold, Inc. Company Guar. Notes 3.88% due 03/15/2023	1,931,000	1,959,965
Freeport-McMoRan, Inc. Company Guar. Notes 5.25% due 09/01/2029	1,039,000	1,057,494
		3,017,459
Metal-Iron — 0.4%
Cleveland-Cliffs, Inc. Company Guar. Notes 5.75% due 03/01/2025	1,291,000	1,274,863
Multimedia — 0.9%
E.W. Scripps Co. Company Guar. Notes 5.13% due 05/15/2025*	2,525,000	2,559,719
Oil Companies-Exploration & Production — 3.9%
Brazos Valley Longhorn LLC/Brazos Valley Longhorn Finance Corp. Company Guar. Notes 6.88% due 02/01/2025	2,000,000	1,570,000
Callon Petroleum Co. Company Guar. Notes 6.38% due 07/01/2026	1,705,000	1,589,912
Centennial Resource Production LLC Company Guar. Notes 6.88% due 04/01/2027*	1,650,000	1,617,000
Chaparral Energy, Inc. Senior Notes 8.75% due 07/15/2023*	2,934,000	1,232,280
Extraction Oil & Gas, Inc. Company Guar. Notes 5.63% due 02/01/2026*	2,150,000	913,750
Hilcorp Energy I LP/Hilcorp Finance Co. Senior Notes 5.00% due 12/01/2024*	2,540,000	2,255,012
Lonestar Resources America, Inc. Company Guar. Notes 11.25% due 01/01/2023*	1,985,000	1,389,500
Southwestern Energy Co. Company Guar. Notes 7.50% due 04/01/2026	803,000	704,705
		11,272,159
Oil Field Machinery & Equipment — 0.4%
Hi-Crush Partners LP Company Guar. Notes 9.50% due 08/01/2026*	2,576,000	1,107,680
Oil-Field Services — 1.4%
Calfrac Holdings LP Company Guar. Notes 8.50% due 06/15/2026*	1,517,000	650,869
Nine Energy Service, Inc. Company Guar. Notes 8.75% due 11/01/2023*	937,000	702,750
Pioneer Energy Services Corp. Company Guar. Notes 6.13% due 03/15/2022	2,263,000	792,050
SESI LLC Company Guar. Notes 7.75% due 09/15/2024	2,298,000	1,263,900
USA Compression Partners LP/USA Compression Finance Corp. Company Guar. Notes 6.88% due 04/01/2026	722,000	729,220
		4,138,789
Pipelines — 4.1%
Antero Midstream Partners LP/Antero Midstream Finance Corp. Company Guar. Notes 5.75% due 03/01/2027*	69,000	51,319
Cheniere Corpus Christi Holdings LLC Senior Sec. Notes 7.00% due 06/30/2024	2,225,000	2,558,928
Cheniere Energy Partners LP Company Guar. Notes 4.50% due 10/01/2029*	647,000	659,131
Cheniere Energy Partners LP Senior Sec. Notes 5.25% due 10/01/2025	1,315,000	1,361,025
Genesis Energy LP/Genesis Energy Finance Corp. Company Guar. Notes 5.63% due 06/15/2024	1,950,000	1,823,250
Genesis Energy LP/Genesis Energy Finance Corp. Company Guar. Notes 6.00% due 05/15/2023	650,000	633,750
Holly Energy Partners LP/Holly Energy Finance Corp. Company Guar. Notes 6.00% due 08/01/2024*	1,124,000	1,170,365
SemGroup Corp./Rose Rock Finance Corp. Company Guar. Notes 5.63% due 07/15/2022	1,275,000	1,289,051

SemGroup Corp./Rose Rock Finance Corp. Company Guar. Notes 5.63% due 11/15/2023	1,415,000	1,446,837
Summit Midstream Holdings LLC/Summit Midstream Finance Corp. Company Guar. Notes 5.50% due 08/15/2022	1,167,000	1,044,465
		12,038,121
Poultry — 0.4%
Pilgrim’s Pride Corp. Company Guar. Notes 5.88% due 09/30/2027*	1,020,000	1,092,950
Radio — 1.3%
Sirius XM Radio, Inc. Company Guar. Notes 4.63% due 07/15/2024*	2,915,000	3,046,175
Sirius XM Radio, Inc. Company Guar. Notes 5.38% due 07/15/2026*	611,000	644,605
		3,690,780
Real Estate Investment Trusts — 6.3%
CTR Partnership LP/CareTrust Capital Corp. Company Guar. Notes 5.25% due 06/01/2025	1,729,000	1,798,160
ESH Hospitality, Inc. Company Guar. Notes 4.63% due 10/01/2027*	1,255,000	1,258,263
ESH Hospitality, Inc. Company Guar. Notes 5.25% due 05/01/2025*	1,530,000	1,577,812
GLP Capital LP/GLP Financing II, Inc. Company Guar. Notes 5.38% due 04/15/2026	1,390,000	1,528,514
HAT Holdings I LLC/HAT Holdings II LLC Company Guar. Notes 5.25% due 07/15/2024*	1,634,000	1,717,742
Iron Mountain, Inc. Company Guar. Notes 4.88% due 09/15/2027*	1,845,000	1,907,269
iStar, Inc. Senior Notes 5.25% due 09/15/2022	1,064,000	1,089,270
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc. Company Guar. Notes 5.75% due 02/01/2027*	1,477,000	1,669,010
MPT Operating Partnership LP/MPT Finance Corp. Company Guar. Notes 5.00% due 10/15/2027	1,393,000	1,466,133
Sabra Health Care LP Company Guar. Notes 5.13% due 08/15/2026	2,536,000	2,747,212
Starwood Property Trust, Inc. Senior Notes 4.75% due 03/15/2025	1,598,000	1,659,423
		18,418,808
Real Estate Management/Services — 0.6%
Newmark Group, Inc. Senior Notes 6.13% due 11/15/2023	1,609,000	1,754,833
Real Estate Operations & Development — 0.8%
Kennedy-Wilson, Inc. Company Guar. Notes 5.88% due 04/01/2024	2,230,000	2,308,050
Rental Auto/Equipment — 1.5%
Ahern Rentals, Inc. Sec. Notes 7.38% due 05/15/2023*	1,860,000	1,506,600
Ashtead Capital, Inc. Sec. Notes 4.00% due 05/01/2028*	581,000	583,179
Ashtead Capital, Inc. Sec. Notes 4.25% due 11/01/2029*	860,000	868,600
Capitol Investment Merger Sub 2 LLC Sec. Notes 10.00% due 08/01/2024*	1,400,000	1,442,000
		4,400,379
Retail-Appliances — 0.6%
Conn’s, Inc. Company Guar. Notes 7.25% due 07/15/2022	1,819,000	1,841,738
Retail-Automobile — 0.6%
Lithia Motors, Inc. Company Guar. Notes 5.25% due 08/01/2025*	1,763,000	1,846,743
Retail-Petroleum Products — 0.4%
Murphy Oil USA, Inc. Company Guar. Notes 4.75% due 09/15/2029	1,030,000	1,075,063
Retail-Restaurants — 1.0%
Brinker International, Inc. Company Guar. Notes 5.00% due 10/01/2024*	1,828,000	1,938,823
Yum! Brands, Inc. Senior Notes 4.75% due 01/15/2030*	1,031,000	1,081,261
		3,020,084
Rubber/Plastic Products — 0.0%
Venture Holdings Co. LLC Company Guar. Notes 11.00% due 06/01/2007†(1)(2)(3)	750,000	0

Satellite Telecom — 0.7%
Hughes Satellite Systems Corp. Company Guar. Notes 6.63% due 08/01/2026	1,923,000	2,081,648
Security Services — 1.1%
Prime Security Services Borrower LLC/Prime Finance, Inc. Senior Sec. Notes 5.25% due 04/15/2024*	1,862,000	1,906,222
Prime Security Services Borrower LLC/Prime Finance, Inc. Senior Sec. Notes 5.75% due 04/15/2026*	1,368,000	1,401,790
		3,308,012
Steel-Producers — 0.5%
Commercial Metals Co. Senior Notes 5.75% due 04/15/2026	1,429,000	1,473,656
Telephone-Integrated — 1.8%
CenturyLink, Inc. Senior Notes 7.50% due 04/01/2024	3,150,000	3,575,250
Frontier Communications Corp. Senior Notes 8.75% due 04/15/2022	831,000	388,492
Level 3 Financing, Inc. Company Guar. Notes 4.63% due 09/15/2027*	1,220,000	1,241,350
		5,205,092
Television — 1.0%
Belo Corp. Company Guar. Notes 7.25% due 09/15/2027	1,080,000	1,231,200
Belo Corp. Company Guar. Notes 7.75% due 06/01/2027	1,477,000	1,705,935
		2,937,135
Total U.S. Corporate Bonds & Notes (cost $231,201,893)		228,382,217
FOREIGN CORPORATE BONDS & NOTES — 16.1%
Agricultural Chemicals — 1.1%
Consolidated Energy Finance SA Senior Notes 6.88% due 06/15/2025*	2,065,000	2,003,050
OCI NV Senior Sec. Notes 5.25% due 11/01/2024*	1,113,000	1,151,955
		3,155,005
Auto/Truck Parts & Equipment-Original — 0.6%
Delphi Jersey Holdings PLC Company Guar. Notes 5.00% due 10/01/2025*	1,840,000	1,591,600
Cable/Satellite TV — 1.2%
Altice Financing SA Senior Sec. Notes 7.50% due 05/15/2026*	1,225,000	1,301,563
Altice Luxembourg SA Company Guar. Notes 7.63% due 02/15/2025*	2,045,000	2,108,906
		3,410,469
Cellular Telecom — 1.8%
Altice France SA Senior Sec. Notes 8.13% due 02/01/2027*	550,000	609,813
C&W Senior Financing Designated Activity Co. Senior Notes 6.88% due 09/15/2027*	2,185,000	2,299,712
Numericable-SFR SA Senior Sec. Notes 7.38% due 05/01/2026*	2,258,000	2,417,968
		5,327,493
Computer Software — 0.1%
Camelot Finance SA Senior Sec. Notes 4.50% due 11/01/2026*	354,000	357,682
Computers-Memory Devices — 0.6%
Seagate HDD Cayman Company Guar. Notes 4.75% due 01/01/2025	1,765,000	1,867,592
Containers-Metal/Glass — 1.2%
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc. Company Guar. Notes 5.25% due 08/15/2027*	1,625,000	1,665,625
Trivium Packaging Finance BV Company Guar. Notes 8.50% due 08/15/2027*	1,625,000	1,732,656
		3,398,281
Containers-Paper/Plastic — 0.6%
Intertape Polymer Group, Inc. Company Guar. Notes 7.00% due 10/15/2026*	1,568,000	1,640,285
Diversified Financial Services — 0.5%
Fairstone Financial, Inc. Senior Notes 7.88% due 07/15/2024*	1,508,000	1,587,924
Diversified Minerals — 0.8%
FMG Resources August 2006 Pty, Ltd. Company Guar. Notes 4.50% due 09/15/2027*	2,250,000	2,220,469
Finance-Leasing Companies — 0.9%
Avolon Holdings Funding, Ltd. Company Guar. Notes 5.13% due 10/01/2023*	1,675,000	1,807,325
Avolon Holdings Funding, Ltd. Company Guar. Notes 5.25% due 05/15/2024*	797,000	869,128
		2,676,453

Food-Meat Products — 0.8%
JBS USA LUX SA/JBS USA Finance, Inc. Company Guar. Notes 5.75% due 06/15/2025*		452,000	469,515
JBS USA LUX SA/JBS USA Finance, Inc. Company Guar. Notes 5.88% due 07/15/2024*		1,860,000	1,918,125
			2,387,640
Medical-Drugs — 0.6%
Bausch Health Cos., Inc. Company Guar. Notes 6.13% due 04/15/2025*		1,645,000	1,707,716
Metal-Copper — 0.6%
First Quantum Minerals, Ltd. Company Guar. Notes 6.50% due 03/01/2024*		687,000	671,199
First Quantum Minerals, Ltd. Company Guar. Notes 7.25% due 04/01/2023*		1,182,000	1,185,694
			1,856,893
Metal-Iron — 0.6%
Mineral Resources, Ltd. Senior Notes 8.13% due 05/01/2027*		1,699,000	1,788,197
Oil & Gas Drilling — 0.2%
Noble Holding International, Ltd. Company Guar. Notes 7.88% due 02/01/2026*		659,000	434,940
Oil Companies-Exploration & Production — 0.5%
MEG Energy Corp. Sec. Notes 6.50% due 01/15/2025*		1,526,000	1,587,040
Paper & Related Products — 0.5%
Cascades, Inc. Company Guar. Notes 5.50% due 07/15/2022*		1,003,000	1,018,045
Cascades, Inc. Company Guar. Notes 5.75% due 07/15/2023*		360,000	369,000
			1,387,045
Retail-Petroleum Products — 0.6%
eG Global Finance PLC Senior Sec. Notes 6.75% due 02/07/2025*		1,848,000	1,848,000
Satellite Telecom — 1.3%
Intelsat Jackson Holdings SA Company Guar. Notes 5.50% due 08/01/2023		2,411,000	2,254,285
Telesat Canada/Telesat LLC Senior Notes 6.50% due 10/15/2027*		1,435,000	1,498,212
			3,752,497
Security Services — 1.0%
GW B-CR Security Corp. Senior Notes 9.50% due 11/01/2027*		2,805,000	2,882,137
Special Purpose Entity — 0.0%
Hellas Telecommunications Luxembourg II SCA Sub. Notes 6.03% due 01/15/2015†*(1)(2)(3)		1,210,000	0
Total Foreign Corporate Bonds & Notes (cost $46,960,046)			46,865,358
LOANS (5)(6)(7)— 1.5%
Disposable Medical Products — 0.5%
Sterigenics-Nordion Holdings LLC FRS BTL 4.93% (3 ML+3.00%) due 05/15/2022		1,648,321	1,624,969
E-Commerce/Services — 0.1%
RentPath LLC FRS 2nd Lien 10.79% (1 ML+9.00%) due 12/17/2022		2,913,240	274,937
Human Resources — 0.3%
Team Health Holdings, Inc. FRS 1st Lien 4.54% (1 ML+2.75%) due 02/06/2024		1,099,650	852,229
Theaters — 0.6%
William Morris Endeavor Entertainment LLC FRS BTL-B1 4.54% (1 ML+2.75%) due 05/18/2025		1,004,306	968,617
William Morris Endeavor Entertainment LLC FRS BTL-B1 4.62% (2 ML+2.75%) due 05/18/2025		750,759	724,080
William Morris Endeavor Entertainment LLC FRS BTL-B1 4.68% (3 ML+2.75%) due 05/18/2025		4,645	4,480
			1,697,177
Total Loans (cost $7,239,039)			4,449,312
COMMON STOCKS — 0.2%
Television — 0.2%
ION Media Networks, Inc.†(1)(4) (cost $8)		822	634,995
PREFERRED SECURITIES/CAPITAL SECURITIES — 0.6%
Food-Dairy Products — 0.6%
Land O’Lakes Capital Trust I 7.45% due 03/15/2028* (cost $1,469,318)	$	1,410,000	1,586,250
Total Long-Term Investment Securities (cost $286,870,304)			281,918,132

SHORT-TERM INVESTMENT SECURITIES – 1.5%
Registered Investment Companies – 1.5%
State Street Institutional U.S. Government Money Market Fund, Premier Class 1.75%(9) (cost $4,420,612)	4,420,612			4,420,612
TOTAL INVESTMENTS (cost $291,290,916)	98.4	%		286,338,744
Other assets less liabilities	1.6			4,725,357
NET ASSETS	100.0	%	$	291,064,101

* 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 Portfolio has no right to demand registration of these securities. At October 31, 2019, the aggregate value of these securities was $171,741,352 representing 59.0% of net assets.

† Non-income producing security

(1) Securities classified as Level 3 (see Note 1).

(2) Security in default of interest and principal at maturity.

(3) Company has filed for bankruptcy protection.

(4) 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 October 31, 2019, the Portfolio held the following restricted securities:

Description	Acquisition Date		Shares		Acquisition Cost		Value		Value Per Share		% of Net Assets
Common Stocks
ION Media Networks, Inc		03/05/2014		822	$	8	$	634,995	$	772.50		0.22	%

(5) The Portfolio invests in senior loans which generally pay interest at rates which are periodically re-determined by reference to a base lending rate plus a premium. These base lending rates are generally either the lending rate offered by one or more major United States banks, or the certificate of deposit rate. Senior loans are generally considered to be restrictive in that the Portfolio is ordinarily contractually obligated to receive approval from the Agent Bank and/or borrower prior to the disposition of a senior loan.

(6) Senior loans in the Portfolio are generally subject to mandatory and/or optional prepayment. Because of these mandatory prepayment conditions and because there may be significant economic incentives for a borrower to prepay, prepayments may occur. As a result, the actual remaining maturity may be substantially less than the stated maturities shown.

(7) All loans in the portfolio were purchased through assignment agreements unless otherwise indicated.

(8) Perpetual maturity – maturity date reflects the next call date.

(9) The rate shown is the 7-day yield as of October 31, 2019.

FRS — Floating Rate Security

The rates shown on FRS are the current interest rates at October 31, 2019 and unless noted otherwise, the dates shown are the original maturity dates.

Index Legend

1 ML — 1 Month USD LIBOR

2 ML — 2 Month USD LIBOR

3 ML — 3 Month USD LIBOR

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
U.S. Corporate Bonds & Notes:
Airlines	$	—	$	—	$	30,145	$	30,145
Gambling (Non-Hotel)		—		1,040,166		34,457		1,074,623
Rubber/Plastic Products		—		—		0		0
Other Industries		—		227,277,449		—		227,277,449
Foreign Corporate Bonds & Notes:
Special Purpose Entity		—		—		0		0
Other Industries		—		46,865,358		—		46,865,358
Loans		—		4,449,312		—		4,449,312
Common Stocks		—		—		634,995		634,995
Preferred Securities/Capital Securities		—		1,586,250		—		1,586,250
Short-Term Investment Securities		4,420,612		—		—		4,420,612
Total Investments at Value	$	4,420,612	$	281,218,535	$	699,597	$	286,338,744

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

At the beginning and end of the reporting period, Level 3 investments in securities were not considered a material portion of the Portfolio. There were no Level 3 transfers during the reporting period.

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA Putnam International Growth and Income Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
COMMON STOCKS — 98.4%
Australia — 5.4%
Australia & New Zealand Banking Group, Ltd.		288,257	$	5,313,504
Boral, Ltd.		289,911		1,005,246
Qantas Airways, Ltd.		632,033		2,792,785
QBE Insurance Group, Ltd.		302,018		2,623,271
Telstra Corp., Ltd.		635,259		1,528,326
Vicinity Centres		129,648		238,626
				13,501,758
Canada — 4.5%
BCE, Inc.		54,900		2,604,321
Encana Corp.		252,900		990,786
Magna International, Inc.		45,812		2,463,295
Suncor Energy, Inc.		173,851		5,168,936
				11,227,338
Finland — 1.0%
Fortum Oyj		103,425		2,525,009
France — 13.4%
AXA SA		185,129		4,890,344
Cie de Saint-Gobain		51,720		2,103,710
Eurazeo SE		40,555		2,826,936
Natixis SA		386,072		1,770,139
Sanofi		56,240		5,182,294
SCOR SE		5,975		251,763
TOTAL SA		67,137		3,529,369
Veolia Environnement SA		180,865		4,754,509
Vinci SA		70,190		7,875,258
				33,184,322
Germany — 4.2%
Allianz SE		14,858		3,629,076
KION Group AG		26,287		1,746,759
Siemens AG		43,245		4,986,135
				10,361,970
Hong Kong — 2.5%
AIA Group, Ltd.		611,400		6,121,061
Ireland — 3.7%
Bank of Ireland Group PLC		284,609		1,368,734
CRH PLC		57,454		2,094,083
Dalata Hotel Group PLC		365,762		2,162,051
Kerry Group PLC, Class A (ISE)		19,616		2,371,545
Kerry Group PLC, Class A (LSE)		9,593		1,164,059
				9,160,472
Japan — 22.1%
Asahi Group Holdings, Ltd.		66,200		3,328,697
Hoya Corp.		30,900		2,747,779
ITOCHU Corp.		175,700		3,694,923
Japan Airlines Co., Ltd.		4,500		140,596
KDDI Corp.		64,400		1,788,458
Kyocera Corp.		24,000		1,587,258
Minebea Mitsumi, Inc.		182,700		3,518,993
Mitsubishi Corp.		211,000		5,400,537
Mizuho Financial Group, Inc.		1,394,600		2,179,910
Nintendo Co., Ltd.		4,300		1,537,791
Nippon Telegraph & Telephone Corp.		102,900		5,122,608
Nissan Motor Co., Ltd.		84,100		536,888
NSK, Ltd.		194,600		1,830,851
ORIX Corp.		176,500		2,789,122
Panasonic Corp.		185,400		1,574,157
SCREEN Holdings Co., Ltd.		46,900		3,296,333
Seven & i Holdings Co., Ltd.		55,200		2,095,750
Shiseido Co., Ltd.		25,700		2,134,249
Sony Corp.		48,100		2,950,852
Sumitomo Mitsui Financial Group, Inc.		132,600		4,764,219
Yamaha Motor Co., Ltd.		83,300		1,650,727
				54,670,698
Jersey — 1.4%
Ferguson PLC		40,317		3,439,515
Netherlands — 5.9%
ING Groep NV		717,337		8,102,863
Koninklijke Ahold Delhaize NV		125,439		3,123,314
Unilever NV		57,416		3,390,709
				14,616,886
Norway — 1.0%
DNB ASA		134,026		2,435,339
Singapore — 0.9%
DBS Group Holdings, Ltd.		112,900		2,157,668
South Korea — 1.9%
Samsung Electronics Co., Ltd.		106,159		4,598,748
Spain — 1.2%
Aena SME SA*		11,893		2,181,971
CaixaBank SA		320,147		915,858
				3,097,829
Sweden — 1.5%
EQT AB†		180,613		1,732,861
Skandinaviska Enskilda Banken AB, Class A		59,113		566,415
Tele2 AB, Class B		95,948		1,371,793
				3,671,069
Switzerland — 7.3%
Alcon, Inc.†		14,436		852,551
Credit Suisse Group AG		118,775		1,472,497
LafargeHolcim, Ltd.		36,779		1,896,924
Novartis AG		100,239		8,747,669
SIG Combibloc Group AG		250,652		3,465,680
UBS Group AG		135,501		1,598,815
				18,034,136
Taiwan — 0.7%
Sino-American Silicon Products, Inc.		615,000		1,854,667
United Kingdom — 19.8%
Anglo American PLC		132,294		3,395,810
Ashtead Group PLC		84,169		2,559,985
AstraZeneca PLC		63,391		6,159,337
BAE Systems PLC		273,448		2,040,963
British Land Co. PLC		301,994		2,427,713
Imperial Brands PLC		123,142		2,699,581
Lloyds Banking Group PLC		1,986,935		1,461,905
Prudential PLC		267,956		4,680,601
Quilter PLC*		1,576,629		2,795,891
Rio Tinto PLC		55,348		2,877,839

Royal Dutch Shell PLC, Class A		207,722			6,031,588
Royal Dutch Shell PLC, Class B		116,216			3,338,987
SSE PLC		177,745			2,955,156
Vodafone Group PLC		2,835,966			5,782,198
					49,207,554
Total Long-Term Investment Securities (cost $231,999,536)					243,866,039
SHORT-TERM INVESTMENT SECURITIES — 0.1%
United States Treasury Bills
1.62% due 04/09/2020	$	126,000			125,148
1.63% due 12/12/2019		22,000			21,963
1.80% due 12/12/2019		42,000			41,930
2.01% due 12/12/2019		62,000			61,896
Total Short-Term Investment Securities (cost $250,831)					250,937
REPURCHASE AGREEMENTS — 0.2%
Agreement with Bank of America N.A., bearing interest at 1.72%, dated 10/31/2019, to be repurchased 11/01/2019 in the amount of $542,026 and collateralized by $553,000 of United States Treasury Notes, bearing interest at 1.63%, due 10/31/2026 and having an approximate value of $553,281. (cost $542,000)		542,000			542,000
TOTAL INVESTMENTS (cost $232,792,367)		98.7	%		244,658,976
Other assets less liabilities		1.3			3,278,700
NET ASSETS		100.0	%	$	247,937,676

† Non-income producing security

* 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 Portfolio has no right to demand registration of these securities. At October 31, 2019, the aggregate value of these securities was $4,977,862 representing 2.0% of net assets.

ISE — Irish Stock Exchange

LSE — London Stock Exchange

Forward Foreign Currency Contracts
Counterparty	Contract to Deliver			In Exchange For			Delivery Date		Unrealized Appreciation		Unrealized Depreciation
Bank of America N.A.		CAD	2,466,400		USD	1,860,520		01/15/2020	$	—	$	(12,876	)
		USD	3,041,818		JPY	326,205,500		11/20/2019		—		(18,518	)
		USD	1,012,151		GBP	827,300		12/18/2019		61,086		—
										61,086		(31,394	)
Barclays Bank PLC		CAD	261,000		USD	196,876		01/15/2020		—		(1,371	)
		CHF	10,623,200		USD	10,858,185		12/18/2019		52,037		—
		GBP	890,200		USD	1,147,143		12/18/2019		—		(7,693	)
		HKD	4,133,800		USD	526,879		11/20/2019		—		(610	)
		USD	3,506,958		HKD	27,431,600		11/20/2019		—		(6,579	)
		USD	2,526,736		GBP	2,049,700		12/18/2019		132,292		—
		USD	226,111		CAD	300,600		01/15/2020		2,215		—
										186,544		(16,253	)
Citibank N.A.		CAD	2,892,700		USD	2,182,349		01/15/2020		—		(14,851	)
		USD	2,107,765		JPY	225,950,300		11/20/2019		—		(13,638	)
		USD	635,569		DKK	4,286,300		12/18/2019		6,481		—
		USD	801,294		EUR	725,100		12/18/2019		9,880		—
										16,361		(28,489	)
Goldman Sachs International		JPY	134,875,900		USD	1,240,787		11/20/2019		—		(9,254	)
		TWD	36,186,700		USD	1,155,018		11/20/2019		—		(34,292	)
		USD	2,224,009		JPY	238,842,300		11/20/2019		—		(10,398	)
		USD	1,161,692		TWD	36,186,700		11/20/2019		27,618		—
		USD	73,940		CAD	98,000		01/15/2020		498		—
		USD	555,833		NZD	890,000		01/15/2020		15,528		—
										43,644		(53,944	)
HSBC Bank USA N.A.		CAD	775,800		USD	585,282		01/15/2020		—		(3,990	)
		USD	4,790,825		EUR	4,335,000		12/18/2019		58,761		—
										58,761		(3,990	)
JPMorgan Chase Bank N.A.		CAD	2,015,600		USD	1,520,500		01/15/2020		—		(10,484	)
		CHF	797,100		USD	809,132		12/18/2019		—		(1,696	)
		GBP	1,173,700		USD	1,485,848		12/18/2019		—		(36,766	)
		KRW	5,071,087,700		USD	4,226,926		11/20/2019		—		(107,355	)
		NOK	5,482,300		USD	605,677		12/18/2019		9,342		—
		USD	2,751,738		JPY	295,139,000		11/20/2019		—		(16,364	)
		USD	137,324		KRW	164,809,000		11/20/2019		3,539		—
		USD	1,062,673		SGD	1,454,800		11/20/2019		6,836		—
		USD	5,593,143		CHF	5,472,700		12/18/2019		—		(26,194	)
		USD	1,567,965		AUD	2,339,800		01/15/2020		47,955		—
										67,672		(198,859	)
State Street Bank and Trust Co.		CAD	1,663,500		USD	1,255,069		01/15/2020		—		(8,471	)
		JPY	134,875,900		USD	1,279,297		11/20/2019		29,256		—
		USD	1,240,785		JPY	134,875,900		11/20/2019		9,257		—
		USD	2,658,339		AUD	3,966,900		01/15/2020		81,295		—
		USD	200,006		CAD	266,300		01/15/2020		2,267		—
		USD	1,526,355		ILS	5,284,700		01/15/2020		—		(21,351	)
										122,075		(29,822	)
Toronto Dominion Bank		USD	205,811		CAD	274,000		01/15/2020		2,311		—
UBS AG		CAD	3,457,200		USD	2,607,889		01/15/2020		—		(18,087	)
		SEK	13,785,600		USD	1,407,082		12/18/2019		—		(24,306	)
		USD	1,095,999		SEK	10,639,300		12/18/2019		8,700		—
										8,700		(42,393	)
Westpac Banking Corp.		CAD	1,929,200		USD	1,455,231		01/15/2020		—		(10,127	)
Net Unrealized Appreciation/(Depreciation)									$	567,154	$	(415,271	)

AUD — Australian Dollar

CAD — Canadian Dollar

CHF — Swiss Franc

DKK — Danish Krone

EUR — Euro Currency

GBP — Pound Sterling

HKD — Hong Kong Dollar

ILS — Israeli Shekel

JPY — Japanese Yen

KRW — South Korean Won

NOK — Norwegian Krone

NZD — New Zealand Dollar

SEK — Swedish Krona

SGD — Singapore Dollar

TWD — New Taiwan Dollar

USD — United States Dollar

Industry Allocation*

Banks-Commercial	8.3	%
Medical-Drugs	8.1
Oil Companies-Integrated	7.2
Diversified Banking Institutions	5.4
Electronic Components-Misc.	4.4
Insurance-Life/Health	4.4
Import/Export	3.7
Cellular Telecom	3.5
Insurance-Multi-line	3.5
Building-Heavy Construction	3.2
Telephone-Integrated	2.8
Electronic Components-Semiconductors	2.6
Metal-Diversified	2.6
Cosmetics & Toiletries	2.3
Electric-Integrated	2.2
Food-Retail	2.1
Building Products-Cement	2.0
Diversified Manufacturing Operations	2.0
Water	1.9
Private Equity	1.8
Audio/Video Products	1.8
Food-Misc./Diversified	1.5
Machinery-General Industrial	1.4
Distribution/Wholesale	1.4
Brewery	1.4
Airlines	1.2
Investment Management/Advisor Services	1.1
Finance-Leasing Companies	1.1
Tobacco	1.1
Real Estate Investment Trusts	1.1
Insurance-Property/Casualty	1.1
Telecom Services	1.0
Rental Auto/Equipment	1.0
Auto/Truck Parts & Equipment-Original	1.0
Airport Development/Maintenance	0.9
Hotels/Motels	0.9
Building & Construction Products-Misc.	0.9
Aerospace/Defense	0.8
Metal Processors & Fabrication	0.7
Machinery-Material Handling	0.7
Motorcycle/Motor Scooter	0.7
Toys	0.6
Oil Companies-Exploration & Production	0.4
Medical Instruments	0.3
Repurchase Agreements	0.2
Auto-Cars/Light Trucks	0.2
Insurance-Reinsurance	0.1
U.S. Government Treasuries	0.1
	98.7	%

* Calculated as a percentage of net assets

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks	$	243,866,039	$	—	$	—	$	243,866,039
Short-Term Investment Securities		—		250,937		—		250,937
Repurchase Agreements		—		542,000		—		542,000
Total Investments at Value	$	243,866,039	$	792,937	$	—	$	244,658,976
Other Financial Instruments:+
Forward Foreign Currency Contracts	$	—	$	567,154	$	—	$	567,154
LIABILITIES:
Other Financial Instruments:+
Forward Foreign Currency Contracts	$	—	$	415,271	$	—	$	415,271

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

+ Amounts presented represent unrealized appreciation/depreciation as of the end of the reporting period.

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA Schroders VCP Global Allocation Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019

(unaudited)

Security Description	Principal Amount/ Shares		Value (Note 1)
ASSET BACKED SECURITIES — 1.0%
United States — 1.0%
BX Commercial Mtg. Trust Series 2019-XL, Class A 2.92% due 10/15/2036*(1)	$	2,105,000	$	2,107,641
COMM Mtg. Trust Series 2019-WCM, Class A 2.90% due 10/15/2036*(1)		1,000,000		1,000,026
Flagstar Mtg. Trust VRS Series 2017-2, Class A5 3.50% due 10/25/2047*(2)(3)		968,495		988,415
JP Morgan Mtg. Trust VRS Series 2017-4, Class A5 3.50% due 11/25/2048*(2)(3)		1,075,857		1,088,744
Towd Point Mtg. Trust VRS Series 2017-1, Class A1 2.75% due 10/25/2056*(3)		902,911		913,594
Total Asset Backed Securities (cost $6,092,617)				6,098,420
FOREIGN CORPORATE BONDS & NOTES — 4.7%
Australia — 0.2%
Boral Finance Pty, Ltd. Company Guar. Notes 3.00% due 11/01/2022*		1,290,000		1,299,605
Canada — 0.6%
Canadian Natural Resources, Ltd. Senior Notes 4.95% due 06/01/2047		439,000		513,936
Cenovus Energy, Inc. Senior Notes 5.40% due 06/15/2047		1,400,000		1,571,483
Rogers Communications, Inc. Company Guar. Notes 3.70% due 11/15/2049		685,000		699,606
Rogers Communications, Inc. Company Guar. Notes 4.35% due 05/01/2049		901,000		1,014,442
				3,799,467
Cayman Islands — 0.1%
Avolon Holdings Funding, Ltd. Company Guar. Notes 3.63% due 05/01/2022*		474,000		483,859
France — 0.4%
BPCE SA Company Guar. Notes 3.00% due 05/22/2022*		2,250,000		2,288,096
Guernsey — 0.0%
Credit Suisse Group Funding Guernsey, Ltd. Company Guar. Notes 4.55% due 04/17/2026		250,000		276,240
Hong Kong — 0.1%
AIA Group, Ltd. Senior Notes 3.60% due 04/09/2029*		750,000		799,330
Ireland — 0.3%
Bank of Ireland Group PLC Senior Notes 4.50% due 11/25/2023*		1,708,000		1,805,596
Luxembourg — 0.4%
DH Europe Finance II SARL Company Guar. Notes 2.60% due 11/15/2029		571,000		576,889
DH Europe Finance II SARL Company Guar. Notes 3.25% due 11/15/2039		999,000		1,019,086
Ingersoll-Rand Luxembourg Finance SA Company Guar. Notes 3.50% due 03/21/2026		1,049,000		1,100,486
				2,696,461
Netherlands — 0.1%
Enel Finance International NV Company Guar. Notes 4.63% due 09/14/2025*		544,000		596,390
Spain — 0.6%
Banco Santander SA Senior Notes 2.71% due 06/27/2024		400,000		406,201
Banco Santander SA Senior Notes 3.13% due 02/23/2023		1,400,000		1,430,142
Banco Santander SA Senior Notes 3.31% due 06/27/2029		200,000		207,224
Telefonica Emisiones SAU Company Guar. Notes 5.21% due 03/08/2047		1,392,000		1,618,822
				3,662,389
SupraNational — 0.3%
NXP BV/NXP Funding LLC/NXP USA, Inc. Company Guar. Notes 3.88% due 06/18/2026*		1,592,000		1,676,206
Switzerland — 0.9%
Credit Suisse Group AG Senior Notes 2.59% due 09/11/2025*		2,294,000		2,286,078
UBS Group AG Senior Notes 3.13% due 08/13/2030*		3,107,000		3,198,049
				5,484,127
United Kingdom — 0.7%
Barclays Bank PLC Sub. Notes 10.18% due 06/12/2021*		325,000		363,856
HSBC Holdings PLC Senior Notes 3.26% due 03/13/2023		959,000		980,138
HSBC Holdings PLC Senior Notes 3.80% due 03/11/2025		872,000		914,765

Lloyds Banking Group PLC Senior Notes 2.86% due 03/17/2023	366,000	369,887
Lloyds Banking Group PLC Senior Notes 4.05% due 08/16/2023	279,000	295,077
Santander UK Group Holdings PLC Senior Notes 4.80% due 11/15/2024	479,000	516,538
Standard Chartered PLC Senior Notes 3.89% due 03/15/2024*	607,000	630,178
		4,070,439
Total Foreign Corporate Bonds & Notes (cost $27,823,656)		28,938,205
U.S. CORPORATE BONDS & NOTES — 26.0%
United States — 26.0%
Agilent Technologies, Inc. Senior Notes 2.75% due 09/15/2029	1,600,000	1,593,639
Alcon Finance Corp. Company Guar. Notes 2.75% due 09/23/2026*	669,000	683,004
Alcon Finance Corp. Company Guar. Notes 3.00% due 09/23/2029*	1,932,000	1,971,718
Alexandria Real Estate Equities, Inc. Company Guar. Notes 4.00% due 01/15/2024	139,000	148,836
Altria Group, Inc. Company Guar. Notes 3.80% due 02/14/2024	580,000	608,503
Altria Group, Inc. Company Guar. Notes 3.88% due 09/16/2046	197,000	182,577
American Express Co Senior Notes 3.13% due 05/20/2026	1,914,000	2,012,239
American Tower Corp. Senior Notes 3.80% due 08/15/2029	1,544,000	1,650,587
Amphenol Corp. Senior Notes 2.80% due 02/15/2030	2,969,000	2,926,668
Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 3.75% due 07/15/2042	380,000	389,472
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 4.90% due 02/01/2046	1,171,000	1,404,688
Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 4.00% due 04/13/2028	848,000	936,076
Apple, Inc. Senior Notes 3.45% due 02/09/2045	344,000	364,842
Ashtead Capital, Inc. Sec. Notes 4.00% due 05/01/2028*	716,000	718,685
AT&T, Inc. Senior Notes 4.10% due 02/15/2028	1,337,000	1,457,290
AT&T, Inc. Senior Notes 4.13% due 02/17/2026	660,000	717,775
AT&T, Inc. Senior Notes 4.30% due 02/15/2030	655,000	720,402
AT&T, Inc. Senior Notes 4.30% due 12/15/2042	1,275,000	1,349,568
AT&T, Inc. Senior Notes 4.50% due 03/09/2048	684,000	731,533
AT&T, Inc. Senior Notes 4.75% due 05/15/2046	477,000	529,584
AT&T, Inc. Senior Notes 4.85% due 03/01/2039	750,000	850,117
AXA Equitable Holdings, Inc. Senior Notes 4.35% due 04/20/2028	302,000	325,615
AXA Equitable Holdings, Inc. Senior Notes 5.00% due 04/20/2048	1,017,000	1,096,532
Bank of America Corp. Senior Notes 2.88% due 10/22/2030	350,000	352,005
Bank of America Corp. Senior Notes 3.37% due 01/23/2026	1,414,000	1,479,129
Bank of America Corp. Senior Notes 3.50% due 04/19/2026	320,000	340,262
Bank of America Corp. Senior Notes 3.56% due 04/23/2027	4,188,000	4,424,041
Barrick North America Finance LLC Company Guar. Notes 5.75% due 05/01/2043	2,300,000	3,006,438

BAT Capital Corp. Company Guar. Notes 3.22% due 09/06/2026	1,998,000	1,985,882
BAT Capital Corp. Company Guar. Notes 3.56% due 08/15/2027	963,000	968,385
Bayer US Finance II LLC Company Guar. Notes 4.25% due 12/15/2025*	603,000	648,536
Bayer US Finance II LLC Company Guar. Notes 4.63% due 06/25/2038*	381,000	417,169
BBVA USA Senior Notes 3.50% due 06/11/2021	1,500,000	1,528,235
Becton Dickinson and Co. Senior Notes 3.36% due 06/06/2024	2,000,000	2,094,904
Boston Properties LP Senior Notes 2.90% due 03/15/2030	765,000	768,369
Boston Properties LP Senior Notes 3.40% due 06/21/2029	11,000	11,598
Boston Properties LP Senior Notes 4.50% due 12/01/2028	622,000	711,427
Boston Scientific Corp. Senior Notes 4.00% due 03/01/2029	723,000	804,962
Bristol-Myers Squibb Co. Senior Notes 3.20% due 06/15/2026*	814,000	864,510
Bristol-Myers Squibb Co. Senior Notes 3.40% due 07/26/2029*	2,942,000	3,164,376
Camden Property Trust Senior Notes 3.15% due 07/01/2029	417,000	438,764
Camden Property Trust Senior Notes 4.10% due 10/15/2028	154,000	173,274
Campbell Soup Co. Senior Notes 3.95% due 03/15/2025	550,000	584,300
Capital One Financial Corp. Senior Notes 3.05% due 03/09/2022	1,560,000	1,590,210
Capital One Financial Corp. Senior Notes 3.75% due 03/09/2027	255,000	270,871
Charter Communications Operating LLC/Charter Communications Operating Capital Senior Sec. Notes 3.75% due 02/15/2028	461,000	474,958
Charter Communications Operating LLC/Charter Communications Operating Capital Senior Sec. Notes 4.80% due 03/01/2050	399,000	408,436
Charter Communications Operating LLC/Charter Communications Operating Capital Senior Sec. Notes 4.91% due 07/23/2025	493,000	543,178
Cigna Corp. Company Guar. Notes 3.40% due 03/01/2027*	989,000	1,020,909
Citigroup, Inc. Senior Notes 3.30% due 04/27/2025	1,000,000	1,047,152
Citigroup, Inc. Senior Notes 3.89% due 01/10/2028	1,550,000	1,666,999
Citigroup, Inc. Senior Notes 3.98% due 03/20/2030	877,000	956,021
Citigroup, Inc. Senior Notes 4.04% due 06/01/2024	2,073,000	2,194,990
Comcast Corp. Company Guar. Notes 4.15% due 10/15/2028	710,000	802,002
Comcast Corp. Company Guar. Notes 4.60% due 10/15/2038	1,078,000	1,280,900
Comcast Corp. Company Guar. Notes 4.70% due 10/15/2048	2,602,000	3,204,203
Comerica, Inc. Senior Notes 3.70% due 07/31/2023	640,000	675,128
CommonSpirit Health Senior Sec. Notes 2.76% due 10/01/2024	520,000	527,831
Conagra Brands, Inc. Senior Notes 4.30% due 05/01/2024	2,526,000	2,710,155
Concho Resources, Inc. Company Guar. Notes 3.75% due 10/01/2027	740,000	769,034
Constellation Brands, Inc. Company Guar. Notes 2.86% due 11/15/2021	510,000	510,039
Constellation Brands, Inc. Company Guar. Notes 3.15% due 08/01/2029	811,000	825,864
Constellation Brands, Inc. Company Guar. Bonds 3.60% due 02/15/2028	535,000	564,932
Constellation Brands, Inc. Company Guar. Notes 3.70% due 12/06/2026	438,000	468,859
Continental Resources, Inc. Company Guar. Notes 4.38% due 01/15/2028	180,000	185,479
Crown Castle International Corp. Senior Notes 3.20% due 09/01/2024	450,000	467,142
Crown Castle International Corp. Senior Notes 3.70% due 06/15/2026	1,500,000	1,590,979

CVS Health Corp. Senior Notes 5.05% due 03/25/2048	670,000	772,263
Dell International LLC/EMC Corp. Senior Sec. Notes 4.90% due 10/01/2026*	1,400,000	1,518,987
Dell International LLC/EMC Corp. Senior Sec. Notes 5.30% due 10/01/2029*	521,000	575,592
Devon Energy Corp. Senior Notes 5.85% due 12/15/2025	650,000	772,680
Digital Realty Trust LP Company Guar. Notes 3.70% due 08/15/2027	3,008,000	3,175,301
Discover Financial Services Senior Notes 4.50% due 01/30/2026	1,747,000	1,918,699
Discovery Communications LLC Company Guar. Notes 4.13% due 05/15/2029	832,000	885,360
DowDuPont, Inc. Senior Notes 4.73% due 11/15/2028	504,000	574,680
DowDuPont, Inc. Senior Notes 5.42% due 11/15/2048	543,000	675,621
Duke Realty LP Senior Notes 3.38% due 12/15/2027	496,000	520,247
Energy Transfer Operating LP Company Guar. Notes 4.05% due 03/15/2025	460,000	482,968
Energy Transfer Operating LP Company Guar. Notes 5.25% due 04/15/2029	500,000	562,393
EQT Corp. Senior Notes 3.90% due 10/01/2027	1,672,000	1,490,005
Essex Portfolio LP Company Guar. Notes 3.00% due 01/15/2030	1,247,000	1,267,245
FedEx Corp. Company Guar. Notes 4.10% due 02/01/2045	531,000	525,384
Fidelity National Information Services, Inc. Senior Notes 3.75% due 05/21/2029	605,000	658,758
Fifth Third Bancorp Senior Notes 3.65% due 01/25/2024	1,413,000	1,490,471
First Republic Bank Sub. Notes 4.63% due 02/13/2047	770,000	891,764
Fiserv, Inc. Senior Notes 3.20% due 07/01/2026	1,600,000	1,671,712
Ford Motor Credit Co. LLC Senior Notes 5.11% due 05/03/2029	600,000	607,590
General Electric Co. Senior Notes 4.13% due 10/09/2042	343,000	350,113
General Motors Financial Co., Inc. Company Guar. Notes 3.15% due 06/30/2022	131,000	133,043
HCA, Inc. Senior Sec. Notes 5.13% due 06/15/2039	572,000	628,214
Hess Corp. Senior Notes 3.50% due 07/15/2024	357,000	365,933
Hess Corp. Senior Notes 5.80% due 04/01/2047	390,000	453,089
Hexcel Corp. Senior Notes 3.95% due 02/15/2027	1,465,000	1,541,180
High Street Funding Trust II Senior Notes 4.68% due 02/15/2048*	395,000	451,327
Humana, Inc. Senior Notes 3.13% due 08/15/2029	538,000	544,651
JPMorgan Chase & Co. Senior Notes 2.66% due 04/23/2024	3,189,000	3,192,865
JPMorgan Chase & Co. Senior Notes 2.95% due 10/01/2026	271,000	279,709
Kansas City Southern Company Guar. Notes 4.70% due 05/01/2048	1,650,000	1,947,776
Kimco Realty Corp. Senior Notes 3.70% due 10/01/2049	1,103,000	1,092,203
Kraft Foods Group, Inc. Company Guar. Notes 5.00% due 06/04/2042	602,000	630,419
Kraft Heinz Foods Co. Company Guar. Notes 3.75% due 04/01/2030*	422,000	431,314
Kroger Co. Senior Notes 3.88% due 10/15/2046	254,000	241,401
Kroger Co. Senior Notes 4.45% due 02/01/2047	557,000	576,289
L3Harris Technologies, Inc. Senior Notes 3.85% due 06/15/2023*	991,000	1,046,538
Las Vegas Sands Corp. Senior Notes 3.20% due 08/08/2024	1,509,000	1,544,016
Manufacturers & Traders Trust Co. Sub. Notes 3.40% due 08/17/2027	1,500,000	1,612,163

Marathon Petroleum Corp. Senior Notes 4.50% due 04/01/2048	864,000	923,545
Mastercard, Inc. Senior Notes 2.95% due 06/01/2029	1,804,000	1,905,499
Morgan Stanley Senior Notes 3.88% due 01/27/2026	1,860,000	2,008,974
Morgan Stanley Senior Notes 4.43% due 01/23/2030	2,396,000	2,690,914
Mosaic Co. Senior Notes 3.25% due 11/15/2022	644,000	660,816
Mosaic Co. Senior Notes 4.25% due 11/15/2023	237,000	252,929
Motorola Solutions, Inc. Senior Notes 4.60% due 02/23/2028	583,000	635,659
MPLX LP Senior Notes 4.50% due 04/15/2038	1,944,000	1,986,437
Newell Brands, Inc. Senior Notes 3.85% due 04/01/2023	435,000	450,301
Newell Brands, Inc. Senior Notes 4.20% due 04/01/2026	802,000	838,209
Noble Energy, Inc. Senior Notes 3.25% due 10/15/2029	1,050,000	1,044,711
Occidental Petroleum Corp. Senior Notes 2.90% due 08/15/2024	267,000	269,431
Occidental Petroleum Corp. Senior Notes 3.44% due 08/13/2021	663,000	667,197
Occidental Petroleum Corp. FRS Senior Notes 3.64% (3 ML+1.45%) due 08/15/2022	755,000	759,670
ONEOK, Inc. Company Guar. Notes 4.35% due 03/15/2029	850,000	906,556
PNC Bank NA Sub. Notes 2.70% due 11/01/2022	790,000	804,105
PNC Bank NA Senior Notes 2.95% due 02/23/2025	595,000	617,103
PNC Bank NA Senior Notes 3.25% due 06/01/2025	1,500,000	1,581,349
PNC Financial Services Group, Inc. Senior Notes 2.60% due 07/23/2026	368,000	374,666
Regions Financial Corp. Senior Notes 2.75% due 08/14/2022	1,500,000	1,527,942
Regions Financial Corp. Senior Notes 3.20% due 02/08/2021	500,000	506,915
Roper Technologies, Inc. Senior Notes 3.65% due 09/15/2023	1,973,000	2,077,156
Sabine Pass Liquefaction LLC Senior Sec. Notes 4.20% due 03/15/2028	2,000,000	2,109,946
Sabine Pass Liquefaction LLC Senior Sec. Notes 5.63% due 03/01/2025	340,000	381,517
Sabra Health Care LP/Sabra Capital Corp. Company Guar. Notes 3.90% due 10/15/2029	780,000	774,150
Santander Holdings USA, Inc. Senior Notes 3.50% due 06/07/2024	579,000	595,492
Sempra Energy Senior Notes 3.55% due 06/15/2024	1,000,000	1,037,412
Sempra Energy Senior Notes 3.80% due 02/01/2038	1,145,000	1,164,525
Southern California Edison Co. 1st Mtg. Bonds 4.20% due 03/01/2029	1,585,000	1,752,024
Synchrony Financial Senior Notes 3.95% due 12/01/2027	511,000	532,350
Synchrony Financial Senior Notes 4.38% due 03/19/2024	263,000	279,722
The Dow Chemical Co. Senior Notes 9.40% due 05/15/2039	363,000	598,715
Thermo Fisher Scientific, Inc. Senior Notes 2.60% due 10/01/2029	2,056,000	2,045,456
Tyson Foods, Inc. Senior Notes 4.00% due 03/01/2026	960,000	1,048,459
Tyson Foods, Inc. Senior Notes 4.35% due 03/01/2029	602,000	686,715
Tyson Foods, Inc. Senior Notes 4.55% due 06/02/2047	886,000	1,013,773
Tyson Foods, Inc. Senior Notes 5.10% due 09/28/2048	264,000	323,971

UDR, Inc. Company Guar. Notes 3.20% due 01/15/2030	1,013,000	1,045,159
Union Electric Co. 1st Mtg. Notes 3.50% due 03/15/2029	975,000	1,067,047
Valero Energy Corp. Senior Notes 4.00% due 04/01/2029	933,000	997,173
Ventas Realty LP Company Guar. Notes 3.50% due 02/01/2025	750,000	788,300
Vornado Realty LP Senior Notes 3.50% due 01/15/2025	1,010,000	1,050,083
Wells Fargo & Co. Senior Notes 2.41% due 10/30/2025	930,000	930,787
Wells Fargo & Co. Senior Notes 2.88% due 10/30/2030	2,099,000	2,105,699
Wells Fargo & Co. Senior Notes 3.20% due 06/17/2027	661,000	684,803
Wells Fargo & Co. Senior Notes 3.75% due 01/24/2024	822,000	869,815
Welltower, Inc. Senior Notes 3.63% due 03/15/2024	1,290,000	1,361,344
Williams Cos., Inc. Senior Notes 4.00% due 09/15/2025	1,015,000	1,077,256
Zions Bancorp NA Senior Notes 3.50% due 08/27/2021	595,000	609,503
Total U.S. Corporate Bonds & Notes (cost $153,968,159)		161,414,030
COMMON STOCKS — 27.9%
Australia — 0.3%
Beach Energy, Ltd.	30,911	48,796
BHP Group, Ltd.	12,628	312,949
Coca-Cola Amatil, Ltd.	6,806	47,621
Computershare, Ltd.	13,571	148,186
Evolution Mining, Ltd.	17,763	50,571
Fortescue Metals Group, Ltd.	13,937	85,603
Newcrest Mining, Ltd.	12,919	278,749
Northern Star Resources, Ltd.	10,441	70,463
Perseus Mining, Ltd.†	58,058	34,219
Platinum Asset Management, Ltd.	9,303	26,550
Regis Resources, Ltd.	7,895	26,668
Resolute Mining, Ltd.†	14,292	11,921
Rio Tinto, Ltd.	4,840	303,217
Saracen Mineral Holdings, Ltd.†	12,887	33,314
St. Barbara, Ltd.	11,690	22,483
Woodside Petroleum, Ltd.	8,245	183,015
Woolworths Group, Ltd.	5,766	148,339
		1,832,664
Austria — 0.1%
Erste Group Bank AG	3,925	138,637
OMV AG	3,573	208,494
Raiffeisen Bank International AG	1,422	34,970
		382,101
Belgium — 0.0%
Proximus SADP	2,321	71,264
Bermuda — 0.2%
Arch Capital Group, Ltd.†	5,510	230,098
Athene Holding, Ltd., Class A†	2,100	91,035
CK Infrastructure Holdings, Ltd.	13,000	93,652
Everest Re Group, Ltd.	413	106,178
Helen of Troy, Ltd.†	1,665	249,350
Invesco, Ltd.	10,800	181,656
Jardine Matheson Holdings, Ltd.	1,900	108,528
Kerry Properties, Ltd.	24,500	79,416
RenaissanceRe Holdings, Ltd.	382	71,503
		1,211,416
British Virgin Islands — 0.0%
Capri Holdings, Ltd.†	1,700	52,819
Canada — 0.9%
Agnico Eagle Mines, Ltd.	7,116	437,355
Alamos Gold, Inc., Class A	6,546	35,635
B2Gold Corp.†	16,569	58,245
Barrick Gold Corp.	42,083	731,045
BCE, Inc.	3,431	162,758
Bonavista Energy Corp.	19,400	7,217
Canadian National Railway Co.	6,600	590,297
Canadian Pacific Railway, Ltd.	600	136,441
Centerra Gold, Inc.†	5,718	48,753
CGI, Inc.†	2,400	186,555
CI Financial Corp.	12,632	183,855
Detour Gold Corp.†	2,961	49,166
Dollarama, Inc.	3,100	104,290
Eldorado Gold Corp.†	4,488	37,789
Enerflex, Ltd.	3,200	25,073
Franco-Nevada Corp.	2,483	240,929
Genworth MI Canada, Inc.	3,379	136,484
Gildan Activewear, Inc.	1,400	35,768
Husky Energy, Inc.	4,300	30,036
IAMGOLD Corp.†	7,803	29,326
Imperial Oil, Ltd.	2,500	62,258
Intact Financial Corp.	2,064	212,966
Kinross Gold Corp.†	20,885	101,484
Kirkland Lake Gold, Ltd.	3,134	147,170
Leagold Mining Corp.†	3,826	7,553
Linamar Corp.	1,400	45,653
Magna International, Inc.	4,000	215,079
Manulife Financial Corp.	24,300	452,569
Martinrea International, Inc.	465	3,792
New Gold, Inc.†	9,618	10,004
OceanaGold Corp.	10,445	25,060
Open Text Corp.	2,700	109,099
Parex Resources, Inc.†	2,900	39,302

Precision Drilling Corp.†	27,900	29,656
Pretium Resources, Inc.†	2,896	29,178
SEMAFO, Inc.†	5,475	17,667
SSR Mining, Inc.†	2,043	30,216
Sun Life Financial, Inc.	1,000	44,864
Suncor Energy, Inc.	7,700	228,936
Surge Energy, Inc.	31,400	22,887
Teck Resources, Ltd., Class B	4,245	67,103
Torex Gold Resources, Inc.†	1,429	20,907
TransAlta Renewables, Inc.	5,600	60,290
Transcontinental, Inc., Class A	8,500	97,062
Westshore Terminals Investment Corp.	3,800	65,896
Yamana Gold, Inc.	15,940	58,212
		5,471,880
Cayman Islands — 0.1%
CK Asset Holdings, Ltd.	45,000	314,129
Endeavour Mining Corp.†	1,260	22,816
Want Want China Holdings, Ltd.	114,000	96,310
Wharf Real Estate Investment Co., Ltd.	16,000	94,334
Xinyi Glass Holdings, Ltd.	88,000	99,164
		626,753
Chile — 0.0%
Banco de Chile ADR	4,278	109,859
China — 0.1%
Bank of China, Ltd.	209,000	85,617
China Construction Bank Corp.	203,000	163,468
China Telecom Corp., Ltd.	240,000	102,298
Industrial & Commercial Bank of China, Ltd.	142,000	102,206
Zhaojin Mining Industry Co., Ltd.	17,500	19,452
		473,041
Denmark — 0.1%
Novo Nordisk A/S, Class B	12,750	696,332
Spar Nord Bank A/S	3,105	30,314
		726,646
Finland — 0.1%
Elisa Oyj	3,448	188,317
Nokia Oyj	19,098	70,151
Nokian Renkaat Oyj	6,636	189,469
Sampo Oyj, Class A	8,362	342,642
		790,579
France — 0.8%
Air Liquide SA	619	82,223
BNP Paribas SA	4,578	239,004
Bureau Veritas SA	5,638	143,934
Cie Generale des Etablissements Michelin SCA	1,114	135,551
Credit Agricole SA	4,861	63,350
Dassault Systemes SE	585	88,766
Hermes International	435	312,925
L’Oreal SA	1,099	320,892
Legrand SA	4,907	382,985
LVMH Moet Hennessy Louis Vuitton SE	405	172,774
Metropole Television SA	5,607	98,617
Orange SA	9,304	149,840
Pernod Ricard SA	329	60,728
Peugeot SA	4,100	103,801
Publicis Groupe SA	7,314	314,464
Sanofi	9,908	912,983
Schneider Electric SE	5,789	537,566
Societe BIC SA	2,081	144,478
Societe Generale SA	5,100	144,760
TOTAL SA	14,337	753,691
		5,163,332
Germany — 0.3%
Beiersdorf AG	431	51,026
Deutsche Bank AG	13,859	100,377
Deutsche Telekom AG	16,980	298,611
E.ON SE	10,120	101,999
Henkel AG & Co. KGaA (Preference Shares)	2,420	251,495
Porsche Automobil Holding SE (Preference Shares)	2,454	180,639
ProSiebenSat.1 Media SE	5,401	79,754
SAP SE	5,675	751,924
Software AG	1,377	43,769
		1,859,594
Guernsey — 0.1%
Amdocs, Ltd.	7,073	461,160
Hong Kong — 0.3%
BOC Hong Kong Holdings, Ltd.	37,000	127,489
China Mobile, Ltd.	25,500	207,620
CLP Holdings, Ltd.	17,000	176,488
Dah Sing Financial Holdings, Ltd.	3,200	11,925
Guangdong Investment, Ltd.	52,000	112,813
Hang Lung Group, Ltd.	14,000	35,125
Hang Seng Bank, Ltd.	11,200	234,121
Hong Kong & China Gas Co., Ltd.	101,000	196,175
Link REIT	11,500	125,406
MTR Corp., Ltd.	28,500	163,669
Power Assets Holdings, Ltd.	16,500	117,813
Sun Hung Kai Properties, Ltd.	18,000	273,126
Wheelock & Co., Ltd.	13,000	80,545
		1,862,315
Hungary — 0.0%
OTP Bank PLC	2,253	103,776
India — 0.2%
Axis Bank, Ltd. GDR	1,419	73,646
Dr. Reddy’s Laboratories, Ltd. ADR	2,027	79,357
GAIL India, Ltd. GDR	5,985	69,127
ICICI Bank, Ltd. ADR	5,764	75,105
Infosys, Ltd. ADR	27,428	263,035
Larsen & Toubro Ltd. GDR	4,454	93,979
Mahindra & Mahindra, Ltd. GDR	8,830	75,497
Reliance Industries, Ltd. GDR*	1,826	74,957
Wipro, Ltd. ADR	29,698	118,198
		922,901

Indonesia — 0.1%
Bank Central Asia Tbk PT	103,300	231,444
Telekomunikasi Indonesia Persero Tbk PT	253,400	74,195
Unilever Indonesia Tbk PT	18,500	57,627
		363,266
Ireland — 0.6%
Accenture PLC, Class A	2,600	482,092
AIB Group PLC	15,780	50,546
Allegion PLC	7,829	908,477
Bank of Ireland Group PLC	8,063	38,776
Jazz Pharmaceuticals PLC†	700	87,941
Johnson Controls International PLC	12,143	526,156
Kerry Group PLC, Class A	1,448	175,061
Medtronic PLC	11,286	1,229,046
		3,498,095
Isle of Man — 0.0%
Playtech PLC	5,194	26,421
Israel — 0.1%
Bank Hapoalim B.M.	6,817	54,525
Bank Leumi Le-Israel B.M.	11,022	80,246
Check Point Software Technologies, Ltd.†	4,100	460,881
Israel Discount Bank, Ltd., Class A	9,408	42,977
Ituran Location and Control, Ltd.	1,900	46,607
		685,236
Italy — 0.2%
Assicurazioni Generali SpA	7,968	161,516
Enel SpA	30,251	234,148
Eni SpA	23,499	355,648
Italgas SpA	9,217	59,293
Mediobanca Banca di Credito Finanziario SpA	9,112	108,232
Moncler SpA	3,433	132,248
Recordati SpA	2,760	115,957
Snam SpA	26,524	136,078
Terna Rete Elettrica Nazionale SpA	16,543	109,300
UniCredit SpA	9,000	114,109
		1,526,529
Japan — 2.2%
ABC-Mart, Inc.	1,600	109,936
ADEKA Corp.	1,700	24,621
AGC, Inc.	2,000	70,932
Amada Holdings Co., Ltd.	5,200	59,854
ANA Holdings, Inc.	3,600	124,078
Astellas Pharma, Inc.	43,100	741,748
Awa Bank, Ltd.	400	9,631
Brother Industries, Ltd.	2,500	47,574
Canon, Inc.	7,000	191,999
Central Japan Railway Co.	2,500	516,136
Chiba Bank, Ltd.	16,000	88,156
Chubu Electric Power Co., Inc.	2,000	30,105
Dai Nippon Printing Co., Ltd.	3,000	80,785
Daicel Corp.	10,700	96,705
Daiwa House Industry Co., Ltd.	6,400	221,354
Daiwa House REIT Investment Corp.	33	96,106
Daiwa Securities Group, Inc.	22,000	99,763
Denso Corp.	2,600	121,874
FCC Co., Ltd.	2,800	58,365
Fuji Media Holdings, Inc.	2,800	38,115
Hachijuni Bank, Ltd.	9,000	39,170
Haseko Corp.	3,900	50,741
Hirano Tecseed Co., Ltd.	1,700	24,794
Hitachi, Ltd.	5,500	207,237
Honda Motor Co., Ltd.	8,900	242,465
Hosokawa Micron Corp.	500	18,335
Hoya Corp.	2,500	222,312
Inpex Corp.	24,900	232,537
Isuzu Motors, Ltd.	11,200	131,457
ITOCHU Corp.	9,900	208,194
Iyo Bank, Ltd.	4,400	23,510
Japan Petroleum Exploration Co., Ltd.	2,400	61,939
Japan Post Bank Co., Ltd.	15,400	154,299
Japan Post Holdings Co., Ltd.	23,400	215,820
Japan Prime Realty Investment Corp.	16	76,896
Japan Real Estate Investment Corp.	21	143,319
Japan Retail Fund Investment Corp.	47	109,677
JXTG Holdings, Inc.	13,300	62,737
KDDI Corp.	22,000	610,964
Keyence Corp.	400	254,912
Kyokuto Kaihatsu Kogyo Co., Ltd.	1,300	17,624
Mazda Motor Corp.	5,300	49,324
McDonald’s Holdings Co. Japan, Ltd.	2,400	120,678
Mitsubishi Chemical Holdings Corp.	11,500	88,452
Mitsubishi Corp.	4,000	102,380
Mitsubishi Gas Chemical Co., Inc.	1,500	21,433
Mitsubishi UFJ Financial Group, Inc.	55,500	292,841
Mitsui & Co., Ltd.	3,900	67,444
Mitsui Chemicals, Inc.	4,000	96,416
Mitsui Sugar Co., Ltd.	2,700	58,955
Mizuho Financial Group, Inc.	201,600	315,122
Nagoya Railroad Co., Ltd.	4,400	140,569
NEC Corp.	4,300	171,220
NHK Spring Co., Ltd.	5,600	46,308
Nikon Corp.	6,200	79,804
Nippon Building Fund, Inc.	21	159,459
Nippon Carbon Co., Ltd.	1,000	38,846
Nippon Prologis REIT, Inc.	33	92,286
Nippon Telegraph & Telephone Corp.	9,600	477,911
Nishio Rent All Co., Ltd.	1,200	32,436
Nissan Motor Co., Ltd.	15,600	99,589
Nissin Kogyo Co.,, Ltd..	1,800	37,237
Nitori Holdings Co., Ltd.	700	107,019
Nomura Real Estate Master Fund, Inc.	67	128,118
Nomura Research Institute, Ltd.	9,600	205,441
NTT Data Corp.	7,200	95,475
NTT DOCOMO, Inc.	34,600	953,190
Obayashi Corp.	5,800	60,154
Oji Holdings Corp.	24,300	127,137
Open House Co., Ltd.	1,500	38,629
Oracle Corp. Japan	900	79,841

Oriental Land Co., Ltd.	1,500	220,645
ORIX Corp.	6,400	101,135
Osaka Gas Co., Ltd.	6,100	119,921
Otsuka Holdings Co., Ltd.	2,400	100,854
Rengo Co., Ltd.	6,700	49,014
Secom Co., Ltd.	3,800	354,172
Seino Holdings Co., Ltd.	4,500	58,214
Shizuoka Bank, Ltd.	12,700	97,846
Showa Denko KK	4,600	130,984
SKY Perfect JSAT Holdings, Inc.	5,400	22,452
Sumitomo Chemical Co., Ltd.	13,200	60,995
Sumitomo Corp.	8,800	143,665
Sumitomo Electric Industries, Ltd.	11,900	164,907
Sumitomo Heavy Industries, Ltd.	1,100	34,582
Sumitomo Mitsui Financial Group, Inc.	6,200	222,761
Sumitomo Seika Chemicals Co., Ltd	400	12,835
Suntory Beverage & Food, Ltd.	3,000	128,345
Suzuki Motor Corp.	1,800	85,625
Taisei Corp.	1,800	71,673
Teikoku Piston Ring Co., Ltd.	2,100	38,076
Tobu Railway Co., Ltd.	3,800	127,558
Tocalo Co., Ltd.	5,400	53,905
Tokai Carbon Co., Ltd.	12,100	123,700
Tokai Rika Co., Ltd.	1,300	25,400
Tokyo Broadcasting System, Inc.	1,400	22,597
Tokyo Electric Power Co. Holdings, Inc.†	4,500	20,919
Tokyo Gas Co., Ltd.	3,900	95,559
Topre Corp.	1,300	22,800
Tosoh Corp.	3,700	51,325
Toyo Ink SC Holdings Co., Ltd.	800	19,713
Toyo Seikan Group Holdings, Ltd.	2,400	38,381
Toyo Suisan Kaisha, Ltd.	2,400	101,343
Toyota Boshoku Corp.	4,800	71,340
Toyota Tsusho Corp.	2,200	76,803
Trend Micro, Inc.	900	45,838
Ube Industries, Ltd.	2,600	56,387
Unipres Corp.	2,000	33,059
United Urban Investment Corp.	52	104,973
USS Co., Ltd.	2,800	54,605
V Technology Co., Ltd.	700	42,134
Wakita & Co., Ltd.	7,800	79,668
West Holdings Corp.	1,200	17,779
Yamaha Motor Co., Ltd.	4,700	93,138
Yuasa Trading Co., Ltd.	600	18,752
		13,936,867
Jersey — 0.0%
Centamin PLC	18,219	27,388
Experian PLC	2,025	63,688
WPP PLC	7,650	95,448
		186,524
Luxembourg — 0.0%
RTL Group SA	1,400	71,138
Malaysia — 0.1%
Malayan Banking Bhd	82,300	169,386
Public Bank Bhd	29,400	142,831
		312,217
Mexico — 0.0%
Grupo Aeroportuario del Centro Norte SAB de CV	17,300	120,052
Grupo Aeroportuario del Pacifico SAB de CV ADR	232	24,246
		144,298
Netherlands — 0.3%
ASR Nederland NV	6,126	224,168
Fiat Chrysler Automobiles NV	4,240	65,864
ING Groep NV	15,406	174,022
Koninklijke Ahold Delhaize NV	5,132	127,782
LyondellBasell Industries NV, Class A	500	44,850
Mylan NV†	11,800	225,970
NN Group NV	5,201	198,209
Unilever NV	9,446	557,835
Wolters Kluwer NV	4,964	365,510
		1,984,210
Norway — 0.1%
DNO International ASA	46,678	56,367
Equinor ASA	18,373	339,843
Telenor ASA	12,778	239,202
TGS NOPEC Geophysical Co. ASA	3,715	96,226
		731,638
Philippines — 0.0%
BDO Unibank, Inc.	14,980	45,727
Portugal — 0.0%
Galp Energia SGPS SA	4,737	75,444
Russia — 0.0%
Polymetal International PLC	8,587	140,708
Polyus PJSC GDR	1,196	70,385
		211,093
Singapore — 0.2%
CapitaLand Commercial Trust	47,600	71,726
CapitaLand Mall Trust	45,600	85,137
DBS Group Holdings, Ltd.	18,500	353,560
Jardine Cycle & Carriage, Ltd.	2,000	48,102
Oversea-Chinese Banking Corp., Ltd.	24,100	194,153
Singapore Airlines, Ltd.	9,500	65,710
Singapore Exchange, Ltd.	10,600	69,656
Singapore Telecommunications, Ltd.	159,000	385,681
United Overseas Bank, Ltd.	13,400	264,267
		1,537,992
South Africa — 0.1%
AngloGold Ashanti, Ltd.	6,993	152,901
Gold Fields, Ltd.	13,701	84,271
Harmony Gold Mining Co., Ltd.†	7,697	26,636
Momentum Metropolitan Holdings	23,718	31,707
RMB Holdings, Ltd.	5,943	31,256
Truworths International, Ltd.	4,476	15,868
Vodacom Group, Ltd.	16,293	142,168
		484,807

South Korea — 0.1%
Hyundai Mobis Co., Ltd.	353	72,211
KB Financial Group, Inc.	1,707	61,549
LG Corp.	805	48,018
Lotte Chemical Corp.	196	38,241
Samsung Electronics Co., Ltd.	2,443	105,829
SK Telecom Co., Ltd.	526	107,149
		432,997
Spain — 0.3%
Aena SME SA*	1,509	276,851
Amadeus IT Group SA	3,212	237,653
Banco Bilbao Vizcaya Argentaria SA	27,330	143,963
Bolsas y Mercados Espanoles	2,798	77,578
Industria de Diseno Textil SA	6,751	210,446
Mediaset Espana Comunicacion SA	11,299	69,058
Red Electrica Corp. SA	25,628	515,921
Repsol SA	13,296	217,987
Zardoya Otis SA	21,558	163,256
		1,912,713
SupraNational — 0.0%
HKT Trust & HKT, Ltd.	54,000	84,074
Sweden — 0.2%
Assa Abloy AB, Class B	13,303	315,501
Atlas Copco AB, Class A	8,915	314,934
Epiroc AB, Class A	6,183	69,542
Sandvik AB	7,405	130,642
Swedish Match AB	1,886	88,521
Tethys Oil AB	4,264	32,414
Volvo AB, Class B	7,339	109,754
		1,061,308
Switzerland — 1.2%
Chocoladefabriken Lindt & Spruengli AG (Participation Certificate)	17	126,315
Chubb, Ltd.	1,336	203,633
Credit Suisse Group AG	10,123	125,499
dormakaba Holding AG	105	67,215
EMS-Chemie Holding AG	159	99,446
Garmin, Ltd.	4,327	405,656
Geberit AG	211	107,072
Kuehne & Nagel International AG	979	158,139
Nestle SA	16,530	1,764,764
Novartis AG	15,950	1,391,926
Partners Group Holding AG	156	121,637
Roche Holding AG	5,040	1,516,343
Schindler Holding AG (Participation Certificate)	407	99,512
Swiss Prime Site AG	1,050	108,140
Swiss Re AG	3,444	360,634
Swisscom AG	1,243	635,045
Zurich Insurance Group AG	568	221,960
		7,512,936
Taiwan — 0.1%
Chunghwa Telecom Co., Ltd. ADR	5,452	199,434
Taiwan Semiconductor Manufacturing Co., Ltd. ADR	3,400	175,542
		374,976
Thailand — 0.1%
Airports of Thailand PCL NVDR	62,400	161,709
Bangkok Bank PCL NVDR	11,500	66,269
Bangkok Dusit Medical Services PCL NVDR	127,800	101,580
BTS Group Holdings PCL NVDR	225,800	100,206
Krung Thai Bank PCL NVDR	182,800	100,496
PTT Exploration & Production PCL NVDR	10,900	43,499
		573,759
Turkey — 0.0%
Eregli Demir ve Celik Fabrikalari TAS	13,630	15,591
United Kingdom — 1.7%
Anglo American PLC	6,908	177,319
Aon PLC	633	122,270
Auto Trader Group PLC*	30,415	221,496
Aviva PLC	44,168	237,548
Barclays PLC	84,032	182,652
Barratt Developments PLC	4,673	38,208
Bellway PLC	1,583	64,797
BHP Group PLC	9,579	202,849
BP PLC	19,270	122,136
BT Group PLC	37,333	98,992
Burberry Group PLC	5,697	150,839
Centrica PLC	65,552	61,613
Compass Group PLC	5,519	146,984
Diageo PLC	14,797	606,549
Dialog Semiconductor PLC†	715	32,065
Direct Line Insurance Group PLC	30,249	106,617
Ferrexpo PLC	3,607	5,885
GlaxoSmithKline PLC	49,863	1,142,340
HSBC Holdings PLC (LSE)	77,460	584,970
HSBC Holdings PLC (HKSE)	15,600	118,454
IMI PLC	8,189	106,394
Intertek Group PLC	4,771	330,760
ITV PLC	48,027	83,208
Legal & General Group PLC	57,036	194,826
Micro Focus International PLC	5,832	80,078
Mondi PLC	15,038	311,185
Next PLC	2,325	198,229
Noble Corp. PLC†	11,100	13,653
Persimmon PLC	3,407	100,490
Petropavlovsk PLC†	48,871	6,368
RELX PLC	25,955	624,675
Rio Tinto PLC	6,821	354,660
Royal Bank of Scotland Group PLC	55,548	153,046
Royal Dutch Shell PLC, Class A	18,946	548,016
Royal Dutch Shell PLC, Class A (EN Amsterdam)	7,954	230,959
Royal Dutch Shell PLC, Class B	17,957	515,920
Royal Mail PLC	11,032	30,238
Sage Group PLC	37,298	347,764
Smith & Nephew PLC	21,247	454,806
Smiths Group PLC	12,064	252,143

Spirax-Sarco Engineering PLC	381	39,112
Standard Chartered PLC	25,853	234,756
Taylor Wimpey PLC	17,850	38,267
Tullow Oil PLC	15,324	40,871
Ultra Electronics Holdings PLC	1,599	40,390
Unilever PLC	8,835	529,018
Victrex PLC	6,277	178,555
		10,462,970
United States — 16.6%
3M Co.	5,400	890,946
A.O. Smith Corp.	10,645	528,844
Aaron’s, Inc.	4,211	315,530
Abbott Laboratories	1,400	117,054
AbbVie, Inc.	11,500	914,825
Adobe, Inc.†	360	100,055
Affiliated Managers Group, Inc.	2,300	183,724
Aflac, Inc.	8,200	435,912
AGNC Investment Corp.	7,888	134,490
Air Products & Chemicals, Inc.	500	106,630
Alleghany Corp.†	206	160,328
Allison Transmission Holdings, Inc.	4,344	189,442
Allstate Corp.	1,751	186,341
Alphabet, Inc., Class A†	1,104	1,389,715
Alphabet, Inc., Class C†	1,193	1,503,311
Altria Group, Inc.	6,600	295,614
Amazon.com, Inc.†	992	1,762,447
AMC Networks, Inc., Class A†	1,500	65,325
American Electric Power Co., Inc.	1,617	152,629
American Equity Investment Life Holding Co.	1,663	41,043
American Financial Group, Inc.	3,200	332,928
American National Insurance Co.	423	50,752
American Tower Corp.	280	61,062
Ameriprise Financial, Inc.	1,800	271,602
AMETEK, Inc.	4,600	421,590
Amgen, Inc.	4,900	1,044,925
Amphenol Corp., Class A	2,200	220,726
Analog Devices, Inc.	1,000	106,630
Annaly Capital Management, Inc.	17,854	160,329
ANSYS, Inc.†	800	176,120
Antero Resources Corp.†	2,100	5,250
Apple Hospitality REIT, Inc.	14,330	236,158
Apple, Inc.	13,100	3,258,756
Applied Materials, Inc.	2,200	119,372
Argonaut Gold, Inc.†	10,300	16,813
Armstrong World Industries, Inc.	2,543	237,847
AT&T, Inc.	17,800	685,122
Automatic Data Processing, Inc.	3,660	593,762
AutoZone, Inc.†	329	376,501
AvalonBay Communities, Inc.	887	193,064
Bank of America Corp.	19,900	622,273
Baxter International, Inc.	3,510	269,217
BB&T Corp.	2,700	143,235
Berkshire Hathaway, Inc., Class B†	2,236	475,329
Best Buy Co., Inc.	1,700	122,111
Biogen, Inc.†	1,400	418,194
Boeing Co.	300	101,973
Brady Corp., Class A	700	39,438
Bristol-Myers Squibb Co.	14,830	850,797
Broadcom, Inc.	1,600	468,560
Broadridge Financial Solutions, Inc.	3,127	391,563
Brown-Forman Corp., Class B	1,600	104,832
Buckle, Inc.	3,943	82,488
C.H. Robinson Worldwide, Inc.	3,800	287,432
Cabot Oil & Gas Corp.	3,200	59,648
Cadence BanCorp	4,000	61,520
Callon Petroleum Co.†	12,600	47,880
Camden Property Trust	494	56,499
Capital One Financial Corp.	2,800	261,100
CareTrust REIT, Inc.	1,600	38,784
Carter’s, Inc.	400	40,096
Cato Corp., Class A	1,800	31,482
Cavco Industries, Inc.†	574	110,007
Cboe Global Markets, Inc.	1,600	184,240
CBS Corp., Class B	2,700	97,308
Celanese Corp.	600	72,690
Century Communities, Inc.†	1,684	50,806
Cerner Corp.	900	60,408
Chevron Corp.	5,700	661,998
Choice Hotels International, Inc.	900	79,632
Church & Dwight Co., Inc.	5,327	372,570
Cincinnati Financial Corp.	666	75,398
Cintas Corp.	600	161,202
Cisco Systems, Inc.	25,450	1,209,129
Citigroup, Inc.	8,300	596,438
Citizens Financial Group, Inc.	6,300	221,508
Citrix Systems, Inc.	2,300	250,378
Clorox Co.	3,123	461,236
Coca-Cola Co.	25,948	1,412,350
Coeur Mining, Inc.†	3,667	20,242
Cognizant Technology Solutions Corp., Class A	8,800	536,272
Colgate-Palmolive Co.	7,693	527,740
Comcast Corp., Class A	9,445	423,325
Comerica, Inc.	1,800	117,756
ConocoPhillips	900	49,680
Consolidated Edison, Inc.	4,965	457,872
Copart, Inc.†	1,200	99,168
Costco Wholesale Corp.	429	127,460
Crown Castle International Corp.	813	112,836
CSW Industrials, Inc.	400	27,688
Cummins, Inc.	1,800	310,464
Curtiss-Wright Corp.	400	54,100
D.R. Horton, Inc.	10,806	565,910
Danaher Corp.	4,015	553,347
Delta Air Lines, Inc.	1,100	60,588
Deluxe Corp.	3,000	155,490
Diamond Offshore Drilling, Inc.†	4,900	25,921
Discovery, Inc., Class A†	4,000	107,820
Dollar General Corp.	999	160,180
Dominion Energy, Inc.	2,579	212,896
Donaldson Co., Inc.	1,900	100,206
Dover Corp.	1,400	145,446
Duke Energy Corp.	3,083	290,604
Duke Realty Corp.	1,404	49,337
DXC Technology Co.	4,100	113,447
Eastman Chemical Co.	1,400	106,456

Eaton Vance Corp.	4,900	223,440
eBay, Inc.	12,200	430,050
Eli Lilly & Co.	9,895	1,127,535
Emerson Electric Co.	6,000	420,900
Ennis, Inc.	1,000	19,590
Equity Residential	1,401	124,213
Essex Property Trust, Inc.	733	239,786
Estee Lauder Cos., Inc., Class A	1,300	242,151
Exelon Corp.	3,100	141,019
Expeditors International of Washington, Inc.	4,400	320,936
Extra Space Storage, Inc.	355	39,856
Exxon Mobil Corp.	9,641	651,442
F5 Networks, Inc.†	842	121,315
Facebook, Inc., Class A†	5,400	1,034,910
FactSet Research Systems, Inc.	1,057	267,971
Fair Isaac Corp.†	300	91,212
Fastenal Co.	7,500	269,550
Federated Investors, Inc., Class B	4,037	128,942
Fidelity National Information Services, Inc.	4,714	621,117
First American Financial Corp.	1,000	61,780
First Citizens BancShares, Inc., Class A	100	49,192
First Interstate BancSystem, Inc., Class A	900	37,764
Fiserv, Inc.†	3,036	322,241
FLIR Systems, Inc.	3,500	180,460
Floor & Decor Holdings, Inc., Class A†	6,121	280,525
Fortive Corp.	2,356	162,564
Fortune Brands Home & Security, Inc.	8,036	482,562
Fox Corp., Class A	5,800	185,832
Franklin Resources, Inc.	8,600	236,930
Gap, Inc.	3,500	56,910
Gentex Corp.	10,587	296,965
Gilead Sciences, Inc.	6,300	401,373
Globe Life, Inc.	900	87,597
Goldman Sachs Group, Inc.	1,800	384,084
Graco, Inc.	2,600	117,520
GrafTech International, Ltd.	5,100	61,608
H&R Block, Inc.	14,200	354,858
Healthpeak Properties, Inc. REIT	2,234	84,043
Hershey Co.	3,937	578,227
Highwoods Properties, Inc.	1,700	79,560
HollyFrontier Corp.	600	32,964
Home Depot, Inc.	6,932	1,626,109
Honeywell International, Inc.	2,500	431,825
Hormel Foods Corp.	4,166	170,348
Host Hotels & Resorts, Inc.	15,000	245,850
HP, Inc.	6,700	116,379
Hubbell, Inc.	2,100	297,570
Huntsman Corp.	1,600	35,408
IDEX Corp.	1,100	171,083
IDEXX Laboratories, Inc.†	300	85,503
Illinois Tool Works, Inc.	2,700	455,166
Ingredion, Inc.	1,400	110,600
Innoviva, Inc.†	1,900	22,078
Installed Building Products, Inc.†	1,052	68,611
Intel Corp.	22,400	1,266,272
International Business Machines Corp.	7,683	1,027,448
Intuit, Inc.	1,300	334,750
Jack Henry & Associates, Inc.	1,206	170,721
Jefferies Financial Group, Inc.	3,100	57,877
Johnson & Johnson	15,543	2,052,298
JPMorgan Chase & Co.	11,700	1,461,564
Kellogg Co.	2,168	137,733
KEMET Corp.	613	13,327
Kimberly-Clark Corp.	4,817	640,083
Kimco Realty Corp.	6,000	129,360
L3Harris Technologies, Inc.	599	123,580
Lamb Weston Holdings, Inc.	4,800	374,592
Landstar System, Inc.	2,500	282,875
Laredo Petroleum, Inc.†	11,200	26,432
Lear Corp.	1,500	176,655
Leggett & Platt, Inc.	6,501	333,501
Lennar Corp., Class A	9,974	594,450
Lennox International, Inc.	2,276	562,991
LGI Homes, Inc.†	1,440	113,011
Liberty Oilfield Services, Inc., Class A	3,300	30,393
Liberty Property Trust	1,456	86,006
Life Storage, Inc.	900	98,028
Lincoln Electric Holdings, Inc.	2,000	179,140
Lincoln National Corp.	2,700	152,496
Lockheed Martin Corp.	900	339,012
Lowe’s Cos., Inc.	4,718	526,576
M&T Bank Corp.	1,600	250,448
M/I Homes, Inc.†	1,274	56,285
Mammoth Energy Services, Inc.	1,000	1,600
Markel Corp.†	165	193,215
Marsh & McLennan Cos., Inc.	2,296	237,912
Masco Corp.	12,380	572,575
Mastercard, Inc., Class A	2,322	642,753
Maxim Integrated Products, Inc.	3,100	181,846
McCormick & Co., Inc.	988	158,762
McDonald’s Corp.	4,515	888,101
MDC Holdings, Inc.	2,456	95,072
Merck & Co., Inc.	17,834	1,545,494
MetLife, Inc.	5,300	247,987
Mettler-Toledo International, Inc.†	200	140,988
Micron Technology, Inc.†	4,300	204,465
Microsoft Corp.	24,300	3,483,891
Mohawk Industries, Inc.†	4,257	610,369
Monster Beverage Corp.†	3,000	168,390
Moody’s Corp.	1,600	353,104
Morgan Stanley	6,900	317,745
Motorola Solutions, Inc.	1,891	314,511
MSA Safety, Inc.	300	36,021
MSC Industrial Direct Co., Inc., Class A	1,000	73,210
MSCI, Inc.	33	7,740
National Retail Properties, Inc.	3,357	197,761
National Western Life Group, Inc., Class A	100	27,260
Natural Health Trends Corp.	900	6,093
Newmark Group, Inc., Class A	4,300	45,666
Newmont Goldcorp Corp.	21,555	856,380
NextEra Energy, Inc.	1,335	318,184
NIKE, Inc., Class B	4,800	429,840
Norfolk Southern Corp.	2,000	364,000
NVR, Inc.†	147	534,579

O’Reilly Automotive, Inc.†		400	174,204
Old Dominion Freight Line, Inc.		500	91,040
Omnicom Group, Inc.		4,106	316,942
ON Semiconductor Corp.†		2,600	53,040
Oracle Corp.		12,000	653,880
Owens Corning		8,343	511,259
Packaging Corp. of America		2,300	251,758
Park Hotels & Resorts, Inc.		11,700	272,025
Parker-Hannifin Corp.		700	128,443
Paychex, Inc.		7,035	588,407
PayPal Holdings, Inc.†		1,600	166,560
PepsiCo, Inc.		8,595	1,178,976
Pfizer, Inc.		38,013	1,458,559
Philip Morris International, Inc.		5,600	456,064
Pioneer Natural Resources Co.		900	110,718
PNC Financial Services Group, Inc.		3,200	469,440
PPL Corp.		2,400	80,376
Principal Financial Group, Inc.		6,827	364,425
Procter & Gamble Co.		13,559	1,688,231
Progress Software Corp.		1,000	39,880
Progressive Corp.		1,432	99,810
ProPetro Holding Corp.†		1,600	12,400
Prosperity Bancshares, Inc.		1,000	69,020
Prudential Financial, Inc.		2,200	200,508
Public Storage		1,761	392,456
PulteGroup, Inc.		16,372	642,437
Quest Diagnostics, Inc.		6,600	668,250
Raymond James Financial, Inc.		900	75,141
Realty Income Corp.		826	67,559
Regency Centers Corp.		1,600	107,584
Republic Services, Inc.		3,547	310,398
RLJ Lodging Trust		2,300	37,743
Robert Half International, Inc.		2,000	114,540
Rockwell Automation, Inc.		1,300	223,587
Roper Technologies, Inc.		1,100	370,656
Ross Stores, Inc.		3,210	352,041
S&P Global, Inc.		400	103,196
SIGA Technologies, Inc.†		4,000	22,200
Simon Property Group, Inc.		2,580	388,754
Skyline Champion Corp.†		3,037	85,735
SLM Corp.		3,992	33,692
Snap-on, Inc.		1,800	292,806
Sonoco Products Co.		745	42,987
Southern Co.		4,835	302,961
Starbucks Corp.		7,468	631,494
Stryker Corp.		1,900	410,913
Synchrony Financial		7,100	251,127
Sysco Corp.		1,572	125,556
T. Rowe Price Group, Inc.		2,700	312,660
Tanger Factory Outlet Centers, Inc.		3,200	51,584
Tapestry, Inc.		1,700	43,962
Taylor Morrison Home Corp., Class A†		5,836	146,192
Tempur Sealy International, Inc.†		4,859	441,926
Texas Instruments, Inc.		3,600	424,764
Thermo Fisher Scientific, Inc.		200	60,396
Tiffany & Co.		700	87,157
TJX Cos., Inc.		8,314	479,302
Toll Brothers, Inc.		10,550	419,574
TopBuild Corp.†		1,787	185,723
Toro Co.		1,000	77,130
Travelers Cos., Inc.		1,151	150,850
Trex Co., Inc.†		4,235	372,214
TRI Pointe Group, Inc.†		8,793	138,402
UDR, Inc.		2,231	112,108
Union Pacific Corp.		3,300	546,018
United Rentals, Inc.†		400	53,428
UnitedHealth Group, Inc.		1,600	404,320
Unum Group		6,000	165,240
US Bancorp		2,300	131,146
Varian Medical Systems, Inc.†		2,900	350,349
Ventas, Inc.		848	55,205
Verizon Communications, Inc.		13,879	839,263
VF Corp.		500	41,145
Viacom, Inc., Class B		5,200	112,112
Visa, Inc., Class A		6,526	1,167,240
Walmart, Inc.		2,895	339,468
Walt Disney Co.		5,300	688,576
Waste Management, Inc.		6,226	698,619
Waters Corp.†		1,200	253,944
WEC Energy Group, Inc.		2,914	275,082
Weingarten Realty Investors		2,700	85,671
Wells Fargo & Co.		18,800	970,644
Welltower, Inc.		594	53,870
Whirlpool Corp.		3,570	543,068
Whiting Petroleum Corp.†		2,300	14,582
William Lyon Homes, Class A†		2,173	42,048
Williams-Sonoma, Inc.		7,866	525,370
WP Carey, Inc.		1,395	128,424
WR Berkley Corp.		2,634	184,117
Xcel Energy, Inc.		4,018	255,183
Xerox Holdings Corp.		8,100	274,833
Xilinx, Inc.		2,100	190,554
Yum! Brands, Inc.		1,145	116,458
			102,848,655
Total Common Stocks (cost $165,731,700)			173,223,581
PREFERRED SECURITIES/CAPITAL SECURITIES — 1.7%
Canada — 0.2%
Enbridge, Inc. Series 16-A 6.00% due 01/15/2077	$	920,000	970,600
Mexico — 0.2%
Grupo Bimbo SAB de CV 5.95% due 04/17/2023*(4)		1,140,000	1,206,405
United States — 1.3%
BB&T Corp. 4.80% due 09/01/2024(4)		3,592,000	3,654,860
Enterprise Products Operating LLC Company Guar. Notes 5.38% due 02/15/2078		548,000	538,410
General Electric Co. Series D 5.00% due 01/21/2021(4)		80,000	77,100

M&T Bank Corp. Series F 5.13% due 11/01/2026(4)	617,000			658,648
MetLife, Inc. 6.40% due 12/15/2066	122,000			148,182
Progressive Corp. Series B 5.38% due 03/15/2023(4)	1,507,000			1,574,453
Prudential Financial, Inc. 4.50% due 09/15/2047	1,003,000			1,044,083
State Street Corp 5.63% due 12/15/2023(4)	598,000			630,729
				8,326,465
Total Preferred Securities/Capital Securities (cost $10,122,077)				10,503,470
EXCHANGE-TRADED FUNDS — 4.0%
iShares MSCI Chile ETF	2,121			73,228
iShares MSCI Taiwan ETF	18,232			707,766
SPDR Bloomberg Barclays High Yield Bond ETF	221,566			23,971,226
Total Exchange-Traded Funds (cost $24,221,016)				24,752,220
OPTIONS - PURCHASED — 0.0%
Exchange-Traded Put Options – Purchased(6) (cost $1,130,368)	910			301,875
Total Long-Term Investment Securities (cost $389,089,593)				405,231,801
SHORT-TERM INVESTMENT SECURITIES 33.2%
Registered Investment Companies — 33.2%
State Street Institutional Liquid Reserves Fund, Premier Class 1.92%(5) (cost $205,610,858)	205,593,704			205,634,823
TOTAL INVESTMENTS (cost $594,700,451)	98.5	%		610,866,624
Other assets less liabilities	1.5			9,125,860
NET ASSETS	100.0	%	$	619,992,484

* 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 Portfolio has no right to demand registration of these securities. At October 31, 2019, the aggregate value of these securities was $36,818,037 representing 5.9% of net assets.

† Non-income producing security

(1) Commercial Mortgage Backed Security

(2) Collateralized Mortgage Obligation

(3) 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.

(4) Perpetual maturity - maturity date reflects the next call date.

(5) The rate shown is the 7-day yield as of October 31, 2019.

(6) Options - Purchased:

Exchange-Traded Put Options - Purchased
Issue	Expiration Month		Strike Price		Number of Contracts		Notional Amount*		Premiums Paid		Value at October 31, 2019		Unrealized Appreciation/ (Depreciation)
S&P 500 Index		November 2019	$	2,420		300	$	91,126,800	$	454,116	$	4,500	$	(449,616	)
S&P 500 Index		December 2019		2,560		305		92,645,580		339,685		91,500		(248,185	)
S&P 500 Index		January 2020		2,540		305		92,645,580		336,567		205,875		(130,692	)
									$	1,130,368	$	301,875	$	(828,493	)

* Notional amount is calculated by multiplying the number of contracts by the multiplier by the market value of the underlying security or index.

ADR — American Depositary Receipt

EN Amsterdam — Euronext Amsterdam Stock Exchange

GDR — Global Depositary Receipt

HKSE — Hong Kong Stock Exchange

LSE — London Stock Exchange

NVDR — Non-Voting Depositary Receipt

FRS — Floating Rate Security

VRS — Variable Rate Security

The rates shown on FRS and VRS are the current interest rates at October 31, 2019 and unless noted otherwise, the dates shown are the original maturity dates.

Futures Contracts
Number of Contracts		Type	Description	Expiration Month	Notional Basis*		Notional Value*		Unrealized Appreciation
	884	Long	Euro Stoxx 50 Index	December 2019	$	34,592,328	$	35,582,030	$	989,702
	84	Long	Nikkei 225 E-Mini Index	December 2019		16,497,354		17,851,653		1,354,299
	709	Long	S&P 500 E-Mini Index	December 2019		106,563,526		107,619,110		1,055,584
	39	Long	Nasdaq 100 E-Mini Index	December 2019		6,194,775		6,310,395		115,620
	193	Long	E-Mini Russ 2000 Index	December 2019		14,876,284		15,086,810		210,526
	18	Long	U.S. Treasury 5 Year Notes	December 2019		2,135,615		2,145,656		10,041
									$	3,735,772
									Unrealized (Depreciation)
	103	Long	SPI 200 Index	December 2019	$	11,813,295	$	11,784,730	$	(28,565	)
	39	Long	S&P/Toronto Stock Exchange 60 Index	December 2019		5,878,392		5,832,678		(45,714	)
	97	Long	FTSE 100 Index	December 2019		9,191,521		9,104,524		(86,997	)
	84	Long	U.S. Treasury 2 Year Notes	December 2019		18,139,132		18,110,531		(28,601	)
	141	Long	U.S. Treasury Long Bonds	December 2019		23,006,302		22,753,875		(252,427	)
	50	Long	U.S. Treasury Ultra Bonds	December 2019		9,970,815		9,487,500		(483,315	)
	203	Short	U.S. Treasury 10 Year Notes	December 2019		26,445,182		26,450,266		(5,084	)
	11	Short	U.S. Treasury 2 Year Notes	December 2019		2,370,311		2,371,617		(1,306	)
									$	(932,009	)
			Net Unrealized Appreciation (Depreciation)						$	2,803,763

* 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.

Forward Foreign Currency Contracts
Counterparty	Contract to Deliver			In Exchange For			Delivery Date		Unrealized Appreciation		Unrealized (Depreciation)
Bank of America, N.A.		USD	3,943,472		CHF	3,881,000		11/26/2019	$	—	$	(3,018	)
		USD	14,237,964		PHP	731,333,000		11/26/2019		153,121		—
		USD	685,454		SEK	6,629,000		11/26/2019		1,892		—
										155,013		(3,018	)
Barclays Bank PLC		BRL	5,005,000		USD	1,249,969		11/04/2019		1,995		—
		GBP	1,606,100		USD	2,072,772		12/11/2019		—		(10,208	)
		USD	1,194,055		BRL	5,005,000		11/04/2019		53,919		—
		USD	1,790,838		INR	128,027,000		11/26/2019		5,976		—
		USD	19,140,592		JPY	2,076,092,534		11/26/2019		107,386		—
										169,276		(10,208	)
Citibank N.A.		USD	3,111,812		AUD	4,553,000		11/26/2019		28,714		—
		USD	4,001,373		CAD	5,270,000		11/26/2019		39		—
										28,753		—
Morgan Stanley and Co. International PLC		ILS	6,293,000		USD	1,784,907		11/26/2019		—		(2,547	)
		PHP	90,719,000		USD	1,784,929		11/26/2019		—		(229	)
		TWD	434,488,000		USD	14,269,837		11/26/2019		—		(22,830	)
		USD	1,780,201		MYR	7,427,000		12/12/2019		2,122		—
										2,122		(25,606	)
State Street Bank London		ZAR	442,312		USD	29,319		11/05/2019		51		—
UBS AG		BRL	9,561,000		USD	2,393,773		11/04/2019		9,781		—
		HUF	536,577,000		USD	1,806,736		11/26/2019		—		(16,436	)
		JPY	1,668,014,611		EUR	13,810,000		11/26/2019		—		(40,408	)
		USD	2,364,514		BRL	9,561,000		11/04/2019		19,478		—
		USD	5,401,586		AUD	7,900,000		11/26/2019		47,604		—
		USD	4,002,774		CAD	5,270,000		11/26/2019		—		(1,362	)
		USD	1,124,077		DKK	7,533,000		11/26/2019		2,227		—
		USD	31,490,307		EUR	28,257,000		11/26/2019		69,502		—
		USD	12,677,843		GBP	9,833,579		11/26/2019		68,800		—
		USD	1,773,504		IDR	25,168,865,000		11/26/2019		9,276		—
		USD	1,812,575		MXN	34,978,000		11/26/2019		—		(521	)
		USD	1,811,602		RUB	116,380,000		11/26/2019		—		(2,218	)
		USD	1,770,550		ZAR	26,316,000		11/26/2019		—		(34,115	)
		USD	1,821,592		BRL	7,283,000		12/03/2019		—		(8,948	)
										226,668		(104,008	)
Net Unrealized Appreciation/(Depreciation)									$	581,883	$	(142,840	)

AUD — Australian Dollar

BRL — Brazilian Real

CAD — Canadian Dollar

CHF — Swiss Franc

DKK — Danish Krone

EUR — Euro Dollar

GBP — British Pound Sterling

HUF — Hungarian Forint

IDR — Indonesian Rupiah

ILS — Israeli New Sheqel

INR — Indian Rupee

JPY — Japanese Yen

MXN — Mexican Peso

MYR — Malaysian Ringgit

PHP — Philippine Peso

RUB — New Russian Ruble

SEK — Swedish Krona

TWD — New Taiwan Dollar

USD — United States Dollar

ZAR — South African Rand

Industry Allocation*
Registered Investment Companies	33.2	%
Diversified Banking Institutions	6.0
Exchange-Traded Funds	4.0
Banks-Commercial	3.9
Medical-Drugs	3.2
Real Estate Investment Trusts	3.1
Telephone-Integrated	1.8
Finance-Credit Card	1.6
Pipelines	1.5
Banks-Super Regional	1.4
Oil Companies-Exploration & Production	1.2
Cable/Satellite TV	1.2
Insurance-Life/Health	1.2
Oil Companies-Integrated	1.2
Electric-Integrated	1.2
Food-Misc./Diversified	1.1
Gold Mining	1.1
Diversified Financial Services	1.0
Computers	0.9
Computer Services	0.9
Tobacco	0.8
Data Processing/Management	0.8
Applications Software	0.8
Diversified Manufacturing Operations	0.8
Medical Products	0.8
Medical Instruments	0.7
Transport-Rail	0.7
Electronic Components-Semiconductors	0.7
Cosmetics & Toiletries	0.7
Cellular Telecom	0.7
Diagnostic Equipment	0.6
Building-Residential/Commercial	0.6
Food-Meat Products	0.6
Insurance-Property/Casualty	0.5
Machinery-General Industrial	0.5
Electronic Connectors	0.5
Beverages-Wine/Spirits	0.5
Web Portals/ISP	0.5
Brewery	0.5
Beverages-Non-alcoholic	0.4
Electric-Distribution	0.4
E-Commerce/Products	0.4
Retail-Building Products	0.4
Medical-Biomedical/Gene	0.4
Chemicals-Diversified	0.3
Insurance-Multi-line	0.3
Oil Refining & Marketing	0.3
Electronic Measurement Instruments	0.3
Pharmacy Services	0.3
Retail-Restaurants	0.3
Building & Construction Products-Misc.	0.3
Commercial Services-Finance	0.3
Commercial Services	0.3
Consumer Products-Misc.	0.3
Electronic Security Devices	0.3
Transport-Services	0.3
Electric Products-Misc.	0.3
Electronic Components-Misc.	0.3
Investment Management/Advisor Services	0.2
Enterprise Software/Service	0.2
Auto-Cars/Light Trucks	0.2
Casino Hotels	0.2
Advanced Materials	0.2
Building Products-Cement	0.2
Home Decoration Products	0.2
Medical-Hospitals	0.2
Telecom Services	0.2
Networking Products	0.2
Food-Baking	0.2
Aerospace/Defense-Equipment	0.2
Rental Auto/Equipment	0.2
Multimedia	0.2
Building Products-Air & Heating	0.2
Internet Content-Entertainment	0.2
Wireless Equipment	0.2
Non-Hazardous Waste Disposal	0.2
Medical-HMO	0.2
Real Estate Operations & Development	0.2
Metal-Diversified	0.2
Power Converter/Supply Equipment	0.2
Home Furnishings	0.2
Soap & Cleaning Preparation	0.2
Airport Development/Maintenance	0.2
Office Automation & Equipment	0.2
Auto/Truck Parts & Equipment-Original	0.1
Broadcast Services/Program	0.1
Finance-Consumer Loans	0.1
Food-Retail	0.1
Retail-Apparel/Shoe	0.1
Agricultural Chemicals	0.1
Apparel Manufacturers	0.1
Food-Confectionery	0.1
Retail-Discount	0.1
Medical Labs & Testing Services	0.1
Retail-Home Furnishings	0.1
Banks-Fiduciary	0.1
Electric-Transmission	0.1
Textile-Home Furnishings	0.1
Import/Export	0.1
Finance-Leasing Companies	0.1
Diversified Minerals	0.1
Instruments-Controls	0.1
Building Products-Wood	0.1
Distribution/Wholesale	0.1
Retail-Auto Parts	0.1
Appliances	0.1
Insurance-Reinsurance	0.1
Retail-Major Department Stores	0.1
Industrial Automated/Robotic	0.1
Computer Data Security	0.1
Aerospace/Defense	0.1
Paper & Related Products	0.1
Transport-Truck	0.1
Athletic Footwear	0.1
Advertising Agencies	0.1
Publishing-Periodicals	0.1
Security Services	0.1
Tools-Hand Held	0.1
Advertising Services	0.1
Engines-Internal Combustion	0.1
Machinery-Electrical	0.1
Retail-Floor Coverings	0.1
Medical-Generic Drugs	0.1
Resorts/Theme Parks	0.1
Computers-Integrated Systems	0.1
	98.5	%

* Calculated as a percentage of net assets

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Asset Backed Securities	$	—	$	6,098,420	$	—	$	6,098,420
Foreign Corporate Bonds & Notes		—		28,938,205		—		28,938,205
U.S. Corporate Bonds & Notes		—		161,414,030		—		161,414,030
Common Stocks		173,223,581		—		—		173,223,581
Preferred Securities/Capital Securities		—		10,503,470		—		10,503,470
Exchange-Traded Funds		24,752,220		—		—		24,752,220
Options-Purchased		301,875		—		—		301,875
Short-Term Investment Securities		205,634,823		—		—		205,634,823
Total Investments at Value	$	403,912,499	$	206,954,125	$	—	$	610,866,624
Other Financial Instruments:†
Futures Contracts	$	3,735,772	$	—	$	—	$	3,735,772
Forward Foreign Currency Contracts		—		581,883		—		581,883
Total Other Financial Instruments	$	3,735,772	$	581,883	$	—	$	4,317,655
LIABILITIES:
Other Financial Instruments:†
Futures Contracts	$	932,009	$	—	$	—	$	932,009
Forward Foreign Currency Contracts		—		142,840		—		142,840
Total Other Financial Instruments	$	932,009	$	142,840	$	—	$	1,074,849

* 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 Small Cap Index Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
COMMON STOCKS — 96.4%
Advanced Materials — 0.0%
Haynes International, Inc.		1,288	$	44,384
Advertising Agencies — 0.0%
MDC Partners, Inc., Class A†		5,864		18,354
Telaria, Inc.†		4,480		33,914
				52,268
Advertising Sales — 0.0%
Boston Omaha Corp., Class A†		1,069		24,010
Clear Channel Outdoor Holdings, Inc.†		5,065		11,801
National CineMedia, Inc.		6,458		54,215
				90,026
Advertising Services — 0.0%
Fluent, Inc.†		4,420		10,299
Marchex, Inc., Class B†		3,721		12,316
SharpSpring, Inc.†		1,060		10,801
				33,416
Aerospace/Defense — 0.2%
AeroVironment, Inc.†		2,207		127,962
Kratos Defense & Security Solutions, Inc.†		9,341		176,358
National Presto Industries, Inc.		516		44,422
Park Aerospace Corp.		1,936		32,893
Wesco Aircraft Holdings, Inc.†		5,520		60,830
				442,465
Aerospace/Defense-Equipment — 0.7%
AAR Corp.		3,456		144,288
Aerojet Rocketdyne Holdings, Inc.†		7,573		327,381
Astronics Corp.†		2,540		73,508
Barnes Group, Inc.		4,886		285,587
Coda Octopus Group, Inc.†		480		3,523
Ducommun, Inc.†		1,112		55,133
Kaman Corp.		2,869		168,324
Moog, Inc., Class A		3,333		279,005
Triumph Group, Inc.		5,141		106,778
				1,443,527
Agricultural Biotech — 0.0%
Calyxt, Inc.†		966		4,424
Agricultural Chemicals — 0.0%
Intrepid Potash, Inc.†		9,882		30,535
Marrone Bio Innovations, Inc.†		5,378		7,099
				37,634
Agricultural Operations — 0.1%
Alico, Inc.		418		13,731
Andersons, Inc.		3,263		60,105
Cadiz, Inc.†		1,363		16,138
Limoneira Co.		1,621		30,669
Phibro Animal Health Corp., Class A		2,114		50,652
Tejon Ranch Co.†		2,176		34,990
				206,285
Airlines — 0.5%
Allegiant Travel Co.		1,348		225,561
Hawaiian Holdings, Inc.		4,861		139,073
Mesa Air Group, Inc.†		2,157		16,436
SkyWest, Inc.		5,189		309,005
Spirit Airlines, Inc.†		7,111		267,089
				957,164
Apparel Manufacturers — 0.4%
Centric Brands, Inc.†		1,731		4,328
Deckers Outdoor Corp.†		3,033		463,746
Delta Apparel, Inc.†		640		15,968
Kontoor Brands, Inc.		4,586		174,268
Oxford Industries, Inc.		1,725		118,783
Superior Group of Cos., Inc.		1,104		15,975
Vince Holding Corp.†		320		6,758
				799,826
Appliances — 0.1%
Hamilton Beach Brands Holding Co., Class A		681		12,700
iRobot Corp.†		2,845		136,731
				149,431
Applications Software — 0.5%
Appfolio, Inc., Class A†		1,629		158,388
Brightcove, Inc.†		3,975		37,802
Ebix, Inc.		2,411		102,781
Five9, Inc.†		6,201		344,217
GTY Technology Holdings, Inc.†		4,108		21,403
Ideanomics, Inc.†		5,302		6,097
Immersion Corp.†		3,231		26,559
PDF Solutions, Inc.†		2,930		47,349
Upland Software, Inc.†		2,373		88,940
Verra Mobility Corp.†		12,013		172,387
				1,005,923
Athletic Equipment — 0.2%
Clarus Corp.		2,429		30,970
Fox Factory Holding Corp.†		3,901		237,727
Vista Outdoor, Inc.†		5,993		40,153
YETI Holdings, Inc.†		3,204		106,725
				415,575
Audio/Video Products — 0.1%
Daktronics, Inc.		3,798		26,054
Sonos, Inc.†		7,321		95,759
Universal Electronics, Inc.†		1,393		72,603
				194,416
Auto Repair Centers — 0.1%
Monro, Inc.		3,384		237,252
Auto-Heavy Duty Trucks — 0.1%
Blue Bird Corp.†		1,569		30,658
Navistar International Corp.†		5,140		160,779
REV Group, Inc.		2,815		35,019
				226,456
Auto-Truck Trailers — 0.0%
Wabash National Corp.		5,563		79,328
Auto/Truck Parts & Equipment-Original — 0.8%
Adient PLC		9,091		192,638
American Axle & Manufacturing Holdings, Inc.†		11,610		97,060
Cooper-Standard Holdings, Inc.†		1,738		55,373
Dana, Inc.		14,975		243,044
Dorman Products, Inc.†		2,794		201,028
Gentherm, Inc.†		3,427		143,146
Meritor, Inc.†		8,225		181,197
Methode Electronics, Inc.		3,788		130,307
Miller Industries, Inc.		1,145		41,163
Modine Manufacturing Co.†		5,133		58,670
Spartan Motors, Inc.		3,557		62,141
Telenav, Inc.†		3,371		15,877
Tenneco, Inc., Class A		5,260		66,223
Titan International, Inc.		5,198		13,879
Visteon Corp.†		2,895		269,293
				1,771,039

Auto/Truck Parts & Equipment-Replacement — 0.1%
Commercial Vehicle Group, Inc.†	3,148	22,949
Douglas Dynamics, Inc.	2,322	108,739
Motorcar Parts of America, Inc.†	1,938	36,938
Standard Motor Products, Inc.	2,183	114,302
		282,928
B2B/E-Commerce — 0.1%
ePlus, Inc.†	1,384	108,132
Banks-Commercial — 9.1%
1st Constitution Bancorp	777	14,755
1st Source Corp.	1,463	74,876
ACNB Corp.	709	25,092
Allegiance Bancshares, Inc.†	2,018	67,119
Amalgamated Bank, Class A	1,436	26,150
Amerant Bancorp, Inc.†	2,005	39,398
American National Bankshares, Inc.	1,109	40,146
Ameris Bancorp	6,335	271,455
Ames National Corp.	920	25,484
Arrow Financial Corp.	1,322	46,429
Atlantic Capital Bancshares, Inc.†	2,320	43,268
Atlantic Union Bankshares Corp.	8,425	310,545
BancFirst Corp.	1,930	111,728
Bancorp, Inc.†	5,205	56,734
BancorpSouth Bank	9,922	304,308
Bank First Corp.	599	41,930
Bank of Commerce Holdings	1,796	20,151
Bank of Marin Bancorp	1,387	60,848
Bank of N.T. Butterfield & Son, Ltd.	5,672	186,892
Bank of Princeton	582	16,738
Bank7 Corp.	390	7,098
Bankwell Financial Group, Inc.	689	19,719
Banner Corp.	3,524	190,226
Bar Harbor Bankshares	1,581	39,604
Baycom Corp.†	1,127	23,825
BCB Bancorp, Inc.	1,446	18,653
Bridge Bancorp, Inc.	1,690	54,756
Bridgewater Bancshares, Inc.†	2,317	29,171
Bryn Mawr Bank Corp.	2,062	78,583
Business First Bancshares, Inc.	1,294	31,625
Byline Bancorp, Inc.†	2,415	41,876
C&F Financial Corp.	337	17,140
Cadence BanCorp	13,017	200,201
Cambridge Bancorp	445	34,492
Camden National Corp.	1,590	70,453
Capital Bancorp, Inc.†	824	11,940
Capital City Bank Group, Inc.	1,392	39,602
Capstar Financial Holdings, Inc.	1,513	25,585
Carolina Financial Corp.	2,169	82,314
Carter Bank & Trust†	2,347	46,119
Cathay General Bancorp	7,950	282,781
CenterState Bank Corp.	12,891	326,916
Central Pacific Financial Corp.	2,893	83,666
Central Valley Community Bancorp	1,189	24,767
Century Bancorp, Inc., Class A	294	25,581
Chemung Financial Corp.	368	15,666
Citizens & Northern Corp.	1,243	31,958
City Holding Co.	1,667	132,260
Civista Bancshares, Inc.	1,590	35,743
CNB Financial Corp.	1,505	47,061
Coastal Financial Corp.†	804	12,100
Codorus Valley Bancorp, Inc.	998	21,596
Colony Bankcorp, Inc.	770	11,966
Columbia Banking System, Inc.	7,620	299,466
Community Bank System, Inc.	5,271	357,268
Community Financial Corp.	507	16,893
Community Trust Bancorp, Inc.	1,603	70,227
ConnectOne Bancorp, Inc.	3,433	83,353
CrossFirst Bankshares, Inc.†	688	9,199
Customers Bancorp, Inc.†	2,939	69,302
CVB Financial Corp.	13,842	287,637
DNB Financial Corp.	360	16,373
Eagle Bancorp, Inc.	3,490	157,539
Enterprise Bancorp, Inc.	929	27,693
Enterprise Financial Services Corp.	2,554	111,865
Equity Bancshares, Inc., Class A†	1,541	42,778
Esquire Financial Holdings, Inc.†	661	16,062
Evans Bancorp, Inc.	489	18,577
Farmers & Merchants Bancorp, Inc.	1,045	26,752
Farmers National Banc Corp.	2,654	39,598
FB Financial Corp.	1,764	66,450
Fidelity D&D Bancorp, Inc.	290	19,126
Financial Institutions, Inc.	1,604	50,414
First Bancorp	3,037	114,647
First Bancorp, Inc.	1,062	30,023
First BanCorp./Puerto Rico	22,253	234,102
First Bancshares, Inc.	1,719	56,658
First Bank	1,721	18,174
First Busey Corp.	5,380	141,871
First Business Financial Services, Inc.	855	20,794
First Choice Bancorp	1,046	23,389
First Commonwealth Financial Corp.	10,145	142,943
First Community Bankshares, Inc.	1,591	50,642
First Financial Bancorp	10,105	236,861
First Financial Bankshares, Inc.	13,487	448,847
First Financial Corp.	1,357	59,532
First Foundation, Inc.	4,052	64,873
First Guaranty Bancshares, Inc.	486	10,206
First Internet Bancorp	1,002	22,785
First Interstate BancSystem, Inc., Class A	3,924	164,651
First Merchants Corp.	5,659	223,813
First Mid Bancshares, Inc.	1,508	52,629
First Midwest Bancorp, Inc.	11,045	226,864
First Northwest Bancorp	929	16,323
First of Long Island Corp.	2,483	58,202
FNCB Bancorp, Inc.	1,773	13,173
Franklin Financial Network, Inc.	1,359	45,214
Franklin Financial Services Corp.	429	15,354
Fulton Financial Corp.	16,852	287,495
FVCBankcorp, Inc.†	1,258	21,663
German American Bancorp, Inc.	2,567	84,839
Glacier Bancorp, Inc.	9,005	381,092
Great Southern Bancorp, Inc.	1,148	69,362
Great Western Bancorp, Inc.	5,932	206,849
Guaranty Bancshares, Inc.	843	26,689
Hancock Whitney Corp.	9,352	364,728
Hanmi Financial Corp.	3,140	60,445
HarborOne Bancorp, Inc.†	2,718	27,751
Hawthorn Bancshares, Inc.	586	14,064
Heartland Financial USA, Inc.	3,604	168,595
Heritage Commerce Corp.	4,328	52,023
Heritage Financial Corp.	3,799	104,586
Hilltop Holdings, Inc.	7,420	173,331
Home BancShares, Inc.	16,086	297,269
HomeStreet, Inc.†	2,325	69,773
Hope Bancorp, Inc.	12,504	178,432
Horizon Bancorp	3,869	70,629
Howard Bancorp, Inc.†	1,335	22,401
IBERIABANK Corp.	5,411	397,113

Independent Bank Corp./Massachusetts	3,443	282,601
Independent Bank Corp./Michigan	2,243	50,490
International Bancshares Corp.	5,766	236,175
Investar Holding Corp.	964	23,917
Kearny Financial Corp.	8,500	119,255
Lakeland Bancorp, Inc.	5,051	83,594
Lakeland Financial Corp.	2,554	118,889
LCNB Corp.	1,260	22,781
Level One Bancorp, Inc.	533	13,005
Live Oak Bancshares, Inc.	2,640	47,916
Luther Burbank Corp.	2,069	23,938
Macatawa Bank Corp.	2,696	28,187
Mackinac Financial Corp.	955	14,936
MainStreet Bancshares, Inc.†	736	15,265
Mercantile Bank Corp.	1,663	58,554
Merchants Bancorp	893	14,583
Meta Financial Group, Inc.	3,660	115,876
Metropolitan Bank Holding Corp.†	727	31,217
Mid Penn Bancorp, Inc.	714	18,207
Midland States Bancorp, Inc.	2,274	60,943
MidWestOne Financial Group, Inc.	1,230	40,092
MVB Financial Corp.	978	19,707
National Bankshares, Inc.	655	27,562
NBT Bancorp, Inc.	4,425	175,894
Nicolet Bankshares, Inc.†	849	58,564
Northeast Bank	777	16,636
Northrim BanCorp, Inc.	682	26,564
Norwood Financial Corp.	598	18,658
Oak Valley Bancorp	709	11,840
OFG Bancorp	5,243	106,485
Ohio Valley Banc Corp.	429	15,761
Old Line Bancshares, Inc.	1,580	46,262
Old National Bancorp	17,755	319,501
Old Second Bancorp, Inc.	3,006	36,282
OP Bancorp	1,360	13,328
Opus Bank	2,269	56,249
Origin Bancorp, Inc.	1,980	69,676
Orrstown Financial Services, Inc.	1,062	23,035
Pacific Mercantile Bancorp†	2,016	14,435
Park National Corp.	1,375	139,219
PCB Bancorp	1,283	21,465
PCSB Financial Corp.	1,679	34,017
Peapack Gladstone Financial Corp.	1,960	57,232
Penns Woods Bancorp, Inc.	711	21,735
People’s Utah Bancorp	1,625	47,287
Peoples Bancorp of North Carolina, Inc.	477	14,186
Peoples Bancorp, Inc.	1,865	61,004
Peoples Financial Services Corp.	714	35,115
Pioneer Bancorp, Inc.†	1,145	15,458
Preferred Bank	1,455	77,566
Premier Financial Bancorp, Inc.	1,351	23,980
Provident Bancorp, Inc.†	893	10,180
QCR Holdings, Inc.	1,529	62,047
RBB Bancorp	1,683	33,896
Red River Bancshares, Inc.†	72	3,168
Reliant Bancorp, Inc.	1,058	24,080
Renasant Corp.	5,909	205,042
Republic Bancorp, Inc., Class A	1,005	44,692
Republic First Bancorp, Inc.†	4,527	18,334
Richmond Mutual Bancorp., Inc.†	1,362	19,000
S&T Bancorp, Inc.	3,500	131,792
Sandy Spring Bancorp, Inc.	3,645	125,752
SB One Bancorp	848	18,724
Seacoast Banking Corp. of Florida†	5,233	146,524
Select Bancorp, Inc.†	1,699	19,199
ServisFirst Bancshares, Inc.	4,931	172,585
Shore Bancshares, Inc.	1,310	20,449
Sierra Bancorp	1,467	39,961
Simmons First National Corp., Class A	9,411	225,111
SmartFinancial, Inc.†	1,319	27,765
South Plains Financial, Inc.	364	6,097
South State Corp.	3,511	276,877
Southern First Bancshares, Inc.†	723	29,144
Southern National Bancorp of Virginia, Inc.	2,043	32,361
Southside Bancshares, Inc.	3,324	114,512
Spirit of Texas Bancshares, Inc.†	1,395	29,156
Sterling Bancorp, Inc.	1,714	16,609
Stock Yards Bancorp, Inc.	2,101	83,914
Summit Financial Group, Inc.	1,138	28,973
Tompkins Financial Corp.	1,506	131,790
Towne Bank	6,909	194,074
TriCo Bancshares	2,774	104,386
TriState Capital Holdings, Inc.†	2,532	58,540
Triumph Bancorp, Inc.†	2,504	81,255
TrustCo Bank Corp.	9,857	85,164
Trustmark Corp.	6,669	228,880
UMB Financial Corp.	4,594	299,804
United Bankshares, Inc.	10,117	400,026
United Community Banks, Inc.	8,167	246,725
United Security Bancshares	1,396	14,197
Unity Bancorp, Inc.	817	17,843
Univest Financial Corp.	2,982	76,786
Valley National Bancorp	33,651	389,679
Veritex Holdings, Inc.	5,375	132,332
Washington Trust Bancorp, Inc.	1,567	80,058
WesBanco, Inc.	5,477	205,880
West Bancorporation, Inc.	1,658	38,930
Westamerica Bancorporation	2,702	178,386
Western New England Bancorp, Inc.	2,470	23,613
		19,236,776
Banks-Fiduciary — 0.0%
Parke Bancorp, Inc.	933	22,429
Union Bankshares, Inc.	403	13,396
		35,825
Banks-Mortgage — 0.1%
Flagstar Bancorp, Inc.	2,957	107,458
Walker & Dunlop, Inc.	2,871	180,844
		288,302
Banks-Super Regional — 0.1%
Independent Bank Group, Inc.	3,696	197,625
National Bank Holdings Corp., Class A	3,058	105,195
		302,820
Batteries/Battery Systems — 0.1%
EnerSys	4,424	295,789
Beverages-Non-alcoholic — 0.1%
Celsius Holdings, Inc.†	2,605	9,170
Coca-Cola Consolidated, Inc.	487	133,613
National Beverage Corp.	1,224	53,807
New Age Beverages Corp.†	7,774	20,912
Primo Water Corp.†	3,632	43,929
		261,431
Beverages-Wine/Spirits — 0.0%
MGP Ingredients, Inc.	1,345	57,687
Brewery — 0.2%
Boston Beer Co., Inc., Class A†	866	324,282
Craft Brew Alliance, Inc.†	1,202	8,763
		333,045

Broadcast Services/Program — 0.1%
Hemisphere Media Group, Inc.†	1,753	22,631
MSG Networks, Inc., Class A†	6,066	98,330
		120,961
Building & Construction Products-Misc. — 1.1%
American Woodmark Corp.†	1,747	173,232
Armstrong Flooring, Inc.†	1,835	11,267
Builders FirstSource, Inc.†	11,816	267,160
Caesarstone, Ltd.	2,337	39,472
Cornerstone Building Brands, Inc.†	4,766	29,787
Forterra, Inc.†	1,925	15,804
Gibraltar Industries, Inc.†	3,346	178,108
Louisiana-Pacific Corp.	12,873	376,278
Patrick Industries, Inc.†	2,338	115,521
Select Interior Concepts, Inc., Class A†	2,150	24,639
Simpson Manufacturing Co., Inc.	4,644	383,780
Summit Materials, Inc., Class A†	11,665	267,478
Trex Co., Inc.†	6,092	535,426
		2,417,952
Building & Construction-Misc. — 0.6%
BrightView Holdings, Inc.†	3,234	57,565
Comfort Systems USA, Inc.	3,771	190,096
Concrete Pumping Holdings, Inc.†	1,667	5,735
EMCOR Group, Inc.	5,787	507,578
IES Holdings, Inc.†	855	16,587
MYR Group, Inc.†	1,669	57,430
NV5 Global, Inc.†	1,073	77,717
TopBuild Corp.†	3,518	365,626
WillScot Corp.†	5,354	84,379
		1,362,713
Building Products-Air & Heating — 0.1%
AAON, Inc.	4,257	207,146
Building Products-Cement — 0.1%
Continental Building Products, Inc.†	3,607	107,885
US Concrete, Inc.†	1,656	86,543
		194,428
Building Products-Doors & Windows — 0.3%
Apogee Enterprises, Inc.	2,712	101,809
Griffon Corp.	3,782	80,594
JELD-WEN Holding, Inc.†	7,001	119,647
Masonite International Corp.†	2,580	158,438
PGT Innovations, Inc.†	5,882	103,876
		564,364
Building Products-Wood — 0.2%
Boise Cascade Co.	4,026	144,010
Universal Forest Products, Inc.	6,173	310,872
		454,882
Building-Heavy Construction — 0.6%
Aegion Corp.†	3,158	68,434
Arcosa, Inc.	5,047	193,855
Construction Partners, Inc., Class A†	1,301	22,273
Dycom Industries, Inc.†	3,152	143,700
Granite Construction, Inc.	4,862	114,451
Great Lakes Dredge & Dock Corp.†	6,317	67,908
MasTec, Inc.†	6,222	391,613
Primoris Services Corp.	4,593	93,881
Sterling Construction Co., Inc.†	2,706	43,959
Tutor Perini Corp.†	4,135	63,968
		1,204,042
Building-Maintenance & Services — 0.1%
ABM Industries, Inc.	6,902	251,647
Building-Mobile Home/Manufactured Housing — 0.3%
Cavco Industries, Inc.†	893	171,143
LCI Industries	2,529	245,617
Skyline Champion Corp.†	5,218	147,304
Winnebago Industries, Inc.	3,225	155,026
		719,090
Building-Residential/Commercial — 0.9%
Beazer Homes USA, Inc.†	2,980	44,730
Century Communities, Inc.†	2,717	81,972
Forestar Group, Inc.†	1,092	20,508
Green Brick Partners, Inc.†	2,520	25,376
Installed Building Products, Inc.†	2,348	153,137
KB Home	8,888	317,213
LGI Homes, Inc.†	2,077	163,003
M/I Homes, Inc.†	2,752	121,583
MDC Holdings, Inc.	5,145	199,163
Meritage Homes Corp.†	3,756	270,770
Taylor Morrison Home Corp., Class A†	10,910	273,295
TRI Pointe Group, Inc.†	14,653	230,638
William Lyon Homes, Class A†	3,294	63,739
		1,965,127
Cable/Satellite TV — 0.2%
Liberty Latin America, Ltd., Class A†	4,794	89,600
Liberty Latin America, Ltd., Class C†	11,800	217,238
WideOpenWest, Inc.†	2,554	16,218
		323,056
Capacitors — 0.1%
KEMET Corp.	5,901	128,288
Casino Hotels — 0.1%
Boyd Gaming Corp.	8,354	227,646
Century Casinos, Inc.†	2,825	20,877
		248,523
Casino Services — 0.3%
Eldorado Resorts, Inc.†	6,829	305,734
Everi Holdings, Inc.†	7,123	71,658
Scientific Games Corp.†	5,782	138,710
		516,102
Cellular Telecom — 0.0%
ATN International, Inc.	1,147	67,937
Chemicals-Diversified — 0.4%
AdvanSix, Inc.†	2,892	65,822
Codexis, Inc.†	5,480	74,090
Innophos Holdings, Inc.	2,033	66,316
Innospec, Inc.	2,520	230,227
Koppers Holdings, Inc.†	1,951	62,627
Orion Engineered Carbons SA	6,247	103,450
Quaker Chemical Corp.	1,360	207,917
		810,449
Chemicals-Fibers — 0.0%
Rayonier Advanced Materials, Inc.	5,059	21,096
Chemicals-Other — 0.0%
American Vanguard Corp.	2,990	41,800
Chemicals-Plastics — 0.1%
A. Schulman, Inc. CVR†(1)	1,986	592
PolyOne Corp.	7,955	254,958
		255,550
Chemicals-Specialty — 1.2%
Amyris, Inc.†	3,861	12,799
Balchem Corp.	3,338	337,839
Ferro Corp.†	8,460	94,160
GCP Applied Technologies, Inc.†	5,607	115,841

H.B. Fuller Co.	5,279	257,615
Hawkins, Inc.	1,011	43,220
Ingevity Corp.†	4,359	367,071
Kraton Corp.†	3,245	72,753
Materion Corp.	2,104	119,591
Minerals Technologies, Inc.	3,652	180,591
Oil-Dri Corp. of America	537	18,800
OMNOVA Solutions, Inc.†	4,541	45,910
PQ Group Holdings, Inc.†	3,926	64,661
Rogers Corp.†	1,918	259,851
Sensient Technologies Corp.	4,392	274,764
Stepan Co.	2,122	207,362
Tronox Holdings PLC, Class A	9,462	80,332
Valhi, Inc.	3,002	5,674
		2,558,834
Circuit Boards — 0.1%
TTM Technologies, Inc.†	10,267	120,227
Coal — 0.2%
Advanced Emissions Solutions, Inc.	1,706	23,594
Arch Coal, Inc., Class A	1,690	133,324
CONSOL Energy, Inc.†	2,815	37,243
Hallador Energy Co.	2,107	7,090
NACCO Industries, Inc., Class A	382	19,291
Peabody Energy Corp.	7,103	74,795
Ramaco Resources, Inc.†	848	3,010
SunCoke Energy, Inc.†	7,951	42,061
Warrior Met Coal, Inc.	5,359	104,393
		444,801
Coatings/Paint — 0.0%
Kronos Worldwide, Inc.	2,348	29,773
Coffee — 0.0%
Farmer Brothers Co.†	1,097	14,075
Youngevity International, Inc.†	893	4,170
		18,245
Commercial Services — 0.8%
Acacia Research Corp.†	5,036	12,791
Care.com, Inc.†	2,236	26,117
Collectors Universe, Inc.	830	23,788
Emerald Expositions Events, Inc.	2,562	24,903
Forrester Research, Inc.	1,103	38,031
Harsco Corp.†	8,247	167,167
Healthcare Services Group, Inc.	7,710	187,816
HMS Holdings Corp.†	8,997	294,112
LiveRamp Holdings, Inc.†	6,948	271,597
Medifast, Inc.	1,177	130,576
National Research Corp.	1,247	71,615
SP Plus Corp.†	2,364	104,418
Team, Inc.†	3,087	56,060
WW International, Inc.†	4,844	168,910
		1,577,901
Commercial Services-Finance — 0.4%
Cardtronics PLC, Class A†	3,871	132,620
Cass Information Systems, Inc.	1,460	83,673
CBIZ, Inc.†	5,318	145,554
EVERTEC, Inc.	6,287	192,319
Evo Payments, Inc., Class A†	3,676	104,509
Green Dot Corp., Class A†	5,015	144,633
International Money Express, Inc.†	1,409	21,586
PRGX Global, Inc.†	2,160	10,800
Priority Technology Holdings, Inc.†	679	2,349
		838,043
Communications Software — 0.1%
Avaya Holdings Corp.†	11,497	138,999
Pareteum Corp.†	11,134	4,119
		143,118
Computer Aided Design — 0.1%
Altair Engineering, Inc., Class A†	4,070	150,061
Computer Data Security — 0.5%
ForeScout Technologies, Inc.†	4,299	132,237
OneSpan, Inc.†	3,395	63,521
Qualys, Inc.†	3,525	300,788
Rapid7, Inc.†	5,053	253,105
SecureWorks Corp., Class A†	870	10,579
Tenable Holdings, Inc.†	3,837	96,692
Varonis Systems, Inc.†	3,074	219,945
		1,076,867
Computer Services — 1.2%
Carbonite, Inc.†	3,432	58,927
Conduent, Inc.†	17,939	110,863
ExlService Holdings, Inc.†	3,475	241,964
Insight Enterprises, Inc.†	3,674	225,510
MAXIMUS, Inc.	6,594	506,024
Parsons Corp.†	1,992	70,915
Perspecta, Inc.	14,660	389,076
Presidio, Inc.	4,780	79,348
Rimini Street, Inc.†	2,083	8,145
Science Applications International Corp.	6,154	508,444
StarTek, Inc.†	1,720	11,180
Sykes Enterprises, Inc.†	3,963	122,437
TTEC Holdings, Inc.	1,484	70,297
Unisys Corp.†	5,280	54,173
Virtusa Corp.†	3,014	112,362
		2,569,665
Computer Software — 1.1%
Avid Technology, Inc.†	2,937	19,839
Bandwidth, Inc., Class A†	1,666	93,546
Box, Inc., Class A†	14,854	251,330
Cision, Ltd.†	9,491	95,574
Cloudera, Inc.†	24,471	207,514
Cornerstone OnDemand, Inc.†	5,906	345,914
Envestnet, Inc.†	4,953	309,513
j2 Global, Inc.	4,834	459,037
Simulations Plus, Inc.	1,238	43,838
TiVo Corp.	12,712	103,476
Yext, Inc.†	9,635	158,592
Zuora, Inc., Class A†	9,007	128,350
		2,216,523
Computers — 0.0%
Inspired Entertainment, Inc.†	917	6,740
Computers-Integrated Systems — 0.3%
Agilysys, Inc.†	2,145	54,033
Cubic Corp.	3,241	238,991
Diebold Nixdorf, Inc.†	7,960	55,720
MTS Systems Corp.	1,862	105,166
NetScout Systems, Inc.†	7,547	182,788
PAR Technology Corp.†	1,199	30,047
		666,745
Computers-Other — 0.4%
3D Systems Corp.†	11,922	113,140
Lumentum Holdings, Inc.†	7,930	496,894
PlayAGS, Inc.†	2,758	31,827
Stratasys, Ltd.†	5,330	110,224
		752,085

Computers-Periphery Equipment — 0.0%
Mitek Systems, Inc.†	3,824	36,863
Computers-Voice Recognition — 0.0%
Vocera Communications, Inc.†	3,228	64,302
Consulting Services — 0.5%
CRA International, Inc.	795	39,154
Franklin Covey Co.†	1,010	38,582
FTI Consulting, Inc.†	3,861	420,347
GP Strategies Corp.†	1,325	14,707
Hackett Group, Inc.	2,534	42,850
Huron Consulting Group, Inc.†	2,324	153,709
ICF International, Inc.	1,881	161,183
Information Services Group, Inc.†	3,698	7,988
Kelly Services, Inc., Class A	3,433	82,426
R1 RCM, Inc.†	10,758	114,358
Vectrus, Inc.†	1,170	53,481
		1,128,785
Consumer Products-Misc. — 0.4%
Central Garden & Pet Co.†	1,085	32,572
Central Garden & Pet Co., Class A†	4,355	123,159
Helen of Troy, Ltd.†	2,603	389,825
Quanex Building Products Corp.	3,420	65,972
WD-40 Co.	1,424	266,858
		878,386
Containers-Metal/Glass — 0.1%
Greif, Inc., Class A	2,681	105,015
Greif, Inc., Class B	625	29,394
		134,409
Containers-Paper/Plastic — 0.1%
Matthews International Corp., Class A	3,196	118,188
UFP Technologies, Inc.†	700	29,127
		147,315
Cosmetics & Toiletries — 0.2%
e.l.f. Beauty, Inc.†	2,720	45,696
Edgewell Personal Care Co.†	5,604	196,140
Inter Parfums, Inc.	1,825	141,310
Revlon, Inc., Class A†	716	18,823
		401,969
Cruise Lines — 0.0%
Lindblad Expeditions Holdings, Inc.†	2,379	37,445
Data Processing/Management — 0.3%
Bottomline Technologies, Inc.†	4,442	181,900
CommVault Systems, Inc.†	4,186	207,919
CSG Systems International, Inc.	3,410	196,552
		586,371
Dental Supplies & Equipment — 0.1%
Patterson Cos., Inc.	8,666	148,449
Diagnostic Equipment — 0.3%
Accelerate Diagnostics, Inc.†	2,827	43,536
BioTelemetry, Inc.†	3,440	135,398
GenMark Diagnostics, Inc.†	5,643	31,657
OPKO Health, Inc.†	36,964	52,489
Quanterix Corp.†	1,347	28,085
Repligen Corp.†	5,363	426,305
		717,470
Diagnostic Kits — 0.2%
Celcuity, Inc.†	610	9,608
Genomic Health, Inc.†	2,792	186,171
Meridian Bioscience, Inc.	4,365	42,733
OraSure Technologies, Inc.†	6,375	54,442
Quidel Corp.†	3,670	208,823
		501,777
Dialysis Centers — 0.0%
American Renal Associates Holdings, Inc.†	1,901	15,816
Direct Marketing — 0.0%
Quotient Technology, Inc.†	7,777	66,960
Disposable Medical Products — 0.2%
BioLife Solutions, Inc.†	699	11,890
CONMED Corp.	2,824	310,696
Merit Medical Systems, Inc.†	5,554	114,718
Utah Medical Products, Inc.	361	36,992
		474,296
Distribution/Wholesale — 0.7%
Anixter International, Inc.†	3,160	261,490
BlueLinx Holdings, Inc.†	927	28,978
Core-Mark Holding Co., Inc.	4,696	143,322
EVI Industries, Inc.	471	16,198
Fossil Group, Inc.†	4,850	52,768
G-III Apparel Group, Ltd.†	4,687	117,691
H&E Equipment Services, Inc.	3,310	112,341
ScanSource, Inc.†	2,678	86,499
SiteOne Landscape Supply, Inc.†	4,236	373,022
Systemax, Inc.	1,282	27,742
Titan Machinery, Inc.†	1,963	32,586
Triton International, Ltd.	5,735	210,474
Veritiv Corp.†	1,343	18,319
		1,481,430
Diversified Manufacturing Operations — 0.5%
Actuant Corp., Class A	5,783	143,245
Chase Corp.	759	88,917
EnPro Industries, Inc.	2,133	148,350
Fabrinet†	3,779	212,493
Federal Signal Corp.	6,194	200,933
LSB Industries, Inc.†	2,331	9,860
Lydall, Inc.†	1,767	34,580
NL Industries, Inc.†	867	3,581
Standex International Corp.	1,301	98,590
		940,549
Diversified Minerals — 0.1%
Covia Holdings Corp.†	4,312	5,951
Livent Corp.†	15,204	104,299
United States Lime & Minerals, Inc.	208	18,408
		128,658
Diversified Operations/Commercial Services — 0.1%
Viad Corp.	2,080	126,922
Drug Delivery Systems — 0.2%
Antares Pharma, Inc.†	16,763	56,324
Assertio Therapeutics, Inc.†	6,684	5,281
BioDelivery Sciences International, Inc.†	8,657	50,037
Heron Therapeutics, Inc.†	7,650	162,563
Revance Therapeutics, Inc.†	4,564	71,472
Senseonics Holdings, Inc.†	12,693	14,851
		360,528
E-Commerce/Products — 0.1%
1-800-flowers.com, Inc., Class A†	2,571	36,663
Lands’ End, Inc.†	1,101	13,289
Overstock.com, Inc.†	2,787	29,347
RealReal, Inc.†	1,811	41,852
Stitch Fix, Inc., Class A†	4,347	99,372
		220,523

E-Commerce/Services — 0.5%
Cargurus, Inc.†	7,694	258,442
Cars.com, Inc.†	6,953	78,638
ChannelAdvisor Corp.†	2,767	26,038
Eventbrite, Inc., Class A†	3,787	68,090
EverQuote, Inc., Class A†	911	18,493
Groupon, Inc.†	46,829	130,185
Leaf Group, Ltd.†	1,792	5,322
Shutterstock, Inc.†	1,979	80,308
Stamps.com, Inc.†	1,736	146,571
Travelzoo†	545	5,515
TrueCar, Inc.†	10,735	35,211
Upwork, Inc.†	5,886	88,525
		941,338
E-Marketing/Info — 0.1%
Cardlytics, Inc.†	1,426	59,764
comScore, Inc.†	5,075	11,723
Liquidity Services, Inc.†	2,839	18,425
New Media Investment Group, Inc.	6,214	54,745
QuinStreet, Inc.†	4,695	60,237
Rubicon Project, Inc.†	5,084	43,214
		248,108
E-Services/Consulting — 0.1%
Perficient, Inc.†	3,345	131,124
Educational Software — 0.1%
Instructure, Inc.†	3,536	165,237
Electric Products-Misc. — 0.2%
Graham Corp.	995	22,547
nLight, Inc.†	3,425	45,758
Novanta, Inc.†	3,491	310,873
		379,178
Electric-Distribution — 0.1%
Genie Energy, Ltd., Class B	1,491	11,108
Spark Energy, Inc., Class A	1,227	11,742
Unitil Corp.	1,513	94,215
		117,065
Electric-Generation — 0.2%
Atlantic Power Corp.†	11,080	25,816
Ormat Technologies, Inc.	4,114	314,968
		340,784
Electric-Integrated — 1.6%
ALLETE, Inc.	5,375	462,572
Ameresco, Inc., Class A†	2,276	33,548
Avista Corp.	6,803	326,748
Black Hills Corp.	6,331	499,073
El Paso Electric Co.	4,208	280,716
MGE Energy, Inc.	3,618	278,731
NorthWestern Corp.	5,251	380,803
Otter Tail Corp.	4,087	231,651
PNM Resources, Inc.	8,243	429,872
Portland General Electric Co.	9,308	529,439
		3,453,153
Electronic Components-Misc. — 0.9%
Advanced Energy Industries, Inc.†	3,946	233,209
Applied Optoelectronics, Inc.†	1,970	18,439
Atkore International Group, Inc.†	4,852	168,364
Bel Fuse, Inc., Class B	1,023	15,048
Benchmark Electronics, Inc.	3,901	132,244
Comtech Telecommunications Corp.	2,435	85,103
IntriCon Corp.†	851	17,599
Kimball Electronics, Inc.†	2,543	37,789
Knowles Corp.†	8,432	181,963
NVE Corp.	495	30,814
OSI Systems, Inc.†	1,726	171,288
Plexus Corp.†	2,996	221,524
Sanmina Corp.†	7,017	215,632
SMART Global Holdings, Inc.†	1,356	40,273
Transcat, Inc.†	716	22,440
Vishay Intertechnology, Inc.	13,754	277,143
Vishay Precision Group, Inc.†	1,081	36,808
ZAGG, Inc.†	2,907	21,425
		1,927,105
Electronic Components-Semiconductors — 1.4%
Adesto Technologies Corp.†	2,806	25,703
Alpha & Omega Semiconductor, Ltd.†	2,075	27,099
Ambarella, Inc.†	3,273	172,258
Amkor Technology, Inc.†	10,181	126,550
AVX Corp.	4,879	74,746
AXT, Inc.†	3,992	12,455
CEVA, Inc.†	2,251	61,272
CTS Corp.	3,369	89,885
Diodes, Inc.†	4,256	198,542
DSP Group, Inc.†	2,258	33,667
GSI Technology, Inc.†	1,646	12,872
Impinj, Inc.†	1,531	50,362
Inphi Corp.†	4,660	334,961
Lattice Semiconductor Corp.†	12,926	253,220
MACOM Technology Solutions Holdings, Inc.†	4,763	108,311
Photronics, Inc.†	6,760	79,768
Rambus, Inc.†	11,448	158,498
Semtech Corp.†	6,832	344,743
Silicon Laboratories, Inc.†	4,456	473,405
Synaptics, Inc.†	3,487	146,838
Xperi Corp.	5,105	103,657
		2,888,812
Electronic Measurement Instruments — 0.4%
Badger Meter, Inc.	2,965	171,377
FARO Technologies, Inc.†	1,786	85,156
Fitbit, Inc., Class A†	23,299	143,988
Itron, Inc.†	3,555	271,104
Mesa Laboratories, Inc.	398	90,645
Stoneridge, Inc.†	2,743	84,704
		846,974
Electronic Parts Distribution — 0.2%
Tech Data Corp.†	3,773	458,419
Electronic Security Devices — 0.1%
Alarm.com Holdings, Inc.†	3,809	188,164
Napco Security Technologies, Inc.†	1,199	36,402
Wrap Technologies, Inc.†	848	3,333
		227,899
Electronics-Military — 0.2%
Mercury Systems, Inc.†	5,624	414,264
Energy-Alternate Sources — 0.6%
Clean Energy Fuels Corp.†	13,925	31,331
Enphase Energy, Inc.†	9,520	184,974
FutureFuel Corp.	2,676	32,995
Green Plains, Inc.	3,777	46,570
Pattern Energy Group, Inc., Class A	9,156	256,643
Plug Power, Inc.†	24,468	64,840
Renewable Energy Group, Inc.†	3,815	62,337
REX American Resources Corp.†	581	47,015
Sunnova Energy International, Inc.†	1,391	14,772
SunPower Corp.†	6,520	57,115
Sunrun, Inc.†	11,713	182,020

TerraForm Power, Inc., Class A	7,576	128,641
TPI Composites, Inc.†	2,994	61,467
Vivint Solar, Inc.†	4,520	31,685
		1,202,405
Engineering/R&D Services — 0.4%
Argan, Inc.	1,526	57,759
Exponent, Inc.	5,364	340,775
Iteris, Inc.†	4,161	22,303
KBR, Inc.	14,681	413,417
Mistras Group, Inc.†	1,866	28,923
VSE Corp.	904	34,732
		897,909
Engines-Internal Combustion — 0.0%
Briggs & Stratton Corp.	4,225	31,138
Enterprise Software/Service — 2.0%
ACI Worldwide, Inc.†	11,938	374,734
American Software, Inc., Class A	2,989	48,452
Appian Corp.†	3,232	144,276
Benefitfocus, Inc.†	3,071	69,819
Blackbaud, Inc.	5,065	425,207
Blackline, Inc.†	4,434	207,245
Daily Journal Corp.†	118	33,159
Domo, Inc., Class B†	1,814	29,169
Donnelley Financial Solutions, Inc.†	3,232	36,522
eGain Corp.†	2,112	15,893
Everbridge, Inc.†	3,446	239,531
Evolent Health, Inc., Class A†	7,678	58,506
Exela Technologies, Inc.†	4,647	2,840
Intelligent Systems Corp.†	707	31,935
LivePerson, Inc.†	6,372	261,571
Majesco†	786	6,767
ManTech International Corp., Class A	2,776	219,804
MicroStrategy, Inc., Class A†	858	131,489
MobileIron, Inc.†	9,913	62,055
Model N, Inc.†	3,365	100,243
Omnicell, Inc.†	4,295	302,325
Phunware, Inc.†	3,321	5,480
Progress Software Corp.	4,609	183,807
PROS Holdings, Inc.†	3,411	174,780
QAD, Inc., Class A	1,143	53,127
SailPoint Technologies Holding, Inc.†	8,888	172,072
SPS Commerce, Inc.†	3,626	191,344
SVMK, Inc.†	8,896	163,686
Verint Systems, Inc.†	6,783	307,880
Workiva, Inc.†	3,809	158,721
		4,212,439
Entertainment Software — 0.0%
Glu Mobile, Inc.†	12,005	71,190
Environmental Consulting & Engineering — 0.2%
NRC Group Holdings Corp.†	1,085	13,281
Tetra Tech, Inc.	5,658	494,905
		508,186
Filtration/Separation Products — 0.1%
ESCO Technologies, Inc.	2,648	223,730
Finance-Commercial — 0.1%
Hannon Armstrong Sustainable Infrastructure Capital, Inc.	6,565	196,031
Marlin Business Services Corp.	909	21,580
MMA Capital Holdings, Inc.†	509	16,201
NewStar Financial, Inc. CVR†(1)	2,250	1,215
On Deck Capital, Inc.†	6,891	30,734
		265,761
Finance-Consumer Loans — 0.3%
Curo Group Holdings Corp.†	1,758	24,594
Elevate Credit, Inc.†	2,327	9,518
Encore Capital Group, Inc.†	3,203	106,308
Enova International, Inc.†	3,416	80,242
LendingClub Corp.†	6,820	86,205
Nelnet, Inc., Class A	1,855	113,656
Ocwen Financial Corp.†	13,960	23,592
PRA Group, Inc.†	4,666	158,317
Regional Management Corp.†	924	26,731
World Acceptance Corp.†	648	67,269
		696,432
Finance-Credit Card — 0.0%
I3 Verticals, Inc., Class A†	1,501	30,696
Paysign, Inc.†	3,086	33,267
		63,963
Finance-Investment Banker/Broker — 0.4%
Cowen, Inc., Class A†	2,983	44,656
Diamond Hill Investment Group, Inc.	330	46,484
GAIN Capital Holdings, Inc.	2,004	8,457
Greenhill & Co., Inc.	1,688	27,346
Houlihan Lokey, Inc.	4,275	202,036
INTL. FCStone, Inc.†	1,653	66,120
Ladenburg Thalmann Financial Services, Inc.	12,313	27,827
Moelis & Co., Class A	4,922	175,617
Oppenheimer Holdings, Inc., Class A	989	26,901
Piper Jaffray Cos.	1,426	111,998
PJT Partners, Inc., Class A	2,344	97,346
Siebert Financial Corp.†	786	7,050
		841,838
Finance-Leasing Companies — 0.1%
Aircastle, Ltd.	5,431	147,832
Finance-Mortgage Loan/Banker — 0.2%
CBTX, Inc.	1,866	53,461
Federal Agricultural Mtg. Corp., Class C	935	79,185
Mr. Cooper Group, Inc.†	7,889	100,979
PennyMac Financial Services, Inc.†	2,589	80,596
		314,221
Finance-Other Services — 0.1%
Deluxe Corp.	4,460	231,162
Financial Guarantee Insurance — 0.4%
MBIA, Inc.†	8,257	76,708
NMI Holdings, Inc., Class A†	6,752	197,496
Radian Group, Inc.	21,204	532,220
		806,424
Firearms & Ammunition — 0.2%
American Outdoor Brands Corp.†	5,607	39,698
Axon Enterprise, Inc.†	6,047	309,183
Sturm Ruger & Co., Inc.	1,733	79,302
		428,183
Food-Baking — 0.1%
Hostess Brands, Inc.†	12,387	158,306
Food-Canned — 0.0%
Landec Corp.†	2,533	24,950
Seneca Foods Corp., Class A†	694	24,554
		49,504
Food-Confectionery — 0.1%
Simply Good Foods Co.†	8,554	209,915
Tootsie Roll Industries, Inc.	1,706	58,482
		268,397

Food-Dairy Products — 0.0%
Dean Foods Co.	8,472	8,303
Food-Meat Products — 0.0%
Nathan’s Famous, Inc.	304	23,134
Food-Misc./Diversified — 0.4%
B&G Foods, Inc.	6,709	104,325
Bridgford Foods Corp.†	179	4,416
Cal-Maine Foods, Inc.	3,266	130,281
J&J Snack Foods Corp.	1,567	298,921
John B. Sanfilippo & Son, Inc.	894	94,871
Lancaster Colony Corp.	1,960	272,793
		905,607
Food-Retail — 0.1%
Ingles Markets, Inc., Class A	1,466	57,804
Village Super Market, Inc., Class A	855	22,657
Weis Markets, Inc.	989	38,067
		118,528
Food-Wholesale/Distribution — 0.4%
Calavo Growers, Inc.	1,680	145,706
Chefs’ Warehouse, Inc.†	2,532	83,873
Fresh Del Monte Produce, Inc.	3,218	102,654
HF Foods Group, Inc.†	780	15,155
Performance Food Group Co.†	10,671	454,691
SpartanNash Co.	3,716	48,661
United Natural Foods, Inc.†	5,463	40,973
		891,713
Footwear & Related Apparel — 0.4%
Crocs, Inc.†	6,433	225,091
Rocky Brands, Inc.	719	19,995
Steven Madden, Ltd.	8,707	358,554
Weyco Group, Inc.	636	15,690
Wolverine World Wide, Inc.	8,700	258,216
		877,546
Funeral Services & Related Items — 0.0%
Carriage Services, Inc.	1,703	43,869
Gambling (Non-Hotel) — 0.1%
Golden Entertainment, Inc.†	1,773	25,673
Monarch Casino & Resort, Inc.†	1,175	50,748
Red Rock Resorts, Inc., Class A	7,237	157,622
Twin River Worldwide Holdings, Inc.	2,039	51,179
		285,222
Gas-Distribution — 1.2%
Chesapeake Utilities Corp.	1,656	156,989
New Jersey Resources Corp.	9,205	401,338
Northwest Natural Holding Co.	3,136	217,513
ONE Gas, Inc.	5,417	502,914
RGC Resources, Inc.	779	22,723
South Jersey Industries, Inc.	9,603	308,833
Southwest Gas Holdings, Inc.	5,630	491,499
Spire, Inc.	5,154	433,245
		2,535,054
Gold Mining — 0.1%
Gold Resource Corp.	6,292	27,559
Novagold Resources, Inc.†	23,992	174,662
		202,221
Golf — 0.2%
Acushnet Holdings Corp.	3,647	103,757
Callaway Golf Co.	9,689	195,912
Drive Shack, Inc.†	6,264	24,993
		324,662
Hazardous Waste Disposal — 0.1%
Heritage-Crystal Clean, Inc.†	1,557	41,323
US Ecology, Inc.†	2,287	142,320
		183,643
Health Care Cost Containment — 0.2%
CorVel Corp.†	935	73,977
HealthEquity, Inc.†	7,179	407,696
		481,673
Healthcare Safety Devices — 0.2%
Tandem Diabetes Care, Inc.†	5,811	357,841
Home Furnishings — 0.1%
Ethan Allen Interiors, Inc.	2,488	49,039
Flexsteel Industries, Inc.	774	12,825
Hooker Furniture Corp.	1,205	28,523
Purple Innovation, Inc.†	388	2,805
Sleep Number Corp.†	2,986	143,686
		236,878
Hotels/Motels — 0.1%
BBX Capital Corp.	6,789	30,347
Bluegreen Vacations Corp.	742	7,131
Marcus Corp.	2,319	83,716
Red Lion Hotels Corp.†	2,498	14,988
St. Joe Co.†	3,507	65,055
Target Hospitality Corp.†	3,423	18,963
		220,200
Housewares — 0.0%
Lifetime Brands, Inc.	1,230	9,828
Tupperware Brands Corp.	5,058	48,708
		58,536
Human Resources — 0.9%
AMN Healthcare Services, Inc.†	4,773	280,462
ASGN, Inc.†	5,297	336,836
Barrett Business Services, Inc.	743	65,183
BG Staffing, Inc.	1,029	19,685
Cross Country Healthcare, Inc.†	3,704	40,040
Heidrick & Struggles International, Inc.	1,951	55,525
Insperity, Inc.	4,018	424,421
Kforce, Inc.	2,236	91,475
Korn Ferry	5,849	214,600
Resources Connection, Inc.	3,170	46,441
TriNet Group, Inc.†	4,633	245,503
TrueBlue, Inc.†	4,132	94,623
Willdan Group, Inc.†	1,041	31,542
		1,946,336
Identification Systems — 0.2%
Brady Corp., Class A	4,954	279,108
Digimarc Corp.†	1,215	43,254
		322,362
Independent Power Producers — 0.1%
Clearway Energy, Inc., Class A	3,613	62,035
Clearway Energy, Inc., Class C	7,645	138,604
		200,639
Industrial Audio & Video Products — 0.0%
Akoustis Technologies, Inc.†	2,603	21,267
GoPro, Inc., Class A†	13,052	54,296
		75,563
Industrial Automated/Robotic — 0.0%
Hurco Cos., Inc.	658	22,892
Ichor Holdings, Ltd.†	2,281	66,400
		89,292

Instruments-Controls — 0.1%
Allied Motion Technologies, Inc.	733	27,752
Watts Water Technologies, Inc., Class A	2,861	266,788
		294,540
Instruments-Scientific — 0.0%
Fluidigm Corp.†	7,166	35,257
Insurance Brokers — 0.1%
Crawford & Co., Class A	1,715	18,162
eHealth, Inc.†	2,316	159,897
Goosehead Insurance, Inc., Class A	1,185	60,648
		238,707
Insurance-Life/Health — 0.4%
American Equity Investment Life Holding Co.	9,345	230,635
CNO Financial Group, Inc.	16,185	253,295
FBL Financial Group, Inc., Class A	1,004	57,610
FGL Holdings	15,114	136,479
GWG Holdings, Inc.†	189	1,937
Health Insurance Innovations, Inc., Class A†	1,011	26,771
Independence Holding Co.	515	20,137
National Western Life Group, Inc., Class A	237	64,606
Tiptree, Inc.	2,578	18,948
Trupanion, Inc.†	2,947	69,844
		880,262
Insurance-Multi-line — 0.3%
Citizens, Inc.†	5,128	34,152
Genworth Financial, Inc., Class A†	52,471	224,576
Horace Mann Educators Corp.	4,287	186,742
United Fire Group, Inc.	2,195	99,916
		545,386
Insurance-Property/Casualty — 1.3%
Ambac Financial Group, Inc.†	4,684	96,022
AMERISAFE, Inc.	1,981	125,853
Donegal Group, Inc., Class A	1,070	15,750
Employers Holdings, Inc.	3,272	138,536
Enstar Group, Ltd.†	1,192	239,473
FedNat Holding Co.	1,197	17,177
Hallmark Financial Services, Inc.†	1,354	24,128
HCI Group, Inc.	648	27,248
Heritage Insurance Holdings, Inc.	2,762	36,790
Investors Title Co.	145	21,996
James River Group Holdings, Ltd.	3,069	109,901
Kinsale Capital Group, Inc.	2,118	223,915
National General Holdings Corp.	7,026	149,794
NI Holdings, Inc.†	989	17,308
Palomar Holdings, Inc.†	610	27,541
ProAssurance Corp.	5,525	216,690
ProSight Global, Inc.†	945	14,988
Protective Insurance Corp., Class B	950	15,115
RLI Corp.	4,141	403,002
Safety Insurance Group, Inc.	1,531	148,813
Selective Insurance Group, Inc.	6,068	419,420
State Auto Financial Corp.	1,784	59,033
Stewart Information Services Corp.	2,431	99,477
United Insurance Holdings Corp.	2,137	26,200
Universal Insurance Holdings, Inc.	3,169	85,912
Watford Holdings, Ltd.†	2,098	56,520
		2,816,602
Insurance-Reinsurance — 0.4%
Argo Group International Holdings, Ltd.	3,385	209,430
Essent Group, Ltd.	9,987	520,223
Global Indemnity, Ltd.	862	21,343
Greenlight Capital Re, Ltd., Class A†	3,023	32,648
Third Point Reinsurance, Ltd.†	7,661	72,703
		856,347
Internet Application Software — 0.0%
Tucows, Inc., Class A†	978	54,318
VirnetX Holding Corp.†	6,359	37,200
		91,518
Internet Connectivity Services — 0.1%
Boingo Wireless, Inc.†	4,505	42,662
Cogent Communications Holdings, Inc.	4,354	255,319
		297,981
Internet Content-Entertainment — 0.0%
Limelight Networks, Inc.†	11,739	49,539
Internet Content-Information/News — 0.2%
DHI Group, Inc.†	5,301	19,190
HealthStream, Inc.†	2,700	75,762
LiveXLive Media, Inc.†	3,385	5,754
OptimizeRx Corp.†	1,430	18,590
TechTarget, Inc.†	2,353	57,413
Yelp, Inc.†	7,190	248,127
		424,836
Internet Security — 0.0%
Zix Corp.†	5,540	36,619
Internet Telephone — 0.1%
8x8, Inc.†	9,717	187,732
Investment Companies — 0.1%
Altus Midstream Co., Class A†	5,222	11,489
Ellington Financial, Inc.	3,174	58,465
Medallion Financial Corp.†	2,139	14,631
PDL Community Bancorp†	879	12,332
Rafael Holdings, Inc., Class B†	1,092	18,968
		115,885
Investment Management/Advisor Services — 1.1%
Altisource Portfolio Solutions SA†	597	10,627
Ares Management Corp., Class A	6,943	205,304
Artisan Partners Asset Management, Inc., Class A	5,187	141,864
Ashford, Inc.†	30	708
Assetmark Financial Holdings, Inc.†	1,428	39,184
Associated Capital Group, Inc., Class A	199	8,079
B. Riley Financial, Inc.	2,127	59,875
Blucora, Inc.†	4,985	107,826
Boston Private Financial Holdings, Inc.	8,597	96,716
Brightsphere Investment Group, Inc.	7,180	70,508
Cohen & Steers, Inc.	2,361	154,504
Columbia Financial, Inc.†	5,485	90,448
Federated Investors, Inc., Class B	9,996	319,272
Focus Financial Partners, Inc. Class A†	3,141	68,725
GAMCO Investors, Inc., Class A	550	8,668
Hamilton Lane, Inc., Class A	2,259	134,682
Pzena Investment Management, Inc., Class A	1,830	15,189
Sculptor Capital Management, Inc.	1,746	31,376
Silvercrest Asset Management Group, Inc., Class A	897	10,782
Stifel Financial Corp.	7,012	392,532
Virtus Investment Partners, Inc.	690	74,851
Waddell & Reed Financial, Inc., Class A	7,479	123,852
Westwood Holdings Group, Inc.	847	25,605
WisdomTree Investments, Inc.	13,816	70,600
		2,261,777

Lasers-System/Components — 0.2%
II-VI, Inc.†	9,267	307,201
Leisure Products — 0.0%
Escalade, Inc.	1,110	12,721
Johnson Outdoors, Inc., Class A	511	29,919
		42,640
Linen Supply & Related Items — 0.2%
UniFirst Corp.	1,569	315,118
Machine Tools & Related Products — 0.2%
Kennametal, Inc.	8,513	263,477
Luxfer Holdings PLC	2,709	45,674
Milacron Holdings Corp.†	7,114	118,946
		428,097
Machinery-Construction & Mining — 0.2%
Astec Industries, Inc.	2,315	81,234
Hyster-Yale Materials Handling, Inc.	1,049	53,205
Terex Corp.	6,569	180,976
		315,415
Machinery-Electrical — 0.2%
Bloom Energy Corp. Class A†	5,713	17,482
Franklin Electric Co., Inc.	4,791	257,995
SPX Corp.†	4,529	206,251
		481,728
Machinery-Farming — 0.1%
Alamo Group, Inc.	1,010	108,130
Lindsay Corp.	1,119	105,645
		213,775
Machinery-General Industrial — 0.7%
Albany International Corp., Class A	3,175	266,637
Altra Industrial Motion Corp.	6,669	205,405
Applied Industrial Technologies, Inc.	3,975	237,864
Chart Industries, Inc.†	3,734	218,924
DXP Enterprises, Inc.†	1,686	58,201
Gencor Industries, Inc.†	941	11,763
Kadant, Inc.	1,139	103,421
Manitowoc Co, Inc.†	3,637	46,408
Tennant Co.	1,865	144,407
Twin Disc, Inc.†	1,069	11,502
Welbilt, Inc.†	13,462	255,240
		1,559,772
Machinery-Material Handling — 0.0%
Columbus McKinnon Corp.	2,389	89,635
Machinery-Pumps — 0.4%
Cactus, Inc., Class A†	4,881	145,063
CSW Industrials, Inc.	1,541	106,668
Gorman-Rupp Co.	1,826	67,452
Mueller Water Products, Inc., Class A	16,270	190,359
NN, Inc.	4,348	31,393
SPX FLOW, Inc.†	4,341	196,561
		737,496
Marine Services — 0.0%
SEACOR Marine Holdings, Inc.†	2,042	26,566
Medical Imaging Systems — 0.0%
Lantheus Holdings, Inc.†	3,955	82,462
Medical Information Systems — 0.3%
Allscripts Healthcare Solutions, Inc.†	17,193	188,091
Castlight Health, Inc., Class B†	10,565	15,953
Computer Programs & Systems, Inc.	1,317	30,383
Health Catalyst, Inc.†	842	27,079
Inovalon Holdings, Inc., Class A†	7,376	115,287
NextGen Healthcare, Inc.†	5,668	95,818
Phreesia, Inc.†	1,061	31,437
Tabula Rasa HealthCare, Inc.†	2,022	103,001
		607,049
Medical Instruments — 0.5%
AngioDynamics, Inc.†	3,782	57,864
Apyx Medical Corp.†	3,451	22,777
LivaNova PLC†	5,033	355,984
Misonix, Inc.†	762	13,221
Natus Medical, Inc.†	3,497	117,779
NuVasive, Inc.†	5,383	379,717
Silk Road Medical, Inc.†	1,212	40,141
TransEnterix, Inc.†	19,076	4,353
		991,836
Medical Labs & Testing Services — 0.7%
Avalon GloboCare Corp.†	2,246	3,279
Castle Biosciences, Inc.†	383	9,016
Cellular Biomedicine Group, Inc.†	1,254	22,936
Invitae Corp.†	8,982	144,700
Medpace Holdings, Inc.†	2,861	210,655
Natera, Inc.†	5,800	223,416
Neuronetics, Inc.†	1,359	12,109
Personalis, Inc.†	923	9,562
SI-BONE, Inc.†	1,667	27,756
Syneos Health, Inc.†	6,455	323,718
Teladoc Health, Inc.†	7,404	567,146
Vapotherm, Inc.†	1,519	15,646
		1,569,939
Medical Laser Systems — 0.0%
Cutera, Inc.†	1,433	45,139
Medical Products — 2.3%
Accuray, Inc.†	9,004	23,410
Alphatec Holdings, Inc.†	3,957	27,224
AtriCure, Inc.†	3,846	102,265
Atrion Corp.	148	124,828
Avanos Medical, Inc.†	4,903	215,928
Avedro, Inc.†	807	18,755
AxoGen, Inc.†	3,516	43,721
Axonics Modulation Technologies, Inc.†	1,601	39,577
BioSig Technologies, Inc.†	1,624	10,767
Cardiovascular Systems, Inc.†	3,540	157,601
Cerus Corp.†	14,373	62,523
Conformis, Inc.†	6,700	12,797
CryoLife, Inc.†	3,779	84,839
CytoSorbents Corp.†	3,173	15,072
Glaukos Corp.†	3,738	238,596
Globus Medical, Inc., Class A†	7,881	412,728
Haemonetics Corp.†	5,309	640,956
Hanger, Inc.†	3,755	84,901
Inogen, Inc.†	1,894	103,100
Inspire Medical Systems, Inc.†	1,381	84,213
Integer Holdings Corp.†	3,369	260,895
Intersect ENT, Inc.†	3,183	56,721
Invacare Corp.	3,486	26,912
iRadimed Corp.†	466	11,766
iRhythm Technologies, Inc.†	2,565	171,393
LeMaitre Vascular, Inc.	1,677	58,024
Luminex Corp.	4,356	89,276
NanoString Technologies, Inc.†	3,465	78,309
Nevro Corp.†	3,100	267,220
Novocure, Ltd.†	9,004	645,047

Orthofix Medical, Inc.†	1,873	78,722
OrthoPediatrics Corp.†	926	35,818
Pulse Biosciences, Inc.†	1,166	16,417
Rockwell Medical, Inc.†	6,411	14,168
RTI Surgical Holdings, Inc.†	5,888	12,954
SeaSpine Holdings Corp.†	1,644	22,753
Shockwave Medical, Inc.†	685	23,304
Sientra, Inc.†	3,996	25,694
Soliton, Inc.†	548	6,094
Surmodics, Inc.†	1,358	64,519
Tactile Systems Technology, Inc.†	1,882	85,480
Wright Medical Group NV†	13,080	272,064
Zynex, Inc.	1,614	14,913
		4,842,264
Medical-Biomedical/Gene — 5.4%
Abeona Therapeutics, Inc.†	3,336	7,906
ACADIA Pharmaceuticals, Inc.†	10,920	463,117
Acceleron Pharma, Inc.†	4,668	209,453
Acer Therapeutics, Inc.†	520	1,628
Achillion Pharmaceuticals, Inc.†	14,123	90,528
Acorda Therapeutics, Inc.†	4,651	7,674
ADMA Biologics, Inc.†	5,217	25,511
Aduro Biotech, Inc.†	6,789	7,739
Adverum Biotechnologies, Inc.†	5,595	40,676
Affimed NV†	6,242	18,351
Agenus, Inc.†	11,092	28,728
AgeX Therapeutics, Inc.†	2,205	3,440
Akero Therapeutics, Inc.†	495	11,489
Albireo Pharma, Inc.†	1,128	20,721
Alder Biopharmaceuticals, Inc. CVR†(1)	7,560	6,653
Aldeyra Therapeutics, Inc.†	2,338	13,069
Allakos, Inc.†	2,018	138,435
Allogene Therapeutics, Inc.†	4,020	115,776
AMAG Pharmaceuticals, Inc.†	3,490	33,870
Amicus Therapeutics, Inc.†	26,520	223,564
AnaptysBio, Inc.†	2,546	96,035
Anavex Life Sciences Corp.†	4,449	12,101
ANI Pharmaceuticals, Inc.†	947	73,970
Apellis Pharmaceuticals, Inc.†	5,010	147,244
Applied Therapeutics, Inc.†	209	3,451
Arcus Biosciences, Inc.†	3,365	26,415
Ardelyx, Inc.†	4,888	24,440
Arena Pharmaceuticals, Inc.†	5,178	252,246
ArQule, Inc.†	11,628	117,559
Arrowhead Pharmaceuticals, Inc.†	9,678	387,604
Assembly Biosciences, Inc.†	2,345	38,716
Atara Biotherapeutics, Inc.†	5,336	58,269
Athersys, Inc.†	13,527	17,315
Atreca, Inc., Class A†	675	7,594
Audentes Therapeutics, Inc.†	4,664	125,462
Avid Bioservices, Inc.†	5,809	31,078
Avrobio, Inc.†	2,136	31,015
BioCryst Pharmaceuticals, Inc.†	11,413	22,826
Biohaven Pharmaceutical Holding Co., Ltd.†	4,054	186,160
Blueprint Medicines Corp.†	5,062	348,468
Bridgebio Pharma, Inc.†	2,342	52,953
Calithera Biosciences, Inc.†	4,890	14,083
Cambrex Corp.†	3,493	208,637
Cara Therapeutics, Inc.†	4,127	85,677
CASI Pharmaceuticals, Inc.†	5,227	17,145
CEL-SCI Corp.†	2,821	19,352
Cerecor, Inc.†	2,224	7,651
ChemoCentryx, Inc.†	4,223	36,318
ChromaDex Corp.†	4,088	11,814
Constellation Pharmaceuticals, Inc.†	1,602	22,124
Cortexyme, Inc.†	309	6,418
Crinetics Pharmaceuticals, Inc.†	1,144	20,146
Cue Biopharma, Inc.†	2,032	17,435
Cymabay Therapeutics, Inc.†	7,140	32,059
CytomX Therapeutics, Inc.†	4,667	28,609
Deciphera Pharmaceuticals, Inc.†	1,965	87,128
Denali Therapeutics, Inc.†	4,970	77,880
Dicerna Pharmaceuticals, Inc.†	5,366	88,485
Dynavax Technologies Corp.†	8,638	43,967
Editas Medicine, Inc.†	5,144	107,201
Eidos Therapeutics, Inc.†	1,147	55,630
Eiger BioPharmaceuticals, Inc.†	2,430	26,487
ElectroCore, Inc.†	1,345	2,125
Emergent BioSolutions, Inc.†	4,729	270,310
Enochian Biosciences, Inc.†	416	2,371
Enzo Biochem, Inc.†	4,574	14,454
Epizyme, Inc.†	8,049	92,644
Esperion Therapeutics, Inc.†	2,584	102,766
Evelo Biosciences, Inc.†	1,425	9,305
Evolus, Inc.†	1,566	24,978
EyePoint Pharmaceuticals, Inc.†	6,416	14,500
Fate Therapeutics, Inc.†	5,422	81,059
FibroGen, Inc.†	8,046	315,001
Five Prime Therapeutics, Inc.†	3,573	14,113
Forty Seven, Inc.†	2,304	15,921
Geron Corp.†	18,111	25,899
GlycoMimetics, Inc.†	3,505	18,506
Gossamer Bio, Inc.†	4,445	91,456
Halozyme Therapeutics, Inc.†	14,837	227,303
Homology Medicines, Inc.†	2,570	33,744
ImmunoGen, Inc.†	15,032	35,776
Immunomedics, Inc.†	18,141	290,256
Innoviva, Inc.†	6,621	76,936
Inovio Pharmaceuticals, Inc.†	9,608	20,465
Insmed, Inc.†	9,229	171,567
Intercept Pharmaceuticals, Inc.†	2,608	189,810
Intrexon Corp.†	7,438	37,785
Iovance Biotherapeutics, Inc.†	11,886	251,151
Kaleido Biosciences, Inc.†	523	3,065
Karuna Therapeutics, Inc.†	475	6,612
Karyopharm Therapeutics, Inc.†	6,090	71,253
Kezar Life Sciences, Inc.†	1,612	5,239
Kindred Biosciences, Inc.†	3,839	31,365
Kiniksa Pharmaceuticals, Ltd., Class A†	1,446	10,194
Krystal Biotech, Inc.†	1,088	44,684
Lexicon Pharmaceuticals, Inc.†	4,302	15,960
Ligand Pharmaceuticals, Inc.†	1,921	209,024
Lineage Cell Therapeutics, Inc.†	11,209	8,743
Liquidia Technologies, Inc.†	1,391	6,093
Livongo Health, Inc.†	1,503	32,450
MacroGenics, Inc.†	4,940	41,990
Magenta Therapeutics, Inc.†	1,991	20,726
Marker Therapeutics, Inc.†	2,809	10,787
Medicines Co.†	7,833	411,154
MEI Pharma, Inc.†	7,063	12,784
MeiraGTx Holdings PLC†	1,775	25,649
Menlo Therapeutics, Inc.†	1,605	8,137
Mersana Therapeutics, Inc.†	3,722	6,997
Mirati Therapeutics, Inc.†	2,823	265,870
Molecular Templates, Inc.†	1,765	14,932
Mustang Bio, Inc.†	2,885	7,645
Myriad Genetics, Inc.†	7,271	244,815
NeoGenomics, Inc.†	9,882	226,594
Neon Therapeutics, Inc.†	1,466	3,093
NextCure, Inc.†	310	7,750
NGM Biopharmaceuticals, Inc.†	708	9,183

Novavax, Inc.†	2,479	10,337
Omeros Corp.†	4,825	76,428
Oncocyte Corp.†	2,228	3,788
Oncternal Therapeutics, Inc. CVR†(1)	73	150
Organogenesis Holdings, Inc.†	1,092	7,655
Osmotica Pharmaceuticals PLC†	828	3,668
Pacific Biosciences of California, Inc.†	14,753	71,405
Palatin Technologies, Inc.†	20,976	16,949
PDL BioPharma, Inc.†	11,677	32,929
Pfenex, Inc.†	3,092	28,508
Pieris Pharmaceuticals, Inc.†	4,797	15,878
PolarityTE, Inc.†	1,519	4,116
Precision BioSciences, Inc.†	950	6,166
Prevail Therapeutics, Inc.†	769	8,474
Prothena Corp. PLC†	4,167	37,920
PTC Therapeutics, Inc.†	5,936	242,723
Puma Biotechnology, Inc.†	3,188	21,678
Radius Health, Inc.†	4,671	132,843
REGENXBIO, Inc.†	3,460	123,487
Replimune Group, Inc.†	1,202	20,434
resTORbio, Inc.†	1,592	11,542
Retrophin, Inc.†	4,292	51,504
Rigel Pharmaceuticals, Inc.†	17,435	35,742
Rocket Pharmaceuticals, Inc.†	3,082	44,812
Rubius Therapeutics, Inc.†	3,622	32,018
Sangamo Therapeutics, Inc.†	11,906	107,749
Savara, Inc.†	3,596	3,172
Scholar Rock Holding Corp.†	1,819	16,826
Solid Biosciences, Inc.†	2,037	22,509
Sorrento Therapeutics, Inc.†	12,968	19,711
Spark Therapeutics, Inc.†	3,563	388,973
Stemline Therapeutics, Inc.†	4,646	46,460
Stoke Therapeutics, Inc.†	949	26,895
Strongbridge Biopharma PLC†	3,751	7,952
Syndax Pharmaceuticals, Inc.†	2,084	14,004
Synlogic, Inc.†	1,626	3,480
Synthorx, Inc.†	992	13,630
TCR2 Therapeutics, Inc.†	1,214	15,090
Theravance Biopharma, Inc.†	4,583	73,878
Tocagen, Inc.†	2,199	1,386
Translate Bio, Inc.†	3,044	27,837
TransMedics Group, Inc.†	684	12,271
Twist Bioscience Corp.†	2,251	53,619
Tyme Technologies, Inc.†	6,118	8,137
Ultragenyx Pharmaceutical, Inc.†	5,664	227,353
UNITY Biotechnology, Inc.†	2,766	17,260
VBI Vaccines, Inc.†	8,697	5,088
Veracyte, Inc.†	4,890	112,128
Vericel Corp.†	4,558	72,335
Viking Therapeutics, Inc.†	6,726	43,517
WaVe Life Sciences, Ltd.†	2,334	59,027
X4 Pharmaceuticals, Inc.†	1,230	15,068
XBiotech, Inc.†	1,966	21,370
Y-mAbs Therapeutics, Inc.†	2,109	65,695
ZIOPHARM Oncology, Inc.†	16,637	70,208
		11,350,266
Medical-Drugs — 2.2%
AcelRx Pharmaceuticals, Inc.†	8,122	16,244
Aclaris Therapeutics, Inc.†	3,194	5,590
Adamas Pharmaceuticals, Inc.†	2,340	9,617
Aeglea BioTherapeutics, Inc.†	2,712	20,638
Aerie Pharmaceuticals, Inc.†	4,375	97,081
Aimmune Therapeutics, Inc.†	4,605	128,111
Akcea Therapeutics, Inc.†	1,289	23,627
Akorn, Inc.†	9,679	48,298
Alector, Inc.†	3,140	52,878
Amphastar Pharmaceuticals, Inc.†	3,719	71,832
Athenex, Inc.†	7,077	78,130
Axcella Health, Inc.†	169	894
Beyondspring, Inc.†	1,243	14,705
BioSpecifics Technologies Corp.†	636	30,801
Bioxcel Therapeutics, Inc.†	625	2,600
Catalyst Pharmaceuticals, Inc.†	9,998	47,291
cbdMD, Inc.†	1,067	3,756
Checkpoint Therapeutics, Inc.†	2,536	4,945
Chiasma, Inc.†	3,551	18,607
Chimerix, Inc.†	4,969	7,106
Clovis Oncology, Inc.†	5,218	16,541
Coherus Biosciences, Inc.†	6,415	111,429
Collegium Pharmaceutical, Inc.†	3,331	39,972
Concert Pharmaceuticals, Inc.†	2,233	13,912
Corbus Pharmaceuticals Holdings, Inc.†	6,152	31,806
Corcept Therapeutics, Inc.†	9,923	144,777
Corium International, Inc.†(1)	2,517	453
Cyclerion Therapeutics, Inc.†	2,447	5,848
Cytokinetics, Inc.†	5,770	67,220
Dova Pharmaceuticals, Inc.†	863	24,604
Eagle Pharmaceuticals, Inc.†	944	59,189
Eloxx Pharmaceuticals, Inc.†	2,608	15,883
Enanta Pharmaceuticals, Inc.†	1,779	108,306
Fulcrum Therapeutics, Inc.†	471	2,953
Galectin Therapeutics, Inc.†	4,152	16,525
Global Blood Therapeutics, Inc.†	6,004	287,892
Gritstone Oncology, Inc.†	2,583	20,948
Harpoon Therapeutics,, Inc.†	752	10,002
Hookipa Pharma, Inc.†	217	1,775
Intellia Therapeutics, Inc.†	4,007	50,027
Intra-Cellular Therapies, Inc.†	4,616	42,698
Ironwood Pharmaceuticals, Inc.†	15,929	159,927
Jounce Therapeutics, Inc.†	1,677	6,062
Kadmon Holdings, Inc.†	13,494	38,998
Kala Pharmaceuticals, Inc.†	2,263	8,215
KalVista Pharmaceuticals, Inc.†	1,210	12,826
Kura Oncology, Inc.†	3,557	53,284
Lannett Co., Inc.†	3,277	38,964
Madrigal Pharmaceuticals, Inc.†	810	74,868
Mallinckrodt PLC†	8,710	27,524
Marinus Pharmaceuticals, Inc.†	5,201	6,085
MediciNova, Inc.†	4,267	34,392
Millendo Therapeutics, Inc.†	973	7,015
Minerva Neurosciences, Inc.†	3,065	14,528
Mirum Pharmaceuticals, Inc.†	279	2,003
Morphic Holding, Inc.†	512	7,168
MyoKardia, Inc.†	4,605	264,005
Ocular Therapeutix, Inc.†	4,297	13,922
Odonate Therapeutics, Inc.†	1,215	38,588
Optinose, Inc.†	2,583	20,199
Pacira BioSciences, Inc.†	4,204	170,220
Paratek Pharmaceuticals, Inc.†	3,318	10,236
PhaseBio Pharmaceuticals, Inc.†	1,422	5,844
Prestige Consumer Healthcare, Inc.†	5,227	185,349
Principia Biopharma, Inc.†	1,388	49,010
Progenics Pharmaceuticals, Inc.†	9,011	47,848
Protagonist Therapeutics, Inc.†	1,765	23,739
Ra Pharmaceuticals, Inc.†	3,607	169,781
Reata Pharmaceuticals, Inc., Class A†	2,084	429,471
Rhythm Pharmaceuticals, Inc.†	2,381	50,763
Seres Therapeutics, Inc.†	3,781	13,234
SIGA Technologies, Inc.†	5,710	31,690
Spectrum Pharmaceuticals, Inc.†	11,556	89,675
Spero Therapeutics, Inc.†	1,131	12,407
Supernus Pharmaceuticals, Inc.†	5,111	142,035

Sutro Biopharma, Inc.†	1,128	11,314
Syros Pharmaceuticals, Inc.†	3,592	18,589
TG Therapeutics, Inc.†	8,501	58,062
TherapeuticsMD, Inc.†	20,417	54,309
Tricida, Inc.†	2,263	84,659
Turning Point Therapeutics, Inc.†	688	26,392
UroGen Pharma, Ltd.†	1,942	43,947
Vanda Pharmaceuticals, Inc.†	5,397	72,913
Verrica Pharmaceuticals, Inc.†	1,336	18,063
Voyager Therapeutics, Inc.†	2,502	38,506
Xeris Pharmaceuticals, Inc.†	2,764	22,610
Zogenix, Inc.†	4,421	197,398
Zynerba Pharmaceuticals, Inc.†	2,372	18,407
		4,680,555
Medical-Generic Drugs — 0.2%
Amneal Pharmaceuticals, Inc.†	9,711	29,910
Arvinas, Inc.†	1,902	39,295
Endo International PLC†	23,303	106,961
Kodiak Sciences, Inc.†	2,444	50,615
LogicBio Therapeutics, Inc.†	851	8,467
Momenta Pharmaceuticals, Inc.†	10,212	158,082
		393,330
Medical-HMO — 0.1%
Magellan Health, Inc.†	2,275	147,648
Tivity Health, Inc.†	4,920	79,753
Triple-S Management Corp., Class B†	2,373	35,903
		263,304
Medical-Hospitals — 0.3%
Community Health Systems, Inc.†	8,930	31,612
Select Medical Holdings Corp.†	11,404	207,781
Surgery Partners, Inc.†	2,491	19,804
Tenet Healthcare Corp.†	10,663	270,200
		529,397
Medical-Nursing Homes — 0.2%
Ensign Group, Inc.	5,244	221,559
Genesis Healthcare, Inc.†	8,681	11,112
National HealthCare Corp.	1,267	104,122
		336,793
Medical-Outpatient/Home Medical — 0.5%
Addus HomeCare Corp.†	1,094	92,126
Amedisys, Inc.†	3,252	417,947
Joint Corp.†	1,353	25,801
LHC Group, Inc.†	3,120	346,226
Pennant Group, Inc.†	2,622	47,170
Providence Service Corp.†	1,209	77,219
		1,006,489
Medical-Wholesale Drug Distribution — 0.0%
Diplomat Pharmacy, Inc.†	6,057	32,950
Evofem Biosciences, Inc.†	1,466	7,462
Owens & Minor, Inc.	6,389	42,998
		83,410
Metal Processors & Fabrication — 0.6%
AZZ, Inc.	2,693	104,462
CIRCOR International, Inc.†	2,024	77,499
Helios Technologies, Inc.	3,037	120,356
Lawson Products, Inc.†	433	19,896
LB Foster Co., Class A†	1,037	18,873
Mayville Engineering Co., Inc.†	654	5,592
Mueller Industries, Inc.	5,750	176,928
Park-Ohio Holdings Corp.	902	27,746
RBC Bearings, Inc.†	2,514	403,346
Rexnord Corp.†	10,915	308,785
Tredegar Corp.	2,701	53,696
		1,317,179
Metal Products-Distribution — 0.1%
Olympic Steel, Inc.	956	14,321
Ryerson Holding Corp.†	1,677	14,573
Worthington Industries, Inc.	4,009	147,571
		176,465
Metal Products-Fasteners — 0.1%
Eastern Co.	560	15,451
TriMas Corp.†	4,713	152,324
		167,775
Metal-Aluminum — 0.1%
Century Aluminum Co.†	5,205	30,345
Kaiser Aluminum Corp.	1,658	177,539
		207,884
Metal-Iron — 0.1%
Cleveland-Cliffs, Inc.	27,864	201,457
Mining Services — 0.0%
Contura Energy, Inc.†	1,969	45,169
Miscellaneous Manufacturing — 0.3%
Hillenbrand, Inc.	6,423	197,764
John Bean Technologies Corp.	3,234	332,358
		530,122
Motion Pictures & Services — 0.1%
Eros International PLC†	7,564	16,943
IMAX Corp.†	5,422	115,760
		132,703
MRI/Medical Diagnostic Imaging — 0.0%
RadNet, Inc.†	4,355	68,025
Multimedia — 0.1%
E.W. Scripps Co., Class A	5,671	76,190
Entravision Communications Corp., Class A	6,291	17,866
		94,056
Networking Products — 0.2%
A10 Networks, Inc.†	5,861	43,547
Calix, Inc.†	4,843	37,049
Extreme Networks, Inc.†	12,118	78,040
Infinera Corp.†	18,186	101,660
Inseego Corp.†	4,666	26,736
NeoPhotonics Corp.†	4,010	26,386
NETGEAR, Inc.†	3,187	86,591
		400,009
Night Clubs — 0.0%
RCI Hospitality Holdings, Inc.	937	17,569
Non-Ferrous Metals — 0.0%
Energy Fuels, Inc.†	9,477	19,049
Uranium Energy Corp.†	18,475	17,497
		36,546
Non-Hazardous Waste Disposal — 0.3%
Advanced Disposal Services, Inc.†	7,533	246,932
Casella Waste Systems, Inc., Class A†	4,620	201,386
Charah Solutions, Inc.†	965	1,843
Covanta Holding Corp.	12,232	176,630
		626,791
Office Automation & Equipment — 0.0%
AstroNova, Inc.	709	11,245
Pitney Bowes, Inc.	17,761	78,148
		89,393

Office Furnishings-Original — 0.4%
CompX International, Inc.	171	2,507
Herman Miller, Inc.	6,108	284,022
HNI Corp.	4,441	168,758
Interface, Inc.	5,998	99,747
Kimball International, Inc., Class B	3,697	75,271
Knoll, Inc.	5,082	135,893
Steelcase, Inc., Class A	9,014	157,474
		923,672
Office Supplies & Forms — 0.0%
ACCO Brands Corp.	9,991	91,418
Oil & Gas Drilling — 0.1%
Diamond Offshore Drilling, Inc.†	6,727	35,586
Nabors Industries, Ltd.	36,553	67,623
Noble Corp. PLC†	25,718	31,633
Pacific Drilling SA†	3,094	7,735
Parker Drilling Co.†	966	17,842
Seadrill, Ltd.†	6,076	10,694
		171,113
Oil Companies-Exploration & Production — 1.0%
Abraxas Petroleum Corp.†	16,601	4,814
Amplify Energy Corp.	1,354	9,817
Berry Petroleum Corp.	6,495	60,988
Bonanza Creek Energy, Inc.†	1,961	34,945
Brigham Minerals, Inc., Class A	1,668	31,842
California Resources Corp.†	5,011	28,011
Callon Petroleum Co.†	23,718	90,128
Carrizo Oil & Gas, Inc.†	9,213	67,808
Chaparral Energy, Inc., Class A†	3,220	3,018
CNX Resources Corp.†	19,326	162,918
Comstock Resources, Inc.†	1,561	10,677
Denbury Resources, Inc.†	48,535	48,443
Earthstone Energy, Inc., Class A†	2,021	7,841
Evolution Petroleum Corp.	2,817	15,832
Extraction Oil & Gas, Inc.†	8,775	14,918
Falcon Minerals Corp.	3,999	24,634
Goodrich Petroleum Corp.†	942	9,071
Gulfport Energy Corp.†	16,603	46,239
HighPoint Resources Corp.†	11,645	12,344
Jagged Peak Energy, Inc.†	6,789	48,134
Laredo Petroleum, Inc.†	18,702	44,137
Magnolia Oil & Gas Corp., Class A†	10,475	102,865
Mammoth Energy Services, Inc.	1,347	2,155
Matador Resources Co.†	11,511	160,118
Montage Resources Corp., Class A†	2,217	10,021
Northern Oil and Gas, Inc.†	30,193	59,178
Oasis Petroleum, Inc.†	33,104	86,401
Panhandle Oil and Gas, Inc., Class A	1,590	22,562
PDC Energy, Inc.†	6,507	129,815
Penn Virginia Corp.†	1,405	33,439
PrimeEnergy Resources Corp.†	53	8,396
QEP Resources, Inc.	24,802	82,591
Ring Energy, Inc.†	6,242	10,362
Roan Resources, Inc.†	3,698	5,547
Rosehill Resources, Inc.†	1,094	1,685
SandRidge Energy, Inc.†	3,195	13,994
SilverBow Resources, Inc.†	733	5,791
SM Energy Co.	11,616	91,069
Southwestern Energy Co.†	56,352	115,522
SRC Energy, Inc.†	25,090	78,281
Talos Energy, Inc.†	2,087	44,933
Tellurian, Inc.†	9,788	78,010
Unit Corp.†	5,506	11,232
W&T Offshore, Inc.†	9,759	39,329
Whiting Petroleum Corp.†	9,431	59,793
		2,029,648
Oil Field Machinery & Equipment — 0.2%
Dril-Quip, Inc.†	3,751	153,866
Exterran Corp.†	3,167	40,126
Flotek Industries, Inc.†	5,572	10,642
Forum Energy Technologies, Inc.†	8,577	9,949
Natural Gas Services Group, Inc.†	1,303	15,493
Smart Sand, Inc.†	2,235	5,208
Thermon Group Holdings, Inc.†	3,370	80,307
US Silica Holdings, Inc.	7,598	33,887
		349,478
Oil Refining & Marketing — 0.4%
CVR Energy, Inc.	3,067	145,437
Delek US Holdings, Inc.	7,785	311,011
Murphy USA, Inc.†	3,161	372,777
Par Pacific Holdings, Inc.†	3,671	83,148
Trecora Resources†	2,212	19,399
		931,772
Oil-Field Services — 0.6%
Archrock, Inc.	13,357	128,761
DMC Global, Inc.	1,463	65,455
Era Group, Inc.†	2,021	19,543
Frank’s International NV†	11,051	54,150
FTS International, Inc.†	3,443	5,233
Helix Energy Solutions Group, Inc.†	14,710	126,359
Independence Contract Drilling, Inc.†	4,974	4,427
KLX Energy Services Holdings, Inc.†	2,158	17,134
Liberty Oilfield Services, Inc., Class A	5,516	50,802
Matrix Service Co.†	2,753	51,646
McDermott International, Inc.†	18,811	30,662
MRC Global, Inc.†	8,243	93,640
National Energy Services Reunited Corp.†	2,459	16,992
NCS Multistage Holdings, Inc.†	1,191	2,680
Newpark Resources, Inc.†	9,222	55,332
NexTier Oilfield Solutions, Inc.†	16,515	71,343
Nine Energy Service, Inc.†	1,647	9,306
NOW, Inc.†	11,227	118,333
Oceaneering International, Inc.†	10,270	145,423
Oil States International, Inc.†	6,210	88,617
ProPetro Holding Corp.†	8,284	64,201
RPC, Inc.	6,020	24,923
Select Energy Services, Inc., Class A†	6,142	46,679
Solaris Oilfield Infrastructure, Inc., Class A	3,223	34,293
TETRA Technologies, Inc.†	12,561	21,354
US Well Services, Inc.†	2,080	3,973
		1,351,261
Optical Supplies — 0.1%
STAAR Surgical Co.†	4,606	150,985
Paper & Related Products — 0.2%
Clearwater Paper Corp.†	1,657	30,721
Neenah, Inc.	1,735	111,908
P.H. Glatfelter Co.	4,514	81,252
Schweitzer-Mauduit International, Inc.	3,201	129,608
Verso Corp., Class A†	3,614	52,909
		406,398
Pastoral & Agricultural — 0.2%
Darling Ingredients, Inc.†	17,025	328,582

Patient Monitoring Equipment — 0.1%
CareDx, Inc.†	4,262	111,707
Pharmacy Services — 0.0%
Option Care Health, Inc.†	12,768	45,199
Physical Therapy/Rehabilitation Centers — 0.1%
Catasys, Inc.†	747	11,661
U.S. Physical Therapy, Inc.	1,303	184,335
		195,996
Physicians Practice Management — 0.0%
Apollo Medical Holdings, Inc.†	654	9,790
Pipelines — 0.1%
NextDecade Corp.†	1,185	7,015
SemGroup Corp., Class A	8,231	132,519
		139,534
Pollution Control — 0.0%
CECO Environmental Corp.†	3,185	21,849
Poultry — 0.2%
Sanderson Farms, Inc.	2,062	319,218
Power Converter/Supply Equipment — 0.3%
Energous Corp.†	2,912	7,979
Generac Holdings, Inc.†	6,342	612,510
Powell Industries, Inc.	924	36,184
Vicor Corp.†	1,845	67,066
		723,739
Precious Metals — 0.1%
Coeur Mining, Inc.†	22,808	125,900
Hecla Mining Co.	49,937	114,855
		240,755
Printing-Commercial — 0.2%
Cimpress NV†	2,249	297,138
Ennis, Inc.	2,642	51,757
LSC Communications, Inc.	3,395	3,310
Quad/Graphics, Inc.	3,333	15,098
RR Donnelley & Sons Co.	7,320	31,915
		399,218
Private Equity — 0.1%
Kennedy-Wilson Holdings, Inc.	12,720	292,687
Professional Sports — 0.1%
Liberty Media Corp. - Liberty Braves, Series A†	1,031	30,435
Liberty Media Corp. - Liberty Braves, Series C†	3,735	109,846
		140,281
Protection/Safety — 0.0%
ShotSpotter, Inc.†	843	17,029
Publishing-Books — 0.1%
Houghton Mifflin Harcourt Co.†	10,822	69,910
Scholastic Corp.	3,059	117,772
Tribune Publishing Co.	1,815	16,262
		203,944
Publishing-Newspapers — 0.2%
Gannett Co., Inc.	10,974	119,068
Lee Enterprises, Inc.†	5,550	10,046
TEGNA, Inc.	22,540	338,776
		467,890
Publishing-Periodicals — 0.1%
Meredith Corp.	4,126	155,550
Value Line, Inc.	110	2,225
		157,775
Quarrying — 0.1%
Compass Minerals International, Inc.	3,537	199,770
Racetracks — 0.3%
Churchill Downs, Inc.	3,643	473,554
Empire Resorts, Inc.†	394	3,826
Penn National Gaming, Inc.†	11,388	242,735
		720,115
Radio — 0.0%
Cumulus Media, Inc., Class A†	1,491	20,412
Entercom Communications Corp., Class A	12,818	44,606
Saga Communications, Inc., Class A	394	11,887
		76,905
Real Estate Investment Trusts — 8.5%
Acadia Realty Trust	8,613	240,992
AG Mortgage Investment Trust, Inc.	3,373	52,754
Agree Realty Corp.	4,254	335,088
Alexander & Baldwin, Inc.	7,113	167,227
Alexander’s, Inc.	221	76,333
American Assets Trust, Inc.	5,011	245,339
American Finance Trust, Inc.	11,083	164,028
Anworth Mtg. Asset Corp.	10,123	34,621
Apollo Commercial Real Estate Finance, Inc.	15,997	292,745
Ares Commercial Real Estate Corp.	2,798	43,369
Arlington Asset Investment Corp., Class A	3,740	21,617
Armada Hoffler Properties, Inc.	5,456	102,245
ARMOUR Residential REIT, Inc.	6,108	102,187
Ashford Hospitality Trust, Inc.	9,332	25,476
Blackstone Mtg. Trust, Inc., Class A	13,085	474,985
Bluerock Residential Growth REIT, Inc.	2,339	28,115
Braemar Hotels & Resorts, Inc.	3,113	28,733
BRT Apartments Corp.	1,010	16,867
Capstead Mtg. Corp.	9,693	74,927
CareTrust REIT, Inc.	9,898	239,927
CatchMark Timber Trust, Inc., Class A	5,082	58,291
CBL & Associates Properties, Inc.	17,573	25,305
Cedar Realty Trust, Inc.	8,889	29,689
Chatham Lodging Trust	4,757	85,864
Cherry Hill Mtg. Investment Corp.	1,626	21,984
CIM Commercial Trust Corp.	139	2,022
City Office REIT, Inc.	4,018	54,404
Clipper Realty, Inc.	1,494	14,402
Colony Credit Real Estate, Inc.	8,386	120,171
Community Healthcare Trust, Inc.	1,913	92,627
CoreCivic, Inc.	12,351	188,476
CorEnergy Infrastructure Trust, Inc.	1,334	64,259
CorePoint Lodging, Inc.	4,146	40,838
DiamondRock Hospitality Co.	20,878	208,362
Dynex Capital, Inc.	2,485	40,158
Easterly Government Properties, Inc.	8,159	182,109
EastGroup Properties, Inc.	3,847	515,306
Essential Properties Realty Trust, Inc.	7,881	202,226
Exantas Capital Corp.	3,161	37,173
Farmland Partners, Inc.	2,836	19,001
First Industrial Realty Trust, Inc.	13,074	550,546
Four Corners Property Trust, Inc.	7,101	203,444
Franklin Street Properties Corp.	10,761	92,545
Front Yard Residential Corp.	5,134	63,508
GEO Group, Inc.	12,339	187,800
Getty Realty Corp.	3,459	116,015

Gladstone Commercial Corp.	3,177	74,850
Gladstone Land Corp.	1,906	22,796
Global Medical REIT, Inc.	3,267	39,531
Global Net Lease, Inc.	8,749	170,430
Granite Point Mtg. Trust, Inc.	5,621	104,551
Great Ajax Corp.	1,725	26,996
Healthcare Realty Trust, Inc.	13,266	461,259
Hersha Hospitality Trust	3,617	49,915
Independence Realty Trust, Inc.	9,328	143,651
Industrial Logistics Properties Trust	6,719	142,712
Innovative Industrial Properties, Inc.	1,120	85,120
Invesco Mtg. Capital, Inc.	14,893	234,416
Investors Real Estate Trust	1,208	91,409
iStar, Inc.	6,159	80,129
Jernigan Capital, Inc.	2,212	42,006
Kite Realty Group Trust	8,590	153,074
KKR Real Estate Finance Trust, Inc.	2,618	52,491
Ladder Capital Corp.	10,672	184,305
Lexington Realty Trust	23,751	258,411
LTC Properties, Inc.	4,081	211,600
Mack-Cali Realty Corp.	8,980	192,352
Monmouth Real Estate Investment Corp.	9,579	144,451
National Health Investors, Inc.	4,340	372,329
National Storage Affiliates Trust	6,152	210,214
New Senior Investment Group, Inc.	8,679	61,100
New York Mtg. Trust, Inc.	24,290	152,055
NexPoint Residential Trust, Inc.	1,962	95,687
Office Properties Income Trust	4,946	157,678
One Liberty Properties, Inc.	1,612	45,797
Orchid Island Capital, Inc.	6,564	36,561
Pebblebrook Hotel Trust	13,483	346,648
Pennsylvania Real Estate Investment Trust	7,197	39,727
PennyMac Mtg. Investment Trust	8,980	205,552
Physicians Realty Trust	19,251	359,416
Piedmont Office Realty Trust, Inc., Class A	12,982	291,316
PotlatchDeltic Corp.	6,857	291,217
Preferred Apartment Communities, Inc., Class A	4,604	65,929
PS Business Parks, Inc.	2,075	374,641
QTS Realty Trust, Inc., Class A	5,674	304,070
Ready Capital Corp.	3,233	51,178
Redwood Trust, Inc.	9,967	162,861
Retail Opportunity Investments Corp.	11,674	217,895
Retail Value, Inc.	1,546	56,599
Rexford Industrial Realty, Inc.	11,358	546,206
RLJ Lodging Trust	17,852	292,951
RPT Realty	8,096	117,392
Ryman Hospitality Properties, Inc.	4,758	400,481
Sabra Health Care REIT, Inc.	19,588	481,865
Saul Centers, Inc.	1,232	65,961
Senior Housing Properties Trust	24,542	243,579
Seritage Growth Properties, Class A	3,496	152,041
STAG Industrial, Inc.	13,270	411,901
Summit Hotel Properties, Inc.	10,732	131,574
Sunstone Hotel Investors, Inc.	23,273	314,418
Tanger Factory Outlet Centers, Inc.	9,473	152,705
Terreno Realty Corp.	6,690	377,383
TPG RE Finance Trust, Inc.	5,139	103,962
UMH Properties, Inc.	3,716	55,480
Uniti Group, Inc.	19,184	132,753
Universal Health Realty Income Trust	1,329	158,457
Urban Edge Properties	11,934	251,927
Urstadt Biddle Properties, Inc., Class A	3,066	74,596
Washington Prime Group, Inc.	19,369	81,737
Washington Real Estate Investment Trust	8,316	257,962
Western Asset Mtg. Capital Corp.	5,388	54,096
Whitestone REIT	3,972	56,561
Xenia Hotels & Resorts, Inc.	11,752	247,380
		18,012,393
Real Estate Management/Services — 0.4%
Cushman & Wakefield PLC†	10,622	198,100
eXp World Holdings, Inc.†	1,690	15,159
Marcus & Millichap, Inc.†	2,380	85,014
Maui Land & Pineapple Co., Inc.†	700	7,203
Newmark Group, Inc., Class A	14,885	158,079
RE/MAX Holdings, Inc., Class A	1,852	61,949
Realogy Holdings Corp.	11,796	92,953
Redfin Corp.†	9,151	159,136
RMR Group, Inc., Class A	1,571	76,036
Safehold, Inc.	1,103	38,142
		891,771
Real Estate Operations & Development — 0.1%
American Realty Investors, Inc.†	258	4,115
Consolidated-Tomoka Land Co.	507	32,433
FRP Holdings, Inc.†	730	37,800
Griffin Industrial Realty, Inc.	100	3,938
Legacy Housing Corp.†	598	9,478
McGrath RentCorp	2,510	191,538
Stratus Properties, Inc.†	608	16,769
Transcontinental Realty Investors, Inc.†	110	3,469
		299,540
Recreational Centers — 0.0%
OneSpaWorld Holdings, Ltd.†	4,707	73,194
Recreational Vehicles — 0.1%
Camping World Holdings, Inc., Class A	3,413	32,253
Malibu Boats, Inc., Class A†	2,150	70,133
Marine Products Corp.	766	10,280
MasterCraft Boat Holdings, Inc.†	1,908	30,051
		142,717
Rental Auto/Equipment — 0.6%
Aaron’s, Inc.	7,005	524,885
Avis Budget Group, Inc.†	6,132	182,182
CAI International, Inc.†	1,702	40,456
Herc Holdings, Inc.†	2,499	110,606
Hertz Global Holdings, Inc.†	10,520	142,125
Rent-A-Center, Inc.	5,049	130,617
Textainer Group Holdings, Ltd.†	2,919	30,212
		1,161,083
Resorts/Theme Parks — 0.3%
Marriott Vacations Worldwide Corp.	4,445	488,639
SeaWorld Entertainment, Inc.†	4,889	129,167
		617,806
Retail-Apparel/Shoe — 0.6%
Abercrombie & Fitch Co., Class A	6,800	110,092
American Eagle Outfitters, Inc.	16,775	257,999
Ascena Retail Group, Inc.†	16,233	5,717
Boot Barn Holdings, Inc.†	2,901	101,680
Buckle, Inc.	2,995	62,655
Caleres, Inc.	4,239	91,223
Cato Corp., Class A	2,299	40,210
Chico’s FAS, Inc.	12,100	41,624
Children’s Place, Inc.	1,592	130,401
Designer Brands, Inc.	6,742	111,243
Duluth Holdings, Inc., Class B†	1,113	10,284
Express, Inc.†	6,821	21,964

Genesco, Inc.†	1,655	64,297
Guess?, Inc.	5,206	87,201
J. Jill, Inc.	1,747	3,022
RTW RetailWinds, Inc.†	3,144	4,653
Shoe Carnival, Inc.	974	32,327
Tailored Brands, Inc.	5,181	24,040
Tilly’s, Inc., Class A	2,252	23,106
Vera Bradley, Inc.†	2,121	22,822
Winmark Corp.	253	45,540
		1,292,100
Retail-Appliances — 0.0%
Conn’s, Inc.†	2,064	49,928
Retail-Arts & Crafts — 0.0%
Michaels Cos., Inc.†	8,857	77,322
Retail-Automobile — 0.5%
America’s Car-Mart, Inc.†	647	58,870
Asbury Automotive Group, Inc.†	2,001	206,363
Group 1 Automotive, Inc.	1,828	181,776
Lithia Motors, Inc., Class A	2,295	361,417
Rush Enterprises, Inc., Class A	2,853	124,648
Rush Enterprises, Inc., Class B	472	20,258
Sonic Automotive, Inc., Class A	2,525	81,381
		1,034,713
Retail-Bedding — 0.1%
Bed Bath & Beyond, Inc.	12,639	173,154
Retail-Bookstores — 0.0%
Barnes & Noble Education, Inc.†	4,254	17,484
Retail-Building Products — 0.3%
At Home Group, Inc.†	4,941	42,097
Beacon Roofing Supply, Inc.†	7,041	218,553
BMC Stock Holdings, Inc.†	6,905	186,366
Foundation Building Materials, Inc.†	1,538	28,591
GMS, Inc.†	3,329	99,737
Tile Shop Holdings, Inc.	3,889	6,534
		581,878
Retail-Computer Equipment — 0.0%
PC Connection, Inc.	1,167	56,996
Retail-Discount — 0.2%
Big Lots, Inc.	4,036	87,460
BJ’s Wholesale Club Holdings, Inc.†	11,566	308,812
Citi Trends, Inc.	1,176	20,992
		417,264
Retail-Drug Store — 0.0%
Rite Aid Corp.†	5,617	51,676
Retail-Floor Coverings — 0.0%
Lumber Liquidators Holdings, Inc.†	2,956	27,284
Retail-Hair Salons — 0.0%
Regis Corp.†	2,955	60,873
Retail-Home Furnishings — 0.3%
Bassett Furniture Industries, Inc.	1,018	15,525
Haverty Furniture Cos., Inc.	1,849	33,541
La-Z-Boy, Inc.	4,650	165,122
Lovesac Co.†	910	14,860
RH†	1,715	311,615
		540,663
Retail-Jewelry — 0.1%
Movado Group, Inc.	1,631	42,487
Signet Jewelers, Ltd.	5,373	86,183
		128,670
Retail-Leisure Products — 0.0%
MarineMax, Inc.†	2,185	33,758
Party City Holdco, Inc.†	5,591	31,422
		65,180
Retail-Major Department Stores — 0.0%
J.C. Penney Co., Inc.†	32,978	32,978
Retail-Misc./Diversified — 0.2%
Container Store Group, Inc.†	1,649	6,959
Gaia, Inc.†	1,089	7,547
GameStop Corp., Class A	9,314	50,668
Hudson, Ltd., Class A†	4,112	51,071
PriceSmart, Inc.	2,329	172,579
Sally Beauty Holdings, Inc.†	12,511	193,920
		482,744
Retail-Office Supplies — 0.1%
Office Depot, Inc.	56,343	116,067
Retail-Pawn Shops — 0.2%
EZCORP, Inc., Class A†	5,271	27,725
FirstCash, Inc.	4,392	370,641
		398,366
Retail-Pet Food & Supplies — 0.1%
Freshpet, Inc.†	3,568	186,463
PetIQ, Inc.†	2,011	49,712
PetMed Express, Inc.	2,031	47,556
		283,731
Retail-Petroleum Products — 0.1%
World Fuel Services Corp.	6,688	279,358
Retail-Regional Department Stores — 0.0%
Dillard’s, Inc., Class A	1,073	74,016
Retail-Restaurants — 1.5%
Biglari Holdings, Inc., Class B†	98	8,181
BJ’s Restaurants, Inc.	2,117	83,812
Bloomin’ Brands, Inc.	9,021	178,706
Brinker International, Inc.	3,874	172,199
Cannae Holdings, Inc.†	7,006	204,575
Carrols Restaurant Group, Inc.†	3,619	25,804
Cheesecake Factory, Inc.	4,312	180,199
Chuy’s Holdings, Inc.†	1,719	41,892
Cracker Barrel Old Country Store, Inc.	1,996	310,378
Dave & Buster’s Entertainment, Inc.	3,777	150,249
Del Taco Restaurants, Inc.†	2,991	22,836
Denny’s Corp.†	6,004	120,801
Dine Brands Global, Inc.	1,694	123,916
El Pollo Loco Holdings, Inc.†	2,141	24,878
Fiesta Restaurant Group, Inc.†	2,431	20,894
Habit Restaurants, Inc., Class A†	2,134	22,428
J Alexander’s Holdings, Inc.†	1,331	12,844
Jack in the Box, Inc.	2,675	224,754
Kura Sushi USA, Inc., Class A†	349	6,439
Noodles & Co.†	2,959	15,772
Papa John’s International, Inc.	2,292	134,197
Potbelly Corp.†	2,185	9,286
Red Robin Gourmet Burgers, Inc.†	1,345	41,023
Ruth’s Hospitality Group, Inc.	2,924	60,176
Shake Shack, Inc., Class A†	3,007	247,416
Texas Roadhouse, Inc.	6,846	386,799
Waitr Holdings, Inc.†	5,983	2,601
Wingstop, Inc.	3,042	253,794
		3,086,849
Retail-Sporting Goods — 0.1%
Hibbett Sports, Inc.†	1,845	44,022
Sportsman’s Warehouse Holdings, Inc.†	4,398	29,950
Zumiez, Inc.†	2,069	66,022
		139,994

Retail-Vision Service Center — 0.1%
National Vision Holdings, Inc.†	8,121	193,280
Retail-Vitamins & Nutrition Supplements — 0.0%
GNC Holdings, Inc., Class A†	8,476	22,377
Retirement/Aged Care — 0.1%
Brookdale Senior Living, Inc.†	19,133	140,628
Rubber-Tires — 0.1%
Cooper Tire & Rubber Co.	5,212	147,187
Rubber/Plastic Products — 0.3%
Myers Industries, Inc.	3,677	62,252
Proto Labs, Inc.†	2,796	271,128
Raven Industries, Inc.	3,718	129,684
Trinseo SA	4,178	177,565
		640,629
Satellite Telecom — 0.3%
Gogo, Inc.†	5,692	35,006
Intelsat SA†	6,949	176,435
Iridium Communications, Inc.†	10,266	251,209
KVH Industries, Inc.†	1,681	17,180
Loral Space & Communications, Inc.†	1,330	53,186
		533,016
Savings & Loans/Thrifts — 1.5%
Axos Financial, Inc.†	5,993	174,097
Banc of California, Inc.	4,696	64,664
BankFinancial Corp.	1,445	18,612
Berkshire Hills Bancorp, Inc.	4,794	148,758
Brookline Bancorp, Inc.	8,129	127,625
Capitol Federal Financial, Inc.	13,691	195,371
Community Bankers Trust Corp.	2,240	19,398
Dime Community Bancshares, Inc.	3,287	63,406
Entegra Financial Corp.†	699	21,040
ESSA Bancorp, Inc.	980	16,023
First Capital, Inc.	336	19,723
First Defiance Financial Corp.	2,013	62,242
First Financial Northwest, Inc.	822	11,631
Flushing Financial Corp.	2,802	60,635
FS Bancorp, Inc.	414	23,701
Greene County Bancorp, Inc.	343	9,542
Hingham Institution for Savings	144	27,359
Home Bancorp, Inc.	806	30,757
HomeTrust Bancshares, Inc.	1,644	43,895
Investors Bancorp, Inc.	23,904	288,043
Malvern Bancorp, Inc.†	783	17,524
Meridian Bancorp, Inc.	4,973	97,272
MutualFirst Financial, Inc.	607	24,213
Northfield Bancorp, Inc.	4,525	76,970
Northwest Bancshares, Inc.	10,405	175,532
OceanFirst Financial Corp.	5,239	125,369
Oritani Financial Corp.	4,086	76,245
Pacific Premier Bancorp, Inc.	6,129	206,884
Provident Financial Holdings, Inc.	607	12,176
Provident Financial Services, Inc.	6,400	159,680
Prudential Bancorp, Inc.	907	15,827
Riverview Bancorp, Inc.	2,204	15,847
Southern Missouri Bancorp, Inc.	816	29,711
Territorial Bancorp, Inc.	807	23,855
Timberland Bancorp, Inc.	769	20,379
United Community Financial Corp.	4,880	55,583
Washington Federal, Inc.	8,200	298,972
Waterstone Financial, Inc.	2,477	46,147
WSFS Financial Corp.	5,449	229,784
		3,134,492
Schools — 0.6%
Adtalem Global Education, Inc.†	5,854	174,332
American Public Education, Inc.†	1,633	35,469
Career Education Corp.†	7,147	101,201
Chegg, Inc.†	12,028	368,778
K12, Inc.†	3,997	79,101
Laureate Education, Inc., Class A†	10,865	167,919
Rosetta Stone, Inc.†	2,130	40,811
Strategic Education, Inc.	2,211	272,019
		1,239,630
Security Services — 0.2%
Brink’s Co.	5,175	439,668
Seismic Data Collection — 0.0%
Geospace Technologies Corp.†	1,371	20,003
Semiconductor Components-Integrated Circuits — 0.4%
Cirrus Logic, Inc.†	6,040	410,478
MaxLinear, Inc.†	6,757	128,113
Power Integrations, Inc.	2,936	267,499
		806,090
Semiconductor Equipment — 0.7%
Axcelis Technologies, Inc.†	3,343	64,085
Brooks Automation, Inc.	7,357	312,452
Cabot Microelectronics Corp.	3,006	454,267
Cohu, Inc.	4,173	69,355
FormFactor, Inc.†	7,707	168,244
Onto Innovation, Inc.†	4,989	160,631
Ultra Clean Holdings, Inc.†	4,048	86,506
Veeco Instruments, Inc.†	4,990	68,063
		1,383,603
Silver Mining — 0.0%
Pan American Silver Corp. CVR†(1)(3)	29,003	6,091
Software Tools — 0.0%
Digital Turbine, Inc.†	8,133	56,850
Steel Pipe & Tube — 0.1%
Advanced Drainage Systems, Inc.	3,773	139,676
Northwest Pipe Co.†	992	30,256
Omega Flex, Inc.	301	27,948
Synalloy Corp.	862	13,499
TimkenSteel Corp.†	4,171	23,441
		234,820
Steel-Producers — 0.3%
AK Steel Holding Corp.†	32,649	77,052
Carpenter Technology Corp.	4,883	239,365
Commercial Metals Co.	12,224	236,290
Schnitzer Steel Industries, Inc., Class A	2,663	56,828
		609,535
Steel-Specialty — 0.1%
Allegheny Technologies, Inc.†	13,039	273,949
Storage/Warehousing — 0.1%
Mobile Mini, Inc.	4,637	174,444
Superconductor Product & Systems — 0.0%
American Superconductor Corp.†	2,177	17,046
SupraNational Banks — 0.0%
Banco Latinoamericano de Comercio Exterior SA, Class E	3,198	65,975
Telecom Equipment-Fiber Optics — 0.3%
Acacia Communications, Inc.†	3,931	258,109
Clearfield, Inc.†	1,161	14,315
Harmonic, Inc.†	8,929	69,468
Viavi Solutions, Inc.†	23,831	380,343
		722,235

Telecom Services — 0.2%
Consolidated Communications Holdings, Inc.	7,307	29,228
GTT Communications, Inc.†	3,448	25,964
Ooma, Inc.†	2,011	22,825
ORBCOMM, Inc.†	7,712	30,925
RigNet, Inc.†	1,505	7,886
Spok Holdings, Inc.	1,857	22,098
Vonage Holdings Corp.†	23,473	229,331
		368,257
Telecommunication Equipment — 0.1%
ADTRAN, Inc.	4,941	43,530
Airgain, Inc.†	926	10,529
Casa Systems, Inc.†	3,281	22,048
DASAN Zhone Solutions, Inc.†	816	6,149
Digi International, Inc.†	2,877	41,486
Plantronics, Inc.	3,465	136,590
Preformed Line Products Co.	318	17,363
		277,695
Telephone-Integrated — 0.1%
Cincinnati Bell, Inc.†	5,141	26,271
Frontier Communications Corp.†	10,874	9,895
IDT Corp., Class B†	1,726	11,754
Shenandoah Telecommunications Co.	4,970	159,835
		207,755
Television — 0.1%
Central European Media Enterprises, Ltd., Class A†	9,192	41,226
Gray Television, Inc.†	9,439	154,894
		196,120
Textile-Apparel — 0.0%
Unifi, Inc.†	1,495	40,813
Textile-Products — 0.0%
Culp, Inc.	1,143	17,682
Theaters — 0.0%
AMC Entertainment Holdings, Inc., Class A	5,347	50,101
Reading International, Inc., Class A†	1,737	19,750
		69,851
Therapeutics — 0.4%
Akebia Therapeutics, Inc.†	12,236	45,640
Anika Therapeutics, Inc.†	1,388	97,701
Axsome Therapeutics, Inc.†	2,608	62,801
CorMedix, Inc.†	2,443	13,632
Flexion Therapeutics, Inc.†	3,501	60,112
G1 Therapeutics, Inc.†	3,507	74,419
La Jolla Pharmaceutical Co.†	2,147	15,061
MannKind Corp.†	19,435	25,363
Portola Pharmaceuticals, Inc.†	7,745	223,908
Recro Pharma, Inc.†	2,007	31,650
Xencor, Inc.†	4,904	167,766
		818,053
Tobacco — 0.2%
22nd Century Group, Inc.†	11,993	22,667
Greenlane Holdings, Inc., Class A†	643	2,527
Pyxus International, Inc.†	874	9,981
Turning Point Brands, Inc.	858	17,906
Universal Corp.	2,544	139,411
Vector Group, Ltd.	11,503	140,337
		332,829
Tools-Hand Held — 0.2%
MSA Safety, Inc.	3,660	439,456
Toys — 0.0%
Funko, Inc., Class A†	1,851	33,318
Traffic Management Sys — 0.0%
Arlo Technologies, Inc.†	7,662	26,127
Transactional Software — 0.0%
InnerWorkings, Inc.†	4,575	22,189
Synchronoss Technologies, Inc.†	3,966	23,796
		45,985
Transport-Air Freight — 0.1%
Air Transport Services Group, Inc.†	6,061	126,736
Atlas Air Worldwide Holdings, Inc.†	2,410	52,851
		179,587
Transport-Equipment & Leasing — 0.2%
GATX Corp.	3,693	293,778
General Finance Corp.†	1,204	11,775
Greenbrier Cos., Inc.	3,329	97,507
Willis Lease Finance Corp.†	302	16,462
		419,522
Transport-Marine — 0.5%
Ardmore Shipping Corp.†	3,461	27,653
Costamare, Inc.	5,089	40,000
DHT Holdings, Inc.	9,187	71,016
Diamond S Shipping, Inc.†	2,307	33,682
Dorian LPG, Ltd.†	2,881	35,868
Eagle Bulk Shipping, Inc.†	4,588	19,912
GasLog, Ltd.	4,194	57,500
Genco Shipping & Trading, Ltd.†	1,572	15,531
Golar LNG, Ltd.	9,822	135,249
International Seaways, Inc.†	2,614	65,716
Nordic American Tankers, Ltd.	14,441	51,699
Overseas Shipholding Group, Inc., Class A†	6,707	10,932
Safe Bulkers, Inc.†	5,275	8,598
Scorpio Bulkers, Inc.	5,653	36,745
Scorpio Tankers, Inc.	4,493	142,922
SEACOR Holdings, Inc.†	1,803	77,367
Ship Finance International, Ltd.	8,428	121,953
Teekay Corp.	7,117	36,368
Teekay Tankers, Ltd., Class A†	19,741	40,272
Tidewater, Inc.†	3,989	64,741
		1,093,724
Transport-Services — 0.3%
CryoPort, Inc.†	3,267	45,836
Daseke, Inc.†	4,739	12,748
Echo Global Logistics, Inc.†	2,779	55,330
Forward Air Corp.	2,923	202,184
Hub Group, Inc., Class A†	3,350	153,430
Matson, Inc.	4,406	168,221
Radiant Logistics, Inc.†	4,051	21,835
Universal Logistics Holdings, Inc.	859	16,196
		675,780
Transport-Truck — 0.4%
ArcBest Corp.	2,640	76,270
Covenant Transportation Group, Inc., Class A†	1,307	20,089
Heartland Express, Inc.	4,761	99,505
Marten Transport, Ltd.	4,067	88,091
P.A.M. Transportation Services, Inc.†	198	11,345

Roadrunner Transportation Systems, Inc.†		370			4,159
Saia, Inc.†		2,689			239,859
US Xpress Enterprises, Inc. Class A†		2,263			11,745
Werner Enterprises, Inc.		4,691			171,221
YRC Worldwide, Inc.†		3,457			11,581
					733,865
Travel Services — 0.0%
Liberty TripAdvisor Holdings, Inc., Class A†		7,527			72,636
Venture Capital — 0.0%
Safeguard Scientifics, Inc.†		2,020			22,846
Veterinary Diagnostics — 0.2%
Heska Corp.†		719			58,253
Neogen Corp.†		5,314			345,729
					403,982
Vitamins & Nutrition Products — 0.1%
Lifevantage Corp.†		1,426			19,337
Natural Grocers by Vitamin Cottage, Inc.†		939			8,235
Nature’s Sunshine Products, Inc.†		907			8,562
USANA Health Sciences, Inc.†		1,337			99,085
					135,219
Water — 0.5%
American States Water Co.		3,801			361,589
Artesian Resources Corp., Class A		829			30,756
California Water Service Group		4,983			278,899
Consolidated Water Co., Ltd.		1,495			26,222
Global Water Resources, Inc.		1,222			14,969
Middlesex Water Co.		1,662			111,769
PICO Holdings, Inc.†		1,896			20,439
SJW Group		2,729			197,443
York Water Co.		1,339			58,970
					1,101,056
Water Treatment Systems — 0.1%
AquaVenture Holdings, Ltd.†		1,453			28,508
Energy Recovery, Inc.†		3,850			35,844
Evoqua Water Technologies Corp.†		7,760			134,791
Pure Cycle Corp.†		1,774			19,833
					218,976
Web Hosting/Design — 0.2%
Endurance International Group Holdings, Inc.†		7,420			29,086
NIC, Inc.		6,816			160,312
Q2 Holdings, Inc.†		4,477			320,061
					509,459
Web Portals/ISP — 0.0%
Meet Group, Inc.†		7,618			32,453
Wire & Cable Products — 0.2%
Belden, Inc.		4,045			207,428
Encore Wire Corp.		2,111			118,638
Insteel Industries, Inc.		1,912			36,462
					362,528
Wireless Equipment — 0.2%
Anterix, Inc.†		1,114			45,184
CalAmp Corp.†		3,388			38,013
Cambium Networks Corp.†		450			3,942
InterDigital, Inc.		3,234			173,439
Maxar Technologies, Inc.		6,195			52,596
Ribbon Communications, Inc.†		6,186			26,538
Sonim Technologies, Inc.†		390			932
TESSCO Technologies, Inc.		669			8,891
					349,535
Wound, Burn & Skin Care — 0.0%
Dermira, Inc.†		4,899			32,774
X-Ray Equipment — 0.1%
Varex Imaging Corp.†		3,903			117,129
ViewRay, Inc.†		7,308			19,006
					136,135
Total Common Stocks (cost $206,496,513)					204,029,773
EXCHANGE-TRADED FUNDS — 0.1%
iShares Russell 2000 ETF (cost $307,502)		2,000			310,900
Total Long-Term Investment Securities (cost $206,804,015)					204,340,673
SHORT-TERM INVESTMENT SECURITIES — 0.4%
U.S. Government Treasuries — 0.4%
United States Treasury Bills 1.68% due 12/10/2019(2) (cost $798,548)	$	800,000			798,719
REPURCHASE AGREEMENTS — 3.1%
Agreement with Fixed Income Clearing Corp., bearing interest at 0.25%, dated 10/31/2019, to be repurchased 11/01/2019 in the amount $6,518,045 collateralized by $2,080,000 of United States Treasury Notess, bearing interest at 2.75% due 04/30/2023 and by $4,345,000 of United States Treasury Notes bearing interest at 2.38% due 02/29/2024 having an approximate combined value of $6,652,355 (cost $6,518,000)		6,518,000			6,518,000
TOTAL INVESTMENTS (cost $214,120,563)		100.0	%		211,657,392
Other assets less liabilities		0.0			88,444
NET ASSETS		100.0	%	$	211,745,836

† Non-income producing security

(1) Securities classified as Level 3 (see Note 1).

(2) The security or a portion thereof was pledged as collateral to cover margin requirements for open futures contracts.

(3) 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 October 31, 2019, the Portfolio held the following restricted securities

Description	Acquisition Date		Shares		Acquisition Cost		Value		Value Per Share		% of Net  Assets
Common Stocks
Pan American Silver Corp. CVR
		6/22/2018		22,619	$	6,969
		9/27/2018		6,384		1,208
				29,003		8,177	$	6,091	$	0.21		0.00	%

CVR — Contingent Value Rights

ETF — Exchange-Traded Fund

Futures Contracts

Number of Contracts	Type		Description		Expiration Month		Notional Basis*		Notional Value*		Unrealized Appreciation (Depreciation)
95		Long		E-mini Russell 2000 Index		December 2019	$	7,389,601	$	7,426,150	$	36,549

* 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.

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable  Inputs		Level 3 -  Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks:
Chemicals-Plastics	$	254,958	$	—	$	592	$	255,550
Finance-Commercial		264,546		—		1,215		265,761
Medical-Biomedical/Gene		11,343,463		—		6,803		11,350,266
Medical-Drugs		4,680,102		—		453		4,680,555
Silver Mining		—		—		6,091		6,091
Other Industries		187,471,550		—		—		187,471,550
Exchange-Traded Funds		310,900		—		—		310,900
Short-Term Investment Securities		—		798,719		—		798,719
Repurchase Agreements		—		6,518,000		—		6,518,000
Total Investments at Value	$	204,325,519	$	7,316,719	$	15,154	$	211,657,392
Other Financial Instruments:+
Futures Contracts	$	36,549	$	—	$	—	$	36,549

* 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.

At the beginning and end of the reporting period, Level 3 investments in securities were not considered a material portion of the Portfolio. There were no Level 3 transfers during the reporting period.

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA T. Rowe Price Asset Allocation Growth Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
COMMON STOCKS — 79.4%
Advertising Agencies — 0.1%
Omnicom Group, Inc.		608	$	46,931
WPP PLC		19,202		239,580
				286,511
Advertising Services — 0.1%
Stroeer SE & Co. KGaA		1,720		138,502
Trade Desk, Inc., Class A†		230		46,184
				184,686
Aerospace/Defense — 1.8%
Boeing Co.		6,826		2,320,226
Meggitt PLC		37,110		300,152
Northrop Grumman Corp.		2,251		793,432
Spirit AeroSystems Holdings, Inc., Class A		775		63,411
Teledyne Technologies, Inc.†		240		79,104
				3,556,325
Aerospace/Defense-Equipment — 0.2%
HEICO Corp.		60		7,400
HEICO Corp., Class A		373		35,536
L3Harris Technologies, Inc.		1,436		296,261
United Technologies Corp.		179		25,701
				364,898
Agricultural Chemicals — 0.1%
CF Industries Holdings, Inc.		3,346		151,741
Agricultural Operations — 0.0%
Bunge, Ltd.		881		47,574
Cadiz, Inc.†		2,070		24,509
				72,083
Airlines — 0.2%
Alaska Air Group, Inc.		1,813		125,877
Delta Air Lines, Inc.		179		9,859
Hawaiian Holdings, Inc.		1,240		35,477
United Airlines Holdings, Inc.†		2,542		230,915
				402,128
Apparel Manufacturers — 0.4%
Burberry Group PLC		6,420		169,982
Kering SA		374		212,816
Moncler SpA		5,255		202,435
Oxford Industries, Inc.		580		39,939
Samsonite International SA*		46,800		96,396
Tapestry, Inc.		1,174		30,359
VF Corp.		1,282		105,496
				857,423
Appliances — 0.0%
iRobot Corp.†		497		23,886
Applications Software — 3.7%
CDK Global, Inc.		1,180		59,637
Cerence, Inc.†		793		12,292
Intuit, Inc.		2,606		671,045
Microsoft Corp.		36,307		5,205,335
Nuance Communications, Inc.†		3,150		51,408
salesforce.com, Inc.†		5,278		825,954
ServiceNow, Inc.†		2,590		640,403
Upland Software, Inc.†		730		27,360
				7,493,434
Athletic Footwear — 0.2%
NIKE, Inc., Class B		4,358		390,259
Audio/Video Products — 0.2%
Panasonic Corp.		18,100		153,680
Sony Corp.		2,900		177,910
				331,590
Auto-Cars/Light Trucks — 0.5%
Ferrari NV		756		121,051
Honda Motor Co., Ltd.		3,600		98,076
Suzuki Motor Corp.		3,800		180,763
Tesla, Inc.†		387		121,874
Toyota Motor Corp.		6,400		446,974
				968,738
Auto-Heavy Duty Trucks — 0.1%
PACCAR, Inc.		3,484		264,993
Auto/Truck Parts & Equipment-Original — 0.6%
Aisin Seiki Co., Ltd.		2,800		113,047
Aptiv PLC		3,472		310,918
Autoliv, Inc.		532		41,411
Autoliv, Inc. SDR		1,877		146,572
Dorman Products, Inc.†		385		27,701
Garrett Motion, Inc.†		116		1,102
Lear Corp.		506		59,592
Magna International, Inc.		6,772		364,130
Stanley Electric Co., Ltd.		5,300		148,708
Tenneco, Inc., Class A		500		6,295
Veoneer, Inc.†		412		6,559
WABCO Holdings, Inc.†		325		43,752
				1,269,787
Auto/Truck Parts & Equipment-Replacement — 0.0%
Standard Motor Products, Inc.		760		39,794
Banks-Commercial — 1.8%
ABN AMRO Bank NV CVA*		10,385		193,310
Australia & New Zealand Banking Group, Ltd.		11,262		207,595
BankUnited, Inc.		1,450		49,735
Commerzbank AG		5,283		31,599
Danske Bank A/S		8,452		120,595
DBS Group Holdings, Ltd.		8,600		164,357
DNB ASA		17,400		316,169
East West Bancorp, Inc.		1,346		57,770
Erste Group Bank AG		2,293		80,992
Farmers & Merchants Bancorp, Inc.		1,360		34,816
First Interstate BancSystem, Inc., Class A		1,010		42,380
First Republic Bank		817		86,896
FNB Corp.		4,230		51,014
Hilltop Holdings, Inc.		1,880		43,917
Home BancShares, Inc.		2,570		47,494
ING Groep NV		24,440		276,068
Intesa Sanpaolo SpA		55,794		139,762
LegacyTexas Financial Group, Inc.		1,080		45,943
Meta Financial Group, Inc.		1,272		40,272
National Bank of Canada		4,847		250,317
PacWest Bancorp		1,470		54,375
Park National Corp.		480		48,600
Popular, Inc.		1,050		57,183
Prosperity Bancshares, Inc.		790		54,526
Signature Bank		489		57,858
Standard Chartered PLC		17,646		160,233

Sumitomo Mitsui Trust Holdings, Inc.	4,100	150,955
SVB Financial Group†	266	58,914
Svenska Handelsbanken AB, Class A	27,818	278,477
TCF Financial Corp.	1,006	39,828
United Bankshares, Inc.	1,330	52,588
United Overseas Bank, Ltd.	12,200	240,601
Webster Financial Corp.	1,110	48,951
Western Alliance Bancorp	1,150	56,730
		3,640,820
Banks-Fiduciary — 0.1%
State Street Corp.	2,819	186,251
Banks-Super Regional — 1.3%
Fifth Third Bancorp	11,609	337,590
PNC Financial Services Group, Inc.	901	132,177
US Bancorp	6,459	368,292
Wells Fargo & Co.	34,543	1,783,455
		2,621,514
Batteries/Battery Systems — 0.0%
Energizer Holdings, Inc.	670	28,468
EnerSys	630	42,122
		70,590
Beverages-Non-alcoholic — 0.7%
Coca-Cola Co.	7,213	392,604
Keurig Dr Pepper, Inc.	5,211	146,742
Monster Beverage Corp.†	1,061	59,554
National Beverage Corp.	465	20,441
New Age Beverages Corp.†	2,300	6,187
PepsiCo, Inc.	5,331	731,253
Primo Water Corp.†	1,910	23,101
		1,379,882
Beverages-Wine/Spirits — 0.2%
Constellation Brands, Inc., Class A	13	2,474
Diageo PLC	10,564	433,033
MGP Ingredients, Inc.	370	15,869
		451,376
Brewery — 0.1%
Kirin Holdings Co., Ltd.	5,700	121,664
Broadcast Services/Program — 0.1%
Fox Corp., Class A	2,554	81,830
Liberty Media Corp. - Liberty Formula One, Series C†	630	26,775
MSG Networks, Inc., Class A†	1,040	16,859
		125,464
Building & Construction-Misc. — 0.0%
TopBuild Corp.†	550	57,161
Building Products-Air & Heating — 0.0%
Lennox International, Inc.	210	51,946
Building Products-Cement — 0.0%
MDU Resources Group, Inc.	1,660	47,957
Building Products-Doors & Windows — 0.1%
Apogee Enterprises, Inc.	360	13,515
Cornerstone Building Brands, Inc.†	920	5,750
Griffon Corp.	1,510	32,178
Masonite International Corp.†	710	43,601
		95,044
Building-Heavy Construction — 0.0%
Aegion Corp.†	1,820	39,439
Dycom Industries, Inc.†	801	36,518
Goldfield Corp.†	3,900	8,853
		84,810
Building-Residential/Commercial — 0.1%
Green Brick Partners, Inc.†	3,500	35,245
NVR, Inc.†	11	40,002
Persimmon PLC	6,051	178,475
		253,722
Cable/Satellite TV — 0.7%
Altice USA, Inc., Class A†	1,575	48,746
Cable One, Inc.	38	50,364
Charter Communications, Inc., Class A†	217	101,526
Comcast Corp., Class A	20,714	928,402
DISH Network Corp., Class A†	230	7,907
Liberty Broadband Corp., Class C†	1,364	161,047
Liberty Global PLC, Class A†	288	7,243
Liberty Global PLC, Class C†	878	20,958
Sirius XM Holdings, Inc.	3,240	21,773
		1,347,966
Capacitors — 0.0%
KEMET Corp.	880	19,131
Casino Hotels — 0.1%
MGM Resorts International	7,613	216,971
Wynn Resorts, Ltd.	507	61,519
		278,490
Casino Services — 0.0%
Eldorado Resorts, Inc.†	790	35,368
Scientific Games Corp.†	450	10,796
		46,164
Cellular Telecom — 0.2%
Sprint Corp.†	3,750	23,287
T-Mobile US, Inc.†	294	24,302
Telstra Corp., Ltd.	20,123	48,413
Vodafone Group PLC ADR	15,066	307,648
		403,650
Chemicals-Diversified — 0.7%
AdvanSix, Inc.†	1,280	29,133
Asahi Kasei Corp.	21,500	241,201
BASF SE	3,058	232,704
Covestro AG*	2,737	131,413
Dow, Inc.	649	32,768
DuPont de Nemours, Inc.	2,919	192,391
Eastman Chemical Co.	799	60,756
Johnson Matthey PLC	5,449	216,692
PPG Industries, Inc.	2,001	250,365
Tosoh Corp.	1,800	24,969
Westlake Chemical Corp.	480	30,331
		1,442,723

Chemicals-Specialty — 0.3%
Chemours Co.	1,260	20,677
Ecolab, Inc.	238	45,713
Element Solutions, Inc.†	4,420	48,001
International Flavors & Fragrances, Inc.	167	20,376
Minerals Technologies, Inc.	898	44,406
NewMarket Corp.	97	47,092
Rogers Corp.†	263	35,631
Sensient Technologies Corp.	738	46,169
Umicore SA	4,561	188,062
Valvoline, Inc.	2,180	46,521
		542,648
Circuit Boards — 0.0%
TTM Technologies, Inc.†	1,760	20,610
Coal — 0.0%
Arch Coal, Inc., Class A	278	21,932
CONSOL Energy, Inc.†	510	6,747
		28,679
Coatings/Paint — 0.3%
Axalta Coating Systems, Ltd.†	1,840	54,262
RPM International, Inc.	4,023	291,386
Sherwin-Williams Co.	473	270,707
		616,355
Commercial Services — 0.2%
Cintas Corp.	205	55,077
CoStar Group, Inc.†	294	161,559
LiveRamp Holdings, Inc.†	860	33,617
Macquarie Infrastructure Corp.	597	25,755
TechnoPro Holdings, Inc.	1,400	87,119
		363,127
Commercial Services-Finance — 1.3%
Automatic Data Processing, Inc.	1,579	256,161
Equifax, Inc.	1,850	252,914
Euronet Worldwide, Inc.†	429	60,090
FleetCor Technologies, Inc.†	880	258,914
Global Payments, Inc.	3,735	631,887
Green Dot Corp., Class A†	1,630	47,009
IHS Markit, Ltd.†	718	50,274
PayPal Holdings, Inc.†	5,353	557,247
S&P Global, Inc.	1,479	381,567
Square, Inc., Class A†	455	27,951
TransUnion	1,643	135,745
		2,659,759
Computer Aided Design — 0.2%
Synopsys, Inc.†	2,379	322,949
Computer Services — 0.4%
Accenture PLC, Class A	3,428	635,620
Cognizant Technology Solutions Corp., Class A	1,304	79,466
Conduent, Inc.†	2,660	16,439
Presidio, Inc.	1,550	25,730
Science Applications International Corp.	610	50,398
Sykes Enterprises, Inc.†	1,370	42,326
		849,979
Computer Software — 0.3%
Bandwidth, Inc., Class A†	200	11,230
Cloudera, Inc.†	3,820	32,394
j2 Global, Inc.	560	53,177
MongoDB, Inc.†	220	28,109
Splunk, Inc.†	2,254	270,390
SS&C Technologies Holdings, Inc.	1,400	72,814
Twilio, Inc., Class A†	440	42,486
Veritone, Inc.†	2,530	6,578
Yext, Inc.†	2,110	34,731
		551,909
Computers — 1.1%
Apple, Inc.	9,081	2,258,989
Dell Technologies, Inc., Class C†	931	49,241
		2,308,230
Computers-Integrated Systems — 0.0%
NCR Corp.†	1,570	45,860
NetScout Systems, Inc.†	1,750	42,385
		88,245
Computers-Other — 0.0%
3D Systems Corp.†	1,930	18,316
Lumentum Holdings, Inc.†	606	37,972
		56,288
Computers-Periphery Equipment — 0.0%
Qualstar Corp.†	700	3,710
Qumu Corp.†	3,000	8,910
		12,620
Consulting Services — 0.1%
Booz Allen Hamilton Holding Corp.	837	58,899
FTI Consulting, Inc.†	440	47,903
		106,802
Consumer Products-Misc. — 0.1%
Kimberly-Clark Corp.	1,665	221,245
Spectrum Brands Holdings, Inc.	829	41,624
		262,869
Containers-Metal/Glass — 0.2%
Ball Corp.	6,799	475,726
Greif, Inc., Class B	370	17,401
		493,127
Containers-Paper/Plastic — 0.3%
Amcor PLC CDI	13,747	132,008
Matthews International Corp., Class A	900	33,282
Packaging Corp. of America	2,801	306,597
Sealed Air Corp.	486	20,300
Sonoco Products Co.	1,050	60,585
		552,772
Cosmetics & Toiletries — 0.9%
Colgate-Palmolive Co.	550	37,730
Edgewell Personal Care Co.†	824	28,840
L’Oreal SA	1,178	343,959
Pola Orbis Holdings, Inc.	2,400	54,716
Procter & Gamble Co.	4,556	567,268
Unilever PLC	13,141	786,851
		1,819,364

Cruise Lines — 0.1%
Royal Caribbean Cruises, Ltd.	1,848	201,118
Data Processing/Management — 0.9%
CSG Systems International, Inc.	820	47,265
DocuSign, Inc.†	647	42,825
Fidelity National Information Services, Inc.	9,554	1,258,835
Fiserv, Inc.†	4,554	483,361
		1,832,286
Diagnostic Equipment — 1.7%
Accelerate Diagnostics, Inc.†	980	15,092
Danaher Corp.	12,719	1,752,932
Repligen Corp.†	540	42,925
Thermo Fisher Scientific, Inc.	5,255	1,586,905
		3,397,854
Dialysis Centers — 0.1%
Fresenius SE & Co. KGaA	5,301	278,613
Disposable Medical Products — 0.1%
STERIS PLC	448	63,423
Teleflex, Inc.	254	88,242
		151,665
Distribution/Wholesale — 0.1%
EVI Industries, Inc.	530	18,227
HD Supply Holdings, Inc.†	1,350	53,379
Hudson Technologies, Inc.†	2,360	1,486
SiteOne Landscape Supply, Inc.†	520	45,791
Systemax, Inc.	990	21,424
WESCO International, Inc.†	890	44,633
		184,940
Diversified Banking Institutions — 2.3%
Bank of America Corp.	537	16,792
Barclays PLC ADR	3,847	33,200
BNP Paribas SA	6,238	325,668
Citigroup, Inc.	7,648	549,585
Goldman Sachs Group, Inc.	223	47,584
JPMorgan Chase & Co.	18,411	2,299,902
Lloyds Banking Group PLC	303,454	223,269
Macquarie Group, Ltd.	2,718	250,920
Mitsubishi UFJ Financial Group, Inc.	49,300	260,127
Morgan Stanley	11,904	548,179
		4,555,226
Diversified Financial Services — 0.0%
ANT International Co., Ltd., Class C†(1)(2)	1,708	10,982
Diversified Manufacturing Operations — 1.1%
Actuant Corp., Class A	570	14,119
Carlisle Cos., Inc.	374	56,949
Fabrinet†	520	29,240
General Electric Co.	110,150	1,099,297
Illinois Tool Works, Inc.	1,636	275,797
Siemens AG	5,110	589,181
Textron, Inc.	1,555	71,670
		2,136,253
Diversified Minerals — 0.1%
BHP Group PLC	9,688	205,157
BHP Group, Ltd.	2,225	55,140
		260,297
Diversified Operations — 0.1%
CK Hutchison Holdings, Ltd.	25,000	231,306
Drug Delivery Systems — 0.0%
DexCom, Inc.†	380	58,611
Heron Therapeutics, Inc.†	730	15,513
		74,124
E-Commerce/Products — 2.5%
Alibaba Group Holding, Ltd. ADR†	7,311	1,291,634
Amazon.com, Inc.†	2,001	3,555,097
ASOS PLC†	3,674	167,997
		5,014,728
E-Commerce/Services — 0.5%
Booking Holdings, Inc.†	353	723,216
GrubHub, Inc.†	820	27,929
IAC/InterActiveCorp†	901	204,752
Match Group, Inc.	566	41,312
Trip.com Group, Ltd. ADR†	1,244	41,040
TrueCar, Inc.†	1,330	4,363
Zillow Group, Inc., Class A†	70	2,267
Zillow Group, Inc., Class C†	630	20,519
		1,065,398
E-Marketing/Info — 0.1%
CyberAgent, Inc.	3,800	124,215
E-Services/Consulting — 0.0%
CDW Corp.	371	47,455
Electric Products-Misc. — 0.1%
Legrand SA	1,855	144,780
Novanta, Inc.†	540	48,087
		192,867
Electric-Distribution — 0.7%
CenterPoint Energy, Inc.	7,184	208,839
Sempra Energy	8,801	1,271,832
Spark Energy, Inc., Class A	1,230	11,771
		1,492,442
Electric-Generation — 0.3%
Electric Power Development Co., Ltd.	6,500	158,543
Engie SA	20,606	344,613
		503,156
Electric-Integrated — 1.8%
American Electric Power Co., Inc.	1,363	128,654
Edison International	6,478	407,466
Entergy Corp.	5,163	627,201
Eversource Energy	2,864	239,831
NextEra Energy, Inc.	7,411	1,766,338
NorthWestern Corp.	600	43,512
OGE Energy Corp.	1,385	59,638
Southern Co.	6,862	429,973
		3,702,613
Electronic Components-Misc. — 0.2%
Applied Optoelectronics, Inc.†	490	4,586
Atkore International Group, Inc.†	740	25,678
Knowles Corp.†	1,520	32,802

Murata Manufacturing Co., Ltd.	3,200	173,735
Omron Corp.	2,700	160,015
Sensata Technologies Holding PLC†	1,060	54,261
		451,077
Electronic Components-Semiconductors — 1.8%
Amkor Technology, Inc.†	2,780	34,555
Broadcom, Inc.	2,177	637,535
EMCORE Corp.†	1,740	5,168
GSI Technology, Inc.†	980	7,664
Hamamatsu Photonics KK	3,200	125,345
Impinj, Inc.†	260	8,553
Inphi Corp.†	420	30,190
MACOM Technology Solutions Holdings, Inc.†	780	17,737
Marvell Technology Group, Ltd.	8,049	196,315
Microchip Technology, Inc.	2,601	245,248
Micron Technology, Inc.†	10,539	501,129
NVIDIA Corp.	3,256	654,521
QuickLogic Corp.†	11,600	4,196
Samsung Electronics Co., Ltd.	9,997	433,064
Texas Instruments, Inc.	5,279	622,869
Xilinx, Inc.	370	33,574
		3,557,663
Electronic Connectors — 0.3%
Amphenol Corp., Class A	2,996	300,589
TE Connectivity, Ltd.	3,629	324,795
		625,384
Electronic Measurement Instruments — 0.5%
Agilent Technologies, Inc.	4,515	342,011
FLIR Systems, Inc.	328	16,912
Fortive Corp.	5,977	412,413
Keysight Technologies, Inc.†	3,134	316,252
		1,087,588
Electronic Parts Distribution — 0.1%
Avnet, Inc.	1,140	45,098
SYNNEX Corp.	404	47,567
Tech Data Corp.†	324	39,366
		132,031
Electronic Security Devices — 0.0%
Identiv, Inc.†	800	3,904
Energy-Alternate Sources — 0.0%
REX American Resources Corp.†	417	33,744
SunPower Corp.†	810	7,096
Sunworks, Inc.†	671	1,402
		42,242
Engineering/R&D Services — 0.2%
Argan, Inc.	630	23,846
Jacobs Engineering Group, Inc.	3,461	323,880
		347,726
Engines-Internal Combustion — 0.0%
Cummins, Inc.	160	27,597
Enterprise Software/Service — 0.5%
Alteryx, Inc., Class A†	400	36,600
Asure Software, Inc.†	480	4,337
Atlassian Corp. PLC, Class A†	290	35,029
Benefitfocus, Inc.†	810	18,415
Coupa Software, Inc.†	490	67,370
Evolent Health, Inc., Class A†	780	5,944
Manhattan Associates, Inc.†	680	50,966
Oracle Corp.	1,435	78,193
Paycom Software, Inc.†	560	118,457
Veeva Systems, Inc., Class A†	616	87,367
Workday, Inc., Class A†	2,465	399,725
		902,403
Entertainment Software — 0.1%
Activision Blizzard, Inc.	531	29,752
Electronic Arts, Inc.†	2,083	200,801
		230,553
Finance-Auto Loans — 0.1%
Ally Financial, Inc.	4,517	138,356
Credit Acceptance Corp.†	122	53,413
		191,769
Finance-Consumer Loans — 0.0%
LendingTree, Inc.†	57	20,511
SLM Corp.	4,390	37,052
		57,563
Finance-Credit Card — 2.0%
American Express Co.	2,062	241,832
Capital One Financial Corp.	1,019	95,022
Mastercard, Inc., Class A	4,572	1,265,575
Visa, Inc., Class A	13,127	2,347,895
		3,950,324
Finance-Investment Banker/Broker — 0.4%
Charles Schwab Corp.	7,436	302,719
Close Brothers Group PLC	1,664	29,810
E*TRADE Financial Corp.	801	33,474
Piper Jaffray Cos.	540	42,412
TD Ameritrade Holding Corp.	9,185	352,520
		760,935
Finance-Leasing Companies — 0.1%
Mitsubishi UFJ Lease & Finance Co., Ltd.	18,500	114,608
Finance-Other Services — 0.6%
Cboe Global Markets, Inc.	635	73,120
CME Group, Inc.	1,804	371,173
Intercontinental Exchange, Inc.	7,952	750,033
SEI Investments Co.	900	53,928
		1,248,254
Financial Guarantee Insurance — 0.0%
Assured Guaranty, Ltd.	130	6,100
Firearms & Ammunition — 0.0%
Sturm Ruger & Co., Inc.	80	3,661
Food-Baking — 0.0%
Hostess Brands, Inc.†	2,190	27,988
Food-Catering — 0.1%
Aramark	1,550	67,828
Compass Group PLC	8,211	218,679
		286,507

Food-Meat Products — 0.4%
Tyson Foods, Inc., Class A	10,123	838,083
Food-Misc./Diversified — 1.2%
Campbell Soup Co.	903	41,818
Conagra Brands, Inc.	8,680	234,794
Ingredion, Inc.	286	22,594
McCormick & Co., Inc.	680	109,269
Mondelez International, Inc., Class A	9,076	476,036
Nestle SA	12,078	1,289,463
Wilmar International, Ltd.	55,800	153,809
		2,327,783
Food-Retail — 0.1%
Seven & i Holdings Co., Ltd.	6,600	250,579
Food-Wholesale/Distribution — 0.0%
US Foods Holding Corp.†	1,040	41,257
Footwear & Related Apparel — 0.0%
Skechers U.S.A., Inc., Class A†	1,310	48,955
Funeral Services & Related Items — 0.0%
Service Corp. International	1,275	57,987
Garden Products — 0.0%
Toro Co.	660	50,906
Gas-Distribution — 0.5%
Atmos Energy Corp.	3,131	352,175
Beijing Enterprises Holdings, Ltd.	21,000	99,024
National Grid PLC	16,755	195,614
NiSource, Inc.	7,583	212,627
ONE Gas, Inc.	537	49,855
Southwest Gas Holdings, Inc.	505	44,087
UGI Corp.	1,140	54,344
		1,007,726
Golf — 0.0%
Acushnet Holdings Corp.	1,510	42,959
Healthcare Safety Devices — 0.0%
Tandem Diabetes Care, Inc.†	400	24,632
Hotels/Motels — 0.5%
Hilton Worldwide Holdings, Inc.	3,950	382,992
Marcus Corp.	920	33,212
Marriott International, Inc., Class A	3,203	405,340
Playa Hotels & Resorts NV†	2,250	18,765
St. Joe Co.†	2,050	38,027
Wyndham Destinations, Inc.	1,130	52,443
Wyndham Hotels & Resorts, Inc.	1,000	53,970
		984,749
Human Resources — 0.2%
Barrett Business Services, Inc.	400	35,092
ManpowerGroup, Inc.	597	54,279
Recruit Holdings Co., Ltd.	6,800	227,381
		316,752
Import/Export — 0.3%
Mitsubishi Corp.	8,800	225,236
Sumitomo Corp.	22,300	364,060
		589,296
Independent Power Producers — 0.0%
Vistra Energy Corp.	1,500	40,545
Industrial Automated/Robotic — 0.2%
Ichor Holdings, Ltd.†	1,470	42,792
SMC Corp.	300	131,095
THK Co., Ltd.	7,500	219,118
		393,005
Industrial Gases — 0.8%
Air Liquide SA	1,757	233,386
Air Products & Chemicals, Inc.	2,417	515,450
Linde PLC	4,535	899,517
		1,648,353
Instruments-Controls — 0.5%
ABB, Ltd.	11,361	238,276
Honeywell International, Inc.	4,905	847,240
		1,085,516
Insurance Brokers — 1.0%
Aon PLC	1,534	296,307
Marsh & McLennan Cos., Inc.	9,104	943,357
Willis Towers Watson PLC	4,354	813,763
		2,053,427
Insurance-Life/Health — 0.6%
AIA Group, Ltd.	15,800	158,182
Aviva PLC	31,332	168,513
AXA Equitable Holdings, Inc.	11,733	253,433
Challenger, Ltd.	26,600	145,960
Health Insurance Innovations, Inc., Class A†	350	9,268
Prudential PLC	9,389	164,005
Sun Life Financial, Inc.	7,441	333,831
Trupanion, Inc.†	1,010	23,937
		1,257,129
Insurance-Multi-line — 1.9%
American Financial Group, Inc.	583	60,655
AXA SA	16,917	446,877
Chubb, Ltd.	14,431	2,199,573
Direct Line Insurance Group PLC	47,879	168,757
MetLife, Inc.	1,970	92,176
Ping An Insurance Group Co. of China, Ltd.	24,500	283,740
Storebrand ASA	27,158	191,958
Voya Financial, Inc.	2,163	116,716
Zurich Insurance Group AG	793	309,885
		3,870,337
Insurance-Property/Casualty — 0.9%
Alleghany Corp.†	102	79,386
American National Insurance Co.	304	36,474
Arch Capital Group, Ltd.†	2,085	87,070
Berkshire Hathaway, Inc., Class B†	1,610	342,254
Fidelity National Financial, Inc.	1,560	71,510
James River Group Holdings, Ltd.	940	33,661
Markel Corp.†	74	86,654
Mercury General Corp.	620	29,797

PICC Property & Casualty Co., Ltd.	156,000	198,087
Progressive Corp.	3,903	272,039
RSA Insurance Group PLC	17,463	118,125
Tokio Marine Holdings, Inc.	6,100	331,464
White Mountains Insurance Group, Ltd.	49	52,479
		1,739,000
Insurance-Reinsurance — 0.3%
Argo Group International Holdings, Ltd.	579	35,823
Axis Capital Holdings, Ltd.	670	39,818
Muenchener Rueckversicherungs-Gesellschaft AG	1,475	409,622
Reinsurance Group of America, Inc.	405	65,800
RenaissanceRe Holdings, Ltd.	355	66,449
		617,512
Internet Application Software — 0.0%
Okta, Inc.†	550	59,988
Internet Content-Entertainment — 1.5%
Facebook, Inc., Class A†	12,250	2,347,713
Netflix, Inc.†	1,935	556,138
Roku, Inc.†	384	56,525
YY, Inc. ADR†	1,910	108,564
		3,068,940
Internet Content-Information/News — 0.4%
Tencent Holdings, Ltd.	17,400	712,348
Internet Security — 0.1%
Palo Alto Networks, Inc.†	258	58,666
Symantec Corp.	7,152	163,638
		222,304
Internet Telephone — 0.0%
8x8, Inc.†	2,080	40,186
Investment Companies — 0.1%
Melrose Industries PLC	79,745	220,127
Investment Management/Advisor Services — 0.0%
Ameriprise Financial, Inc.	110	16,598
GAM Holding AG†	4,270	14,232
Raymond James Financial, Inc.	454	37,904
		68,734
Lasers-System/Components — 0.0%
Coherent, Inc.†	271	40,357
II-VI, Inc.†	406	13,459
		53,816
Lighting Products & Systems — 0.0%
Universal Display Corp.	206	41,237
Machinery-Construction & Mining — 0.1%
Caterpillar, Inc.	492	67,798
Oshkosh Corp.	737	62,925
		130,723
Machinery-Electrical — 0.2%
BWX Technologies, Inc.	940	54,614
Mitsubishi Electric Corp.	25,900	373,306
		427,920
Machinery-Farming — 0.1%
Deere & Co.	1,276	222,203
Machinery-General Industrial — 0.6%
Middleby Corp.†	465	56,242
Roper Technologies, Inc.	2,953	995,043
Tennant Co.	540	41,812
Wabtec Corp.	791	54,871
		1,147,968
Machinery-Pumps — 0.1%
Cactus, Inc., Class A†	1,200	35,664
Flowserve Corp.	1,464	71,502
		107,166
Medical Imaging Systems — 0.0%
Lantheus Holdings, Inc.†	1,015	21,163
Medical Information Systems — 0.0%
MTBC, Inc.†	1,400	5,040
Medical Instruments — 1.1%
Alcon, Inc.† (NYSE)	3,164	187,530
Alcon, Inc.† (SIX)	1,514	89,413
Boston Scientific Corp.†	6,964	290,399
Elekta AB, Series B	11,766	163,896
Intuitive Surgical, Inc.†	1,129	624,280
Medtronic PLC	7,150	778,635
NuVasive, Inc.†	670	47,262
TransEnterix, Inc.†	3,600	821
		2,182,236
Medical Labs & Testing Services — 0.0%
MEDNAX, Inc.†	1,310	28,768
Medical Products — 2.1%
Abbott Laboratories	1,666	139,294
Becton Dickinson and Co.	6,101	1,561,856
Cooper Cos., Inc.	54	15,714
Glaukos Corp.†	550	35,106
GN Store Nord A/S	2,933	128,900
Hologic, Inc.†	889	42,948
Inogen, Inc.†	348	18,943
Koninklijke Philips NV	12,854	562,977
Nuvectra Corp.†	1,560	2,059
Penumbra, Inc.†	335	52,250
Pulse Biosciences, Inc.†	800	11,264
Siemens Healthineers AG*	4,475	190,131
Stryker Corp.	6,017	1,301,297
Tactile Systems Technology, Inc.†	540	24,527
West Pharmaceutical Services, Inc.	460	66,166
Zimmer Biomet Holdings, Inc.	777	107,405
		4,260,837
Medical-Biomedical/Gene — 0.9%
Aldeyra Therapeutics, Inc.†	710	3,969
Alexion Pharmaceuticals, Inc.†	1,405	148,087
Alnylam Pharmaceuticals, Inc.†	740	64,188
Amgen, Inc.	759	161,857
Anavex Life Sciences Corp.†	2,200	5,984
BioCryst Pharmaceuticals, Inc.†	3,700	7,400
Biogen, Inc.†	351	104,847
BioMarin Pharmaceutical, Inc.†	1,026	75,113
Bluebird Bio, Inc.†	140	11,340
Cara Therapeutics, Inc.†	1,370	28,441

ChemoCentryx, Inc.†	1,430	12,298
Cleveland BioLabs, Inc.†	2,200	1,474
CSL, Ltd.	650	114,721
Exact Sciences Corp.†	702	61,074
Exelixis, Inc.†	2,210	34,144
Five Prime Therapeutics, Inc.†	750	2,963
Gilead Sciences, Inc.	962	61,289
Immunomedics, Inc.†	1,600	25,600
Incyte Corp.†	173	14,518
Intercept Pharmaceuticals, Inc.†	251	18,268
Lexicon Pharmaceuticals, Inc.†	1,740	6,455
Medicines Co.†	235	12,335
Mirati Therapeutics, Inc.†	400	37,672
Ovid therapeutics, Inc.†	1,861	4,299
PolarityTE, Inc.†	560	1,518
Puma Biotechnology, Inc.†	392	2,666
Radius Health, Inc.†	800	22,752
Regeneron Pharmaceuticals, Inc.†	34	10,414
Rexahn Pharmaceuticals, Inc.†	158	265
Savara, Inc.†	4,360	3,846
Seattle Genetics, Inc.†	840	90,216
Selecta Biosciences, Inc.†	1,310	1,926
Theravance Biopharma, Inc.†	780	12,574
United Therapeutics Corp.†	536	48,154
Vertex Pharmaceuticals, Inc.†	2,979	582,335
Veru, Inc.†	4,100	8,036
WaVe Life Sciences, Ltd.†	980	24,784
ZIOPHARM Oncology, Inc.†	1,400	5,908
		1,833,730
Medical-Drugs — 3.6%
AbbVie, Inc.	6,151	489,312
Aclaris Therapeutics, Inc.†	1,460	2,555
Aimmune Therapeutics, Inc.†	810	22,534
Alkermes PLC†	1,020	19,921
Allergan PLC	259	45,612
Ascendis Pharma A/S ADR†	471	52,083
Astellas Pharma, Inc.	31,700	545,555
Bayer AG	5,724	444,197
Bristol-Myers Squibb Co.	488	27,997
Corbus Pharmaceuticals Holdings, Inc.†	3,410	17,630
Eagle Pharmaceuticals, Inc.†	480	30,096
Eli Lilly & Co.	404	46,036
GlaxoSmithKline PLC ADR	8,129	372,308
Horizon Therapeutics PLC†	1,640	47,412
Johnson & Johnson	8,366	1,104,647
Jounce Therapeutics, Inc.†	760	2,747
Merck & Co., Inc.	6,238	540,585
Novartis AG	7,292	636,359
Novartis AG ADR	56	4,897
Novo Nordisk A/S, Class B	2,819	153,958
Otsuka Holdings Co., Ltd.	4,700	197,505
Pacira BioSciences, Inc.†	500	20,245
Pfizer, Inc.	19,602	752,129
PRA Health Sciences, Inc.†	200	19,542
Prestige Consumer Healthcare, Inc.†	940	33,332
Progenics Pharmaceuticals, Inc.†	3,140	16,673
Ra Pharmaceuticals, Inc.†	1,040	48,953
Roche Holding AG	2,258	679,346
Sanofi	4,372	402,863
Spectrum Pharmaceuticals, Inc.†	1,530	11,873
Syros Pharmaceuticals, Inc.†	1,780	9,211
Takeda Pharmaceutical Co., Ltd. ADR	4,665	83,830
TherapeuticsMD, Inc.†	4,600	12,236
Zoetis, Inc.	3,381	432,497
		7,326,676
Medical-Generic Drugs — 0.0%
Momenta Pharmaceuticals, Inc.†	1,860	28,793
Teligent, Inc.†	1,620	1,019
		29,812
Medical-HMO — 1.0%
Anthem, Inc.	1,704	458,512
Centene Corp.†	3,194	169,538
Molina Healthcare, Inc.†	549	64,584
UnitedHealth Group, Inc.	5,007	1,265,269
WellCare Health Plans, Inc.†	475	140,885
		2,098,788
Medical-Hospitals — 0.1%
HCA Healthcare, Inc.	1,005	134,208
Tenet Healthcare Corp.†	760	19,258
		153,466
Medical-Outpatient/Home Medical — 0.0%
Chemed Corp.	130	51,209
LHC Group, Inc.†	324	35,954
		87,163
Medical-Wholesale Drug Distribution — 0.1%
AmerisourceBergen Corp.	109	9,307
Diplomat Pharmacy, Inc.†	6,880	37,427
McKesson Corp.	425	56,525
		103,259
Metal Products-Distribution — 0.0%
Ryerson Holding Corp.†	1,140	9,906
Worthington Industries, Inc.	780	28,712
		38,618
Metal-Copper — 0.1%
Antofagasta PLC	15,176	170,476
Metal-Diversified — 0.1%
Mitsui Mining & Smelting Co., Ltd.	2,600	73,794
Rio Tinto, Ltd.	1,381	86,517
South32, Ltd.	56,947	100,104
		260,415
Metal-Iron — 0.0%
Cleveland-Cliffs, Inc.	2,970	21,473
Miscellaneous Manufacturing — 0.1%
Knorr-Bremse AG	1,215	122,622
Multimedia — 0.4%
E.W. Scripps Co., Class A	570	7,658
Walt Disney Co.	6,254	812,520
		820,178
Networking Products — 0.4%
Cisco Systems, Inc.	11,133	528,929
Infinera Corp.†	2,250	12,578
Lantronix, Inc.†	1,100	3,410
Telefonaktiebolaget LM Ericsson, Class B	24,190	211,343
		756,260

Non-Ferrous Metals — 0.1%
Independence Group NL	38,086	167,242
Non-Hazardous Waste Disposal — 0.3%
Covanta Holding Corp.	2,350	33,934
Waste Connections, Inc.	5,317	491,291
		525,225
Office Automation & Equipment — 0.0%
Pitney Bowes, Inc.	2,800	12,320
Office Furnishings-Original — 0.0%
HNI Corp.	950	36,100
Steelcase, Inc., Class A	2,130	37,211
		73,311
Office Supplies & Forms — 0.1%
Avery Dennison Corp.	2,034	260,067
Oil & Gas Drilling — 0.0%
Transocean, Ltd.†	3,570	16,957
Oil Companies-Exploration & Production — 0.5%
Cabot Oil & Gas Corp.	796	14,837
Callon Petroleum Co.†	2,580	9,804
CNX Resources Corp.†	1,800	15,174
Concho Resources, Inc.	1,289	87,033
ConocoPhillips	1,010	55,752
Continental Resources, Inc.†	770	22,692
EOG Resources, Inc.	2,663	184,573
Hess Corp.	498	32,744
Mammoth Energy Services, Inc.	1,370	2,192
Occidental Petroleum Corp.	8,325	337,162
Parsley Energy, Inc., Class A	2,010	31,778
Pioneer Natural Resources Co.	877	107,889
Tellurian, Inc.†	1,220	9,723
Torchlight Energy Resources, Inc.†	10,100	8,686
WPX Energy, Inc.†	2,840	28,343
Zion Oil & Gas, Inc.†	13,700	2,866
		951,248
Oil Companies-Integrated — 1.0%
BP PLC ADR	4,124	156,341
Chevron Corp.	805	93,493
Equinor ASA	13,605	251,650
Exxon Mobil Corp.	4,176	282,172
Royal Dutch Shell PLC, Class B ADR	5,531	322,402
TOTAL SA	14,869	781,658
TOTAL SA ADR	2,755	144,996
		2,032,712
Oil Refining & Marketing — 0.2%
DCC PLC	2,235	209,490
Marathon Petroleum Corp.	2,161	138,196
Phillips 66	797	93,105
		440,791
Oil-Field Services — 0.2%
Halliburton Co.	3,371	64,892
MRC Global, Inc.†	2,140	24,310
NexTier Oilfield Solutions, Inc.†	1,760	7,604
Patterson-UTI Energy, Inc.	1,640	13,645
Schlumberger, Ltd.	2,366	77,344
Worley, Ltd.	16,906	159,196
		346,991
Paper & Related Products — 0.1%
International Paper Co.	559	24,417
Stora Enso Oyj, Class R	16,155	209,455
		233,872
Patient Monitoring Equipment — 0.0%
Insulet Corp.†	400	58,128
Pharmacy Services — 0.6%
Cigna Corp.	4,450	794,147
CVS Health Corp.	4,648	308,581
		1,102,728
Photo Equipment & Supplies — 0.1%
Largan Precision Co., Ltd.	1,000	146,844
Pipelines — 0.5%
Cheniere Energy, Inc.†	795	48,932
NextDecade Corp.†	3,080	18,234
Targa Resources Corp.	2,572	99,999
TC Energy Corp.	15,144	762,198
		929,363
Poultry — 0.0%
Pilgrim’s Pride Corp.†	1,300	39,468
Power Converter/Supply Equipment — 0.0%
Hubbell, Inc.	346	49,028
Private Equity — 0.1%
Blackstone Group, Inc., Class A	1,350	71,766
KKR & Co, Inc. Class A	3,899	112,408
		184,174
Publishing-Books — 0.0%
Houghton Mifflin Harcourt Co.†	2,940	18,992
John Wiley & Sons, Inc., Class A	700	32,249
		51,241
Publishing-Newspapers — 0.0%
TEGNA, Inc.	1,100	16,533
Publishing-Periodicals — 0.0%
Meredith Corp.	220	8,294
Quarrying — 0.0%
Compass Minerals International, Inc.	540	30,499
Radio — 0.0%
Beasley Broadcast Group, Inc., Class A	110	315
Liberty Media Corp. - Liberty SiriusXM, Series C†	970	43,834
		44,149
Real Estate Investment Trusts — 2.2%
American Tower Corp.	1,994	434,852
Annaly Capital Management, Inc.	6,050	54,329
Apple Hospitality REIT, Inc.	2,680	44,166
AvalonBay Communities, Inc.	729	158,674

CIM Commercial Trust Corp.	533	7,755
Colony Capital, Inc.	4,750	26,600
CoreCivic, Inc.	1,200	18,312
CoreSite Realty Corp.	397	46,647
Crown Castle International Corp.	4,726	655,922
CubeSmart	1,490	47,233
EPR Properties	642	49,941
Equinix, Inc.	58	32,873
Equity Residential	1,976	175,192
Great Portland Estates PLC	13,284	135,526
Healthcare Trust of America, Inc., Class A	1,520	47,120
Hudson Pacific Properties, Inc.	1,440	51,725
Invitation Homes, Inc.	1,300	40,027
JBG SMITH Properties	1,505	60,591
Kilroy Realty Corp.	695	58,331
Lamar Advertising Co., Class A	670	53,607
LTC Properties, Inc.	870	45,109
Medical Properties Trust, Inc.	3,130	64,885
National Retail Properties, Inc.	1,060	62,445
Omega Healthcare Investors, Inc.	1,530	67,381
Orchid Island Capital, Inc.	4,760	26,513
Outfront Media, Inc.	1,770	46,569
Paramount Group, Inc.	3,120	42,026
Park Hotels & Resorts, Inc.	1,810	42,083
Physicians Realty Trust	2,680	50,036
Piedmont Office Realty Trust, Inc., Class A	2,280	51,163
Prologis, Inc.	8,018	703,660
Public Storage	634	141,293
Regency Centers Corp.	450	30,258
RLJ Lodging Trust	2,650	43,487
Sabra Health Care REIT, Inc.	2,190	53,874
Scentre Group	45,770	120,842
Senior Housing Properties Trust	2,280	22,629
Service Properties Trust	1,110	28,083
Simon Property Group, Inc.	229	34,506
SL Green Realty Corp.	313	26,167
Starwood Property Trust, Inc.	2,380	58,548
Summit Hotel Properties, Inc.	2,850	34,941
Sun Communities, Inc.	281	45,705
Unibail-Rodamco-Westfield (Euronext Paris)	4	619
Unibail-Rodamco-Westfield (Euronext Amsterdam)	745	115,204
VEREIT, Inc.	6,650	65,436
Vornado Realty Trust	337	22,117
Weyerhaeuser Co.	2,176	63,561
WP Carey, Inc.	875	80,552
		4,389,115
Real Estate Management/Services — 0.1%
Deutsche Wohnen SE	3,302	124,181
Maui Land & Pineapple Co., Inc.†	1,320	13,583
Redfin Corp.†	1,280	22,259
RMR Group, Inc., Class A	500	24,200
		184,223
Real Estate Operations & Development — 0.2%
Howard Hughes Corp.†	423	47,300
Mitsui Fudosan Co., Ltd.	10,200	262,674
Transcontinental Realty Investors, Inc.†	800	25,232
		335,206
Rental Auto/Equipment — 0.1%
Element Fleet Management Corp.	27,813	236,509
Resort/Theme Parks — 0.0%
Vail Resorts, Inc.	218	50,657
Retail-Apparel/Shoe — 0.6%
Burlington Stores, Inc.†	517	99,352
Caleres, Inc.	1,770	38,090
Lululemon Athletica, Inc.†	660	134,818
Ross Stores, Inc.	6,772	742,685
Zalando SE†*	2,725	118,073
		1,133,018
Retail-Arts & Crafts — 0.0%
Michaels Cos., Inc.†	950	8,294
Retail-Auto Parts — 0.1%
AutoZone, Inc.†	41	46,920
O’Reilly Automotive, Inc.†	216	94,070
		140,990
Retail-Automobile — 0.0%
Penske Automotive Group, Inc.	930	45,310
Retail-Building Products — 0.4%
Foundation Building Materials, Inc.†	1,410	26,212
Home Depot, Inc.	2,441	572,610
Kingfisher PLC	62,296	167,200
Lowe’s Cos., Inc.	684	76,341
		842,363
Retail-Catalog Shopping — 0.0%
MSC Industrial Direct Co., Inc., Class A	627	45,902
Qurate Retail, Inc.†	3,170	30,242
		76,144
Retail-Convenience Store — 0.0%
Casey’s General Stores, Inc.	311	53,122
Retail-Discount — 1.2%
Costco Wholesale Corp.	913	271,262
Dollar General Corp.	5,554	890,528
Dollar Tree, Inc.†	7,156	790,022
Ollie’s Bargain Outlet Holdings, Inc.†	770	49,188
Walmart, Inc.	3,165	371,128
		2,372,128
Retail-Drug Store — 0.1%
Welcia Holdings Co., Ltd.	1,900	109,964
Retail-Floor Coverings — 0.0%
Floor & Decor Holdings, Inc., Class A†	860	39,414
Retail-Gardening Products — 0.1%
Tractor Supply Co.	1,040	98,821
Retail-Home Furnishings — 0.0%
La-Z-Boy, Inc.	1,010	35,865
Retail-Major Department Stores — 0.1%
TJX Cos., Inc.	1,707	98,409

Retail-Office Supplies — 0.0%
Office Depot, Inc.	9,000	18,540
Retail-Perfume & Cosmetics — 0.0%
Ulta Beauty, Inc.†	96	22,382
Retail-Pet Food & Supplies — 0.0%
PetMed Express, Inc.	940	22,010
Retail-Restaurants — 0.6%
Darden Restaurants, Inc.	162	18,188
Domino’s Pizza, Inc.	231	62,744
Jack in the Box, Inc.	399	33,524
McDonald’s Corp.	2,327	457,721
Papa John’s International, Inc.	490	28,690
Restaurant Brands International, Inc.	1,935	126,626
Starbucks Corp.	628	53,104
Yum! Brands, Inc.	3,609	367,071
		1,147,668
Rubber-Tires — 0.1%
Cooper Tire & Rubber Co.	880	24,851
Sumitomo Rubber Industries, Ltd.	6,700	89,528
		114,379
Rubber/Plastic Products — 0.0%
Proto Labs, Inc.†	500	48,485
Satellite Telecom — 0.1%
Eutelsat Communications SA	7,666	145,348
Globalstar, Inc.†	20,500	7,831
Gogo, Inc.†	3,050	18,758
		171,937
Savings & Loans/Thrifts — 0.1%
Capitol Federal Financial, Inc.	2,870	40,955
Investors Bancorp, Inc.	3,950	47,597
TFS Financial Corp.	2,260	43,528
WSFS Financial Corp.	1,024	43,182
		175,262
Schools — 0.1%
2U, Inc.†	670	12,010
Bright Horizons Family Solutions, Inc.†	380	56,438
Grand Canyon Education, Inc.†	539	49,566
Strategic Education, Inc.	231	28,420
		146,434
Semiconductor Components-Integrated Circuits — 1.0%
Analog Devices, Inc.	529	56,407
Cirrus Logic, Inc.†	870	59,125
Maxim Integrated Products, Inc.	1,548	90,806
MaxLinear, Inc.†	1,460	27,682
NXP Semiconductors NV	6,014	683,671
Power Integrations, Inc.	502	45,737
QUALCOMM, Inc.	4,361	350,799
Renesas Electronics Corp.†	11,600	79,489
Taiwan Semiconductor Manufacturing Co., Ltd.	54,000	529,525
		1,923,241
Semiconductor Equipment — 0.7%
Aehr Test Systems†	1,500	2,505
Applied Materials, Inc.	6,895	374,123
ASML Holding NV (Euronext Amsterdam)	1,142	299,313
ASML Holding NV (NASDAQ)	757	198,311
Brooks Automation, Inc.	980	41,621
KLA Corp.	1,025	173,266
Lam Research Corp.	405	109,771
MKS Instruments, Inc.	494	53,461
Tokyo Electron, Ltd.	1,000	204,417
		1,456,788
Software Tools — 0.2%
VMware, Inc., Class A	2,318	366,870
Steel Pipe & Tube — 0.0%
TimkenSteel Corp.†	990	5,564
Steel-Producers — 0.1%
AK Steel Holding Corp.†	4,000	9,440
Commercial Metals Co.	1,800	34,794
Reliance Steel & Aluminum Co.	467	54,191
Shiloh Industries, Inc.†	920	3,330
United States Steel Corp.	710	8,172
		109,927
Telecom Equipment-Fiber Optics — 0.1%
Ciena Corp.†	1,420	52,711
Viavi Solutions, Inc.†	3,040	48,518
		101,229
Telecom Services — 0.0%
Aviat Networks, Inc.†	360	4,972
Telecommunication Equipment — 0.0%
Juniper Networks, Inc.	995	24,696
Telephone-Integrated — 1.1%
AT&T, Inc.	24,042	925,377
GCI Liberty, Inc., Class A†	816	57,104
KT Corp.	3,477	79,196
Nippon Telegraph & Telephone Corp.	12,600	627,258
SoftBank Group Corp.	2,900	112,520
Telecom Italia SpA (RSP)	142,870	82,667
Telefonica Deutschland Holding AG	53,634	170,182
Telephone & Data Systems, Inc.	1,100	28,699
Verizon Communications, Inc.	2,982	180,321
		2,263,324
Television — 0.0%
Nexstar Media Group, Inc., Class A	370	35,997
Sinclair Broadcast Group, Inc., Class A	300	11,952
		47,949
Textile-Products — 0.0%
Culp, Inc.	1,220	18,873
Theaters — 0.0%
Cinemark Holdings, Inc.	690	25,254
Live Nation Entertainment, Inc.†	500	35,250
		60,504
Therapeutics — 0.1%
Neurocrine Biosciences, Inc.†	600	59,694
Sarepta Therapeutics, Inc.†	510	42,360
Xencor, Inc.†	770	26,342
		128,396

Tobacco — 0.3%
Altria Group, Inc.		2,319	103,868
Philip Morris International, Inc.		5,561	452,888
Vector Group, Ltd.		1,728	21,081
			577,837
Tools-Hand Held — 0.1%
Snap-on, Inc.		173	28,142
Stanley Black & Decker, Inc.		925	139,980
			168,122
Transport-Marine — 0.0%
Kirby Corp.†		610	48,288
Transport-Rail — 0.6%
Canadian Pacific Railway, Ltd.		351	79,786
Central Japan Railway Co.		900	185,809
Genesee & Wyoming, Inc., Class A†		500	55,515
Kansas City Southern		353	49,695
Norfolk Southern Corp.		883	160,706
Union Pacific Corp.		4,011	663,660
			1,195,171
Transport-Services — 0.4%
Hub Group, Inc., Class A†		970	44,426
United Parcel Service, Inc., Class B		7,342	845,578
			890,004
Transport-Truck — 0.2%
JB Hunt Transport Services, Inc.		2,404	282,614
Old Dominion Freight Line, Inc.		400	72,832
XPO Logistics, Inc.†		670	51,188
			406,634
Veterinary Diagnostics — 0.1%
Elanco Animal Health, Inc.†		10,577	285,791
Vitamins & Nutrition Products — 0.0%
Natural Health Trends Corp.		450	3,046
USANA Health Sciences, Inc.†		260	19,269
			22,315
Water — 0.2%
American Water Works Co., Inc.		1,639	202,039
Aqua America, Inc.		2,042	92,564
			294,603
Web Hosting/Design — 0.1%
Endurance International Group Holdings, Inc.†		3,260	12,779
GoDaddy, Inc., Class A†		1,130	73,484
NIC, Inc.		2,020	47,510
VeriSign, Inc.†		175	33,254
			167,027
Web Portals/ISP — 1.5%
Alphabet, Inc., Class A†		570	717,516
Alphabet, Inc., Class C†		1,679	2,115,725
Baidu, Inc. ADR†		678	69,054
NAVER Corp.		709	99,941
Z Holdings Corp.		27,500	85,054
			3,087,290
Wire & Cable Products — 0.1%
Prysmian SpA		6,988	161,408
Wireless Equipment — 0.2%
InterDigital, Inc.		579	31,052
Motorola Solutions, Inc.		2,170	360,914
Ubiquiti Networks, Inc.		170	21,520
ViaSat, Inc.†		350	24,094
			437,580
Wound, Burn & Skin Care — 0.0%
Dermira, Inc.†		1,360	9,098
Total Common Stocks (cost $149,797,306)			160,786,811
CONVERTIBLE PREFERRED SECURITIES — 0.2%
Electric-Distribution — 0.1%
Sempra Energy Series A 6.00%		372	43,163
Sempra Energy Series B 6.75%		280	32,500
			75,663
Electric-Integrated — 0.1%
Southern Co. 6.75%		2,204	117,165
Electronic Components-Semiconductors — 0.0%
Broadcom, Inc. 8.00%		59	63,898
Electronic Measurement Instruments — 0.0%
Fortive Corp. Series A 5.00%		30	27,016
Medical Products — 0.0%
Becton Dickinson and Co. Series A 6.13%		712	43,916
Total Convertible Preferred Securities (cost $312,303)			327,658
ASSET BACKED SECURITIES — 1.0%
Diversified Financial Services — 1.0%
Applebee’s Funding LLC/IHOP Funding LLC Series 2019-1A, Class A2I 4.19% due 06/07/2049*	$	75,000	76,498
Avis Budget Rental Car Funding AESOP LLC Series 2019-1A, Class A 3.45% due 03/20/2023*		100,000	102,681
Avis Budget Rental Car Funding AESOP LLC Series 2019-2A, Class B 3.55% due 09/22/2025*		105,000	109,304

BBCMS Trust FRS Series 2018-CBM, Class A 2.91% (1 ML+1.00%) due 07/15/2037*(3)	55,000	55,000
BFLD Trust FRS Series 2019-DPLO, Class C 3.45% (1 ML+1.54%) due 10/15/2034*(3)	55,000	54,966
Cantor Commercial Real Estate Lending VRS Series 2019-CF1, Class 65A 4.41% due 05/15/2052*(3)(4)	100,000	105,986
CIM Trust VRS(4) Series 2019-INV3, Class A15 3.50% due 08/25/2049*(5)	105,000	106,252
CNH Equipment Trust Series 2019-C, Class B 2.35% due 04/15/2027	80,000	80,239
Deephaven Residential Mtg. Trust VRS Series 2019-2A, Class A1 3.56% due 04/25/2059*(4)(5)	78,719	79,347
Enterprise Fleet Financing LLC Series 2018-2, Class A2 3.14% due 02/20/2024*	81,423	82,154
Galton Funding Mtg. Trust VRS Series 2019 -1, Class A42 4.00% due 02/25/2059*(4)(5)	62,537	63,444
GMF Floorplan Owner Revolving Trust Series 2019-1, Class C 3.06% due 04/15/2024*	101,000	102,536
GS Mtg. Securities Trust Series 2019-GSA1, Class B 3.51% due 11/10/2052(3)	47,000	48,913
Homeward Opportunities Fund I Trust VRS Series 2018-1, Class A1 3.77% due 06/25/2048*(4)(5)	66,969	67,553
JP Morgan Mtg. Trust VRS Series 2019-INV2, Class A3 3.50% due 02/25/2050*(4)(5)	29,648	29,934
Navient Private Education Refi Loan Trust Series 2019-FA, Class A2 2.60% due 08/15/2068*	100,000	100,368
New Orleans Hotel Trust FRS Series 2019-HNLA, Class C 3.51% (1 ML+1.59%) due 04/15/2032*(3)	100,000	100,000
OBX Trust FRS Series 2019-EXP3, Class 2A2 2.98% (1 ML+1.10%) due 10/25/2059*(5)	105,000	104,981
Planet Fitness Master Issuer LLC Series 2018-1A, Class A2I 4.26% due 09/05/2048*	94,050	96,018
Santander Retail Auto Lease Trust Series 2019-A, Class A3 2.77% due 06/20/2022*	40,000	40,576
Sequoia Mtg. Trust VRS Series 2018-CH3, Class A2 4.00% due 08/25/2048*(4)(5)	58,583	59,770
SMB Private Education Loan Trust Series 2016-A, Class A2A 2.70% due 05/15/2031*	63,230	63,797
SMB Private Education Loan Trust Series 2017-A, Class A2A 2.88% due 09/15/2034*	81,297	82,488
Starwood Mtg. Residential Trust VRS Series 2019-INV1, Class A3 2.92% due 08/25/2049*(4)(5)	99,186	99,004
World Omni Automobile Lease Securitization Trust Series 2018-A, Class B 3.06% due 05/15/2023	40,000	40,318
World Omni Select Auto Trust Series 2019-A, Class B 2.17% due 12/15/2025	40,000	39,937
Total Asset Backed Securities (cost $1,965,448)		1,992,064
U.S. CORPORATE BONDS & NOTES — 5.6%
Advertising Agencies — 0.0%
Interpublic Group of Cos., Inc. Senior Notes 3.50% due 10/01/2020	5,000	5,065
Omnicom Group, Inc./Omnicom Capital, Inc. Senior Notes 3.65% due 11/01/2024	50,000	52,826
		57,891
Aerospace/Defense — 0.1%
General Dynamics Corp. Company Guar. Notes 2.88% due 05/11/2020	85,000	85,426
Lockheed Martin Corp. Senior Notes 4.70% due 05/15/2046	25,000	31,468
Northrop Grumman Corp. Senior Notes 3.85% due 04/15/2045	50,000	54,620
		171,514
Aerospace/Defense-Equipment — 0.0%
United Technologies Corp. Senior Notes 3.35% due 08/16/2021	15,000	15,394
United Technologies Corp. Senior Notes 4.45% due 11/16/2038	50,000	59,324
		74,718
Agricultural Operations — 0.0%
Bunge, Ltd. Finance Corp. Company Guar. Notes 3.00% due 09/25/2022	25,000	25,367

Airlines — 0.2%
American Airlines Pass-Through Trust Pass-Through Certs. Series 2019-1, Class AA 3.15% due 08/15/2033	145,000	151,650
Delta Air Lines, Inc. Senior Notes 2.60% due 12/04/2020	30,000	30,102
Delta Air Lines, Inc. Senior Notes 3.80% due 04/19/2023	20,000	20,725
United Airlines Pass-Through Trust Pass-Through Certs. Series 2019-1, Class AA 4.15% due 02/25/2033	115,000	125,866
		328,343
Applications Software — 0.0%
Microsoft Corp. Senior Notes 3.13% due 11/03/2025	25,000	26,628
Auto-Cars/Light Trucks — 0.3%
BMW US Capital LLC Company Guar. Notes 2.95% due 04/14/2022*	80,000	81,782
BMW US Capital LLC Company Guar. Notes 3.25% due 08/14/2020*	50,000	50,572
General Motors Financial Co., Inc. Company Guar. Notes 3.15% due 01/15/2020	25,000	25,034
General Motors Financial Co., Inc. Senior Notes 4.20% due 11/06/2021	105,000	108,549
Harley-Davidson Financial Services, Inc. Company Guar. Notes 3.55% due 05/21/2021*	25,000	25,362
Hyundai Capital America Company Guar. Notes 2.85% due 11/01/2022*	28,000	28,202
Hyundai Capital America Senior Notes 3.45% due 03/12/2021*	25,000	25,342
Nissan Motor Acceptance Corp. Senior Notes 3.65% due 09/21/2021*	35,000	35,847
Toyota Motor Credit Corp. Senior Notes 2.95% due 04/13/2021	35,000	35,549
Volkswagen Group of America Finance LLC Company Guar. Notes 2.70% due 09/26/2022*	200,000	201,855
		618,094
Auto-Heavy Duty Trucks — 0.1%
PACCAR Financial Corp. Senior Notes 2.65% due 05/10/2022	105,000	107,092
PACCAR Financial Corp. Senior Notes 3.10% due 05/10/2021	30,000	30,610
		137,702
Banks-Commercial — 0.1%
M&T Bank Corp. Senior Notes 3.55% due 07/26/2023	60,000	63,092
SunTrust Bank Senior Notes 3.50% (3M+0.59%) due 08/02/2022	65,000	66,570
		129,662
Banks-Super Regional — 0.1%
Wells Fargo & Co. Senior Notes 3.07% due 01/24/2023	175,000	178,434
Wells Fargo & Co. Senior Notes 3.50% due 03/08/2022	50,000	51,630
		230,064
Beverages-Non-alcoholic — 0.0%
Keurig Dr Pepper, Inc. Company Guar. Notes 3.55% due 05/25/2021	40,000	40,918
Brewery — 0.1%
Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 4.15% due 01/23/2025	100,000	109,326
Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 5.55% due 01/23/2049	50,000	66,030
		175,356
Broadcast Services/Program — 0.0%
Fox Corp. Senior Notes 4.03% due 01/25/2024*	15,000	16,030
Building Products-Cement — 0.0%
Martin Marietta Materials, Inc. Senior Notes 4.25% due 12/15/2047	50,000	51,081
Cable/Satellite TV — 0.1%
Charter Communications Operating LLC/Charter Communications Operating Capital Senior Sec. Notes 3.75% due 02/15/2028	25,000	25,757
Charter Communications Operating LLC/Charter Communications Operating Capital Senior Sec. Notes 4.50% due 02/01/2024	25,000	26,891
Comcast Corp. Senior Notes 2.65% due 02/01/2030	30,000	30,290
Comcast Corp. Company Guar. Notes 3.13% due 07/15/2022	75,000	77,781
Comcast Corp. Company Guar. Notes 3.90% due 03/01/2038	15,000	16,444
Comcast Corp. Company Guar. Notes 3.95% due 10/15/2025	85,000	93,178
		270,341

Cellular Telecom — 0.0%
Crown Castle Towers LLC Senior Sec. Notes 3.72% due 07/15/2043*	25,000	25,912
Chemicals-Diversified — 0.0%
Dow Chemical Co. Senior Notes 3.15% due 05/15/2024*	30,000	30,990
Chemicals-Specialty — 0.0%
Ecolab, Inc. Senior Notes 3.25% due 12/01/2027	50,000	53,317
Commercial Services — 0.0%
RELX Capital, Inc. Company Guar. Notes 3.50% due 03/16/2023	10,000	10,375
Commercial Services-Finance — 0.1%
PayPal Holdings, Inc. Senior Notes 2.40% due 10/01/2024	105,000	105,709
Computers — 0.1%
Apple, Inc. Senior Notes 3.20% due 05/11/2027	75,000	79,856
Apple, Inc. Senior Notes 3.75% due 09/12/2047	50,000	55,556
		135,412
Containers-Paper/Plastic — 0.0%
Packaging Corp. of America Senior Notes 2.45% due 12/15/2020	5,000	5,020
Packaging Corp. of America Senior Notes 3.65% due 09/15/2024	50,000	52,578
		57,598
Cosmetics & Toiletries — 0.1%
Unilever Capital Corp. Company Guar. Notes 3.00% due 03/07/2022	110,000	113,060
Data Processing/Management — 0.0%
Fidelity National Information Services, Inc. Senior Notes 4.25% due 05/15/2028	25,000	27,847
Fiserv, Inc. Senior Notes 3.20% due 07/01/2026	35,000	36,569
		64,416
Diversified Banking Institutions — 0.6%
Bank of America Corp. FRS Senior Notes 2.76% (3 ML+0.65%) due 06/25/2022	50,000	50,243
Bank of America Corp. Senior Notes 3.82% due 01/20/2028	200,000	215,231
Citigroup, Inc. Senior Notes 2.35% due 08/02/2021	50,000	50,304
Citigroup, Inc. Senior Notes 2.98% due 11/05/2030	50,000	50,421
Citigroup, Inc. Senior Notes 3.89% due 01/10/2028	125,000	134,435
Citigroup, Inc. Senior Notes 4.65% due 07/23/2048	25,000	30,836
Goldman Sachs Group, Inc. Senior Notes 3.00% due 04/26/2022	75,000	75,995
Goldman Sachs Group, Inc. Sub. Notes 4.25% due 10/21/2025	50,000	53,858
Goldman Sachs Group, Inc. Senior Notes 4.41% due 04/23/2039	25,000	28,239
Goldman Sachs Group, Inc. Senior Notes 5.75% due 01/24/2022	50,000	53,880
JPMorgan Chase & Co. Senior Notes 3.13% due 01/23/2025	50,000	51,970
JPMorgan Chase & Co. Sub. Notes 3.38% due 05/01/2023	20,000	20,833
JPMorgan Chase & Co. Senior Notes 3.88% due 07/24/2038	125,000	136,917
JPMorgan Chase & Co. Senior Notes 3.90% due 01/23/2049	25,000	27,744
JPMorgan Chase & Co. Senior Notes 4.50% due 01/24/2022	50,000	52,675
Morgan Stanley Senior Notes 3.13% due 07/27/2026	100,000	103,849
Morgan Stanley Senior Notes 3.59% due 07/22/2028	75,000	79,148
Morgan Stanley Sub. Notes 4.10% due 05/22/2023	25,000	26,473
		1,243,051
Diversified Manufacturing Operations — 0.2%
3M Co. Senior Notes 3.25% due 08/26/2049	105,000	106,253
General Electric Capital Corp. Senior Notes 3.10% due 01/09/2023	40,000	40,683
General Electric Capital Corp. Senior Notes 5.88% due 01/14/2038	50,000	59,840
General Electric Co. Senior Notes 2.70% due 10/09/2022	75,000	75,485
		282,261

E-Commerce/Products — 0.1%
Amazon.com, Inc. Senior Notes 2.80% due 08/22/2024	25,000	25,999
Amazon.com, Inc. Senior Notes 4.95% due 12/05/2044	65,000	84,981
		110,980
E-Commerce/Services — 0.1%
Expedia, Inc. Company Guar. Notes 5.00% due 02/15/2026	50,000	56,333
Priceline Group, Inc. Senior Notes 3.60% due 06/01/2026	25,000	27,067
		83,400
Electric-Distribution — 0.1%
CenterPoint Energy, Inc. Senior Notes 3.60% due 11/01/2021	30,000	30,882
Commonwealth Edison Co. 1st Mtg. Bonds 4.35% due 11/15/2045	25,000	29,898
Metropolitan Edison Co. Senior Notes 4.30% due 01/15/2029*	100,000	112,391
National Rural Utilities Cooperative Finance Corp. Senior Notes 2.90% due 03/15/2021	20,000	20,271
Sempra Energy Senior Notes 2.90% due 02/01/2023	35,000	35,547
		228,989
Electric-Generation — 0.0%
Vistra Operations Co. LLC Senior Sec. Notes 3.55% due 07/15/2024*	35,000	35,845
Electric-Integrated — 0.3%
American Electric Power Co., Inc. Senior Notes 3.65% due 12/01/2021	5,000	5,165
Appalachian Power Co. Senior Notes 4.40% due 05/15/2044	50,000	57,960
Berkshire Hathaway Energy Co. Senior Notes 3.80% due 07/15/2048	25,000	27,278
Dominion Resources, Inc. Senior Notes 2.75% due 09/15/2022	25,000	25,429
Duke Energy Corp. Senior Notes 2.65% due 09/01/2026	50,000	50,480
Eversource Energy Senior Notes 3.30% due 01/15/2028	30,000	31,095
Eversource Energy Senior Notes 3.80% due 12/01/2023	20,000	21,185
Exelon Corp. Senior Notes 3.40% due 04/15/2026	25,000	26,299
FirstEnergy Transmission LLC Senior Notes 4.35% due 01/15/2025*	25,000	27,140
Florida Power & Light Co. 1st Mtg. Bonds 4.13% due 06/01/2048	25,000	29,840
Mississippi Power Co. Senior Notes 3.95% due 03/30/2028	30,000	32,863
NextEra Energy Capital Holdings, Inc. Company Guar. Notes 3.34% due 09/01/2020	80,000	80,847
PacifiCorp 1st Mtg. Notes 4.13% due 01/15/2049	25,000	29,318
San Diego Gas & Electric Co. 1st Mtg. Notes 4.10% due 06/15/2049	55,000	60,748
Southern Co. Senior Notes 4.40% due 07/01/2046	25,000	28,189
Virginia Electric & Power Co. Senior Notes 2.88% due 07/15/2029	100,000	103,058
		636,894
Electric-Transmission — 0.0%
Oncor Electric Delivery Co. LLC Senior Sec. Notes 4.10% due 11/15/2048	50,000	59,377
Electronic Components-Semiconductors — 0.1%
Broadcom Corp./Broadcom Cayman Finance, Ltd. Company Guar. Notes 2.20% due 01/15/2021	10,000	10,000
Broadcom Corp./Broadcom Cayman Finance, Ltd. Company Guar. Notes 3.00% due 01/15/2022	105,000	106,358
Microchip Technology, Inc. Senior Sec. Notes 3.92% due 06/01/2021	10,000	10,235
		126,593
Electronic Measurement Instruments — 0.0%
Keysight Technologies, Inc. Senior Notes 4.55% due 10/30/2024	25,000	27,268
Enterprise Software/Service — 0.0%
Oracle Corp. Senior Notes 2.40% due 09/15/2023	25,000	25,343

Finance-Credit Card — 0.2%
American Express Co. Senior Notes 2.20% due 10/30/2020	35,000	35,101
American Express Co. Senior Notes 3.70% due 11/05/2021	60,000	62,071
Capital One Financial Corp. Senior Notes 3.20% due 01/30/2023	85,000	87,352
Capital One Financial Corp. Senior Notes 3.90% due 01/29/2024	25,000	26,520
Discover Financial Services Senior Notes 3.85% due 11/21/2022	68,000	71,231
		282,275
Finance-Leasing Companies — 0.0%
Air Lease Corp. Senior Notes 2.50% due 03/01/2021	15,000	15,075
Air Lease Corp. Senior Notes 3.50% due 01/15/2022	15,000	15,426
		30,501
Finance-Other Services — 0.0%
Intercontinental Exchange, Inc. Senior Notes 3.45% due 09/21/2023	60,000	62,835
Food-Meat Products — 0.0%
Tyson Foods, Inc. Senior Notes 5.10% due 09/28/2048	25,000	30,679
Food-Misc./Diversified — 0.0%
Kraft Heinz Foods Co. Company Guar. Notes 4.88% due 10/01/2049*	20,000	20,646
Gas-Distribution — 0.0%
NiSource, Inc. Senior Notes 3.65% due 06/15/2023	20,000	20,935
NiSource, Inc. Senior Notes 3.95% due 03/30/2048	25,000	26,764
Southern California Gas Co. 1st Mtg. Notes 4.13% due 06/01/2048	25,000	28,725
		76,424
Insurance Brokers — 0.1%
Marsh & McLennan Cos., Inc. Senior Notes 3.50% due 06/03/2024	30,000	31,569
Willis North America, Inc. Company Guar. Notes 4.50% due 09/15/2028	50,000	55,639
		87,208
Insurance-Life/Health — 0.1%
Aflac, Inc. Senior Notes 4.75% due 01/15/2049	55,000	68,376
AXA Equitable Holdings, Inc. Senior Notes 3.90% due 04/20/2023	10,000	10,482
Lincoln National Corp. Senior Notes 4.35% due 03/01/2048	25,000	27,553
Principal Financial Group, Inc. Company Guar. Notes 3.70% due 05/15/2029	25,000	27,297
Principal Financial Group, Inc. Company Guar. Notes 4.30% due 11/15/2046	25,000	27,979
Teachers Insurance & Annuity Association of America Sub. Notes 4.27% due 05/15/2047*	25,000	28,941
		190,628
Insurance-Multi-line — 0.0%
Voya Financial, Inc. Company Guar. Notes 3.13% due 07/15/2024	30,000	31,015
Insurance-Mutual — 0.1%
Liberty Mutual Group, Inc. Company Guar. Notes 4.25% due 06/15/2023*	25,000	26,534
Liberty Mutual Group, Inc. Company Guar. Notes 4.50% due 06/15/2049*	80,000	89,627
New York Life Global Funding Sec. Notes 3.25% due 08/06/2021*	30,000	30,714
		146,875
Insurance-Property/Casualty — 0.1%
ACE INA Holdings, Inc. Company Guar. Notes 3.35% due 05/15/2024	25,000	26,407
Fidelity National Financial, Inc. Senior Notes 4.50% due 08/15/2028	55,000	59,623
		86,030
Machinery-Construction & Mining — 0.0%
Caterpillar Financial Services Corp. Senior Notes 3.15% due 09/07/2021	60,000	61,460
Machinery-Farming — 0.0%
John Deere Capital Corp. Senior Notes 2.35% due 01/08/2021	15,000	15,098
Machinery-General Industrial — 0.0%
Roper Technologies, Inc. Senior Notes 2.95% due 09/15/2029	20,000	20,265
Roper Technologies, Inc. Senior Notes 3.80% due 12/15/2026	25,000	26,879
		47,144

Medical Instruments — 0.1%
Boston Scientific Corp. Senior Notes 3.75% due 03/01/2026	95,000	102,502
Medical Products — 0.0%
Abbott Laboratories Senior Notes 3.40% due 11/30/2023	17,000	17,933
Becton Dickinson and Co. Senior Notes 3.70% due 06/06/2027	33,000	35,480
		53,413
Medical-Biomedical/Gene — 0.1%
Celgene Corp. Senior Notes 3.88% due 08/15/2025	75,000	81,158
Medical-Drugs — 0.0%
AbbVie, Inc. Senior Notes 2.30% due 05/14/2021	25,000	25,142
Bristol-Myers Squibb Co. Senior Notes 2.90% due 07/26/2024*	45,000	46,634
		71,776
Medical-HMO — 0.1%
Anthem, Inc. Senior Notes 2.50% due 11/21/2020	25,000	25,149
Anthem, Inc. Senior Notes 4.55% due 03/01/2048	15,000	16,487
UnitedHealth Group, Inc. Senior Notes 3.50% due 08/15/2039	85,000	88,847
UnitedHealth Group, Inc. Senior Notes 4.63% due 11/15/2041	25,000	29,629
UnitedHealth Group, Inc. Senior Notes 4.75% due 07/15/2045	25,000	30,541
		190,653
Medical-Hospitals — 0.1%
Centra Health, Inc. Notes 4.70% due 01/01/2048	45,000	51,986
CommonSpirit Health Senior Sec. Notes 2.76% due 10/01/2024	40,000	40,603
HCA, Inc. Senior Sec. Notes 4.13% due 06/15/2029	65,000	68,861
Stanford Health Care Notes 3.80% due 11/15/2048	10,000	11,320
West Virginia United Health System Obligated Group Sec. Notes 4.92% due 06/01/2048	50,000	61,463
		234,233
Medical-Wholesale Drug Distribution — 0.1%
Cardinal Health, Inc. Senior Notes 3.41% due 06/15/2027	40,000	40,712
Cardinal Health, Inc. Senior Notes 3.75% due 09/15/2025	25,000	26,303
McKesson Corp. Senior Notes 3.65% due 11/30/2020	30,000	30,515
		97,530
Multimedia — 0.0%
Walt Disney Co. Company Guar. Notes 5.65% due 08/15/2020*	25,000	25,742
Non-Hazardous Waste Disposal — 0.0%
Republic Services, Inc. Senior Notes 2.50% due 08/15/2024	40,000	40,667
Republic Services, Inc. Senior Notes 3.38% due 11/15/2027	30,000	32,013
		72,680
Oil Companies-Exploration & Production — 0.2%
Cimarex Energy Co. Senior Notes 4.38% due 03/15/2029	90,000	93,807
ConocoPhillips Co. Company Guar. Notes 4.95% due 03/15/2026	50,000	57,525
EOG Resources, Inc. Senior Notes 2.63% due 03/15/2023	100,000	102,020
Hess Corp. Senior Notes 4.30% due 04/01/2027	25,000	26,271
Marathon Oil Corp. Senior Notes 4.40% due 07/15/2027	25,000	26,861
Occidental Petroleum Corp. Senior Notes 2.90% due 08/15/2024	110,000	111,001
		417,485
Oil Companies-Integrated — 0.0%
BP Capital Markets America, Inc. Company Guar. Notes 2.52% due 09/19/2022	25,000	25,433

Oil-Field Services — 0.0%
Schlumberger Holdings Corp. Senior Notes 3.75% due 05/01/2024*	25,000	26,392
Pharmacy Services — 0.2%
Cigna Corp. Company Guar. Notes 3.00% due 07/15/2023*	25,000	25,505
Cigna Corp. Company Guar. Notes 3.25% due 04/15/2025*	50,000	51,489
Cigna Corp. Company Guar. Notes 3.75% due 07/15/2023	35,000	36,664
Cigna Corp. Company Guar. Notes 3.88% due 10/15/2047*	50,000	49,027
Cigna Corp. Company Guar. Notes 4.80% due 07/15/2046*	25,000	27,882
CVS Health Corp. Senior Notes 3.25% due 08/15/2029	35,000	35,362
CVS Health Corp. Senior Notes 3.88% due 07/20/2025	50,000	53,152
CVS Health Corp. Senior Notes 5.05% due 03/25/2048	100,000	115,263
		394,344
Pipelines — 0.2%
Boardwalk Pipelines LP Company Guar. Notes 4.95% due 12/15/2024	50,000	54,243
Enbridge Energy Partners LP Company Guar. Notes 7.38% due 10/15/2045	45,000	66,890
Enterprise Products Operating LLC Company Guar. Notes 3.50% due 02/01/2022	85,000	87,682
Florida Gas Transmission Co. LLC Senior Notes 4.35% due 07/15/2025*	50,000	54,367
Kinder Morgan Energy Partners LP Company Guar. Notes 6.95% due 01/15/2038	50,000	64,636
Plains All American Pipeline LP/PAA Finance Corp. Senior Notes 4.50% due 12/15/2026	25,000	26,254
Transcontinental Gas Pipe Line Co. LLC Senior Notes 4.60% due 03/15/2048	20,000	21,579
		375,651
Real Estate Investment Trusts — 0.4%
Alexandria Real Estate Equities, Inc. Company Guar. Notes 4.00% due 01/15/2024	5,000	5,354
Alexandria Real Estate Equities, Inc. Company Guar. Notes 4.00% due 02/01/2050	110,000	120,882
American Campus Communities Operating Partnership LP Company Guar. Notes 3.30% due 07/15/2026	45,000	46,444
American Campus Communities Operating Partnership LP Company Guar. Notes 3.63% due 11/15/2027	55,000	57,912
Brixmor Operating Partnership LP Senior Notes 3.25% due 09/15/2023	25,000	25,728
Duke Realty LP Senior Notes 4.00% due 09/15/2028	70,000	76,719
Essex Portfolio LP Company Guar. Notes 4.00% due 03/01/2029	90,000	98,809
Essex Portfolio LP Company Guar. Notes 4.50% due 03/15/2048	15,000	17,555
Healthcare Realty Trust, Inc. Senior Notes 3.63% due 01/15/2028	55,000	57,673
Kilroy Realty LP Company Guar. Notes 3.45% due 12/15/2024	30,000	31,264
Life Storage LP Company Guar. Notes 4.00% due 06/15/2029	40,000	42,902
National Retail Properties, Inc. Senior Notes 4.80% due 10/15/2048	50,000	60,922
Simon Property Group LP Senior Notes 2.75% due 02/01/2023	50,000	51,233
VEREIT Operating Partnership LP Company Guar. Notes 3.95% due 08/15/2027	25,000	26,550
VEREIT Operating Partnership LP Company Guar. Notes 4.63% due 11/01/2025	60,000	65,881
WP Carey, Inc. Senior Notes 3.85% due 07/15/2029	90,000	95,838
		881,666
Retail-Auto Parts — 0.1%
AutoZone, Inc. Senior Notes 3.13% due 04/18/2024	65,000	67,226
AutoZone, Inc. Senior Notes 3.13% due 04/21/2026	50,000	51,862
O’Reilly Automotive, Inc. Senior Notes 3.60% due 09/01/2027	25,000	26,725
O’Reilly Automotive, Inc. Senior Notes 3.90% due 06/01/2029	95,000	104,418
		250,231

Retail-Discount — 0.0%
Walmart, Inc. Senior Notes 3.40% due 06/26/2023	50,000	52,829
Retail-Mail Order — 0.0%
QVC, Inc. Senior Sec. Notes 4.38% due 03/15/2023	65,000	67,518
Schools — 0.0%
Georgetown University Notes 4.32% due 04/01/2049	50,000	61,694
Semiconductor Components-Integrated Circuits — 0.0%
QUALCOMM, Inc. Senior Notes 3.25% due 05/20/2027	29,000	30,510
Steel-Producers — 0.0%
Nucor Corp. Senior Notes 3.95% due 05/01/2028	35,000	38,288
Telephone-Integrated — 0.2%
AT&T, Inc. Senior Notes 3.00% due 06/30/2022	100,000	102,149
AT&T, Inc. Senior Notes 4.50% due 03/09/2048	55,000	58,822
Verizon Communications, Inc. Senior Notes 4.33% due 09/21/2028	50,000	56,937
Verizon Communications, Inc. Senior Notes 4.52% due 09/15/2048	30,000	35,689
Verizon Communications, Inc. Senior Notes 5.15% due 09/15/2023	100,000	111,688
Verizon Communications, Inc. Senior Notes 5.50% due 03/16/2047	25,000	34,063
		399,348
Tobacco — 0.1%
Altria Group, Inc. Company Guar. Notes 3.49% due 02/14/2022	20,000	20,561
Altria Group, Inc. Company Guar. Notes 5.80% due 02/14/2039	60,000	68,984
BAT Capital Corp. Company Guar. Notes 2.76% due 08/15/2022	50,000	50,478
		140,023
Transport-Equipment & Leasing — 0.1%
GATX Corp. Senior Notes 2.60% due 03/30/2020	50,000	50,079
GATX Corp. Senior Notes 4.35% due 02/15/2024	60,000	64,482
		114,561
Transport-Rail — 0.1%
Burlington Northern Santa Fe LLC Senior Notes 4.15% due 04/01/2045	25,000	28,679
Burlington Northern Santa Fe LLC Senior Notes 4.15% due 12/15/2048	25,000	29,151
CSX Corp. Senior Notes 4.25% due 03/15/2029	50,000	56,607
CSX Corp. Senior Notes 4.30% due 03/01/2048	25,000	28,200
		142,637
Total U.S. Corporate Bonds & Notes (cost $10,623,810)		11,327,614
FOREIGN CORPORATE BONDS & NOTES — 1.3%
Advertising Services — 0.1%
WPP Finance 2010 Company Guar. Notes 3.63% due 09/07/2022	80,000	83,038
WPP Finance 2010 Company Guar. Notes 3.75% due 09/19/2024	25,000	26,266
		109,304
Auto-Cars/Light Trucks — 0.0%
Toyota Motor Corp. Senior Notes 3.18% due 07/20/2021	30,000	30,735
Banks-Commercial — 0.1%
Bank of Montreal Senior Notes 3.10% due 04/13/2021	35,000	35,628
Svenska Handelsbanken AB Company Guar. Notes 3.35% due 05/24/2021	25,000	25,552
Toronto-Dominion Bank Senior Notes 2.50% due 12/14/2020	50,000	50,366
		111,546

Building Products-Cement — 0.0%
Boral Finance Pty, Ltd. Company Guar. Notes 3.00% due 11/01/2022*	2,000	2,015
Cellular Telecom — 0.2%
America Movil SAB de CV Senior Notes 3.63% due 04/22/2029	200,000	213,170
Rogers Communications, Inc. Company Guar. Notes 4.30% due 02/15/2048	25,000	27,935
Rogers Communications, Inc. Company Guar. Notes 4.35% due 05/01/2049	80,000	90,073
Vodafone Group PLC Senior Notes 3.75% due 01/16/2024	60,000	63,250
Vodafone Group PLC Senior Notes 4.88% due 06/19/2049	60,000	67,444
		461,872
Chemicals-Diversified — 0.0%
LYB International Finance II BV Company Guar. Notes 3.50% due 03/02/2027	50,000	52,098
Diversified Banking Institutions — 0.1%
Bank of Nova Scotia Senior Notes 3.13% due 04/20/2021	35,000	35,662
HSBC Holdings PLC Senior Notes 5.10% due 04/05/2021	50,000	52,148
Mitsubishi UFJ Financial Group, Inc. Senior Notes 3.54% due 07/26/2021	55,000	56,325
Sumitomo Mitsui Financial Group, Inc. Senior Notes 3.75% due 07/19/2023	55,000	57,891
		202,026
Finance-Leasing Companies — 0.1%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust Company Guar. Notes 4.88% due 01/16/2024	150,000	163,242
Avolon Holdings Funding, Ltd. Company Guar. Notes 3.95% due 07/01/2024*	30,000	31,146
Avolon Holdings Funding, Ltd. Company Guar. Notes 5.25% due 05/15/2024*	75,000	81,787
		276,175
Insurance Brokers — 0.0%
Trinity Acquisition PLC Company Guar. Notes 3.50% due 09/15/2021	25,000	25,525
Medical-Drugs — 0.0%
Shire Acquisitions Investments Ireland DAC Company Guar. Notes 2.88% due 09/23/2023	50,000	51,030
Medical-Generic Drugs — 0.1%
Perrigo Finance Unlimited Co. Company Guar. Notes 4.38% due 03/15/2026	200,000	206,886
Non-Hazardous Waste Disposal — 0.1%
Waste Connections, Inc. Senior Notes 3.50% due 05/01/2029	100,000	106,865
Oil Companies-Exploration & Production — 0.1%
Canadian Natural Resources, Ltd. Senior Notes 2.95% due 01/15/2023	25,000	25,508
Canadian Natural Resources, Ltd. Senior Notes 6.25% due 03/15/2038	25,000	31,610
Woodside Finance, Ltd. Company Guar. Notes 3.70% due 03/15/2028*	25,000	25,860
Woodside Finance, Ltd. Company Guar. Notes 4.50% due 03/04/2029*	110,000	119,933
		202,911
Oil Companies-Integrated — 0.2%
BP Capital Markets PLC Company Guar. Notes 3.28% due 09/19/2027	25,000	26,372
BP Capital Markets PLC Company Guar. Notes 3.28% due 09/19/2027	50,000	52,745
Shell International Finance BV Company Guar. Notes 3.25% due 05/11/2025	25,000	26,483
Suncor Energy, Inc. Senior Notes 3.60% due 12/01/2024	10,000	10,566

Suncor Energy, Inc. Senior Notes 3.60% due 12/01/2024	25,000	26,415
Total Capital International SA Company Guar. Notes 2.43% due 01/10/2025	155,000	157,160
		299,741
Paper & Related Products — 0.1%
Celulosa Arauco y Constitucion SA Senior Notes 4.20% due 01/29/2030*	200,000	199,600
Pipelines — 0.0%
Enbridge, Inc. Company Guar. Notes 4.00% due 10/01/2023	25,000	26,525
Enbridge, Inc. Company Guar. Notes 5.50% due 12/01/2046	13,000	16,463
TransCanada PipeLines, Ltd. Senior Notes 2.50% due 08/01/2022	25,000	25,334
		68,322
Steel-Producers — 0.0%
ArcelorMittal Senior Notes 4.55% due 03/11/2026	35,000	37,010
Transport-Equipment & Leasing — 0.1%
SMBC Aviation Capital Finance DAC Company Guar. Notes 3.55% due 04/15/2024*	210,000	218,326
Total Foreign Corporate Bonds & Notes (cost $2,540,843)		2,661,987
U.S. GOVERNMENT AGENCIES — 0.3%
Federal Home Loan Mtg. Corp. — 0.1%
Federal Home Loan Mtg. Corp. Structured Agency Credit Risk FRS
Series 2019-HQA2, Class M1 2.52% (1 ML+0.70%) due 04/25/2049*(5)	13,763	13,763
Series 2018-DNA1, Class M2AT 2.87% (1 ML+1.05%) due 07/25/2030(5)	85,000	84,773
Series 2018-HQA1, Class M2AS 2.92% (1 ML+1.10%) due 09/25/2030(5)	85,000	84,899
		183,435
Federal National Mtg. Assoc. — 0.0%
Federal National Mtg. Assoc. Connecticut Avenue Securities FRS
Series 2018-C05, Class 1M1 2.54% (1 ML+0.72%) due 01/25/2031(5)	33,129	33,141
Series 2019-R03, Class 1M1 2.57% (1 ML+0.75%) due 09/25/2031*(5)	19,166	19,170
		52,311
Government National Mtg. Assoc. — 0.2%
3.00% due 08/20/2049	58,725	60,456
3.00% due 09/20/2049	1,996	2,054
3.50% due 07/20/2049	992	1,030
3.50% due 08/20/2049	82,932	86,179
4.00% due 04/20/2049	54,511	56,722
4.00% due 07/20/2049	38,684	40,336
4.50% due 02/20/2046	10,527	11,259
4.50% due 08/20/2048	3,425	3,604
5.50% due 03/20/2049	7,762	8,240
		269,880
Total U.S. Government Agencies (cost $505,447)		505,626
U.S. GOVERNMENT TREASURIES — 11.1%
United States Treasury Bonds — 4.0%
2.25% due 08/15/2046	102,000	103,426
2.25% due 08/15/2049	698,000	709,070
2.50% due 02/15/2045	99,500	105,851
2.50% due 02/15/2046	108,000	114,986
2.50% due 05/15/2046	50,200	53,451
2.75% due 08/15/2047(6)	1,017,000	1,137,769
2.75% due 11/15/2047	175,300	196,295
2.88% due 05/15/2043	60,000	67,962
2.88% due 08/15/2045	52,000	59,245
2.88% due 11/15/2046	59,000	67,484
2.88% due 05/15/2049	213,000	245,433
3.00% due 05/15/2042	88,000	101,654
3.00% due 05/15/2045	76,000	88,451
3.00% due 11/15/2045	77,500	90,387
3.00% due 02/15/2047	21,000	24,601
3.00% due 05/15/2047	83,200	97,422
3.00% due 02/15/2048	138,000	161,951
3.00% due 08/15/2048	755,500	888,096
3.00% due 02/15/2049	326,000	384,323
3.13% due 11/15/2041	430,000	506,510
3.13% due 02/15/2043	196,000	231,012
3.13% due 08/15/2044	70,000	82,945
3.13% due 05/15/2048	180,500	216,903
3.38% due 05/15/2044	92,000	113,336
3.38% due 11/15/2048	8,500	10,707
3.50% due 02/15/2039	1,560,000	1,936,228
3.63% due 08/15/2043	46,000	58,641
3.63% due 02/15/2044	61,000	77,961
3.75% due 11/15/2043	66,000	85,805
4.50% due 05/15/2038	90,000	125,786
5.38% due 02/15/2031	17,000	23,357
		8,167,048

United States Treasury Notes — 7.1%
1.63% due 08/15/2029	214,000	212,721
1.75% due 06/30/2022	220,000	221,366
2.00% due 01/15/2021	250,000	251,191
2.00% due 05/31/2024	1,060,000	1,082,525
2.13% due 05/31/2021	320,000	322,663
2.25% due 11/15/2024	225,000	232,603
2.25% due 11/15/2027	20,000	20,927
2.38% due 05/15/2029	103,300	109,534
2.50% due 01/31/2024	2,095,000	2,178,064
2.63% due 07/31/2020	140,000	141,045
2.63% due 08/15/2020	835,000	841,524
2.63% due 12/15/2021	620,000	634,216
2.63% due 02/28/2023	1,060,000	1,097,638
2.63% due 02/15/2029	60,000	64,870
2.75% due 08/31/2023	1,180,000	1,233,423
2.75% due 02/15/2024	350,000	367,678
2.75% due 02/15/2028	30,000	32,565
2.88% due 04/30/2025	1,615,000	1,726,031
2.88% due 05/15/2028	1,240,000	1,360,173
2.88% due 08/15/2028	38,000	41,744
3.13% due 05/15/2021	2,165,000	2,215,150
		14,387,651
Total U.S. Government Treasuries (cost $21,367,527)		22,554,699
MUNICIPAL BONDS & NOTES — 0.7%
Chicago O’Hare International Airport Revenue Bonds Series B 6.40% due 01/01/2040	50,000	73,235
County of Cook, IL General Obligation Bonds 6.23% due 11/15/2034	160,000	215,174
County of Miami-Dade, FL Transit System Revenue Bonds 5.62% due 07/01/2040	25,000	33,570
County of Washoe NV Revenue Bonds 7.97% due 02/01/2040	40,000	63,946
Dallas/Fort Worth International Airport Revenue Bonds Series A 2.99% due 11/01/2038	60,000	60,217
Denver Schools Certificate Participation Series B 4.24% due 12/15/2037	25,000	28,295
Illinois Municipal Electric Agency Revenue Bonds 6.83% due 02/01/2035	95,000	125,333
Los Angeles County Public Works Financing Authority Revenue Bonds 7.49% due 08/01/2033	50,000	69,067
Metropolitan Transportation Authority 5.87% due 11/15/2039	10,000	13,169
Metropolitan Water Reclamation District of Greater Chicago General Obligation Bonds 5.72% due 12/01/2038	50,000	66,954
Miami Dade Co. Water & Sewer System Revenue Bonds Series C 3.49% due 10/01/2042	40,000	40,594
Municipal Electric Authority of Georgia Revenue Bonds 6.66% due 04/01/2057	50,000	72,515
New York State Dormitory Authority Revenue Bonds Series B 4.85% due 07/01/2048	100,000	113,625
Rutgers The State University of New Jersey Revenue Bonds 5.67% due 05/01/2040	50,000	65,562
San Jose Redevelopment Agency Successor Agency Tax Allocation Series A-T 3.38% due 08/01/2034	5,000	5,227
State of California General Obligation Bonds 7.63% due 03/01/2040	50,000	81,434
Texas A&M University Revenue Bonds Series B 3.33% due 05/15/2039	125,000	128,935
University of California Revenue Bonds 5.77% due 05/15/2043	20,000	27,376
Virginia Commonwealth University Health System Authority Revenue Bonds 4.96% due 01/01/2044	25,000	31,738
Western Minnesota Municipal Power Agency Revenue Bonds 3.16% due 01/01/2039	100,000	101,283
Total Municipal Bonds & Notes (cost $1,338,103)		1,417,249
FOREIGN GOVERNMENT OBLIGATIONS — 0.1%
Regional Authority — 0.1%
Province of Alberta, Canada Senior Notes 2.20% due 07/26/2022	75,000	75,962
Province of Manitoba, Canada Senior Notes 2.60% due 04/16/2024	86,000	89,115
Province of New Brunswick, Canada Senior Notes 3.63% due 02/24/2028	25,000	27,883

Province of Ontario, Canada Senior Notes 2.20% due 10/03/2022	75,000			76,012
Total Foreign Government Obligations (cost $260,925)				268,972
Total Long-Term Investment Securities (cost $188,711,712)				201,842,680
SHORT-TERM INVESTMENT SECURITIES — 0.5%
Registered Investment Companies — 0.5%
State Street Institutional U.S. Government Money Market Fund, Premier Class  1.75%(7)	947,286			947,286
T. Rowe Price Treasury Reserve Fund 1.83%(7)	102			102
Total Short-Term Investment Securities (cost $947,388)				947,388
TOTAL INVESTMENTS (cost $189,659,100)	100.2	%		202,790,068
Liabilities in excess of other assets	(0.2	)		(352,556	)
NET ASSETS	100.0	%	$	202,437,512

† Non-income producing security

* 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 Portfolio has no right to demand registration of these securities. At October 31, 2019, the aggregate value of these securities was $4,424,350 representing 2.2% of net assets.

(1) Securities classified as Level 3 (see Note 1).

(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 October 31, 2019, the Portfolio held the following restricted securities:

Description	Acquisition Date		Shares		Acquisition Cost		Value		Value Per Share		% of Net  Assets
Common Stocks
ANT International Co., Ltd., Class C		06/07/2018		1,708	$	9,582	$	10,982	$	6.43		0.01	%

(3) Commercial Mortgage Backed Security

(4) 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.

(5) Collateralized Mortgage Obligation

(6) The security or a portion thereof was pledged as collateral to cover margin requirements for open futures contracts.

(7) The rate shown is the 7-day yield as of October 31, 2019.

ADR — American Depositary Receipt

CDI — Chess Depositary Interest

CVA — Certification Van Aandelen (Dutch Cert.)

Euronext Amsterdam — Euronext Stock Exchange, Amsterdam

Euronext Paris — Euronext Stock Exchange, Paris

NASDAQ — National Association of Securities Dealers Automated Quotations

NYSE — New York Stock Exchange

RSP — Risparmio Shares-Savings Shares on the Italian Stock Exchange

SDR — Swedish Depositary Receipt

SIX — Swiss Stock Exchange

FRS — Floating Rate Security

VRS — Variable Rate Security

The rates shown on FRS and VRS are the current interest rates at October 31, 2019 and unless noted otherwise, the dates shown are the original maturity dates.

Index Legend

1 ML — 1 Month USD LIBOR

3 ML — 3 Month USD LIBOR

Futures Contracts

Number of Contracts		Type	Description	Expiration Month	Notional Basis*		Notional Value*		Unrealized Appreciation
	11	Long	U.S. Treasury 2 Year Notes	December 2019	$	2,371,136	$	2,371,617	$	481
	7	Short	U.S. Treasury Ultra 10 Year Notes	December 2019		995,534		994,766		768
									$	1,249
									Unrealized
									(Depreciation)
	1	Long	U.S. Treasury 5 Year Notes	December 2019	$	119,228	$	119,203	$	(25	)
	10	Long	U.S. Treasury Long Bonds	December 2019		1,617,738		1,613,750		(3,988	)
	2	Short	U.S. Treasury Ultra Long Bond	December 2019		373,622		379,500		(5,878	)
									$	(9,891	)
			Net Unrealized Appreciation (Depreciation)						$	(8,642	)

* 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.    

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks:
Diversified Financial Services	$	—	$	—	$	10,982	$	10,982
Other Industries		160,775,829		—		—		160,775,829
Convertible Preferred Securities:
Electric-Distribution		43,163		32,500		—		75,663
Other Industries		251,995		—		—		251,995
Asset Backed Securities		—		1,992,064		—		1,992,064
U.S. Corporate Bonds & Notes		—		11,327,614		—		11,327,614
Foreign Corporate Bonds & Notes		—		2,661,987		—		2,661,987
U.S. Government Agencies		—		505,626		—		505,626
U.S. Government Treasuries		—		22,554,699		—		22,554,699
Municipal Bonds & Notes		—		1,417,249		—		1,417,249
Foreign Government Obligations		—		268,972		—		268,972
Short-Term Investment Securities		947,388		—		—		947,388
Total Investments at Value	$	162,018,375	$	40,760,711	$	10,982	$	202,790,068
Other Financial Instruments:†
Futures Contracts	$	1,249	$	—	$	—	$	1,249
LIABILITIES:
Other Financial Instruments:†
Futures Contracts	$	9,891	$	—	$	—	$	9,891

* 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.

At the beginning and end of the reporting period, Level 3 investments in securities were not considered a material portion of the Portfolio. There were no Level 3 transfers during the reporting period.

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA T. Rowe Price VCP Balanced Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
COMMON STOCKS — 58.0%
Advertising Agencies — 0.1%
WPP PLC		161,274	$	2,012,186
Advertising Services — 0.1%
Stroeer SE & Co. KGaA		14,872		1,197,562
Aerospace/Defense — 1.3%
Boeing Co.		42,572		14,470,648
Meggitt PLC		299,180		2,419,818
Northrop Grumman Corp.		10,794		3,804,669
				20,695,135
Aerospace/Defense-Equipment — 0.2%
L3Harris Technologies, Inc.		10,539		2,174,301
United Technologies Corp.		1,334		191,536
				2,365,837
Agricultural Biotech — 0.0%
Calyxt, Inc.†		557		2,551
Agricultural Chemicals — 0.1%
CF Industries Holdings, Inc.		25,739		1,167,264
Incitec Pivot, Ltd.		11,170		26,565
Yara International ASA		831		32,341
				1,226,170
Agricultural Operations — 0.0%
Bunge, Ltd.		1,498		80,892
Airlines — 0.1%
Alaska Air Group, Inc.		4,314		299,521
Delta Air Lines, Inc.		1,319		72,651
United Airlines Holdings, Inc.†		18,110		1,645,112
				2,017,284
Apparel Manufacturers — 0.4%
Burberry Group PLC		55,833		1,478,288
Kering SA		2,901		1,650,744
Moncler SpA		40,836		1,573,103
Samsonite International SA*		418,200		861,382
Tapestry, Inc.		8,404		217,328
VF Corp.		9,239		760,277
				6,541,122
Applications Software — 2.8%
Intuit, Inc.		18,738		4,825,035
Microsoft Corp.		202,409		29,019,378
salesforce.com, Inc.†		38,137		5,968,059
ServiceNow, Inc.†		14,940		3,694,065
				43,506,537
Athletic Footwear — 0.1%
NIKE, Inc., Class B		22,256		1,993,025
Audio/Video Products — 0.2%
Panasonic Corp.		135,700		1,152,175
Sony Corp.		24,100		1,478,493
				2,630,668
Auto-Cars/Light Trucks — 0.4%
Ferrari NV		5,436		870,412
Honda Motor Co., Ltd.		30,500		830,920
Suzuki Motor Corp.		32,300		1,536,486
Toyota Motor Corp.		50,700		3,540,878
				6,778,696
Auto-Heavy Duty Trucks — 0.1%
PACCAR, Inc.		14,147		1,076,021
Auto/Truck Parts & Equipment-Original — 0.6%
Aisin Seiki Co., Ltd.		24,700		997,240
Aptiv PLC		25,163		2,253,347
Autoliv, Inc. SDR		15,421		1,204,204
Garrett Motion, Inc.†		807		7,666
Magna International, Inc.		52,252		2,809,590
Stanley Electric Co., Ltd.		45,700		1,282,258
				8,554,305
Banks-Commercial — 1.4%
ABN AMRO Group NV CVA*		87,219		1,623,525
Australia & New Zealand Banking Group, Ltd.		86,940		1,602,584
Commerzbank AG		48,670		291,112
Danske Bank A/S		70,984		1,012,816
DBS Group Holdings, Ltd.		70,300		1,343,526
DNB ASA		136,247		2,475,696
Erste Group Bank AG		19,261		680,328
First Republic Bank		6,075		646,137
ING Groep NV		198,996		2,247,810
Intesa Sanpaolo SpA		478,827		1,199,444
National Bank of Canada		39,500		2,039,929
Standard Chartered PLC		138,669		1,259,171
Sumitomo Mitsui Trust Holdings, Inc.		32,100		1,181,865
SVB Financial Group†		1,910		423,027
Svenska Handelsbanken AB, Class A		217,858		2,180,904
United Overseas Bank, Ltd.		94,500		1,863,674
				22,071,548
Banks-Fiduciary — 0.0%
State Street Corp.		4,476		295,729
Banks-Super Regional — 0.8%
Fifth Third Bancorp		82,710		2,405,207
PNC Financial Services Group, Inc.		6,488		951,790
Wells Fargo & Co.		182,397		9,417,157
				12,774,154
Beverages-Non-alcoholic — 0.2%
Coca-Cola Co.		19,018		1,035,150
Keurig Dr Pepper, Inc.		10,530		296,525
Monster Beverage Corp.†		7,625		427,991
PepsiCo, Inc.		15,043		2,063,448
				3,823,114
Beverages-Wine/Spirits — 0.2%
Constellation Brands, Inc., Class A		124		23,601
Diageo PLC		58,642		2,403,815
				2,427,416
Brewery — 0.1%
Kirin Holdings Co., Ltd.		46,000		981,850
Building-Residential/Commercial — 0.1%
NVR, Inc.†		84		305,473
Persimmon PLC		46,390		1,368,279
				1,673,752
Cable/Satellite TV — 0.4%
Altice USA, Inc., Class A†		4,939		152,862
Charter Communications, Inc., Class A†		1,555		727,522
Comcast Corp., Class A		86,906		3,895,127
DISH Network Corp., Class A†		1,667		57,312
Liberty Broadband Corp., Class C†		6,890		813,502
				5,646,325

Casino Hotels — 0.1%
MGM Resorts International	11,920	339,720
Wynn Resorts, Ltd.	3,652	443,134
		782,854
Cellular Telecom — 0.2%
T-Mobile US, Inc.†	2,039	168,544
Telstra Corp., Ltd.	169,012	406,614
Vodafone Group PLC ADR	118,350	2,416,707
		2,991,865
Chemicals-Diversified — 0.7%
Asahi Kasei Corp.	166,100	1,863,415
BASF SE	23,480	1,786,755
Covestro AG*	23,675	1,136,723
Croda International PLC	1,037	64,692
Dow, Inc.	4,829	243,816
DuPont de Nemours, Inc.	21,957	1,447,186
Eastman Chemical Co.	5,791	440,348
Johnson Matthey PLC	46,046	1,831,123
Koninklijke DSM NV	563	66,716
Orion Engineered Carbons SA	676	11,194
PPG Industries, Inc.	13,111	1,640,448
Quaker Chemical Corp.	261	39,902
Symrise AG	376	36,182
Tosoh Corp.	17,300	239,980
Westlake Chemical Corp.	3,954	249,853
		11,098,333
Chemicals-Specialty — 0.1%
International Flavors & Fragrances, Inc.	1,188	144,948
SGL Carbon AG†	1,151	5,361
Umicore SA	35,383	1,458,934
Victrex PLC	923	26,255
		1,635,498
Coatings/Paint — 0.1%
Akzo Nobel NV	516	47,507
RPM International, Inc.	3,925	284,288
Sherwin-Williams Co.	1,976	1,130,904
		1,462,699
Commercial Services — 0.1%
Cintas Corp.	1,557	418,319
CoStar Group, Inc.†	955	524,792
TechnoPro Holdings, Inc.	12,200	759,181
		1,702,292
Commercial Services-Finance — 0.9%
Automatic Data Processing, Inc.	2,074	336,465
Equifax, Inc.	4,520	617,929
FleetCor Technologies, Inc.†	6,389	1,879,772
Global Payments, Inc.	26,977	4,563,969
IHS Markit, Ltd.†	5,194	363,684
PayPal Holdings, Inc.†	38,378	3,995,150
S&P Global, Inc.	5,545	1,430,554
TransUnion	4,687	387,240
		13,574,763
Computer Aided Design — 0.2%
Synopsys, Inc.†	17,800	2,416,350
Computer Services — 0.1%
Accenture PLC, Class A	6,860	1,271,981
Cognizant Technology Solutions Corp., Class A	9,381	571,678
		1,843,659
Computer Software — 0.1%
Splunk, Inc.†	11,873	1,424,285
Computers — 0.7%
Apple, Inc.	43,033	10,704,889
Consumer Products-Misc. — 0.0%
Kimberly-Clark Corp.	4,874	647,657
Containers-Metal/Glass — 0.0%
Ball Corp.	9,344	653,800
Vidrala SA	13	1,129
		654,929
Containers-Paper/Plastic — 0.2%
Amcor PLC CDI	112,846	1,083,620
Packaging Corp. of America	20,945	2,292,640
Sealed Air Corp.	3,463	144,649
		3,520,909
Cosmetics & Toiletries — 0.9%
L’Oreal SA	9,197	2,685,390
Pola Orbis Holdings, Inc.	21,600	492,446
Procter & Gamble Co.	33,061	4,116,425
Unilever PLC	108,076	6,471,328
		13,765,589
Cruise Lines — 0.1%
Royal Caribbean Cruises, Ltd.	13,436	1,462,240
Data Processing/Management — 0.7%
DocuSign, Inc.†	4,681	309,835
Fidelity National Information Services, Inc.	48,827	6,433,446
Fiserv, Inc.†	32,862	3,487,973
		10,231,254
Diagnostic Equipment — 1.0%
Danaher Corp.	60,647	8,358,370
Thermo Fisher Scientific, Inc.	25,588	7,727,064
		16,085,434
Dialysis Centers — 0.2%
Fresenius SE & Co. KGaA	44,519	2,339,852
Diamonds/Precious Stones — 0.0%
Alrosa PJSC†	49,530	57,469
Disposable Medical Products — 0.0%
Teleflex, Inc.	1,898	659,384
Diversified Banking Institutions — 1.7%
Bank of America Corp.	3,822	119,514
Barclays PLC ADR	33,600	289,968
BNP Paribas SA	48,666	2,540,714
Citigroup, Inc.	56,165	4,036,017
Goldman Sachs Group, Inc.	1,642	350,370
JPMorgan Chase & Co.	81,222	10,146,252
Lloyds Banking Group PLC	2,373,265	1,746,151
Macquarie Group, Ltd.	21,287	1,965,168
Mitsubishi UFJ Financial Group, Inc.	387,100	2,042,500

Morgan Stanley	64,342	2,962,949
		26,199,603
Diversified Financial Services — 0.0%
ANT International Co., Ltd., Class C†(1)(2)	57,396	369,056
Diversified Manufacturing Operations — 0.8%
General Electric Co.	627,221	6,259,666
Illinois Tool Works, Inc.	1,252	211,062
Siemens AG	40,477	4,666,985
Textron, Inc.	11,183	515,424
		11,653,137
Diversified Minerals — 0.2%
BHP Group PLC	82,420	1,745,357
BHP Group, Ltd.	48,460	1,200,942
Lundin Mining Corp.	9,982	50,399
Sumitomo Metal Mining Co., Ltd.	3,000	101,565
Teck Resources, Ltd., Class B	6,342	100,394
		3,198,657
Diversified Operations — 0.1%
CK Hutchison Holdings, Ltd.	210,500	1,947,594
E-Commerce/Products — 2.4%
Alibaba Group Holding, Ltd. ADR†	53,658	9,479,759
Amazon.com, Inc.†	14,425	25,628,320
ASOS PLC†	31,524	1,441,462
		36,549,541
E-Commerce/Services — 0.4%
Booking Holdings, Inc.†	2,509	5,140,364
IAC/InterActiveCorp†	4,664	1,059,894
Match Group, Inc.	4,148	302,763
Trip.com Group, Ltd. ADR	8,986	296,448
		6,799,469
E-Marketing/Info — 0.1%
CyberAgent, Inc.	29,600	967,571
E-Services/Consulting — 0.0%
CDW Corp.	1,841	235,482
Electric Products-Misc. — 0.1%
Legrand SA	15,932	1,243,471
Electric-Distribution — 0.6%
CenterPoint Energy, Inc.	51,825	1,506,553
Sempra Energy	48,293	6,978,821
		8,485,374
Electric-Generation — 0.3%
Electric Power Development Co., Ltd.	53,800	1,312,244
Engie SA	162,728	2,721,450
		4,033,694
Electric-Integrated — 1.4%
Alliant Energy Corp.	603	32,164
American Electric Power Co., Inc.	616	58,144
Edison International	47,212	2,969,635
Entergy Corp.	38,316	4,654,628
Evergy, Inc.	512	32,722
Eversource Energy	7,367	616,912
NextEra Energy, Inc.	42,923	10,230,268
Southern Co.	50,027	3,134,692
Xcel Energy, Inc.	800	50,808
		21,779,973
Electronic Components-Misc. — 0.2%
Murata Manufacturing Co., Ltd.	26,200	1,422,452
Omron Corp.	21,900	1,297,898
		2,720,350
Electronic Components-Semiconductors — 1.4%
Broadcom, Inc.	16,659	4,878,588
Hamamatsu Photonics KK	27,700	1,085,017
Marvell Technology Group, Ltd.	41,230	1,005,600
Microchip Technology, Inc.	6,777	639,003
Micron Technology, Inc.†	77,062	3,664,298
NVIDIA Corp.	23,726	4,769,401
Samsung Electronics Co., Ltd.	78,923	3,418,900
Texas Instruments, Inc.	16,029	1,891,262
Xilinx, Inc.	2,614	237,194
		21,589,263
Electronic Connectors — 0.1%
Amphenol Corp., Class A	10,660	1,069,518
TE Connectivity, Ltd.	11,467	1,026,296
		2,095,814
Electronic Measurement Instruments — 0.3%
Agilent Technologies, Inc.	8,862	671,296
FLIR Systems, Inc.	2,336	120,444
Fortive Corp.	20,674	1,426,506
Keysight Technologies, Inc.†	22,960	2,316,894
		4,535,140
Engineering/R&D Services — 0.2%
Jacobs Engineering Group, Inc.	25,481	2,384,512
Engines-Internal Combustion — 0.0%
Cummins, Inc.	1,133	195,420
Enterprise Software/Service — 0.2%
Atlassian Corp. PLC, Class A†	2,091	252,572
Oracle Corp.	10,505	572,417
Paycom Software, Inc.†	1,475	312,007
Veeva Systems, Inc., Class A†	1,244	176,437
Workday, Inc., Class A†	13,078	2,120,728
		3,434,161
Entertainment Software — 0.1%
Activision Blizzard, Inc.	3,953	221,486
Electronic Arts, Inc.†	14,944	1,440,602
		1,662,088
Finance-Auto Loans — 0.0%
Ally Financial, Inc.	14,421	441,715
Finance-Credit Card — 1.4%
American Express Co.	8,048	943,870
Capital One Financial Corp.	7,336	684,082
Mastercard, Inc., Class A	33,035	9,144,418

Visa, Inc., Class A	60,952	10,901,875
		21,674,245
Finance-Investment Banker/Broker — 0.2%
Charles Schwab Corp.	34,683	1,411,945
Close Brothers Group PLC	16,681	298,835
E*TRADE Financial Corp.	5,732	239,540
TD Ameritrade Holding Corp.	37,860	1,453,067
		3,403,387
Finance-Leasing Companies — 0.1%
Mitsubishi UFJ Lease & Finance Co., Ltd.	157,000	972,618
Finance-Other Services — 0.5%
Cboe Global Markets, Inc.	4,567	525,890
CME Group, Inc.	6,738	1,386,343
Intercontinental Exchange, Inc.	57,693	5,441,604
		7,353,837
Food-Catering — 0.1%
Compass Group PLC	68,063	1,812,681
Food-Meat Products — 0.4%
Tyson Foods, Inc., Class A	71,831	5,946,888
Food-Misc./Diversified — 0.9%
Campbell Soup Co.	6,565	304,025
Conagra Brands, Inc.	62,623	1,693,952
Mondelez International, Inc., Class A	19,591	1,027,548
Nestle SA	84,010	8,969,015
Wilmar International, Ltd.	443,000	1,221,103
		13,215,643
Food-Retail — 0.1%
Seven & i Holdings Co., Ltd.	53,100	2,016,020
Forestry — 0.0%
West Fraser Timber Co., Ltd.	1,187	54,884
Garden Products — 0.0%
Toro Co.	572	44,118
Gas-Distribution — 0.3%
Atmos Energy Corp.	3,565	400,991
Beijing Enterprises Holdings, Ltd.	175,000	825,203
National Grid PLC	135,377	1,580,526
NiSource, Inc.	55,174	1,547,079
		4,353,799
Gold Mining — 0.1%
Agnico Eagle Mines, Ltd.	1,994	122,553
Alacer Gold Corp.†	3,194	15,811
Alamos Gold, Inc., Class A	1,445	7,866
AngloGold Ashanti, Ltd.	3,537	77,336
B2Gold Corp.†	3,353	11,787
Barrick Gold Corp.	15,441	268,233
Centamin PLC	16,861	25,346
Centerra Gold, Inc.†	783	6,676
Cia de Minas Buenaventura SAA ADR	2,600	39,884
Detour Gold Corp.†	567	9,415
Evolution Mining, Ltd.	10,041	28,587
Franco-Nevada Corp.	2,352	228,218
Gold Fields, Ltd.	7,129	43,848
Kinross Gold Corp.†	10,691	51,949
Kirkland Lake Gold, Ltd.	4,797	225,264
Newcrest Mining, Ltd.	6,297	135,868
Newmont Goldcorp Corp.	1,194	47,276
Newmont Goldcorp Corp.	5,872	233,295
Northern Star Resources, Ltd.	13,374	90,258
Osisko Gold Royalties, Ltd.	324	3,188
Regis Resources, Ltd.	2,867	9,684
Sandstorm Gold, Ltd.†	4,400	31,402
Saracen Mineral Holdings, Ltd.†	30,441	78,692
SEMAFO, Inc.†	13,269	42,816
Torex Gold Resources, Inc.†	600	8,779
		1,844,031
Hotels/Motels — 0.2%
Hilton Worldwide Holdings, Inc.	15,776	1,529,641
Marriott International, Inc., Class A	11,558	1,462,665
		2,992,306
Human Resources — 0.1%
Recruit Holdings Co., Ltd.	52,700	1,762,197
Import/Export — 0.3%
Mitsubishi Corp.	74,100	1,896,587
Sumitomo Corp.	175,200	2,860,242
		4,756,829
Industrial Automated/Robotic — 0.2%
SMC Corp.	2,500	1,092,462
THK Co., Ltd.	60,200	1,758,783
		2,851,245
Industrial Gases — 0.6%
Air Liquide SA	13,665	1,815,152
Air Products & Chemicals, Inc.	6,425	1,370,195
Linde PLC	27,611	5,476,642
		8,661,989
Instruments-Controls — 0.3%
ABB, Ltd.	91,022	1,909,017
Honeywell International, Inc.	18,024	3,113,285
		5,022,302
Insurance Brokers — 0.5%
Marsh & McLennan Cos., Inc.	34,522	3,577,170
Willis Towers Watson PLC	23,874	4,462,050
		8,039,220
Insurance-Life/Health — 0.6%
AIA Group, Ltd.	127,000	1,271,467
Aviva PLC	234,428	1,260,823
AXA Equitable Holdings, Inc.	65,359	1,411,754
Challenger, Ltd.	226,272	1,241,605
Prudential PLC	76,084	1,329,020
Sun Life Financial, Inc.	58,997	2,646,825
		9,161,494
Insurance-Multi-line — 1.6%
AXA SA	136,878	3,615,752
Chubb, Ltd.	83,454	12,720,059
Direct Line Insurance Group PLC	409,075	1,441,845
MetLife, Inc.	14,656	685,754

Ping An Insurance Group Co. of China, Ltd.	191,000	2,212,017
Storebrand ASA	208,810	1,475,906
Voya Financial, Inc.	7,093	382,738
Zurich Insurance Group AG	6,217	2,429,451
		24,963,522
Insurance-Property/Casualty — 0.5%
Berkshire Hathaway, Inc., Class B†	11,610	2,468,054
PICC Property & Casualty Co., Ltd.	1,308,000	1,660,883
Progressive Corp.	5,992	417,642
RSA Insurance Group PLC	152,005	1,028,210
Tokio Marine Holdings, Inc.	48,000	2,608,242
		8,183,031
Insurance-Reinsurance — 0.2%
Muenchener Rueckversicherungs-Gesellschaft AG	11,678	3,243,093
Internet Content-Entertainment — 1.4%
Facebook, Inc., Class A†	88,357	16,933,619
Netflix, Inc.†	13,932	4,004,196
YY, Inc. ADR†	16,848	957,641
		21,895,456
Internet Content-Information/News — 0.4%
Tencent Holdings, Ltd.	131,400	5,379,452
Internet Security — 0.1%
NortonLifelock, Inc.	51,567	1,179,853
Investment Companies — 0.1%
Melrose Industries PLC	642,432	1,773,364
Investment Management/Advisor Services — 0.0%
Ameriprise Financial, Inc.	816	123,126
GAM Holding AG†	44,950	149,818
Raymond James Financial, Inc.	3,249	271,259
		544,203
Machinery-Construction & Mining — 0.0%
Caterpillar, Inc.	3,601	496,218
Epiroc AB, Class B	3,123	33,961
Sandvik AB	2,487	43,876
		574,055
Machinery-Electrical — 0.2%
Mitsubishi Electric Corp.	204,600	2,948,976
Machinery-Farming — 0.1%
AGCO Corp.	326	25,001
Deere & Co.	9,348	1,627,861
		1,652,862
Machinery-General Industrial — 0.3%
Roper Technologies, Inc.	12,504	4,213,348
Wabtec Corp.	5,688	394,576
		4,607,924
Machinery-Pumps — 0.0%
Flowserve Corp.	11,084	541,342
Weir Group PLC	1,554	27,105
Xylem, Inc.	449	34,434
		602,881
Medical Instruments — 0.9%
Alcon, Inc.†	12,896	761,603
Alcon, Inc.†	23,182	1,373,997
Boston Scientific Corp.†	51,452	2,145,548
Elekta AB, Series B	88,633	1,234,622
Intuitive Surgical, Inc.†	8,122	4,491,060
Medtronic PLC	31,253	3,403,452
		13,410,282
Medical Products — 1.5%
Abbott Laboratories	11,856	991,280
Becton Dickinson and Co.	28,836	7,382,016
Cooper Cos., Inc.	403	117,273
GN Store Nord A/S	25,503	1,120,810
Hologic, Inc.†	6,947	335,610
Koninklijke Philips NV	107,267	4,698,061
Siemens Healthineers AG*	37,588	1,597,014
Stryker Corp.	30,928	6,688,798
Zimmer Biomet Holdings, Inc.	5,504	760,818
		23,691,680
Medical-Biomedical/Gene — 0.6%
Alexion Pharmaceuticals, Inc.†	10,124	1,067,070
Amgen, Inc.	5,399	1,151,337
Biogen, Inc.†	2,579	770,373
BioMarin Pharmaceutical, Inc.†	1,247	91,293
CSL, Ltd.	5,045	890,413
Exact Sciences Corp.†	1,519	132,153
Gilead Sciences, Inc.	6,914	440,491
Incyte Corp.†	1,290	108,257
Regeneron Pharmaceuticals, Inc.†	243	74,426
Seattle Genetics, Inc.†	995	106,863
Vertex Pharmaceuticals, Inc.†	21,395	4,182,294
		9,014,970
Medical-Drugs — 2.9%
AbbVie, Inc.	44,669	3,553,419
Allergan PLC	1,859	327,388
Ascendis Pharma A/S ADR†	4,000	442,320
Astellas Pharma, Inc.	266,200	4,581,283
Bayer AG	45,120	3,501,427
Bristol-Myers Squibb Co.	3,630	208,253
Eli Lilly & Co.	2,900	330,455
GlaxoSmithKline PLC ADR	63,705	2,917,689
Johnson & Johnson	42,917	5,666,761
Merck & Co., Inc.	35,110	3,042,633
Novartis AG	58,160	5,075,514
Novartis AG ADR	382	33,402
Novo Nordisk A/S, Class B	24,428	1,334,117
Otsuka Holdings Co., Ltd.	37,000	1,554,829
Pfizer, Inc.	53,211	2,041,706
Roche Holding AG	18,019	5,421,226
Sanofi	34,376	3,167,613
Takeda Pharmaceutical Co., Ltd. ADR	37,350	671,179
Zoetis, Inc.	6,818	872,159
		44,743,373
Medical-HMO — 0.7%
Anthem, Inc.	12,261	3,299,190
Centene Corp.†	22,645	1,201,997
UnitedHealth Group, Inc.	21,735	5,492,434

WellCare Health Plans, Inc.†	3,437	1,019,414
		11,013,035
Medical-Hospitals — 0.1%
HCA Healthcare, Inc.	7,391	986,994
Medical-Wholesale Drug Distribution — 0.0%
AmerisourceBergen Corp.	797	68,048
McKesson Corp.	3,051	405,783
		473,831
Metal-Aluminum — 0.0%
Alumina, Ltd.	42,232	66,086
Norsk Hydro ASA	11,727	41,380
		107,466
Metal-Copper — 0.1%
Antofagasta PLC	136,051	1,528,299
First Quantum Minerals, Ltd.	3,547	29,973
Freeport-McMoRan, Inc.	9,128	89,637
Southern Copper Corp.	1,763	62,728
		1,710,637
Metal-Diversified — 0.2%
Anglo American PLC	4,258	109,297
Boliden AB	7,352	197,702
Glencore PLC	47,831	144,145
Mitsui Mining & Smelting Co., Ltd.	23,200	658,468
MMC Norilsk Nickel OJSC	369	102,777
Rio Tinto PLC	10,361	538,724
Rio Tinto, Ltd.	12,867	806,093
South32, Ltd.	541,632	952,104
		3,509,310
Metal-Iron — 0.0%
Fortescue Metals Group, Ltd.	11,014	67,649
Vale SA†	21,519	253,260
		320,909
Miscellaneous Manufacturing — 0.1%
Knorr-Bremse AG	10,424	1,052,026
Multimedia — 0.2%
Walt Disney Co.	21,116	2,743,391
Networking Products — 0.3%
Cisco Systems, Inc.	52,576	2,497,886
Telefonaktiebolaget LM Ericsson, Class B	201,226	1,758,073
		4,255,959
Non-Ferrous Metals — 0.1%
Grupo Mexico SAB de CV, Class B	16,200	42,773
Independence Group NL	305,682	1,342,298
Industrias Penoles SAB de CV	2,695	32,097
		1,417,168
Non-Hazardous Waste Disposal — 0.1%
Waste Connections, Inc.	14,433	1,333,609
Office Supplies & Forms — 0.0%
Avery Dennison Corp.	3,120	398,923
Oil Companies-Exploration & Production — 0.3%
Cabot Oil & Gas Corp.	7,451	138,887
Cairn Energy PLC†	9,827	22,633
Concho Resources, Inc.	10,842	732,052
ConocoPhillips	9,349	516,065
Continental Resources, Inc.†	1,848	54,461
Devon Energy Corp.	1,989	40,337
Diamondback Energy, Inc.	904	77,527
EOG Resources, Inc.	10,020	694,486
Hess Corp.	3,611	237,423
Jagged Peak Energy, Inc.†	2,849	20,199
Kelt Exploration, Ltd.†	3,046	6,660
Kosmos Energy, Ltd.	6,350	39,370
Lundin Petroleum AB	1,904	62,864
Magnolia Oil & Gas Corp., Class A†	2,383	23,401
Occidental Petroleum Corp.	36,577	1,481,369
Pioneer Natural Resources Co.	7,138	878,117
Seven Generations Energy, Ltd., Class A†	3,797	21,275
Venture Global LNG, Inc., Series C†(1)(2)	3	15,600
WPX Energy, Inc.†	2,691	26,856
		5,089,582
Oil Companies-Integrated — 0.9%
BP PLC	24,570	155,728
BP PLC ADR	30,261	1,147,195
Chevron Corp.	6,073	705,318
Equinor ASA	118,619	2,194,080
Exxon Mobil Corp.	30,865	2,085,548
Galp Energia SGPS SA	4,294	68,388
Royal Dutch Shell PLC, Class B ADR	43,370	2,528,037
Suncor Energy, Inc.	1,261	37,439
TOTAL SA	77,464	4,072,256
TOTAL SA ADR	19,984	1,051,758
		14,045,747
Oil Field Machinery & Equipment — 0.0%
Dril-Quip, Inc.†	506	20,756
Schoeller-Bleckmann Oilfield Equipment AG	180	10,279
		31,035
Oil Refining & Marketing — 0.2%
DCC PLC	17,326	1,623,993
Marathon Petroleum Corp.	16,696	1,067,709
Phillips 66	6,346	741,340
Valero Energy Corp.	702	68,080
		3,501,122
Oil-Field Services — 0.1%
Halliburton Co.	26,631	512,647
Schlumberger, Ltd.	9,516	311,078
Worley, Ltd.	141,994	1,337,089
		2,160,814
Paper & Related Products — 0.1%
International Paper Co.	4,994	218,138
Mondi PLC	1,709	35,365
Stora Enso Oyj, Class R	130,383	1,690,462
		1,943,965
Pharmacy Services — 0.4%
Cigna Corp.	25,682	4,583,210

CVS Health Corp.	12,771	847,866
		5,431,076
Photo Equipment & Supplies — 0.1%
Largan Precision Co., Ltd.	7,000	1,027,907
Pipelines — 0.3%
Enbridge, Inc.	1,184	43,109
Targa Resources Corp.	9,577	372,354
TC Energy Corp.	78,947	3,973,403
		4,388,866
Platinum — 0.0%
Anglo American Platinum, Ltd.	1,023	76,345
Impala Platinum Holdings, Ltd.†	8,889	61,092
		137,437
Poultry — 0.0%
Sanderson Farms, Inc.	380	58,828
Power Converter/Supply Equipment — 0.0%
Schneider Electric SE	303	28,137
Precious Metals — 0.0%
Wheaton Precious Metals Corp.	2,798	78,432
Private Equity — 0.0%
KKR & Co, Inc. Class A	7,155	206,279
Real Estate Investment Trusts — 1.5%
Acadia Realty Trust	4,091	114,466
Alexander & Baldwin, Inc.	2,229	52,404
Alexandria Real Estate Equities, Inc.	1,273	202,089
Allied Properties Real Estate Investment Trust	1,150	46,782
American Campus Communities, Inc.	3,352	167,533
American Tower Corp.	2,763	602,555
AvalonBay Communities, Inc.	7,184	1,563,669
Boston Properties, Inc.	545	74,774
Camden Property Trust	1,650	188,711
Canadian Apartment Properties REIT	1,337	55,669
CapitaLand Mall Trust	31,600	58,998
Charter Hall Retail REIT	4,814	14,635
Concentradora Fibra Danhos SA de CV	22,910	34,538
Crown Castle International Corp.	19,562	2,715,010
CubeSmart	5,085	161,195
CyrusOne, Inc.	466	33,217
Derwent London PLC	1,695	77,944
Dexus	5,590	46,126
Digital Realty Trust, Inc.	868	110,271
Douglas Emmett, Inc.	4,942	214,087
EastGroup Properties, Inc.	486	65,100
EPR Properties	109	8,479
Equinix, Inc.	653	370,107
Equity LifeStyle Properties, Inc.	1,240	86,726
Equity Residential	9,260	820,992
Essex Property Trust, Inc.	949	310,446
Federal Realty Investment Trust	937	127,441
First Industrial Realty Trust, Inc.	1,219	51,332
Gecina SA	292	50,088
Goodman Group	6,925	68,694
Great Portland Estates PLC	121,142	1,235,912
Healthcare Realty Trust, Inc.	5,997	208,516
Healthcare Trust of America, Inc., Class A	5,534	171,554
Highwoods Properties, Inc.	1,190	55,692
Hoshino Resorts REIT, Inc.	6	32,781
Host Hotels & Resorts, Inc.	4,601	75,410
Hudson Pacific Properties, Inc.	1,947	69,936
Inmobiliaria Colonial Socimi SA	5,229	67,533
JBG SMITH Properties	5,884	236,890
Kilroy Realty Corp.	1,241	104,157
Macerich Co.	5,285	145,338
Mapletree Industrial Trust	21,200	39,737
Mitsui Fudosan Logistics Park, Inc.	19	79,262
National Retail Properties, Inc.	245	14,433
Nippon Accommodations Fund, Inc.	16	100,750
Nippon Prologis REIT, Inc.	28	78,304
Paramount Group, Inc.	1,295	17,444
Pebblebrook Hotel Trust	644	16,557
Prologis, Inc.	64,471	5,657,975
PS Business Parks, Inc.	243	43,874
Public Storage	5,940	1,323,788
Rayonier, Inc.	1,939	52,314
Realty Income Corp.	442	36,151
Regency Centers Corp.	5,566	374,258
Rexford Industrial Realty, Inc.	1,279	61,507
Scentre Group	395,659	1,044,623
Shaftesbury PLC	3,275	40,089
Simon Property Group, Inc.	2,543	383,179
SL Green Realty Corp.	4,521	377,956
Spirit Realty Capital, Inc.	201	10,018
Sunstone Hotel Investors, Inc.	7,883	106,499
Terreno Realty Corp.	2,754	155,353
Unibail-Rodamco-Westfield (Euronext Amsterdam)	6,327	978,384
Unibail-Rodamco-Westfield (Euronext Paris)	68	10,519
UNITE Group PLC	3,018	43,980
Urban Edge Properties	3,147	66,433
VEREIT, Inc.	1,455	14,317
Vornado Realty Trust	4,017	263,636
Weyerhaeuser Co.	18,032	526,715
WP Carey, Inc.	703	64,718
		22,880,570
Real Estate Management/Services — 0.1%
Deutsche Wohnen SE	29,468	1,108,230
Hufvudstaden AB, Class A	2,400	40,142
Mitsubishi Estate Co., Ltd.	4,500	87,820
		1,236,192
Real Estate Operations & Development — 0.2%
ADO Properties SA*	671	27,315
Grainger PLC	7,492	24,922
Hang Lung Properties, Ltd.	28,000	61,675
Hongkong Land Holdings, Ltd.	8,700	47,850
Kojamo Oyj	3,881	65,360
Mitsui Fudosan Co., Ltd.	82,100	2,114,271
PSP Swiss Property AG	718	94,981
Shimao Property Holdings, Ltd.	11,500	38,671
Shurgard Self Storage SA	952	32,225

Sun Hung Kai Properties, Ltd.	7,500	113,802
		2,621,072
Rental Auto/Equipment — 0.1%
Element Fleet Management Corp.	216,533	1,841,295
Retail-Apparel/Shoe — 0.3%
Burlington Stores, Inc.†	1,059	203,508
Lululemon Athletica, Inc.†	2,059	420,592
Ross Stores, Inc.	29,199	3,202,254
Zalando SE†*	22,192	961,566
		4,787,920
Retail-Auto Parts — 0.1%
AutoZone, Inc.†	299	342,170
O’Reilly Automotive, Inc.†	1,548	674,169
		1,016,339
Retail-Building Products — 0.3%
Home Depot, Inc.	7,852	1,841,922
Kingfisher PLC	543,412	1,458,499
Lowe’s Cos., Inc.	4,952	552,693
		3,853,114
Retail-Discount — 0.8%
Costco Wholesale Corp.	3,765	1,118,619
Dollar General Corp.	20,528	3,291,459
Dollar Tree, Inc.†	52,282	5,771,933
Walmart, Inc.	23,061	2,704,133
		12,886,144
Retail-Drug Store — 0.1%
Welcia Holdings Co., Ltd.	16,700	966,525
Retail-Major Department Stores — 0.0%
TJX Cos., Inc.	12,330	710,825
Retail-Perfume & Cosmetics — 0.0%
Ulta Beauty, Inc.†	707	164,837
Retail-Restaurants — 0.3%
Darden Restaurants, Inc.	1,167	131,019
McDonald’s Corp.	8,344	1,641,265
Restaurant Brands International, Inc.	13,938	912,103
Starbucks Corp.	4,530	383,057
Yum! Brands, Inc.	12,579	1,279,410
		4,346,854
Rubber-Tires — 0.0%
Sumitomo Rubber Industries, Ltd.	53,100	709,541
Satellite Telecom — 0.1%
Eutelsat Communications SA	66,709	1,264,809
Semiconductor Components-Integrated Circuits — 0.9%
Analog Devices, Inc.	3,755	400,396
Maxim Integrated Products, Inc.	11,246	659,690
NXP Semiconductors NV	45,931	5,221,436
QUALCOMM, Inc.	31,719	2,551,476
Renesas Electronics Corp.†	100,400	687,990
Taiwan Semiconductor Manufacturing Co., Ltd.	427,000	4,187,168
		13,708,156
Semiconductor Equipment — 0.7%
Applied Materials, Inc.	49,681	2,695,691
ASML Holding NV (Euronext Amsterdam)	8,963	2,349,161
ASML Holding NV (NASDAQ)	5,583	1,462,579
KLA Corp.	7,419	1,254,108
Lam Research Corp.	3,032	821,793
Tokyo Electron, Ltd.	8,000	1,635,337
		10,218,669
Shipbuilding — 0.0%
Wartsila Oyj Abp	2,852	30,097
Silver Mining — 0.0%
Fresnillo PLC	4,248	39,069
Software Tools — 0.1%
VMware, Inc., Class A	14,235	2,252,973
Steel Pipe & Tube — 0.0%
Tenaris SA	3,289	33,212
Valmont Industries, Inc.	141	19,344
		52,556
Steel-Producers — 0.0%
ArcelorMittal	4,936	72,833
BlueScope Steel, Ltd.	4,936	45,357
China Steel Corp.	76,000	58,547
Gerdau SA (Preference Shares)	7,175	24,027
JFE Holdings, Inc.	3,200	40,507
Nippon Steel Corp.	5,800	85,477
Nucor Corp.	1,938	104,361
POSCO	512	93,075
Steel Dynamics, Inc.	1,758	53,373
thyssenkrupp AG	2,711	38,687
voestalpine AG	751	18,804
		635,048
Telecommunication Equipment — 0.0%
Juniper Networks, Inc.	7,401	183,693
Telephone-Integrated — 0.9%
AT&T, Inc.	97,571	3,755,508
KT Corp.	30,886	703,493
Nippon Telegraph & Telephone Corp.	100,300	4,993,173
SoftBank Group Corp.	25,000	969,997
Telecom Italia SpA (RSP)	1,236,077	715,216
Telefonica Deutschland Holding AG	439,733	1,395,285
Verizon Communications, Inc.	21,480	1,298,896
		13,831,568
Tobacco — 0.2%
Altria Group, Inc.	16,689	747,500
Philip Morris International, Inc.	20,624	1,679,619
		2,427,119
Tools-Hand Held — 0.0%
Snap-on, Inc.	1,246	202,687
Transport-Rail — 0.4%
Canadian Pacific Railway, Ltd.	2,612	593,734
Central Japan Railway Co.	7,500	1,548,407
Kansas City Southern	2,566	361,241
Norfolk Southern Corp.	6,315	1,149,330

Union Pacific Corp.		15,438	2,554,372
			6,207,084
Transport-Services — 0.3%
United Parcel Service, Inc., Class B		38,546	4,439,343
Transport-Truck — 0.0%
JB Hunt Transport Services, Inc.		5,917	695,603
Veterinary Diagnostics — 0.1%
Elanco Animal Health, Inc.†		64,229	1,735,468
Water — 0.0%
American Water Works Co., Inc.		1,597	196,862
Aqua America, Inc.		4,790	217,131
			413,993
Web Hosting/Design — 0.0%
VeriSign, Inc.†		1,295	246,076
Web Portals/ISP — 1.5%
Alphabet, Inc., Class A†		4,117	5,182,479
Alphabet, Inc., Class C†		12,110	15,259,932
Baidu, Inc. ADR†		5,808	591,545
NAVER Corp.		5,738	808,829
Z Holdings Corp.		225,300	696,826
			22,539,611
Wire & Cable Products — 0.1%
Prysmian SpA		58,689	1,355,590
Wireless Equipment — 0.2%
Motorola Solutions, Inc.		15,781	2,624,696
Total Common Stocks (cost $773,169,220)			896,881,499
CONVERTIBLE PREFERRED SECURITIES — 0.2%
Chemicals-Specialty — 0.0%
International Flavors & Fragrances, Inc.		278	13,002
E-Commerce/Services — 0.0%
Farmers Business Network, Inc., Series C(1)(2)		563	13,123
Electric-Distribution — 0.1%
Sempra Energy Series B 6.75%		1,663	193,024
Sempra Energy Series A 6.00%		3,959	459,363
			652,387
Electric-Integrated — 0.1%
Southern Co. 6.75%		15,561	827,223
Electronic Components-Semiconductors — 0.0%
Broadcom, Inc. 8.00%		452	489,525
Electronic Measurement Instruments — 0.0%
Fortive Corp. Series A 5.00%		238	214,331
Medical Products — 0.0%
Becton Dickinson and Co. Series A 6.13%		6,259	386,055
Total Convertible Preferred Securities (cost $2,410,777)			2,595,646
PREFERRED SECURITIES — 0.0%
Pipelines — 0.0%
Crestwood Equity Partners LP 9.25% (cost $498,288)		53,000	487,070
ASSET BACKED SECURITIES — 2.1%
Diversified Financial Services — 2.1%
Allegro CLO III, Ltd. FRS Series 2015-1A, Class AR 2.78% (3 ML+0.84%) due 07/25/2027*(3)	$	557,054	555,276
American Express Credit Account Master Trust FRS Series 2017-5, Class B 2.49% (1 ML+0.58%) due 02/18/2025		320,000	320,178
AmeriCredit Automobile Receivables Trust Series 2017-1, Class A3 1.87% due 08/18/2021		20,806	20,801
AmeriCredit Automobile Receivables Trust Series 2016-3, Class D 2.71% due 09/08/2022		475,000	478,023
Atrium Hotel Portfolio Trust FRS Series 2017-ATRM, Class A 2.84% (1 ML+0.93%) due 12/15/2036*(4)		680,000	679,783
Avis Budget Rental Car Funding AESOP LLC Series 2019-2A, Class B 3.55% due 09/22/2025*		425,000	442,421
BFLD Trust FRS Series 2019-DPLO, Class C 3.45% (1 ML+1.54%) due 10/15/2034*(4)		650,000	649,594
BMW Vehicle Lease Trust Series 2017-2, Class A3 2.07% due 10/20/2020		100,672	100,674

Cantor Commercial Real Estate Lending VRS Series 2019-CF1, Class 65A 4.41% due 05/15/2052*(4)(5)	280,000	296,760
CarMax Auto Owner Trust Series 2016-1, Class A4 1.88% due 06/15/2021	8,250	8,245
CarMax Auto Owner Trust Series 2017-4, Class A3 2.11% due 10/17/2022	123,999	124,169
CD Commercial Mtg. Trust VRS Series 2016-CD2, Class A4 3.53% due 11/10/2049(4)(5)	520,000	559,820
CGGS Commercial Mtg. Trust FRS Series 2018-WSS, Class A 2.82% (1 ML+0.90%) due 02/15/2037*(4)	705,000	702,998
CIFC Funding, Ltd. FRS Series 2015-5A, Class A1R 2.80% (3 ML+0.86%) due 10/25/2027*(3)	660,000	657,363
Citigroup Commercial Mtg. Trust Series 2016-GC36, Class A5 3.62% due 02/10/2049(4)	250,000	269,260
Citigroup Commercial Mtg. Trust Series 2015-GC33, Class A4 3.78% due 09/10/2058(4)	50,000	54,002
CNH Equipment Trust Series 2016-C, Class A3 1.44% due 12/15/2021	37,894	37,811
CNH Equipment Trust Series 2016-A, Class A4 1.79% due 09/15/2021	25,000	24,969
CNH Equipment Trust Series 2017-C, Class A3 2.08% due 02/15/2023	245,712	245,962
CNH Equipment Trust Series 2019-C, Class B 2.35% due 04/15/2027	800,000	802,387
COLT Mtg. Loan Trust VRS Series 2018-1, Class A1 2.93% due 02/25/2048*(5)(6)	91,138	91,206
COMM Mtg. Trust Series 2017-PANW, Class A 3.24% due 10/10/2029*(4)	645,000	672,523
COMM Mtg. Trust Series 2015-CR26, Class A4 3.63% due 10/10/2048(4)	345,000	369,812
COMM Mtg. Trust Series 2015-CR24, Class A6 3.70% due 08/10/2048(4)	250,000	268,913
COMM Mtg. Trust Series 2015-PC1, Class A5 3.90% due 07/10/2050(4)	165,000	178,006
CSAIL Commercial Mtg. Trust Series 2016-C6, Class A5 3.09% due 01/15/2049(4)	245,000	255,268
Deephaven Residential Mtg. Trust VRS Series 2018-1A, Class A1 2.98% due 12/25/2057*(5)(6)	165,896	165,980
Deephaven Residential Mtg. Trust VRS Series 2019-2A, Class A1 3.56% due 04/25/2059*(5)(6)	381,788	384,832
Driven Brands Funding LLC Series 2019-1A, Class A2 4.64% due 04/20/2049*	392,038	415,085
Elara HGV Timeshare Issuer Series 2017-A, Class A 2.69% due 03/25/2030*	121,974	123,068
Enterprise Fleet Financing LLC Series 2017-1, Class A2 2.13% due 07/20/2022*	30,016	30,019
Galton Funding Mtg. Trust VRS Series 2018-1, Class A23 3.50% due 11/25/2057*(5)(6)	228,973	230,872
GM Financial Consumer Automobile Receivables Trust Series 2018-2, Class A3 2.81% due 12/16/2022	515,000	520,020
GMF Floorplan Owner Revolving Trust Series 2017-1, Class A1 2.22% due 01/18/2022*	390,000	390,089
GreatAmerica Leasing Receivables Funding LLC Series 2017-1, Class A3 2.06% due 06/22/2020*	16,617	16,615
GreatAmerica Leasing Receivables Funding LLC Series 2018-1, Class A3 2.60% due 06/15/2021*	110,000	110,299
GS Mtg. Securities Trust Series 2019-GSA1, Class B 3.51% due 11/10/2052(4)	550,000	572,384
GS Mtg. Securities Trust Series 2015-GC32, Class A4 3.76% due 07/10/2048(4)	25,000	26,957
GS Mtg. Securities Trust VRS Series 2018-GS9, Class A4 3.99% due 03/10/2051(4)(5)	275,000	306,583
Hardee’s Funding LLC Series 2018-1A, Class A2I 4.25% due 06/20/2048*	227,700	231,687
Hardee’s Funding LLC Series 2018-1A, Class A2II 4.96% due 06/20/2048*	564,300	575,592
Homeward Opportunities Fund I Trust VRS Series 2018-1, Class A1 3.77% due 06/25/2048*(5)(6)	304,709	307,365
Hyundai Auto Receivables Trust Series 2018-A, Class A3 2.79% due 07/15/2022	260,000	262,353

Jimmy Johns Funding LLC Series 2017-1A, Class A2I 3.61% due 07/30/2047*	229,713	231,640
JPMCC Commercial Mtg. Securities Trust Series 2017-JP5, Class A5 3.72% due 03/15/2050(4)	910,000	990,046
JPMDB Commercial Mtg. Securities Trust Series 2016-C2, Class A4 3.14% due 06/15/2049(4)	50,000	52,452
Magnetite CLO XXIII, Ltd. FRS Series 2019-23A, Class A 3.44% (3 ML+1.30%) due 10/25/2032*(3)	615,000	614,999
Mill City Mtg. Loan Trust VRS Series 2016-1, Class A1 2.50% due 04/25/2057*(5)	39,082	39,178
Mill City Mtg. Loan Trust VRS Series 2017-2, Class A1 2.75% due 07/25/2059*(5)	162,451	163,972
Mill City Mtg. Loan Trust VRS Series 2018-1, Class A1 3.25% due 05/25/2062*(5)	416,760	425,890
MMAF Equipment Finance LLC Series 2016-AA, Class A4 1.76% due 01/17/2023*	100,000	99,770
MMAF Equipment Finance LLC Series 2017-B, Class A3 2.21% due 10/17/2022*	351,168	351,657
Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C30, Class A5 2.86% due 09/15/2049(4)	110,000	113,469
Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25, Class A5 3.64% due 10/15/2048(4)	250,000	268,393
Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C17, Class A5 3.74% due 08/15/2047(4)	115,000	122,550
Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27, Class AS 4.07% due 12/15/2047(4)	410,000	442,273
Navient Private Education Refi Loan Trust Series 2019-FA, Class A2 2.60% due 08/15/2068*	615,000	617,265
Navient Private Education Refi Loan Trust Series 2019-CA, Class A2 3.13% due 02/15/2068*	625,000	645,536
New Orleans Hotel Trust FRS Series 2019-HNLA, Class C 3.51% (1 ML+1.59%) due 04/15/2032*(4)	280,000	279,999
OBX Trust FRS Series 2019-EXP3, Class 2A2 2.98% (1 ML+1.10%) due 10/25/2059*(6)	220,000	219,960
OBX Trust VRS Series 2019-EXP3, Class 1A9 3.50% due 10/25/2059*(5)(6)	365,000	368,238
Octagon Investment Partners XXIII, Ltd. FRS Series 2015-1A, Class A1-R 2.85% (3 ML+ 0.85%) due 07/15/2027*(3)	365,000	364,116
OZLM, Ltd. FRS Series 2014-8A, Class A1RR 3.17% (3 ML+1.17%) due 10/17/2029*(3)	595,000	593,702
Planet Fitness Master Issuer LLC Series 2018-1A, Class A2I 4.26% due 09/05/2048*	975,150	995,560
RETL FRS Series 2019-RVP, Class A 3.06% (1 ML+1.15%) due 03/15/2036*(4)	207,057	207,445
Santander Drive Auto Receivables Trust Series 2018-2, Class A4 3.03% due 09/15/2022	347,552	348,406
Santander Retail Auto Lease Trust Series 2019-A, Class A3 2.77% due 06/20/2022*	445,000	451,413
Sequoia Mtg. Trust VRS Series 2018-CH1, Class A11 3.50% due 02/25/2048*(5)(6)	307,900	314,136
Sequoia Mtg. Trust VRS Series 2018-CH2, Class A3 4.00% due 06/25/2048*(5)(6)	609,378	622,304
Sequoia Mtg. Trust VRS Series 2018-CH4, Class A11 4.00% due 10/25/2048*(5)(6)	601,381	607,740
SG Residential Mtg. Trust VRS Series 2019-3, Class A1 2.70% due 09/25/2059*(5)(6)	470,000	470,216
SLM Student Loan Trust FRS Series 2010-1, Class A 2.22% (1 ML+0.40%) due 03/25/2025	257,615	250,565
SLM Student Loan Trust FRS Series 2007-7, Class A4 2.27% (3 ML+0.33%) due 01/25/2022	701,510	683,417
SLM Student Loan Trust FRS Series 2008-9, Class A 3.44% (3 ML+1.50%) due 04/25/2023	58,071	58,436

SLM Student Loan Trust FRS Series 2008-5, Class A4 3.64% (3 ML+1.70%) due 07/25/2023	57,572	58,143
Sonic Capital LLC Series 2018-1A, Class A2 4.03% due 02/20/2048*	69,358	72,011
Starwood Mtg. Residential Trust VRS Series 2019-INV1, Class A1 2.61% due 08/25/2049*(5)(6)	109,105	108,905
Starwood Mtg. Residential Trust VRS Series 2019-INV1, Class A3 2.92% due 08/25/2049*(5)(6)	272,762	272,261
Starwood Mtg. Residential Trust VRS Series 2019-IMC1, Class A1 3.47% due 02/25/2049*(5)(6)	354,414	359,321
Synchrony Credit Card Master Note Trust Series 2017-2, Class A 2.62% due 10/15/2025	275,000	279,739
Towd Point Mtg. Trust VRS Series 2016-3, Class A1 2.25% due 04/25/2056*(5)	64,681	64,536
Towd Point Mtg. Trust VRS Series 2016-1, Class A1B 2.75% due 02/25/2055*(5)	29,153	29,306
Towd Point Mtg. Trust VRS Series 2016-2, Class A1A 2.75% due 08/25/2055*(5)	45,199	45,667
Towd Point Mtg. Trust VRS Series 2017-1, Class A1 2.75% due 10/25/2056*(5)	157,264	159,124
Towd Point Mtg. Trust VRS Series 2017-4, Class A1 2.75% due 06/25/2057*(5)	1,019,095	1,031,056
Towd Point Mtg. Trust VRS Series 2017-3, Class A1 2.75% due 07/25/2057*(5)	304,032	306,845
Towd Point Mtg. Trust VRS Series 2017-6, Class A1 2.75% due 10/25/2057*(5)	579,566	584,391
Towd Point Mtg. Trust VRS Series 2018-1, Class A1 3.00% due 01/25/2058*(5)	167,040	169,476
Verus Securitization Trust Series 2019-4, Class A1 2.64% due 11/25/2059*(5)(6)	1,020,000	1,020,686
Verus Securitization Trust VRS Series 2019-INV1, Class A1 3.40% due 12/25/2059*(6)	276,405	279,507
Verus Securitization Trust VRS Series 2018-INV1, Class A1 3.63% due 03/25/2058*(5)(6)	280,005	281,365
Volvo Financial Equipment LLC Series 2017-1A, Class A3 1.92% due 03/15/2021*	49,571	49,551
Wells Fargo Commercial Mtg. Trust Series 2016-C34, Class A4 3.10% due 06/15/2049(4)	120,000	125,120
Wendy’s Funding LLC Series 2018-1A, Class A2I 3.57% due 03/15/2048*	245,625	253,205
WF-RBS Commercial Mtg. Trust Series 2014-L14, Class A5 4.05% due 03/15/2047(4)	25,000	26,811
World Omni Auto Receivables Trust Series 2016-A, Class A3 1.77% due 09/15/2021	15,527	15,519
World Omni Auto Receivables Trust Series 2018-A, Class A2 2.19% due 05/17/2021	38,115	38,116
World Omni Auto Receivables Trust Series 2017-B, Class B 2.37% due 05/15/2024	710,000	713,263
Worldwide Plaza Trust Series 2017-WWP, Class A 3.53% due 11/10/2036*(4)	640,000	689,149
Total Asset Backed Securities (cost $32,186,557)		32,583,840
U.S. CORPORATE BONDS & NOTES — 9.5%
Advertising Agencies — 0.0%
Interpublic Group of Cos., Inc. Senior Notes 4.00% due 03/15/2022	175,000	181,731
Omnicom Group, Inc. Senior Notes 3.60% due 04/15/2026	40,000	42,234
Omnicom Group, Inc. Senior Notes 3.65% due 11/01/2024	75,000	79,239
		303,204
Advertising Sales — 0.0%
Outfront Media Capital LLC/Outfront Media Capital Corp. Company Guar. Notes 5.00% due 08/15/2027*	465,000	487,101
Aerospace/Defense — 0.2%
General Dynamics Corp. Company Guar. Notes 2.88% due 05/11/2020	990,000	994,960
Lockheed Martin Corp. Senior Notes 3.55% due 01/15/2026	400,000	432,041
Lockheed Martin Corp. Senior Notes 4.50% due 05/15/2036	200,000	238,697
Rockwell Collins, Inc. Senior Notes 3.20% due 03/15/2024	665,000	694,007
		2,359,705

Agricultural Chemicals — 0.0%
CVR Partners LP/CVR Nitrogen Finance Corp. Sec. Notes 9.25% due 06/15/2023*	365,000	382,338
Airlines — 0.2%
American Airlines Pass-Through Trust Pass-Through Certs. Series 2019-1, Class AA 3.15% due 08/15/2033	680,000	711,184
American Airlines Pass-Through Trust Pass-Through Certs. Series 2016-2, Class A 3.65% due 12/15/2029	114,010	119,501
American Airlines Pass-Through Trust Pass-Through Certs. Series 2014-1, Class A 3.70% due 04/01/2028	116,245	122,870
American Airlines Pass-Through Trust Pass-Through Certs. Series 2017-1B, Class B 4.95% due 08/15/2026	421,045	444,474
American Airlines Pass-Through Trust Pass-Through Certs. Series 2016-1, Class B 5.25% due 07/15/2025	389,176	412,638
Delta Air Lines, Inc. Senior Notes 2.88% due 03/13/2020	780,000	781,860
United Airlines Pass-Through Trust Pass-Through Certs. Series 2016-2, Class A 3.10% due 04/07/2030	348,768	356,122
United Airlines Pass-Through Trust Pass-Through Certs. Series 2016-1, Class A 3.45% due 01/07/2030	169,949	176,356
United Airlines Pass-Through Trust Pass-Through Certs. Series 2019-1, Class AA 4.15% due 02/25/2033	395,000	432,324
		3,557,329
Applications Software — 0.1%
Microsoft Corp. Senior Notes 1.85% due 02/06/2020	900,000	900,221
Microsoft Corp. Senior Notes 4.20% due 11/03/2035	150,000	178,074
		1,078,295
Auto-Cars/Light Trucks — 0.4%
BMW US Capital LLC Company Guar. Notes 3.25% due 08/14/2020*	850,000	859,733
Daimler Finance North America LLC Company Guar. Notes 2.30% due 02/12/2021*	575,000	577,075
General Motors Co. Senior Notes 4.00% due 04/01/2025	550,000	567,499
General Motors Financial Co., Inc. Company Guar. Notes 3.15% due 01/15/2020	50,000	50,068
General Motors Financial Co., Inc. Senior Notes 3.55% due 07/08/2022	810,000	830,760
Hyundai Capital America Senior Notes 3.45% due 03/12/2021*	890,000	902,170
Toyota Motor Credit Corp. Senior Notes 2.95% due 04/13/2021	750,000	761,762
Volkswagen Group of America Finance LLC Company Guar. Notes 2.70% due 09/26/2022*	200,000	201,855
Volkswagen Group of America Finance LLC Company Guar. Notes 4.00% due 11/12/2021*	805,000	834,302
		5,585,224
Auto-Heavy Duty Trucks — 0.1%
PACCAR Financial Corp. Senior Notes 1.95% due 02/27/2020	430,000	430,132
PACCAR Financial Corp. Senior Notes 3.10% due 05/10/2021	625,000	637,702
		1,067,834
Banks-Commercial — 0.3%
Capital One NA Senior Notes 2.35% due 01/31/2020	600,000	600,343
Citizens Bank NA Senior Bonds 2.25% due 03/02/2020	500,000	500,311
Citizens Bank NA Senior Notes 2.55% due 05/13/2021	250,000	252,019
Citizens Financial Group, Inc. Senior Notes 2.38% due 07/28/2021	40,000	40,174
Fifth Third Bank Senior Notes 3.35% due 07/26/2021	805,000	824,374
KeyBank NA Senior Notes 3.35% due 06/15/2021	770,000	786,552
Manufacturers & Traders Trust Co. Sub. Notes 3.40% due 08/17/2027	250,000	268,694
PNC Bank NA Senior Notes 3.50% due 06/08/2023	380,000	398,798

SunTrust Bank Senior Notes 3.50% due 08/02/2022	840,000	860,291
		4,531,556
Banks-Fiduciary — 0.0%
State Street Corp. Senior Notes 1.95% due 05/19/2021	250,000	250,385
Banks-Super Regional — 0.3%
Citibank NA Senior Notes 2.13% due 10/20/2020	650,000	651,398
Citibank NA Senior Notes 3.40% due 07/23/2021	600,000	615,087
PNC Funding Corp. Senior Notes 3.30% due 03/08/2022	545,000	561,397
Wells Fargo & Co. Senior Notes 2.50% due 03/04/2021	975,000	981,624
Wells Fargo & Co. Senior Notes 3.07% due 01/24/2023	765,000	780,010
Wells Fargo Bank NA Senior Notes 3.33% due 07/23/2021	600,000	605,450
		4,194,966
Beverages-Non-alcoholic — 0.0%
Dr Pepper Snapple Group, Inc. Company Guar. Notes 2.55% due 09/15/2026	140,000	139,758
Keurig Dr Pepper, Inc. Company Guar. Notes 3.55% due 05/25/2021	390,000	398,955
		538,713
Brewery — 0.1%
Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 5.55% due 01/23/2049	650,000	858,395
Broadcast Services/Program — 0.2%
Clear Channel Worldwide Holdings, Inc. Company Guar. Notes 9.25% due 02/15/2024*	990,000	1,089,000
Diamond Sports Group LLC/Diamond Sports Finance Co. Company Guar. Notes 6.63% due 08/15/2027*	965,000	993,950
iHeartCommunications, Inc. Company Guar. Notes 8.38% due 05/01/2027	460,000	493,350
Nexstar Escrow, Inc. Company Guar. Notes 5.63% due 07/15/2027*	520,000	548,444
		3,124,744
Building Products-Cement — 0.0%
Martin Marietta Materials, Inc. Senior Notes 4.25% due 07/02/2024	11,000	11,857
Vulcan Materials Co. Senior Notes 4.50% due 06/15/2047	130,000	141,869
		153,726
Building Products-Doors & Windows — 0.0%
CPG Merger Sub LLC Company Guar. Notes 8.00% due 10/01/2021*	275,000	275,000
Building-Heavy Construction — 0.0%
New Enterprise Stone & Lime Co., Inc. Senior Notes 10.13% due 04/01/2022*	630,000	652,050
Cable/Satellite TV — 0.3%
CCO Holdings LLC/CCO Holdings Capital Corp. Senior Notes 5.75% due 02/15/2026*	908,000	958,848
Charter Communications Operating LLC/Charter Communications Operating Capital Senior Sec. Notes 4.50% due 02/01/2024	1,225,000	1,317,658
Comcast Corp. Senior Notes 2.65% due 02/01/2030	340,000	343,291
GCI LLC Senior Notes 6.63% due 06/15/2024*	395,000	428,081
GCI LLC Senior Notes 6.88% due 04/15/2025	450,000	473,063
Radiate Holdco LLC/Radiate Finance, Inc. Senior Notes 6.63% due 02/15/2025*	780,000	787,800
Time Warner Cable LLC Senior Sec. Notes 6.55% due 05/01/2037	480,000	582,317
		4,891,058
Cellular Telecom — 0.0%
Crown Castle Towers LLC Senior Sec. Notes 3.72% due 07/15/2043*	195,000	202,114
Chemicals-Diversified — 0.0%
Dow Chemical Co. Senior Notes 3.15% due 05/15/2024*	295,000	304,733

Coal — 0.1%
Warrior Met Coal, Inc. Senior Sec. Notes 8.00% due 11/01/2024*	815,000	831,300
Commercial Services — 0.0%
Weight Watchers International, Inc. Company Guar. Notes 8.63% due 12/01/2025*	455,000	468,650
Commercial Services-Finance — 0.1%
MPH Acquisition Holdings LLC Company Guar. Notes 7.13% due 06/01/2024*	755,000	698,413
PayPal Holdings, Inc. Senior Notes 2.40% due 10/01/2024	850,000	855,742
		1,554,155
Computers — 0.1%
Apple, Inc. Senior Notes 1.90% due 02/07/2020	400,000	400,058
Apple, Inc. Senior Notes 3.25% due 02/23/2026	265,000	282,519
		682,577
Computers-Integrated Systems — 0.0%
NCR Corp. Company Guar. Notes 5.75% due 09/01/2027*	295,000	302,375
NCR Corp. Company Guar. Notes 6.38% due 12/15/2023	240,000	245,850
		548,225
Containers-Paper/Plastic — 0.1%
Berry Global Escrow Corp. Senior Sec. Notes 4.88% due 07/15/2026*	380,000	399,475
Berry Global Escrow Corp. Sec. Notes 5.63% due 07/15/2027*	520,000	547,300
Flex Acquisition Co., Inc. Senior Notes 6.88% due 01/15/2025*	540,000	506,250
Packaging Corp. of America Senior Notes 2.45% due 12/15/2020	385,000	386,563
		1,839,588
Data Processing/Management — 0.0%
Fidelity National Information Services, Inc. Senior Notes 4.25% due 05/15/2028	555,000	618,210
Diagnostic Equipment — 0.1%
Ortho-Clinical Diagnostics, Inc. Senior Notes 6.63% due 05/15/2022*	535,000	514,937
Thermo Fisher Scientific, Inc. Senior Notes 2.95% due 09/19/2026	300,000	311,834
Thermo Fisher Scientific, Inc. Senior Notes 3.00% due 04/15/2023	70,000	72,240
		899,011
Distribution/Wholesale — 0.1%
Core & Main Holdings LP Senior Notes 8.63% due 09/15/2024*(7)	440,000	437,800
H&E Equipment Services, Inc. Company Guar. Notes 5.63% due 09/01/2025	520,000	546,650
		984,450
Diversified Banking Institutions — 0.7%
Bank of America Corp. FRS Senior Notes 2.76% (3 ML+0.65%) due 06/25/2022	850,000	854,134
Bank of America Corp. Senior Notes 3.37% due 01/23/2026	800,000	836,848
Bank of America Corp. Senior Notes 3.50% due 04/19/2026	150,000	159,498
Bank of America Corp. Sub. Notes 4.45% due 03/03/2026	350,000	382,207
Citigroup, Inc. Senior Notes 2.35% due 08/02/2021	250,000	251,519
Citigroup, Inc. Senior Notes 2.90% due 12/08/2021	500,000	508,456
Citigroup, Inc. Senior Notes 3.89% due 01/10/2028	505,000	543,119
Citigroup, Inc. Sub. Notes 4.60% due 03/09/2026	175,000	192,049
Goldman Sachs Group, Inc. Senior Notes 2.35% due 11/15/2021	500,000	501,821
Goldman Sachs Group, Inc. Senior Notes 3.00% due 04/26/2022	980,000	992,996
Goldman Sachs Group, Inc. Senior Notes 3.75% due 05/22/2025	125,000	132,530
JPMorgan Chase & Co. Senior Notes 2.55% due 03/01/2021	140,000	141,185
JPMorgan Chase & Co. Senior Notes 2.78% due 04/25/2023	500,000	507,189

JPMorgan Chase & Co. Senior Notes 3.13% due 01/23/2025	1,140,000	1,184,915
JPMorgan Chase & Co. Senior Notes 3.20% due 06/15/2026	200,000	209,285
JPMorgan Chase & Co. Senior Notes 3.78% due 02/01/2028	445,000	478,644
JPMorgan Chase & Co. Senior Notes 3.88% due 07/24/2038	545,000	596,959
JPMorgan Chase & Co. Sub. Notes 4.25% due 10/01/2027	25,000	27,531
Morgan Stanley Senior Notes 3.13% due 07/27/2026	550,000	571,168
Morgan Stanley Senior Notes 3.97% due 07/22/2038	970,000	1,062,063
Morgan Stanley Sub. Notes 4.10% due 05/22/2023	795,000	841,831
Morgan Stanley Senior Notes 4.30% due 01/27/2045	25,000	29,070
		11,005,017
Diversified Financial Services — 0.0%
CNG Holdings, Inc. Senior Sec. Notes 12.50% due 06/15/2024*	280,000	263,200
Diversified Manufacturing Operations — 0.1%
3M Co. Senior Notes 3.25% due 08/26/2049	870,000	880,386
General Electric Capital Corp. Senior Notes 2.20% due 01/09/2020	150,000	149,965
General Electric Capital Corp. Senior Notes 3.15% due 09/07/2022	100,000	101,910
		1,132,261
E-Commerce/Products — 0.1%
Amazon.com, Inc. Senior Notes 2.80% due 08/22/2024	245,000	254,791
Amazon.com, Inc. Senior Notes 3.30% due 12/05/2021	50,000	51,509
Amazon.com, Inc. Senior Notes 3.88% due 08/22/2037	385,000	437,768
Amazon.com, Inc. Senior Notes 5.20% due 12/03/2025	405,000	476,585
		1,220,653
E-Commerce/Services — 0.1%
Priceline Group, Inc. Senior Notes 3.60% due 06/01/2026	850,000	920,259
Electric-Distribution — 0.1%
National Rural Utilities Cooperative Finance Corp. Senior Notes 2.90% due 03/15/2021	900,000	912,176
NextEra Energy Operating Partners LP Company Guar. Notes 3.88% due 10/15/2026*	310,000	309,225
Sempra Energy Senior Notes 2.40% due 02/01/2020	1,005,000	1,005,482
		2,226,883
Electric-Generation — 0.0%
Vistra Operations Co. LLC Senior Sec. Notes 3.55% due 07/15/2024*	425,000	435,259
Electric-Integrated — 0.4%
Alabama Power Co. Senior Notes 3.75% due 03/01/2045	170,000	182,966
CMS Energy Corp. Senior Notes 3.00% due 05/15/2026	195,000	200,641
Dominion Energy, Inc. Junior Sub. Notes 2.58% due 07/01/2020	160,000	160,477
Duke Energy Corp. Senior Notes 2.65% due 09/01/2026	45,000	45,432
Duke Energy Corp. Senior Notes 3.75% due 09/01/2046	40,000	41,404
Duke Energy Progress LLC 1st Mtg. Bonds 3.70% due 10/15/2046	225,000	244,546
Eversource Energy Senior Notes 3.30% due 01/15/2028	170,000	176,205
Exelon Corp. Senior Notes 3.40% due 04/15/2026	245,000	257,728
Exelon Generation Co. LLC Senior Notes 2.95% due 01/15/2020	120,000	120,072
FirstEnergy Corp. Senior Notes 7.38% due 11/15/2031	410,000	582,654
FirstEnergy Transmission LLC Senior Notes 4.35% due 01/15/2025*	550,000	597,084

Georgia Power Co. Senior Notes 2.00% due 09/08/2020	900,000	900,731
Ohio Power Co. Senior Notes 5.38% due 10/01/2021	450,000	478,750
Ohio Power Co. Senior Notes 6.60% due 03/01/2033	255,000	355,501
San Diego Gas & Electric Co. 1st Mtg. Notes 4.10% due 06/15/2049	805,000	889,132
Talen Energy Supply LLC Senior Sec. Notes 7.25% due 05/15/2027*	562,000	560,595
Virginia Electric & Power Co. Senior Notes 2.88% due 07/15/2029	400,000	412,232
Virginia Electric & Power Co. Senior Notes 4.00% due 01/15/2043	400,000	445,388
		6,651,538
Electric-Transmission — 0.0%
ITC Holdings Corp. Senior Notes 2.70% due 11/15/2022	640,000	649,718
Electronic Components-Semiconductors — 0.1%
Broadcom Corp./Broadcom Cayman Finance, Ltd. Company Guar. Notes 3.00% due 01/15/2022	800,000	810,348
Microchip Technology, Inc. Senior Sec. Notes 3.92% due 06/01/2021	190,000	194,468
Micron Technology, Inc. Senior Notes 4.19% due 02/15/2027	910,000	950,585
		1,955,401
Electronic Measurement Instruments — 0.0%
Agilent Technologies, Inc. Senior Notes 3.88% due 07/15/2023	75,000	78,989
Finance-Credit Card — 0.2%
American Express Co. Senior Notes 3.70% due 11/05/2021	425,000	439,671
American Express Credit Corp. Senior Notes 2.20% due 03/03/2020	825,000	825,457
Discover Financial Services Senior Notes 3.75% due 03/04/2025	600,000	636,902
Discover Financial Services Senior Notes 3.85% due 11/21/2022	380,000	398,057
Visa, Inc. Senior Notes 2.15% due 09/15/2022	740,000	748,555
Visa, Inc. Senior Notes 4.15% due 12/14/2035	90,000	108,305
		3,156,947
Finance-Investment Banker/Broker — 0.0%
AG Merger Sub II, Inc. Senior Notes 10.75% due 08/01/2027*	265,000	262,350
Finance-Leasing Companies — 0.1%
Air Lease Corp. Senior Notes 2.50% due 03/01/2021	365,000	366,823
Air Lease Corp. Senior Notes 3.63% due 04/01/2027	535,000	558,095
		924,918
Finance-Other Services — 0.0%
Intercontinental Exchange, Inc. Company Guar. Notes 2.75% due 12/01/2020	45,000	45,319
Food-Misc./Diversified — 0.0%
Kraft Heinz Foods Co. Company Guar. Notes 4.88% due 10/01/2049*	245,000	252,919
Food-Retail — 0.0%
Albertsons Cos. LLC/Safeway, Inc./New Albertsons LP/Albertson’s LLC Company Guar. Notes 7.50% due 03/15/2026*	230,000	255,588
Gambling (Non-Hotel) — 0.1%
Caesars Resort Collection LLC/CRC Finco, Inc. Company Guar. Notes 5.25% due 10/15/2025*	1,100,000	1,126,125
Twin River Worldwide Holdings, Inc. Senior Notes 6.75% due 06/01/2027*	535,000	563,248
		1,689,373
Gas-Distribution — 0.1%
AmeriGas Partners LP/AmeriGas Finance Corp. Senior Notes 5.50% due 05/20/2025	460,000	493,396
NiSource, Inc. Senior Notes 3.49% due 05/15/2027	620,000	652,049
NiSource, Inc. Senior Notes 3.95% due 03/30/2048	425,000	454,993
		1,600,438

Gold Mining — 0.0%
Newmont Goldcorp Corp. Company Guar. Notes 3.63% due 06/09/2021	424,000	433,754
Hazardous Waste Disposal — 0.0%
Stericycle, Inc. Company Guar. Notes 5.38% due 07/15/2024*	398,000	413,920
Human Resources — 0.0%
AMN Healthcare, Inc. Company Guar. Notes 4.63% due 10/01/2027*	280,000	285,216
Insurance Brokers — 0.1%
HUB International, Ltd. Senior Notes 7.00% due 05/01/2026*	535,000	550,381
Marsh & McLennan Cos., Inc. Senior Notes 3.30% due 03/14/2023	110,000	114,100
Willis North America, Inc. Company Guar. Notes 3.60% due 05/15/2024	395,000	413,400
Willis North America, Inc. Company Guar. Notes 4.50% due 09/15/2028	430,000	478,496
		1,556,377
Insurance-Life/Health — 0.3%
Aflac, Inc. Senior Notes 4.00% due 10/15/2046	540,000	598,139
Lincoln National Corp. Senior Notes 3.80% due 03/01/2028	795,000	852,091
Pricoa Global Funding I Sec. Notes 2.45% due 09/21/2022*	700,000	708,803
Principal Financial Group, Inc. Company Guar. Notes 3.40% due 05/15/2025	375,000	394,269
Principal Financial Group, Inc. Company Guar. Notes 3.70% due 05/15/2029	320,000	349,401
Teachers Insurance & Annuity Association of America Sub. Notes 4.27% due 05/15/2047*	1,000,000	1,157,645
		4,060,348
Insurance-Multi-line — 0.1%
Metropolitan Life Global Funding I Sec. Notes 2.05% due 06/12/2020*	240,000	240,276
Metropolitan Life Global Funding I Sec. Notes 3.45% due 10/09/2021*	610,000	627,844
Voya Financial, Inc. Company Guar. Notes 3.13% due 07/15/2024	575,000	594,446
		1,462,566
Insurance-Mutual — 0.1%
Liberty Mutual Group, Inc. Company Guar. Notes 4.25% due 06/15/2023*	115,000	122,055
Liberty Mutual Group, Inc. Company Guar. Notes 4.85% due 08/01/2044*	510,000	588,759
MassMutual Global Funding II Sec. Notes 1.95% due 09/22/2020*	630,000	631,188
		1,342,002
Insurance-Property/Casualty — 0.1%
ACE INA Holdings, Inc. Company Guar. Notes 4.35% due 11/03/2045	75,000	92,269
AssuredPartners, Inc. Senior Notes 7.00% due 08/15/2025*	185,000	184,306
Berkshire Hathaway, Inc. Senior Notes 2.75% due 03/15/2023	200,000	206,009
GTCR AP Finance, Inc. Senior Notes 8.00% due 05/15/2027*	275,000	281,188
		763,772
Investment Management/Advisor Services — 0.1%
Ameriprise Financial, Inc. Senior Notes 2.88% due 09/15/2026	285,000	294,133
NFP Corp. Senior Notes 8.00% due 07/15/2025*	560,000	568,400
Raymond James Financial, Inc. Senior Notes 3.63% due 09/15/2026	30,000	31,418
		893,951
Machinery-Construction & Mining — 0.0%
Caterpillar Financial Services Corp. Senior Notes 3.15% due 09/07/2021	630,000	645,329
Machinery-Farming — 0.0%
John Deere Capital Corp. Senior Notes 2.35% due 01/08/2021	525,000	528,432
Machinery-General Industrial — 0.1%
Roper Technologies, Inc. Senior Notes 2.95% due 09/15/2029	180,000	182,386
Roper Technologies, Inc. Senior Notes 3.00% due 12/15/2020	120,000	121,257

Roper Technologies, Inc. Senior Notes 3.80% due 12/15/2026	745,000	801,004
Wabtec Corp. Company Guar. Notes 3.45% due 11/15/2026	405,000	411,227
		1,515,874
Machinery-Material Handling — 0.1%
Cloud Crane LLC Sec. Notes 10.13% due 08/01/2024*	735,000	776,344
Machinery-Pumps — 0.0%
Granite Holdings US Acquisition Co. Company Guar. Notes 11.00% due 10/01/2027*	590,000	547,225
Medical Instruments — 0.1%
Boston Scientific Corp. Senior Notes 3.75% due 03/01/2026	795,000	857,784
Medtronic, Inc. Company Guar. Notes 4.63% due 03/15/2045	22,000	28,253
		886,037
Medical Products — 0.1%
Abbott Laboratories Senior Notes 3.40% due 11/30/2023	207,000	218,366
Abbott Laboratories Senior Notes 4.75% due 11/30/2036	395,000	485,479
Becton Dickinson and Co. Senior Notes 3.70% due 06/06/2027	414,000	445,110
		1,148,955
Medical-Biomedical/Gene — 0.1%
Celgene Corp. Senior Notes 3.55% due 08/15/2022	570,000	594,048
Celgene Corp. Senior Notes 3.88% due 08/15/2025	70,000	75,747
Gilead Sciences, Inc. Senior Notes 3.25% due 09/01/2022	50,000	51,897
		721,692
Medical-Drugs — 0.2%
AbbVie, Inc. Senior Notes 2.30% due 05/14/2021	65,000	65,369
AbbVie, Inc. Senior Notes 3.20% due 05/14/2026	100,000	102,409
AbbVie, Inc. Senior Notes 3.60% due 05/14/2025	415,000	435,491
AbbVie, Inc. Senior Notes 4.50% due 05/14/2035	50,000	54,259
Bausch Health Americas, Inc. Company Guar. Notes 9.25% due 04/01/2026*	1,320,000	1,493,276
Bayer US Finance II LLC Company Guar. Notes 3.50% due 06/25/2021*	335,000	341,699
Bristol-Myers Squibb Co. Senior Notes 2.90% due 07/26/2024*	840,000	870,503
		3,363,006
Medical-Generic Drugs — 0.0%
Par Pharmaceutical, Inc. Senior Sec. Notes 7.50% due 04/01/2027*	515,000	489,250
Medical-HMO — 0.1%
Anthem, Inc. Senior Notes 2.50% due 11/21/2020	240,000	241,429
Centene Corp. Senior Notes 5.38% due 06/01/2026*	545,000	576,883
UnitedHealth Group, Inc. Senior Notes 3.50% due 08/15/2039	1,125,000	1,175,920
UnitedHealth Group, Inc. Senior Notes 4.70% due 02/15/2021	25,000	25,745
WellPoint, Inc. Senior Notes 3.13% due 05/15/2022	100,000	102,594
		2,122,571
Medical-Hospitals — 0.4%
Baylor Scott & White Holdings Sec. Notes 3.97% due 11/15/2046	100,000	111,779
Centra Health, Inc. Notes 4.70% due 01/01/2048	900,000	1,039,716
CommonSpirit Health Senior Sec. Notes 2.76% due 10/01/2024	295,000	299,443
HCA, Inc. Senior Sec. Notes 4.13% due 06/15/2029	575,000	609,158
Northwell Healthcare, Inc. Sec. Notes 3.98% due 11/01/2046	500,000	535,943
Providence St Joseph Health Obligated Group Notes 3.93% due 10/01/2048	1,375,000	1,554,145
Select Medical Corp. Company Guar. Notes 6.25% due 08/15/2026*	545,000	580,425

Stanford Health Care Notes 3.80% due 11/15/2048	420,000	475,433
Tenet Healthcare Corp. Senior Notes 7.00% due 08/01/2025	514,000	532,093
West Virginia United Health System Obligated Group Sec. Notes 4.92% due 06/01/2048	700,000	860,485
		6,598,620
Medical-Wholesale Drug Distribution — 0.1%
Cardinal Health, Inc. Senior Notes 3.41% due 06/15/2027	475,000	483,456
Cardinal Health, Inc. Senior Notes 3.75% due 09/15/2025	305,000	320,899
		804,355
Non-Hazardous Waste Disposal — 0.0%
Republic Services, Inc. Senior Notes 3.38% due 11/15/2027	270,000	288,116
Oil & Gas Drilling — 0.0%
Nabors Industries, Inc. Company Guar. Notes 5.50% due 01/15/2023	100,000	84,500
Oil Companies-Exploration & Production — 0.2%
Cimarex Energy Co. Senior Notes 4.38% due 06/01/2024	15,000	15,715
Cimarex Energy Co. Senior Notes 4.38% due 03/15/2029	965,000	1,005,821
Concho Resources, Inc. Company Guar. Notes 3.75% due 10/01/2027	155,000	161,081
Hess Corp. Senior Notes 4.30% due 04/01/2027	185,000	194,408
Hilcorp Energy I LP/Hilcorp Finance Co. Senior Notes 5.00% due 12/01/2024*	315,000	279,657
Northern Oil and Gas, Inc. Sec. Notes 9.50% due 05/15/2023(15)	760,875	785,604
Occidental Petroleum Corp. Senior Notes 2.90% due 08/15/2024	820,000	827,466
Occidental Petroleum Corp. Senior Notes 3.00% due 02/15/2027	425,000	421,398
Occidental Petroleum Corp. Senior Notes 3.40% due 04/15/2026	50,000	50,893
		3,742,043
Oil Refining & Marketing — 0.1%
PBF Holding Co. LLC/PBF Finance Corp. Company Guar. Notes 7.00% due 11/15/2023	530,000	545,900
Sunoco LP/Sunoco Finance Corp. Company Guar. Notes 5.50% due 02/15/2026	501,000	517,959
		1,063,859
Paper & Related Products — 0.1%
International Paper Co. Senior Notes 4.80% due 06/15/2044	165,000	178,994
International Paper Co. Senior Notes 5.00% due 09/15/2035	500,000	579,628
		758,622
Pharmacy Services — 0.2%
Cigna Corp. Company Guar. Notes 3.00% due 07/15/2023*	500,000	510,102
Cigna Corp. Company Guar. Notes 3.30% due 02/25/2021*	50,000	50,730
CVS Health Corp. Senior Notes 3.25% due 08/15/2029	220,000	222,274
CVS Health Corp. Senior Notes 3.50% due 07/20/2022	600,000	620,666
CVS Health Corp. Senior Notes 5.05% due 03/25/2048	565,000	651,237
Express Scripts Holding Co. Company Guar. Notes 2.60% due 11/30/2020	675,000	679,438
		2,734,447
Pipelines — 0.2%
Boardwalk Pipelines LP Company Guar. Notes 4.45% due 07/15/2027	85,000	87,557
Cheniere Energy Partners LP Company Guar. Notes 4.50% due 10/01/2029*	45,000	45,844
Cheniere Energy Partners LP Senior Sec. Notes 5.25% due 10/01/2025	520,000	538,200
EnLink Midstream Partners LP Senior Notes 4.85% due 07/15/2026	260,000	237,900

Magellan Midstream Partners LP Senior Notes 4.25% due 09/15/2046	45,000	47,764
MPLX LP FRS Senior Notes 3.20% (3 ML+1.10%) due 09/09/2022	505,000	506,838
Sabine Pass Liquefaction LLC Senior Sec. Notes 4.20% due 03/15/2028	610,000	643,533
Spectra Energy Partners LP Company Guar. Notes 3.38% due 10/15/2026	185,000	191,785
Targa Resources Partners LP/Targa Resources Partners Finance Corp. Company Guar. Notes 6.50% due 07/15/2027*	515,000	551,060
Williams Cos., Inc. Senior Notes 5.10% due 09/15/2045	405,000	444,286
		3,294,767
Racetracks — 0.0%
Churchill Downs, Inc. Company Guar. Notes 5.50% due 04/01/2027*	450,000	477,000
Real Estate Investment Trusts — 0.5%
Alexandria Real Estate Equities, Inc. Company Guar. Notes 3.45% due 04/30/2025	1,035,000	1,091,518
Alexandria Real Estate Equities, Inc. Company Guar. Notes 3.95% due 01/15/2027	45,000	48,449
Alexandria Real Estate Equities, Inc. Company Guar. Notes 3.95% due 01/15/2028	350,000	378,924
Brixmor Operating Partnership LP Senior Notes 3.25% due 09/15/2023	235,000	241,842
Brixmor Operating Partnership LP Senior Notes 3.90% due 03/15/2027	280,000	295,642
Brixmor Operating Partnership LP Senior Notes 4.13% due 06/15/2026	115,000	123,522
Crown Castle International Corp. Senior Notes 3.40% due 02/15/2021	35,000	35,580
Crown Castle International Corp. Senior Notes 3.70% due 06/15/2026	150,000	159,098
Crown Castle International Corp. Senior Notes 4.45% due 02/15/2026	350,000	386,613
Crown Castle International Corp. Senior Notes 4.75% due 05/15/2047	145,000	170,845
ESH Hospitality, Inc. Company Guar. Notes 5.25% due 05/01/2025*	535,000	551,719
Essex Portfolio LP Company Guar. Notes 3.38% due 04/15/2026	635,000	666,585
Federal Realty Investment Trust Senior Notes 2.75% due 06/01/2023	35,000	35,620
Highwoods Realty LP Senior Notes 3.63% due 01/15/2023	280,000	289,909
Kilroy Realty LP Company Guar. Notes 3.45% due 12/15/2024	350,000	364,747
Kilroy Realty LP Company Guar. Notes 4.38% due 10/01/2025	15,000	16,251
Kimco Realty Corp. Senior Notes 3.30% due 02/01/2025	265,000	275,275
Regency Centers LP Company Guar. Notes 3.60% due 02/01/2027	140,000	148,051
Ryman Hospitality Properties, Inc. Company Guar. Notes 4.75% due 10/15/2027*	505,000	522,094
SBA Tower Trust Mtg. Notes 2.84% due 01/15/2025*	345,000	348,430
SBA Tower Trust Mtg. Notes Series 2016-1 2.88% due 07/15/2046*	175,000	175,793
Ventas Realty LP Company Guar. Notes 3.25% due 10/15/2026	270,000	278,520
VEREIT Operating Partnership LP Company Guar. Notes 3.95% due 08/15/2027	345,000	366,396
		6,971,423
Rental Auto/Equipment — 0.1%
Capitol Investment Merger Sub 2 LLC Sec. Notes 10.00% due 08/01/2024*	465,000	478,950
Herc Holdings, Inc. Company Guar. Notes 5.50% due 07/15/2027*	540,000	559,575
		1,038,525
Retail-Auto Parts — 0.2%
AutoZone, Inc. Senior Notes 3.13% due 04/21/2026	50,000	51,862
AutoZone, Inc. Senior Notes 3.75% due 06/01/2027	1,000,000	1,073,208

O’Reilly Automotive, Inc. Senior Notes 3.60% due 09/01/2027	430,000	459,672
O’Reilly Automotive, Inc. Senior Notes 3.90% due 06/01/2029	850,000	934,270
		2,519,012
Retail-Building Products — 0.0%
Beacon Roofing Supply, Inc. Senior Sec. Notes 4.50% due 11/15/2026*	255,000	260,100
Retail-Leisure Products — 0.0%
Party City Holdings, Inc. Company Guar. Notes 6.63% due 08/01/2026*	545,000	530,012
Retail-Mail Order — 0.0%
QVC, Inc. Senior Sec. Notes 4.45% due 02/15/2025	120,000	125,942
QVC, Inc. Senior Sec. Notes 4.85% due 04/01/2024	75,000	79,330
		205,272
Retail-Restaurants — 0.1%
Golden Nugget, Inc. Company Guar. Notes 8.75% due 10/01/2025*	440,000	463,100
IRB Holding Corp. Company Guar. Notes 6.75% due 02/15/2026*	540,000	549,450
		1,012,550
Schools — 0.0%
George Washington University Notes 3.55% due 09/15/2046	45,000	48,258
Security Services — 0.0%
Prime Security Services Borrower LLC/Prime Finance, Inc. Senior Sec. Notes 5.25% due 04/15/2024*	405,000	414,619
Semiconductor Components-Integrated Circuits — 0.0%
QUALCOMM, Inc. Senior Notes 3.25% due 05/20/2027	337,000	354,550
Steel-Producers — 0.1%
Carpenter Technology Corp. Senior Notes 5.20% due 07/15/2021	150,000	153,721
Nucor Corp. Senior Notes 3.95% due 05/01/2028	595,000	650,904
		804,625
Telecommunication Equipment — 0.0%
CommScope Finance LLC Company Guar. Notes 8.25% due 03/01/2027*	520,000	492,560
Telephone-Integrated — 0.3%
CB Escrow Corp. Company Guar. Notes 8.00% due 10/15/2025*	810,000	722,925
CenturyLink, Inc. Senior Notes 7.50% due 04/01/2024	505,000	573,175
Level 3 Financing, Inc. Company Guar. Notes 4.63% due 09/15/2027*	585,000	595,238
Sprint Capital Corp. Company Guar. Notes 8.75% due 03/15/2032	690,000	841,372
Verizon Communications, Inc. Senior Notes 4.27% due 01/15/2036	740,000	837,383
Verizon Communications, Inc. Senior Notes 4.33% due 09/21/2028	350,000	398,560
Verizon Communications, Inc. Senior Notes 5.15% due 09/15/2023	725,000	809,738
		4,778,391
Television — 0.1%
AMC Networks, Inc. Company Guar. Notes 4.75% due 08/01/2025	560,000	564,900
Gray Television, Inc. Company Guar. Notes 7.00% due 05/15/2027*	490,000	535,937
		1,100,837
Therapeutics — 0.0%
Horizon Pharma USA, Inc. Company Guar. Notes 5.50% due 08/01/2027*	490,000	511,437
Tobacco — 0.1%
Altria Group, Inc. Company Guar. Notes 3.49% due 02/14/2022	290,000	298,139
BAT Capital Corp. Company Guar. Notes 2.76% due 08/15/2022	510,000	514,880
		813,019
Toys — 0.0%
Mattel, Inc. Company Guar. Notes 6.75% due 12/31/2025*	280,000	292,250
Transport-Equipment & Leasing — 0.1%
GATX Corp. Senior Notes 2.60% due 03/30/2020	50,000	50,079
GATX Corp. Senior Notes 3.25% due 09/15/2026	375,000	382,697

GATX Corp. Senior Notes 3.50% due 03/15/2028	605,000	619,134
		1,051,910
Transport-Rail — 0.1%
CSX Corp. Senior Notes 4.25% due 03/15/2029	770,000	871,743
Kansas City Southern Company Guar. Notes 4.70% due 05/01/2048	255,000	301,020
		1,172,763
Veterinary Diagnostics — 0.0%
Elanco Animal Health, Inc. Senior Notes 3.91% due 08/27/2021	120,000	123,214
Total U.S. Corporate Bonds & Notes (cost $140,927,449)		146,249,943
FOREIGN CORPORATE BONDS & NOTES — 3.6%
Advertising Services — 0.0%
WPP Finance 2010 Company Guar. Notes 3.75% due 09/19/2024	100,000	105,065
Agricultural Chemicals — 0.0%
Nutrien, Ltd. Senior Notes 4.00% due 12/15/2026	110,000	117,914
Syngenta Finance NV Company Guar. Notes 3.70% due 04/24/2020*	515,000	517,414
		635,328
Auto-Cars/Light Trucks — 0.0%
Toyota Motor Corp. Senior Notes 3.18% due 07/20/2021	465,000	476,394
Auto/Truck Parts & Equipment-Original — 0.1%
IHO Verwaltungs GmbH Senior Sec. Notes 6.00% due 05/15/2027*(7)	680,000	702,100
Toyota Industries Corp. Senior Notes 3.11% due 03/12/2022*	725,000	740,880
		1,442,980
Banks-Commercial — 0.8%
ABN AMRO Bank NV Sub. Notes 4.75% due 07/28/2025*	500,000	541,700
ANZ New Zealand International, Ltd. Company Guar. Notes 2.20% due 07/17/2020*	285,000	285,615
ANZ New Zealand International, Ltd. Company Guar. Notes 2.75% due 01/22/2021*	675,000	681,034
Bank of Montreal Senior Notes 3.10% due 04/13/2021	800,000	814,357
Barclays Bank PLC Senior Notes 2.65% due 01/11/2021	850,000	856,812
BPCE SA Company Guar. Notes 3.00% due 05/22/2022*	250,000	254,233
BPCE SA Sub. Notes 4.50% due 03/15/2025*	300,000	321,878
BPCE SA Sub. Notes 4.88% due 04/01/2026*	400,000	439,106
Cooperatieve Rabobank UA Senior Notes 3.13% due 04/26/2021	505,000	514,043
Danske Bank A/S Senior Notes 2.20% due 03/02/2020*	570,000	570,162
Danske Bank A/S Senior Notes 3.24% due 12/20/2025*	476,000	483,132
ING Groep NV Senior Notes 3.15% due 03/29/2022	265,000	271,304
ING Groep NV Senior Notes 3.55% due 04/09/2024	1,050,000	1,100,573
Intesa Sanpaolo SpA Senior Notes 3.13% due 07/14/2022*	415,000	418,016
Intesa Sanpaolo SpA Senior Notes 3.38% due 01/12/2023*	200,000	202,122
Nordea Bank AB Senior Notes 2.13% due 05/29/2020*	400,000	400,434
Santander UK Group Holdings PLC Senior Notes 2.88% due 08/05/2021	445,000	448,843
Santander UK PLC Senior Notes 3.75% due 11/15/2021	420,000	433,660
Svenska Handelsbanken AB Company Guar. Notes 3.35% due 05/24/2021	520,000	531,472
Toronto-Dominion Bank Senior Notes 3.50% due 07/19/2023	750,000	791,871
Toronto-Dominion Bank Sub. Notes 3.63% due 09/15/2031	55,000	57,429
United Overseas Bank, Ltd. Senior Notes 3.20% due 04/23/2021*	1,000,000	1,016,293

Westpac Banking Corp. Senior Notes 2.15% due 03/06/2020	1,100,000	1,100,906
		12,534,995
Banks-Money Center — 0.1%
BBVA Bancomer SA Senior Notes 4.38% due 04/10/2024*	600,000	638,256
Building Products-Cement — 0.0%
Boral Finance Pty, Ltd. Company Guar. Notes 3.00% due 11/01/2022*	55,000	55,409
Building Products-Doors & Windows — 0.0%
Masonite International Corp. Company Guar. Notes 5.38% due 02/01/2028*	305,000	322,537
Cable/Satellite TV — 0.2%
Comcast Corp. Company Guar. Notes 3.95% due 10/15/2025	1,000,000	1,096,209
LCPR Senior Secured Financing DAC Senior Sec. Notes 6.75% due 10/15/2027*	1,200,000	1,231,500
Ziggo Bond Finance BV Senior Notes 6.00% due 01/15/2027*	725,000	757,625
		3,085,334
Casino Hotels — 0.0%
MGM China Holdings, Ltd. Senior Notes 5.38% due 05/15/2024*	240,000	251,400
MGM China Holdings, Ltd. Senior Notes 5.88% due 05/15/2026*	200,000	211,500
		462,900
Cellular Telecom — 0.2%
America Movil SAB de CV Senior Notes 3.63% due 04/22/2029	500,000	532,925
Rogers Communications, Inc. Company Guar. Notes 3.70% due 11/15/2049	750,000	765,992
Rogers Communications, Inc. Company Guar. Notes 4.35% due 05/01/2049	445,000	501,028
Vodafone Group PLC Senior Notes 3.75% due 01/16/2024	800,000	843,338
		2,643,283
Chemicals-Diversified — 0.0%
LYB International Finance II BV Company Guar. Notes 3.50% due 03/02/2027	400,000	416,782
Chemicals-Specialty — 0.0%
Alpha 2 BV Senior Notes 8.75% due 06/01/2023*(7)	600,000	589,500
Containers-Metal/Glass — 0.1%
ARD Finance SA Senior Sec. Notes 7.13% due 09/15/2023(7)	550,000	571,312
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc. Company Guar. Notes 5.25% due 08/15/2027*	355,000	363,875
		935,187
Diversified Banking Institutions — 0.6%
Banco Santander SA Senior Notes 3.13% due 02/23/2023	600,000	612,918
Bank of Nova Scotia Senior Notes 3.13% due 04/20/2021	740,000	753,994
Barclays PLC Senior Notes 3.25% due 01/12/2021	205,000	207,225
Barclays PLC Senior Notes 3.68% due 01/10/2023	315,000	322,180
Credit Agricole SA FRS Senior Notes 3.44% (3 ML+1.43%) due 01/10/2022*	275,000	279,188
Credit Agricole SA Senior Notes 3.75% due 04/24/2023*	600,000	627,152
Credit Suisse Group AG Senior Notes 2.59% due 09/11/2025*	660,000	657,721
Credit Suisse Group AG Senior Notes 3.00% due 12/14/2023*	320,000	324,607
HSBC Holdings PLC Senior Notes 2.65% due 01/05/2022	350,000	353,766
HSBC Holdings PLC Senior Notes 3.26% due 03/13/2023	325,000	332,164
HSBC Holdings PLC Sub. Notes 4.38% due 11/23/2026	500,000	540,282
Mitsubishi UFJ Financial Group, Inc. Senior Notes 3.54% due 07/26/2021	1,035,000	1,059,935
Royal Bank of Scotland Group PLC Senior Notes 4.52% due 06/25/2024	900,000	956,264
Sumitomo Mitsui Financial Group, Inc. Senior Notes 3.75% due 07/19/2023	1,235,000	1,299,927

UBS Group Funding Switzerland AG Company Guar. Notes 3.00% due 04/15/2021*	200,000	202,955
UBS Group Funding Switzerland AG Company Guar. Notes 3.49% due 05/23/2023*	335,000	345,253
		8,875,531
Electric-Distribution — 0.1%
Ausgrid Finance Pty, Ltd. Senior Sec. Notes 3.85% due 05/01/2023*	480,000	501,217
State Grid Overseas Investment, Ltd. Company Guar. Notes 2.25% due 05/04/2020*	445,000	444,984
State Grid Overseas Investment, Ltd. Company Guar. Notes 3.75% due 05/02/2023*	510,000	534,181
		1,480,382
Electric-Integrated — 0.1%
Enel Finance International NV Company Guar. Notes 2.75% due 04/06/2023*	900,000	908,459
Finance-Leasing Companies — 0.1%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust Company Guar. Notes 3.50% due 05/26/2022	150,000	154,272
AerCap Ireland Capital DAC/AerCap Global Aviation Trust Company Guar. Notes 4.13% due 07/03/2023	740,000	778,432
AerCap Ireland Capital DAC/AerCap Global Aviation Trust Company Guar. Notes 4.88% due 01/16/2024	150,000	163,242
Avolon Holdings Funding, Ltd. Company Guar. Notes 3.95% due 07/01/2024*	165,000	171,303
		1,267,249
Food-Dairy Products — 0.0%
Danone SA Senior Notes 2.95% due 11/02/2026*	450,000	464,053
Food-Misc./Diversified — 0.1%
Sigma Holdco BV Company Guar. Notes 7.88% due 05/15/2026*	725,000	699,625
Gambling (Non-Hotel) — 0.1%
Stars Group Holdings BV/Stars Group US Co-Borrower LLC Company Guar. Notes 7.00% due 07/15/2026*	606,000	653,722
Hazardous Waste Disposal — 0.0%
GFL Environmental, Inc. Senior Notes 7.00% due 06/01/2026*	585,000	620,100
Insurance Brokers — 0.0%
Aon PLC Company Guar. Notes 3.88% due 12/15/2025	35,000	37,860
Aon PLC Company Guar. Notes 4.75% due 05/15/2045	350,000	416,189
Trinity Acquisition PLC Company Guar. Notes 3.50% due 09/15/2021	25,000	25,525
		479,574
Insurance-Life/Health — 0.1%
AIA Group, Ltd. Senior Notes 3.60% due 04/09/2029*	1,055,000	1,124,391
Internet Content-Entertainment — 0.0%
Weibo Corp. Senior Notes 3.50% due 07/05/2024	430,000	438,145
Internet Content-Information/News — 0.0%
Tencent Holdings, Ltd. Senior Notes 2.99% due 01/19/2023*	265,000	269,857
Medical-Drugs — 0.1%
Shire Acquisitions Investments Ireland DAC Company Guar. Notes 2.88% due 09/23/2023	350,000	357,209
Shire Acquisitions Investments Ireland DAC Company Guar. Notes 2.88% due 09/23/2023	430,000	438,857
		796,066
Medical-Generic Drugs — 0.0%
Teva Pharmaceutical Finance IV BV Company Guar. Notes 3.65% due 11/10/2021	330,000	316,800
Metal-Diversified — 0.0%
Rio Tinto Finance USA, Ltd. Company Guar. Notes 3.75% due 06/15/2025	300,000	324,444
Multimedia — 0.0%
Thomson Reuters Corp. Senior Notes 3.35% due 05/15/2026	30,000	31,085
Oil & Gas Drilling — 0.1%
Ensign Drilling, Inc. Company Guar. Notes 9.25% due 04/15/2024*	540,000	459,000
Transocean Pontus, Ltd. Senior Sec. Notes 6.13% due 08/01/2025*	582,950	581,493

Transocean, Inc. Company Guar. Notes 9.00% due 07/15/2023*	490,000	499,187
		1,539,680
Oil Companies-Exploration & Production — 0.2%
Canadian Natural Resources, Ltd. Senior Notes 2.95% due 01/15/2023	775,000	790,746
CNOOC Finance 2013, Ltd. Company Guar. Notes 3.00% due 05/09/2023	200,000	202,901
Woodside Finance, Ltd. Company Guar. Notes 3.70% due 09/15/2026*	101,000	104,863
Woodside Finance, Ltd. Company Guar. Notes 3.70% due 03/15/2028*	470,000	486,167
Woodside Finance, Ltd. Company Guar. Notes 4.50% due 03/04/2029*	885,000	964,915
		2,549,592
Oil Companies-Integrated — 0.0%
Shell International Finance BV Company Guar. Notes 3.25% due 05/11/2025	250,000	264,829
Shell International Finance BV Company Guar. Notes 4.38% due 05/11/2045	40,000	48,527
		313,356
Oil Refining & Marketing — 0.0%
Parkland Fuel Corp. Company Guar. Notes 5.88% due 07/15/2027*	375,000	396,870
Paper & Related Products — 0.0%
Celulosa Arauco y Constitucion SA Senior Notes 3.88% due 11/02/2027	260,000	261,108
Celulosa Arauco y Constitucion SA Senior Notes 4.20% due 01/29/2030*	200,000	199,600
		460,708
Pastoral & Agricultural — 0.1%
JBS Investments II GmbH Company Guar. Notes 7.00% due 01/15/2026*	780,000	845,520
Pharmacy Services — 0.1%
Cigna Corp. Company Guar. Notes 3.75% due 07/15/2023	1,080,000	1,131,342
Pipelines — 0.0%
APT Pipelines, Ltd. Company Guar. Notes 4.25% due 07/15/2027*	240,000	258,305
Enbridge, Inc. Company Guar. Notes 4.00% due 10/01/2023	90,000	95,489
Enbridge, Inc. Company Guar. Notes 4.25% due 12/01/2026	115,000	125,778
TransCanada PipeLines, Ltd. Senior Notes 4.88% due 01/15/2026	15,000	16,787
		496,359
Public Thoroughfares — 0.0%
Transurban Finance Co. Pty., Ltd. Senior Sec. Notes 3.38% due 03/22/2027*	90,000	91,956
Retail-Petroleum Products — 0.1%
eG Global Finance PLC Senior Sec. Notes 6.75% due 02/07/2025*	725,000	725,000
Steel-Producers — 0.0%
ArcelorMittal Senior Notes 4.55% due 03/11/2026	365,000	385,965
Telecom Services — 0.1%
DKT Finance APS Senior Sec. Notes 9.38% due 06/17/2023*	825,000	879,862
Sable International Finance, Ltd. Senior Sec. Notes 5.75% due 09/07/2027*	510,000	531,038
		1,410,900
Tobacco — 0.0%
Imperial Brands Finance PLC Company Guar. Notes 2.95% due 07/21/2020*	600,000	602,731
Transport-Equipment & Leasing — 0.0%
SMBC Aviation Capital Finance DAC Company Guar. Notes 3.55% due 04/15/2024*	200,000	207,929
SMBC Aviation Capital Finance DAC Company Guar. Notes 4.13% due 07/15/2023*	200,000	211,005
		418,934
Transport-Services — 0.0%
Autoridad del Canal de Panama Senior Notes 4.95% due 07/29/2035*	300,000	345,003
Web Portals/ISP — 0.1%
Baidu, Inc. Senior Notes 3.88% due 09/29/2023	615,000	638,403
Total Foreign Corporate Bonds & Notes (cost $53,669,151)		55,445,752

U.S. GOVERNMENT AGENCIES — 8.4%
Federal Home Loan Mtg. Corp. — 0.2%
3.00% due 12/01/2046	850,407	874,847
3.00% due 09/01/2049	191,861	198,021
3.50% due 09/01/2042	28,751	30,156
3.50% due 11/01/2042	88,703	93,037
3.50% due 03/01/2044	90,545	94,969
3.50% due 03/01/2046	122,614	129,491
4.00% due 09/01/2045	10,885	11,513
Federal Home Loan Mtg. Corp. Multifamily Structured Pass Through Certs.
Series K057, Class A1 2.21% due 06/25/2025(4)	159,541	161,688
Series K068, Class A1 2.95% due 02/25/2027(4)	316,957	328,876
Federal Home Loan Mtg. Corp. REMIC FRS
Series 4604, Class FH 2.42% (1 ML+0.50%) due 08/15/2046(6)	17,057	17,091
Series 4621, Class FK 2.42% (1 ML+0.50%) due 10/15/2046(6)	74,998	74,989
Series 4623, Class MF 2.42% (1 ML+0.50%) due 10/15/2046(6)	46,103	46,244
Federal Home Loan Mtg. Corp. SCRT VRS Series 2016-1, Class M1 3.00% due 09/25/2055*(5)(6)	75,000	73,069
Federal Home Loan Mtg. Corp. Structured Agency Credit Risk FRS
Series 2019-HQA2, Class M1 2.52% (1 ML+0.70%) due 04/25/2049*(6)	92,898	92,898
Series 2016-DNA3, Class M2 3.82% (1 ML+2.00%) due 12/25/2028(6)	66,296	66,475
Federal Home Loan Mtg. Corp. Structured Agency Credit Risk VRS Series 2018-SPI2, Class M1 3.82% due 05/25/2048*(5)(6)	327,533	328,613
		2,621,977
Federal National Mtg. Assoc. — 5.5%
1.50% due 02/28/2020	790,000	789,741
2.50% due 11/01/2031	182,853	185,551
2.50% due 01/01/2032	367,572	372,348
2.50% due 02/01/2032	306,430	310,948
2.50% due 05/01/2032	688,188	699,767
2.50% due 05/01/2043	142,580	142,660
2.50% due 08/01/2046	369,382	369,590
2.50% due 10/01/2046	355,300	355,501
3.00% due 01/01/2031	14,514	14,928
3.00% due 10/01/2032	1,045,760	1,078,060
3.00% due 12/01/2032	2,089,951	2,148,338
3.00% due 02/01/2033	768,259	788,628
3.00% due 11/01/2033	357,789	368,487
3.00% due 11/01/2036	340,947	351,329
3.00% due 12/01/2036	89,133	92,158
3.00% due 10/01/2037	811,631	834,438
3.00% due 03/01/2038	375,818	386,472
3.00% due 01/01/2043	252,511	260,458
3.00% due 02/01/2043	374,498	386,280
3.00% due 03/01/2043	518,165	534,205
3.00% due 05/01/2043	156,575	161,494
3.00% due 07/01/2043	31,092	32,087
3.00% due 08/01/2043	25,463	26,259
3.00% due 09/01/2043	112,365	115,980
3.00% due 01/01/2044	700,480	722,550
3.00% due 03/01/2044	749,581	773,164
3.00% due 10/01/2046	1,560,822	1,603,263
3.00% due 11/01/2046	4,404,626	4,527,386
3.00% due 12/01/2046	1,011,373	1,039,772
3.00% due 01/01/2047	2,219,667	2,277,191
3.00% due 02/01/2047	364,024	375,399
3.00% due 06/01/2047	185,635	191,592
3.00% due 08/01/2047	857,699	883,107
3.00% due 11/01/2047	1,497,752	1,537,046
3.00% due 09/01/2048	955,384	980,162
3.00% due 11/01/2048	1,292,009	1,318,340
3.00% due 08/01/2049	172,725	178,271
3.50% due 11/01/2031	656,988	680,325
3.50% due 11/01/2032	237,044	248,987
3.50% due 02/01/2035	24,834	25,855
3.50% due 01/01/2036	215,546	224,321
3.50% due 06/01/2038	242,180	251,194
3.50% due 10/01/2041	30,899	32,423
3.50% due 07/01/2042	90,664	95,133
3.50% due 09/01/2042	90,224	94,582
3.50% due 10/01/2042	88,207	92,455
3.50% due 07/01/2043	19,302	20,350
3.50% due 08/01/2043	468,963	491,586
3.50% due 10/01/2043	86,966	91,161
3.50% due 01/01/2044	2,397,245	2,512,886
3.50% due 07/01/2044	358,733	376,716
3.50% due 04/01/2045	392,182	409,444
3.50% due 05/01/2045	160,873	169,133
3.50% due 06/01/2045	199,335	209,582
3.50% due 07/01/2045	886,850	926,830
3.50% due 08/01/2045	692,100	723,255
3.50% due 09/01/2045	953,819	1,000,488
3.50% due 11/01/2045	576,928	601,808
3.50% due 12/01/2045	607,296	633,780
3.50% due 01/01/2046	1,092,262	1,140,201
3.50% due 03/01/2046	2,559,602	2,668,030
3.50% due 04/01/2046	810,088	844,209
3.50% due 06/01/2046	1,450,445	1,526,072
3.50% due 09/01/2046	1,008,227	1,048,694
3.50% due 10/01/2046	472,233	491,227
3.50% due 02/01/2047	267,734	278,116
3.50% due 03/01/2047	1,878,080	1,964,857
3.50% due 04/01/2047	2,488,477	2,583,208
3.50% due 05/01/2047	1,135,204	1,180,452
3.50% due 08/01/2047	564,950	593,864
3.50% due 12/01/2047	332,416	344,275
3.50% due 01/01/2048	633,749	660,836
3.50% due 08/01/2049	77,787	80,102
3.50% due 09/01/2049	598,314	616,112

3.50% due 10/01/2049	1,152,857	1,187,152
4.00% due 11/01/2040	506,288	537,823
4.00% due 12/01/2040	15,921	17,031
4.00% due 02/01/2041	665,224	711,993
4.00% due 03/01/2042	1,670,349	1,790,626
4.00% due 07/01/2044	935,522	988,911
4.00% due 06/01/2045	472,440	499,029
4.00% due 07/01/2045	709,661	750,186
4.00% due 09/01/2045	578,804	611,852
4.00% due 10/01/2045	305,381	322,806
4.00% due 11/01/2045	22,718	24,015
4.00% due 12/01/2045	469,972	509,465
4.00% due 03/01/2046	158,010	167,001
4.00% due 09/01/2046	23,669	25,017
4.00% due 01/01/2047	188,584	198,062
4.00% due 02/01/2047	475,765	502,445
4.00% due 03/01/2047	1,425,468	1,496,607
4.00% due 04/01/2047	1,488,893	1,563,031
4.00% due 05/01/2047	1,293,295	1,364,448
4.00% due 08/01/2047	3,539,217	3,725,701
4.00% due 10/01/2048	484,881	510,210
4.00% due 03/01/2049	962,611	1,006,598
4.00% due 08/01/2049	755,544	784,910
4.50% due 07/01/2040	194,767	210,842
4.50% due 01/01/2044	166,765	179,286
4.50% due 03/01/2046	1,214,111	1,305,944
4.50% due 09/01/2046	287,014	308,361
4.50% due 11/01/2047	515,962	559,277
4.50% due 05/01/2048	1,289,440	1,398,105
4.50% due 09/01/2048	544,227	572,441
4.50% due 11/01/2048	115,402	121,466
4.50% due 12/01/2048	344,517	362,176
4.50% due 05/01/2049	1,156,688	1,237,497
5.00% due 10/01/2033	15,492	17,103
5.00% due 07/01/2035	1,159,798	1,280,431
5.00% due 05/01/2040	94,124	103,934
5.00% due 08/01/2048	514,678	550,048
5.00% due 02/01/2049	225,276	240,500
5.50% due 10/01/2035	16,224	18,274
5.50% due 05/01/2036	49,765	56,032
5.50% due 08/01/2037	1,191,144	1,341,235
5.50% due 05/01/2044	1,115,786	1,254,258
5.50% due 01/01/2047	475,955	534,798
6.00% due 09/01/2037	72,569	83,458
6.00% due 07/01/2041	547,685	629,666
Federal National Mtg. Assoc. Connecticut Avenue Securities FRS
Series 2018-C03, Class 1M1 2.50% (1 ML+0.68%) due 10/25/2030(6)	212,314	212,327
Series 2019-R03, Class 1M1 2.57% (1 ML+0.75%) due 09/25/2031*(6)	274,714	274,769
Series 2016-C04, Class 1M1 3.27% (1 ML+1.45%) due 01/25/2029(6)	7,508	7,517
Series 2016-C03, Class 1M1 3.82% (1 ML+2.00%) due 10/25/2028(6)	5,759	5,772
Federal National Mtg. Assoc. REMIC Series 2018-44, Class PC 4.00% due 06/25/2044(6)	262,809	271,963
		85,577,898
Government National Mtg. Assoc. — 2.6%
3.00% due 03/20/2045	904,559	935,906
3.00% due 04/20/2046	106,369	110,067
3.00% due 06/20/2046	715,631	739,727
3.00% due 08/20/2046	2,017,473	2,086,526
3.00% due 09/20/2046	1,297,310	1,342,389
3.00% due 10/20/2046	92,058	95,195
3.00% due 11/20/2046	624,511	645,742
3.00% due 09/20/2049	611,607	618,237
3.00% due 10/20/2049	125,000	126,742
3.00% due November 30 TBA 3.00% due 11/20/2049	470,000	483,806
3.50% due 07/20/2042	350,567	372,462
3.50% due 08/20/2042	607,827	645,791
3.50% due 09/20/2042	81,512	86,603
3.50% due 05/20/2043	747,043	791,392
3.50% due 06/20/2043	301,744	320,588
3.50% due 10/20/2044	12,373	13,015
3.50% due 05/20/2045	14,313	15,060
3.50% due 12/20/2045	371,578	390,741
3.50% due 02/20/2046	84,717	89,117
3.50% due 03/20/2046	746,667	783,284
3.50% due 04/20/2046	583,078	611,908
3.50% due 05/20/2046	464,719	486,932
3.50% due 06/20/2046	220,475	230,848
3.50% due 07/20/2046	94,269	98,816
3.50% due 10/20/2046	833,278	873,098
3.50% due 02/20/2047	676,537	705,242
3.50% due 07/20/2047	266,350	277,192
3.50% due 02/20/2048	2,701,982	2,841,139
3.50% due 04/20/2048	113,925	120,760
3.50% due 01/20/2049	241,568	250,805
3.50% due November 30 TBA	2,280,000	2,366,213
4.00% due 09/20/2045	351,578	373,518
4.00% due 05/20/2046	97,266	102,630
4.00% due 05/20/2047	1,785,259	1,873,286
4.00% due 07/20/2047	1,240,279	1,301,430
4.00% due 08/20/2047	422,616	443,757
4.00% due 11/20/2047	1,352,225	1,418,888
4.00% due 03/20/2048	391,445	410,083
4.00% due 06/20/2048	568,458	594,298
4.00% due 08/20/2048	94,876	98,985
4.00% due 08/20/2049	1,459,691	1,523,653
4.00% due 09/20/2049	194,609	203,764
4.50% due 04/20/2041	14,183	15,336
4.50% due 07/20/2045	149,557	160,230
4.50% due 09/15/2045	81,636	88,902
4.50% due 12/20/2045	563,360	603,227
4.50% due 01/20/2046	90,637	96,841
4.50% due 07/20/2047	733,551	778,132
4.50% due 08/20/2047	1,413,039	1,498,995
4.50% due 09/20/2047	398,865	423,101

4.50% due 06/20/2048	153,993	162,141
4.50% due 07/20/2048	87,654	92,401
4.50% due 09/20/2048	300,024	318,180
4.50% due 04/20/2049	513,955	538,531
5.00% due 08/20/2042	70,473	78,022
5.00% due 07/20/2047	575,647	618,701
5.00% due 08/20/2047	95,193	102,325
5.00% due 09/20/2047	686,641	737,966
5.00% due 10/20/2047	32,589	35,024
5.00% due 11/20/2047	195,255	209,846
5.00% due 12/20/2047	695,127	746,917
5.00% due 01/20/2048	921,554	988,134
5.00% due 02/20/2048	158,828	168,752
5.00% due 05/20/2048	182,344	195,563
5.00% due 06/20/2048	315,272	337,177
5.00% due 07/20/2048	44,212	47,867
5.00% due 08/20/2048	118,200	125,418
5.00% due 06/20/2049	803,719	853,198
5.50% due 05/20/2048	501,828	535,844
5.50% due 12/20/2048	467,477	496,477
5.50% due 01/20/2049	85,740	90,425
5.50% due 03/20/2049	366,187	388,729
Government National Mtg. Assoc. REMIC
Series 2018-8, Class DA 3.00% due 11/20/2047(6)	196,604	202,209
Series 2017-184, Class JH 3.00% due 12/20/2047(6)	245,548	253,897
Government National Mtg. Assoc. REMIC FRS Series 2018 -122, Class FE 2.15% (1 ML+0.30%) due 09/20/2048(6)	244,286	243,575
		40,131,718
Uniform Mtg. Backed Securities — 0.1%
2.50% due November 15 TBA	280,000	283,008
3.50% due November 15 TBA	530,000	549,026
3.50% due November 30 TBA	566,000	581,123
5.00% due November 30 TBA	570,000	609,611
		2,022,768
Total U.S. Government Agencies (cost $127,755,163)		130,354,361
U.S. GOVERNMENT TREASURIES — 5.3%
United States Treasury Bonds — 2.6%
2.25% due 08/15/2049	2,590,000	2,631,076
2.50% due 02/15/2046	1,545,000	1,644,942
2.75% due 08/15/2047	2,740,000	3,065,375
2.88% due 11/15/2046	1,875,000	2,144,605
3.00% due 11/15/2045	1,025,000	1,195,446
3.00% due 05/15/2047	3,535,000	4,139,264
3.00% due 02/15/2048	3,400,000	3,990,086
3.00% due 08/15/2048	1,865,000	2,192,322
3.13% due 11/15/2041	5,480,000	6,455,055
3.13% due 02/15/2043	1,655,000	1,950,637
4.50% due 05/15/2038(8)	7,335,000	10,251,522
4.75% due 02/15/2037	50,000	71,137
1.00% due 02/15/2049TIPS(9)	14,784	16,623
		39,748,090
United States Treasury Notes — 2.7%
1.63% due 08/15/2029	900,000	894,621
2.63% due 12/15/2021	5,925,000	6,060,858
2.75% due 02/15/2024(8)	23,180,000	24,350,771
2.75% due 02/15/2028	9,815,000	10,654,259
2.88% due 08/15/2028	265,000	291,107
0.13% due 04/15/2021TIPS(9)	21,000	20,831
0.13% due 07/15/2022TIPS(9)	21,197	21,164
0.13% due 10/15/2024TIPS(9)	32,099	32,191
0.25% due 07/15/2029TIPS(9)	12,838	12,977
0.38% due 07/15/2027TIPS(9)	14,159	14,414
		42,353,193
Total U.S. Government Treasuries (cost $76,598,434)		82,101,283
MUNICIPAL BONDS & NOTES — 0.7%
Bay Area Toll Authority Revenue Bonds 6.91% due 10/01/2050	600,000	996,534
California State Public Works Board Revenue Bonds 7.80% due 03/01/2035	300,000	436,641
Chicago Transit Authority Revenue Bonds Series A 6.90% due 12/01/2040	500,000	690,665
Detroit City School District General Obligation Bonds 6.65% due 05/01/2029	295,000	377,777
Florida State Board of Administration Finance Corp. Revenue Bonds Series A 2.64% due 07/01/2021	50,000	50,706
Metropolitan Water Reclamation District of Greater Chicago General Obligation Bonds 5.72% due 12/01/2038	375,000	502,155
Miami Dade Co. Water & Sewer System Revenue Bonds Series C 3.49% due 10/01/2042	455,000	461,752
Municipal Electric Authority of Georgia Revenue Bonds 6.66% due 04/01/2057	1,091,000	1,582,288

New York State Dormitory Authority Revenue Bonds Series B 3.88% due 07/01/2046	200,000	209,218
Northern California Power Agency Revenue Bonds 7.31% due 06/01/2040	300,000	448,608
San Jose Redevelopment Agency Successor Agency Tax Allocation Series A-T 3.38% due 08/01/2034	285,000	297,930
South Carolina Public Service Authority Revenue Bonds Series D 2.39% due 12/01/2023	80,000	80,571
State of California General Obligation Bonds 7.63% due 03/01/2040	620,000	1,009,782
State of California General Obligation Bonds 7.50% due 04/01/2034	300,000	459,144
State of Wisconsin Revenue Bonds 3.95% due 05/01/2036	850,000	921,043
Texas A&M University Revenue Bonds Series B 3.33% due 05/15/2039	1,100,000	1,134,628
Western Minnesota Municipal Power Agency 3.16% due 01/01/2039	770,000	779,879
Total Municipal Bonds & Notes (cost $9,528,681)		10,439,321
FOREIGN GOVERNMENT OBLIGATIONS — 0.5%
Regional Authority — 0.4%
Province of Alberta, Canada Senior Notes 1.90% due 12/06/2019	550,000	549,879
Province of Alberta, Canada Senior Notes 2.20% due 07/26/2022	850,000	860,907
Province of Alberta, Canada Senior Notes 3.30% due 03/15/2028	555,000	611,337
Province of Manitoba, Canada Senior Notes 3.05% due 05/14/2024	150,000	158,220
Province of Ontario, Canada Senior Notes 2.40% due 02/08/2022	1,000,000	1,014,966
Province of Ontario, Canada Senior Notes 2.55% due 02/12/2021	1,505,000	1,519,406
Province of Quebec, Canada Senior Notes 2.88% due 10/16/2024	25,000	26,335
Province of Quebec, Canada Notes 3.50% due 07/29/2020	1,100,000	1,113,297
		5,854,347
Sovereign — 0.1%
Government of Bermuda Senior Notes 4.85% due 02/06/2024*	296,000	321,903
Republic of Indonesia Senior Notes 4.88% due 05/05/2021	200,000	207,000
Republic of Poland Senior Notes 3.25% due 04/06/2026	110,000	117,205
United Mexican States Senior Bonds 4.13% due 01/21/2026	450,000	483,079
		1,129,187
Total Foreign Government Obligations (cost $6,842,969)		6,983,534
LOANS (10)(11)(12) — 0.2%
Auto-Heavy Duty Trucks — 0.0%
Navistar, Inc. FRS BTL-B 5.27% (1 ML+3.50%) due 11/06/2024	511,413	504,381
Auto/Truck Parts & Equipment-Original — 0.0%
Panther BF Aggregator 2 LP FRS BTL-B 5.30% (1 ML+3.50%) due 04/30/2026	280,000	275,625
Containers-Metal/Glass — 0.1%
BWAY Corp. FRS BTL 5.23% (3 ML+3.25%) due 04/03/2024	541,381	526,155
Gambling (Non-Hotel) — 0.0%
Scientific Games International, Inc. FRS BTL-B5 4.54% (1 ML+2.75%) due 08/14/2024	496,472	490,266
Insurance Brokers — 0.1%
HUB International Ltd FRS BTL-B Coupon TBD due 04/25/2025	520,000	518,960
Medical Labs & Testing Services — 0.0%
Envision Healthcare Corp. FRS 1st Lien 5.54% (1 ML+3.75%) due 10/10/2025	526,149	424,507

Pipelines — 0.0%
Hercules Merger Sub LLC FRS BTL-B 4.53% (1M+2.75%) due 11/01/2026	510,000	512,072
Theaters — 0.0%
AMC Entertainment Holdings, Inc. FRS BTL-B - 2 5.23% (3 ML+3.00%) due 04/22/2026	517,400	516,537
Total Loans (cost $3,876,024)	3,768,503
OPTIONS - PURCHASED (14) — 0.3%
Exchange-Traded Put Options-Purchased
(cost $6,278,436)	2,412	3,810,960
RIGHTS — 0.0%
Containers-Metal/Glass — 0.0% Vidrala SA† (Expires 11/11/2019) (cost $ 136)	35	150
Total Long-Term Investment Securities (cost $1,233,741,285)		1,371,701,862
SHORT-TERM INVESTMENT SECURITIES — 11.9%
Registered Investment Companies — 11.9%

State Street Institutional U.S. Government Money Market Fund, Premier Class 1.75% (13) (cost $184,111,407)	184,111,407			184,111,407
TOTAL INVESTMENTS (cost $1,417,852,692)	100.7	%		1,555,813,269
Liabilities in excess of other assets	(0.7	)		(10,060,950	)
NET ASSETS	100.0	%	$	1,545,752,319

† Non-income producing security

* 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 Portfolio has no right to demand registration of these securities. At October 31, 2019, the aggregate value of these securities was $100,475,090 representing 6.5% of net assets.

(1) Securities classified as Level 3 (see Note 1).

(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 October 31, 2019, the Portfolio held the following restricted securities:

Description	Acquisition Date		Shares		Acquisition Cost		Value		Value Per Share		% of Net  Assets
Common Stocks
ANT International Co., Ltd.
Class C		6/8/2018		57,396	$	321,992	$	369,056	$	6.43		0.02	%
Venture Global LNG, Inc.
Series C		10/16/2017		3		11,313		15,600		5,200.00		0.00	%
Convertible Preferred Securities
Farmers Business Network, Inc.
Series D		11/3/2017		563		10,395		13,123		23.31		0.00	%
							$	397,779				0.02	%

(3) Collateralized Loan Obligation

(4) Commercial Mortgage Backed Security

(5) 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.

(6) Collateralized Mortgage Obligation

(7) PIK (“Payment-in-Kind”) security — Income may be paid in additional securities or cash at the discretion of the issuer. The security is currently paying interest in cash at the coupon rate listed.

(8) The security or a portion thereof was pledged as collateral to cover margin requirements for open futures contracts.

(9) Principal amount of security is adjusted for inflation.

(10) Senior loans in the Portfolio are generally subject to mandatory and/or optional prepayment. Because of these mandatory prepayment conditions and because there may be significant economic incentives for a borrower to prepay, prepayments may occur. As a result, the actual remaining maturity may be substantially less than the stated maturities shown.

(11) The Portfolio invests in senior loans which generally pay interest at rates which are periodically re-determined by reference to a base lending rate plus a premium. These base lending rates are generally either the lending rate offered by one or more major European banks, such as the London Inter-Bank Offered Rate (“LIBOR”) or the prime rate offered by one or more major United States banks, or the certificate of deposit rate. Senior loans are generally considered to be restrictive in that the Fund/Portfolio is ordinarily contractually obligated to receive approval from the Agent Bank and/or borrower prior to the disposition of a senior loan.

(12) All loans in the Portfolio were purchased through assignment agreements unless otherwise indicated.

(13) The rate shown is the 7-day yield as of October 31, 2019.

(14) Purchased Options.

Exchanged Traded Put Options — Purchased
Issue	Expiration Month		Strike Price		Number of Contracts		Notional Amount*.		Premiums Paid		Value at 10/31/2019		Unrealized Appreciation (Depreciation)
S&P 500 Index		March 2020	$	2,475		2,412	$	732,659,472	$	6,278,436	$	3,810,960	$	(2,467,476)

* Notional amount is calculated by multiplying the number of contracts by the multiplier by the market value of the underlying

security or index.

(15) PIK (“Payment-in-Kind”) security — Income may be paid in additional securities or cash at the discretion of the issuer. The security is currently paying interest in the form of additional securities at the coupon rate listed.

ADR — American Depositary Receipt

BTL — Bank Term Loan

CDI — Chess Depositary Interest

CLO — Collateralized Loan Obligation

CVA — Certification Van Aandelen (Dutch Cert.)

CVR — Contingent Value Rights

Euronext Amsterdam — Euronext Stock Exchange, Amsterdam

Euronext Paris — Euronext Stock Exchange, Paris

MICEX-RTS — Moscow Interbank Currency Exchange- Russia

NASDAG — National Association of Securities Dealers Automated Quotations

REMIC — Real Estate Mortgage Investment Conduit

RSP — Risparmio Shares-Savings Shares on the Italian Stock Exchange

SCRT — Structured Credit Risk Transfer

SDR — Swedish Depositary Receipt

TBA — Securities purchased on a forward commitment basis with an approximate principal amount and no definite maturity date.

The actual principal amount and maturity date will be determined upon settlement date.

TIPS — Treasury Inflation Protected Securities

VRS — Variable Rate Security

FRS — Floating Rate Security

The rates shown on FRS and VRS are the current interest rates at October 31, 2019 and unless noted otherwise, the dates shown are the original maturity dates.

Index Legend

1 ML – 1 Month USD LIBOR

3 ML – 3 Month USD LIBOR

Futures Contracts
Number of Contracts		Type		Description	Expiration Month		Notional Basis*		Notional Value*		Unrealized Appreciation
	974		Long	MSCI EAFE Index		December 2019	$	93,093,700	$	95,315,640	$	2,221,940
	1,849		Long	S&P 500 E-Mini Index		December 2019		278,246,167		280,659,710		2,413,543
	143		Short	U.S. Treasury 10 Year Notes		December 2019		18,820,691		18,632,453		188,238
	121		Short	U.S. Treasury 2 Year Notes		December 2019		26,139,242		26,087,789		51,453
	255		Short	U.S. Treasury 5 Year Notes		December 2019		30,488,083		30,396,797		91,286
	51		Short	U.S. Treasury Long Bonds		December 2019		8,379,468		8,230,125		149,343
	68		Short	U.S. Ultra Long Bond		December 2019		13,315,703		12,903,000		412,703
											$	5,528,506

* 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.

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable  Inputs		Level 3 -  Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks:
Diversified Financial Services	$	—	$	—	$	369,056	$	369,056
Oil Companies-Exploration & Production		5,073,982		—		15,600		5,089,582
Other Industries		891,422,861		—		—		891,422,861
Convertible Preferred Securities:
E-Commerce/Services		—		—		13,123		13,123
Other Industries		2,389,499		193,024		—		2,582,523
Preferred Securities		487,070				—		487,070
Asset Backed Securities		—		32,583,840		—		32,583,840
U.S. Corporate Bonds & Notes		—		146,249,943		—		146,249,943
Foreign Corporate Bonds & Notes		—		55,445,752		—		55,445,752
U.S. Government Agencies		—		130,354,361		—		130,354,361
U.S. Government Treasuries		—		82,101,283		—		82,101,283
Municipal Bonds & Notes		—		10,439,321		—		10,439,321
Foreign Government Obligations		—		6,983,534		—		6,983,534
Loans		—		3,768,503		—		3,768,503
Exchange-Traded Put Options - Purchased		3,810,960		—		—		3,810,960
Rights		150		—		—		150
Short-Term Investment Securities		184,111,407		—		—		184,111,407
Total Investments at Value	$	1,087,295,929	$	468,119,561	$	397,779	$	1,555,813,269
Other Financial Instruments:+
Futures Contracts	$	5,528,506	$	—	$	—	$	5,528,506

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

+ Amounts presented represent unrealized appreciation/depreciation as of the end of the reporting period.

At the beginning and at the end of the reporting period, Level 3 investments in securities were not considered a material portion of the Portfolio. There were no Level 3 transfers during the reporting period.

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA Templeton Foreign Value Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
COMMON STOCKS — 96.7%
Canada — 5.3%
Barrick Gold Corp.		995,600	$	17,283,616
Husky Energy, Inc.		463,800		3,239,663
Wheaton Precious Metals Corp.		679,600		19,050,058
				39,573,337
Cayman Islands — 4.2%
Baidu, Inc. ADR†		69,830		7,112,185
CK Asset Holdings, Ltd.		1,893,284		13,216,347
CK Hutchison Holdings, Ltd.		1,177,284		10,892,501
				31,221,033
China — 2.9%
China Telecom Corp., Ltd.		26,087,383		11,119,502
Shanghai Pharmaceuticals Holding Co., Ltd.		2,088,000		3,778,462
Sinopharm Group Co., Ltd.		1,870,000		6,717,820
				21,615,784
Denmark — 2.1%
AP Moller - Maersk A/S, Series B		6,968		8,881,111
Vestas Wind Systems A/S		85,703		6,995,641
				15,876,752
France — 14.3%
BNP Paribas SA		491,030		25,635,291
Cie de Saint-Gobain		264,399		10,754,424
Cie Generale des Etablissements Michelin SCA		75,924		9,238,371
Credit Agricole SA		616,002		8,027,909
Sanofi		179,756		16,563,807
TOTAL SA		324,466		17,057,064
Veolia Environnement SA		756,158		19,877,589
				107,154,455
Germany — 12.9%
Bayer AG		157,349		12,210,684
Deutsche Telekom AG		1,566,676		27,551,635
E.ON SE		1,790,371		18,045,083
Fresenius Medical Care AG & Co. KGaA		154,363		11,169,806
Merck KGaA		121,244		14,455,381
Siemens AG		114,148		13,161,228
				96,593,817
Hong Kong — 1.5%
China Mobile, Ltd.		1,408,000		11,463,881
Ireland — 1.1%
Bank of Ireland Group PLC		1,731,556		8,327,351
Italy — 2.2%
Eni SpA		1,091,414		16,518,133
Japan — 15.8%
Astellas Pharma, Inc.		919,100		15,817,644
Kirin Holdings Co., Ltd.		680,800		14,531,382
Matsumotokiyoshi Holdings Co., Ltd.		196,300		6,952,935
Mitsui Fudosan Co., Ltd.		777,500		20,022,479
Seven & i Holdings Co., Ltd.		335,900		12,752,940
Sumitomo Metal Mining Co., Ltd.		396,500		13,423,502
Sumitomo Mitsui Financial Group, Inc.		384,300		13,807,612
Suntory Beverage & Food, Ltd.		175,700		7,516,752
Takeda Pharmaceutical Co., Ltd.		360,002		13,094,619
				117,919,865
Luxembourg — 1.8%
SES SA FDR		554,755		10,747,133
Tenaris SA		294,508		2,973,919
				13,721,052
Netherlands — 4.3%
ING Groep NV		1,678,529		18,960,253
NXP Semiconductors NV		117,700		13,380,136
				32,340,389
Norway — 1.6%
Equinor ASA		189,451		3,504,251
Yara International ASA		227,930		8,870,684
				12,374,935
Singapore — 1.6%
Singapore Telecommunications, Ltd.		4,832,300		11,721,555
South Korea — 5.7%
Hana Financial Group, Inc.		322,748		9,348,582
KB Financial Group, Inc. ADR		284,236		10,152,910
Samsung Electronics Co., Ltd. GDR		21,713		23,189,484
				42,690,976
Switzerland — 2.7%
Novartis AG		78,160		6,820,876
Roche Holding AG		43,804		13,178,943
				19,999,819
Taiwan — 1.8%
Taiwan Semiconductor Manufacturing Co., Ltd.		1,376,000		13,493,077
United Kingdom — 14.9%
BAE Systems PLC		2,661,624		19,865,850
BP PLC		3,167,903		20,078,640
Johnson Matthey PLC		255,117		10,145,302
Royal Dutch Shell PLC, Class B ADR		282,332		16,457,132
Standard Chartered PLC		2,345,116		21,294,603
Vodafone Group PLC		11,429,796		23,303,997
				111,145,524
Total Long-Term Investment Securities (cost $696,751,185)				723,751,735
REPURCHASE AGREEMENTS — 2.7%
Agreement with Fixed Income Clearing Corp., bearing interest at 0.25%, dated 10/31/2019, to be repurchased 11/01/2019 in the amount of $19,978,139 collateralized by $19,815,000 of United States Treasury Notes, bearing interest at 2.00% due 11/15/2026 and having an approximate value of $20,380,441 (cost $19,978,000)	$	19,978,000		19,978,000

TOTAL INVESTMENTS (cost $716,729,185)	99.4	%		743,729,735
Other assets less liabilities	0.6			4,510,137
NET ASSETS	100.0	%	$	748,239,872

† Non-income producing security

ADR — American Depositary Receipt

FDR — Fiduciary Depositary Receipt

GDR — Global Depositary Receipt

Industry Allocation*
Medical-Drugs	12.3	%
Oil Companies-Integrated	10.2
Banks-Commercial	6.4
Diversified Banking Institutions	6.4
Cellular Telecom	4.6
Real Estate Operations & Development	4.5
Telephone-Integrated	3.7
Semiconductor Components-Integrated Circuits	3.6
Electronic Components-Semiconductors	3.1
Telecom Services	3.1
Repurchase Agreements	2.7
Water	2.7
Aerospace/Defense	2.7
Diversified Financial Services	2.6
Precious Metals	2.6
Electric-Generation	2.4
Gold Mining	2.3
Brewery	1.9
Diversified Minerals	1.8
Diversified Manufacturing Operations	1.8
Food-Retail	1.7
Dialysis Centers	1.5
Diversified Operations	1.5
Building & Construction Products-Misc.	1.4
Satellite Telecom	1.4
Retail-Drug Store	1.4
Chemicals-Diversified	1.4
Rubber-Tires	1.2
Transport-Marine	1.2
Agricultural Chemicals	1.2
Beverages-Non-alcoholic	1.0
Web Portals/ISP	0.9
Energy-Alternate Sources	0.9
Medical-Wholesale Drug Distribution	0.9
Steel Pipe & Tube	0.4
	99.4	%

* Calculated as a percentage of net assets

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable  Inputs		Level 3 -  Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks	$	723,751,735	$	—	$	—	$	723,751,735
Repurchase Agreements		—		19,978,000		—		19,978,000
Total Investments at Value	$	723,751,735	$	19,978,000	$	—	$	743,729,735

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

See Notes to Portfolio of Investments

SunAmerica Series Trust

SA VCP Dynamic Allocation Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
AFFILIATED REGISTERED INVESTMENT COMPANIES@# — 80.9%
Domestic Equity Investment Companies — 46.7%
Anchor Series Trust SA Wellington Capital Appreciation Portfolio, Class 1		5,582,818	$	229,509,662
Seasons Series Trust SA Columbia Focused Value Portfolio, Class 1		9,568,535		177,592,012
Seasons Series Trust SA Multi-Managed Large Cap Growth Portfolio, Class 1		13,475,220		204,823,341
Seasons Series Trust SA Multi-Managed Large Cap Value Portfolio, Class 1		21,831,105		352,354,031
Seasons Series Trust SA Multi-Managed Mid Cap Growth Portfolio, Class 1		4,764,378		95,621,058
Seasons Series Trust SA Multi-Managed Mid Cap Value Portfolio, Class 1		8,083,610		132,247,859
Seasons Series Trust SA Multi-Managed Small Cap Portfolio, Class 1		6,425,214		87,318,662
Seasons Series Trust SA T. Rowe Price Growth Stock Portfolio, Class 1		13,097,853		310,681,085
SunAmerica Series Trust SA AB Growth Portfolio, Class 1		7,162,759		360,859,812
SunAmerica Series Trust SA Fidelity Institutional AM Real Estate Portfolio, Class 1		2,050,231		29,789,862
SunAmerica Series Trust SA Franklin Small Company Value Portfolio, Class 1		4,411,331		93,167,316
SunAmerica Series Trust SA Franklin U.S. Equity Smart Beta Portfolio, Class 1		4,468,931		68,687,475
SunAmerica Series Trust SA Invesco Growth Opportunities Portfolio, Class 1		11,450,769		108,324,273
SunAmerica Series Trust SA Janus Focused Growth Portfolio, Class 1		5,658,354		91,891,668
SunAmerica Series Trust SA JPMorgan Equity-Income Portfolio, Class 1		10,677,820		403,835,170
SunAmerica Series Trust SA JPMorgan Mid Cap Growth Portfolio, Class 1		4,950,392		98,463,305
SunAmerica Series Trust SA Large Cap Growth Index Portfolio, Class 1		8,069,043		142,418,604
SunAmerica Series Trust SA Large Cap Index Portfolio, Class 1		43,858,911		1,076,736,265
SunAmerica Series Trust SA Large Cap Value Index Portfolio, Class 1		8,626,083		145,867,071
SunAmerica Series Trust SA Legg Mason BW Large Cap Value Portfolio, Class 1		11,836,141		258,856,411
SunAmerica Series Trust SA MFS Blue Chip Growth, Class 1		25,573,700		360,844,910
SunAmerica Series Trust SA MFS Massachusetts Investors Trust Portfolio, Class 1		13,076,346		333,185,302
SunAmerica Series Trust SA Mid Cap Index Portfolio, Class 1		7,527,676		84,836,911
SunAmerica Series Trust SA Small Cap Index Portfolio, Class 1		7,499,729		83,546,984
SunAmerica Series Trust SA WellsCap Aggressive Growth Portfolio, Class 1		2,039,653		47,075,189
Total Domestic Equity Investment Companies (cost $4,829,868,611)				5,378,534,238
Domestic Fixed Income Investment Companies — 23.6%
Anchor Series Trust SA Wellington Government & Quality Bond Portfolio, Class 1		35,104,681		542,718,374
Seasons Series Trust SA Multi-Managed Diversified Fixed Income Portfolio, Class 1		51,593,972		634,605,855
Seasons Series Trust SA Wellington Real Return Portfolio, Class 1		17,875,414		175,357,811
SunAmerica Series Trust SA DFA Ultra Short Bond Portfolio, Class 1		7,991,114		86,463,853
SunAmerica Series Trust SA Federated Corporate Bond Portfolio, Class 1		19,394,505		274,044,362
SunAmerica Series Trust SA Fixed Income Index Portfolio, Class 1		16,544,937		178,850,774
SunAmerica Series Trust SA Fixed Income Intermediate Index Portfolio, Class 1		11,817,637		122,903,426
SunAmerica Series Trust SA JPMorgan MFS Core Bond Portfolio, Class 1		68,619,558		652,572,000
SunAmerica Series Trust SA PineBridge High-Yield Bond Portfolio, Class 1		8,719,939		50,401,246
Total Domestic Fixed Income Investment Companies (cost $2,609,739,217)				2,717,917,701
International Equity Investment Companies — 10.3%
Seasons Series Trust SA Multi-Managed International Equity Portfolio, Class 1		19,740,022		187,135,407
SunAmerica Series Trust SA Emerging Markets Equity Index Portfolio, Class 1		2,809,729		39,589,079
SunAmerica Series Trust SA Fidelity Institutional International Growth Portfolio, Class 1		13,215,718		209,601,286
SunAmerica Series Trust SA International Index Portfolio, Class 1		12,084,120		136,188,036
SunAmerica Series Trust SA JPMorgan Emerging Markets Portfolio, Class 1		4,212,221		34,413,844
SunAmerica Series Trust SA JPMorgan Global Equities Portfolio, Class 1		9,627,749		190,436,867
SunAmerica Series Trust SA Morgan Stanley International Equities Portfolio, Class 1		20,425,876		213,246,149
SunAmerica Series Trust SA Templeton Foreign Value Portfolio, Class 1		12,198,959		172,981,240
Total International Equity Investment Companies (cost $1,113,844,980)				1,183,591,908
International Fixed Income Investment Companies — 0.3%
SunAmerica Series Trust SA Goldman Sachs Global Bond Portfolio, Class 1 (cost $36,302,642)		3,294,616		37,229,158
Total Affiliated Registered Investment Companies (cost $8,589,755,450)				9,317,273,005

U.S. GOVERNMENT TREASURIES — 15.5%
United States Treasury Bonds — 0.4%
6.13% due 11/15/2027	$	17,066,000			22,832,441
6.38% due 08/15/2027		16,086,000			21,661,433
					44,493,874
United States Treasury Notes — 15.1%
1.63% due 08/15/2029		149,162,000			148,270,524
2.00% due 11/15/2026(1)		49,551,700			50,858,239
2.25% due 02/15/2027		182,615,500			190,661,996
2.25% due 08/15/2027(1)		137,523,500			143,814,126
2.25% due 11/15/2027		130,624,300			136,680,982
2.38% due 05/15/2027		148,582,000			156,649,539
2.38% due 05/15/2029		139,405,000			147,818,309
2.63% due 02/15/2029		146,519,800			158,413,088
2.75% due 02/15/2028		92,391,300			100,291,478
2.88% due 05/15/2028		154,664,500			169,653,665
2.88% due 08/15/2028		152,956,000			168,024,555
3.13% due 11/15/2028		155,906,100			174,827,985
					1,745,964,486
Total U.S. Government Treasuries (cost $1,680,632,872)					1,790,458,360
OPTIONS - PURCHASED — 0.8%
Over the Counter Put Options - Purchased(3) (cost $126,424,793)		2,620,000			86,317,063
Total Long-Term Investment Securities (cost $10,396,813,115)					11,194,048,428
SHORT-TERM INVESTMENT SECURITIES — 3.3%
Registered Investment Companies — 3.3%
AllianceBernstein Government STIF Portfolio, Class AB 1.88%(2) (cost $385,513,278)		385,513,278			385,513,278
TOTAL INVESTMENTS (cost $10,782,326,393)		100.5	%		11,579,561,706
Liabilities in excess of other assets		(0.5	)		(62,848,482	)
NET ASSETS		100.0	%	$	11,516,713,224

@ The SunAmerica Series Trust SA VCP Dynamic Allocation Portfolio invests in Class 1 shares of the underlying Portfolios, which are Portfolios of the SunAmerica Series Trust, Anchor Series Trust, and the Seasons Series Trust, some of which are not presented in this report. Additional information on the underlying Portfolios, including such portfolios’ prospectuses and shareholder reports are available on our website, www.aig.com/getprospectus.

# See Note 2

STIF — Short Term Index Fund

(1) The security or a portion thereof was pledged as collateral to cover margin requirements for open futures contracts.

(2) The rate shown is the 7-day yield as of October 31, 2019.

(3) Purchased Options:

Over the Counter Put Options - Purchased

Issue	Counterparty	Expiration Month	Strike Price		Number of Contracts		Notional Amount*		Premiums Paid		Value at October 31, 2019		Unrealized Appreciation/ (Depreciation)
S&P 500 Index	Citibank, N.A.	June 2020	$	2,475		110,000	$	334,131,600	$	5,125,230	$	3,707,685	$	(1,417,545	)
S&P 500 Index	Citibank, N.A.	June 2020		2,475		250,000		759,390,000		10,348,575		8,426,558		(1,922,017	)
S&P 500 Index	Citibank, N.A.	March 2020		2,625		400,000		1,215,024,000		19,721,280		10,968,185		(8,753,095	)
S&P 500 Index	Citibank, N.A.	March 2020		2,625		100,000		303,756,000		5,423,560		2,742,046		(2,681,514	)
S&P 500 Index	Citibank, N.A.	March 2020		2,700		110,000		334,131,600		6,754,528		4,257,849		(2,496,679	)
S&P 500 Index	Goldman Sachs International	March 2020		2,700		610,000		1,852,911,600		35,320,159		23,611,710		(11,708,449	)
S&P 500 Index	JPMorgan Chase Bank	June 2020		2,475		70,000		212,629,200		2,803,500		2,359,436		(444,064	)
S&P 500 Index	UBS AG	June 2020		2,475		580,000		1,761,784,800		22,677,826		19,549,613		(3,128,213	)
S&P 500 Index	UBS AG	March 2020		2,625		40,000		121,502,400		1,700,000		1,096,819		(603,181	)
S&P 500 Index	UBS AG	March 2020		2,625		350,000		1,063,146,000		16,550,135		9,597,162		(6,952,973	)
									$	126,424,793	$	86,317,063	$	(40,107,730	)

* Notional amount is calculated by multiplying the number of contracts by the multiplier by the market value of the underlying security or index.

Futures Contracts

Number of Contracts	Type	Description	Expiration Month	Notional Basis*		Notional Value*		Unrealized Appreciation (Depreciation)
16,300	Long	S&P 500 E-Mini Index	December 2019	$	2,445,392,133	$	2,474,177,000	$	28,784,867

* 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.

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Affiliated Registered Investment Companies	$	9,317,273,005	$	—	$	—	$	9,317,273,005
U.S. Government Treasuries		—		1,790,458,360		—		1,790,458,360
Options-Purchased		—		86,317,063		—		86,317,063
Short-Term Investment securities		385,513,278		—		—		385,513,278
Total Investments at Value	$	9,702,786,283	$	1,876,775,423	$	—	$	11,579,561,706
Other Financial Instruments:†
Futures Contracts	$	28,784,867	$	—	$	—	$	28,784,867

* 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 VCP Dynamic Strategy Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
AFFILIATED REGISTERED INVESTMENT COMPANIES @# — 81.6%
Domestic Equity Investment Companies — 55.4%
Anchor Series Trust SA Wellington Capital Appreciation Portfolio, Class 1		819,078	$	33,672,288
Seasons Series Trust SA Columbia Focused Value Portfolio, Class 1		4,278,586		79,410,562
Seasons Series Trust SA Multi-Managed Large Cap Growth Portfolio, Class 1		10,630,641		161,585,745
Seasons Series Trust SA Multi-Managed Large Cap Value Portfolio, Class 1		16,301,622		263,108,182
Seasons Series Trust SA Multi-Managed Mid Cap Growth Portfolio, Class 1		3,779,765		75,859,893
Seasons Series Trust SA Multi-Managed Mid Cap Value Portfolio, Class 1		2,540,715		41,566,090
Seasons Series Trust SA Multi-Managed Small Cap Portfolio, Class 1		8,647,282		117,516,561
SunAmerica Series Trust SA AB Growth Portfolio, Class 1		4,116,987		207,413,783
SunAmerica Series Trust SA AB Small & Mid Cap Value Portfolio, Class 1		5,585,644		79,204,430
SunAmerica Series Trust SA Dogs of Wall Street Portfolio, Class 1		10,488,256		154,596,897
SunAmerica Series Trust SA Fidelity Institutional AM Real Estate Portfolio, Class 1		2,084,663		30,290,155
SunAmerica Series Trust SA Franklin Small Company Value Portfolio, Class 1		1,623,664		34,291,784
SunAmerica Series Trust SA Franklin U.S. Equity Smart Beta Portfolio, Class 1		1,691,607		26,000,000
SunAmerica Series Trust SA Invesco Growth Opportunities Portfolio, Class 1		2,447,556		23,153,883
SunAmerica Series Trust SA Janus Focused Growth Portfolio, Class 1		9,188,835		149,226,676
SunAmerica Series Trust SA JPMorgan Equity-Income Portfolio, Class 1		6,054,773		228,991,527
SunAmerica Series Trust SA JPMorgan Mid Cap Growth Portfolio, Class 1		3,205,362		63,754,642
SunAmerica Series Trust SA Large Cap Growth Index Portfolio, Class 1		5,407,324		95,439,274
SunAmerica Series Trust SA Large Cap Index Portfolio, Class 1		19,897,369		488,480,411
SunAmerica Series Trust SA Large Cap Value Index Portfolio, Class 1		4,656,102		78,734,678
SunAmerica Series Trust SA Legg Mason BW Large Cap Value Portfolio, Class 1		7,861,091		171,922,050
SunAmerica Series Trust SA MFS Blue Chip Growth, Class 1		10,935,756		154,303,514
SunAmerica Series Trust SA MFS Massachusetts Investors Trust Portfolio, Class 1		9,874,664		251,606,449
SunAmerica Series Trust SA Mid Cap Index Portfolio, Class 1		4,116,854		46,396,948
SunAmerica Series Trust SA Oppenheimer Main Street Large Cap Portfolio, Class 1		10,511,854		253,545,914
SunAmerica Series Trust SA Small Cap Index Portfolio, Class 1		3,987,528		44,421,060
Total Domestic Equity Investment Companies (cost $2,970,604,080)				3,354,493,396
Domestic Fixed Income Investment Companies — 15.5%
Anchor Series Trust SA Wellington Government & Quality Bond Portfolio, Class 1		11,402,129		176,276,921
Seasons Series Trust SA Multi-Managed Diversified Fixed Income Portfolio, Class 1		13,986,496		172,033,898
Seasons Series Trust SA Wellington Real Return Portfolio, Class 1		6,364,518		62,435,920
SunAmerica Series Trust SA DFA Ultra Short Bond Portfolio, Class 1		3,178,301		34,389,216
SunAmerica Series Trust SA Federated Corporate Bond Portfolio, Class 1		6,811,098		96,240,819
SunAmerica Series Trust SA Fixed Income Index Portfolio, Class 1		7,387,381		79,857,585
SunAmerica Series Trust SA Fixed Income Intermediate Index Portfolio, Class 1		5,911,119		61,475,635
SunAmerica Series Trust SA JPMorgan MFS Core Bond Portfolio, Class 1		25,046,596		238,193,129
SunAmerica Series Trust SA PineBridge High-Yield Bond Portfolio, Class 1		3,128,161		18,080,771
Total Domestic Fixed Income Investment Companies (cost $900,570,281)				938,983,894
International Equity Investment Companies — 10.1%
Seasons Series Trust SA Multi-Managed International Equity Portfolio, Class 1		9,315,459		88,310,550
SunAmerica Series Trust SA Emerging Markets Equity Index Portfolio, Class 1		1,920,374		27,058,069
SunAmerica Series Trust SA Fidelity Institutional International Growth Portfolio, Class 1		4,653,570		73,805,619
SunAmerica Series Trust SA International Index Portfolio, Class 1		6,196,484		69,834,379
SunAmerica Series Trust SA JPMorgan Emerging Markets Portfolio, Class 1		1,829,283		14,945,239
SunAmerica Series Trust SA JPMorgan Global Equities Portfolio, Class 1		4,700,459		92,975,089
SunAmerica Series Trust SA Morgan Stanley International Equities Portfolio, Class 1		3,654,485		38,152,824
SunAmerica Series Trust SA Putnam International Growth and Income Portfolio, Class 1		8,317,283		85,335,325
SunAmerica Series Trust SA Templeton Foreign Value Portfolio, Class 1		8,436,681		119,632,140
Total International Equity Investment Companies (cost $586,417,627)				610,049,234
International Fixed Income Investment Companies — 0.6%
SunAmerica Series Trust SA Goldman Sachs Global Bond Portfolio, Class 1 (cost $37,184,686)		3,271,505		36,968,007
Total Affiliated Registered Investment Companies (cost $4,494,776,674)				4,940,494,531

U.S. GOVERNMENT TREASURIES — 15.6%
United States Treasury Bonds — 0.4%
6.13% due 11/15/2027	$	9,218,000			12,332,676
6.38% due 08/15/2027		8,310,000			11,190,259
					23,522,935
United States Treasury Notes — 15.2%
1.63% due 08/15/2029		78,841,000			78,369,802
2.00% due 11/15/2026(1)		21,164,800			21,722,856
2.25% due 02/15/2027(1)		98,764,000			103,115,789
2.25% due 08/15/2027		66,322,900			69,356,655
2.25% due 11/15/2027		69,181,000			72,388,728
2.38% due 05/15/2027		78,917,000			83,201,947
2.38% due 05/15/2029		77,753,000			82,445,515
2.63% due 02/15/2029		72,035,000			77,882,216
2.75% due 02/15/2028		77,950,800			84,616,202
2.88% due 05/15/2028		60,090,700			65,914,334
2.88% due 08/15/2028		82,722,300			90,871,739
3.13% due 11/15/2028		83,073,500			93,155,897
					923,041,680
Total U.S. Government Treasuries (cost $888,616,991)					946,564,615
OPTIONS - PURCHASED — 0.7%
Over the Counter Put Options – Purchased(3)     (cost $66,628,043)		1,380,000			45,285,123
Total Long-Term Investment Securities (cost $5,450,021,708)					5,932,344,269
SHORT-TERM INVESTMENT SECURITIES — 2.5%
Registered Investment Companies — 2.5%
AllianceBernstein Government STIF Portfolio, Class AB 1.88%(2) (cost $149,214,904)		149,214,904			149,214,904
TOTAL INVESTMENTS (cost $5,599,236,612)		100.4	%		6,081,559,173
Liabilities in excess of other assets		(0.4	)		(25,735,875	)
NET ASSETS		100.0	%	$	6,055,823,298

@ The SunAmerica Series Trust SA VCP Dynamic Strategy Portfolio invests in Class 1 shares of the underlying Portfolios, which are Portfolios of SunAmerica Series Trust, Anchor Series Trust, and Seasons Series Trust, some of which are not presented in this report. Additional information on the underlying Portfolios, including such portfolios’ prospectuses and shareholder reports are available on our website, www.aig.com/getprospectus.

# See Note 2

STIF — Short Term Index Fund

(1) The security or a portion thereof was pledged as collateral to cover margin requirements for open futures contracts.

(2) The rate shown is the 7-day yield as of October 31, 2019.

(3) Options — Purchased

Over the Counter Put Options - Purchased

Issue	Counterparty	Expiration Month	Strike Price		Number of Contracts		Notional Amount*		Premiums Paid		Value at October 31, 2019		Unrealized Appreciation (Depreciation)
S&P 500 Index	Citibank, N.A.	March 2020	$	2,625		50,000	$	151,878,000	$	2,711,780	$	1,371,023	$	(1,340,757	)
S&P 500 Index	Citibank, N.A.	March 2020		2,625		200,000		607,512,000		9,860,640		5,484,092		(4,376,548	)
S&P 500 Index	Citibank, N.A.	March 2020		2,700		80,000		243,004,800		4,912,384		3,096,618		(1,815,766	)
S&P 500 Index	Citibank, N.A.	June 2020		2,475		60,000		182,253,600		2,795,580		2,022,374		(773,206	)
S&P 500 Index	Citibank, N.A.	June 2020		2,475		130,000		394,882,800		5,381,259		4,381,810		(999,449	)
S&P 500 Index	Goldman Sachs International	March 2020		2,700		290,000		880,892,400		16,791,551		11,225,239		(5,566,312	)
S&P 500 Index	JPMorgan Chase Bank	June 2020		2,475		20,000		60,751,200		801,000		674,125		(126,875	)
S&P 500 Index	UBS AG	March 2020		2,625		20,000		60,751,200		850,000		548,409		(301,591	)
S&P 500 Index	UBS AG	March 2020		2,625		220,000		668,263,200		10,402,942		6,032,502		(4,370,440	)
S&P 500 Index	UBS AG	June 2020		2,475		310,000		941,643,600		12,120,907		10,448,931		(1,671,976	)
									$	66,628,043	$	45,285,123	$	(21,342,920	)

* Notional amount is calculated by multiplying the number of contracts by the multiplier by the market value of the underlying security or index.

Futures Contracts
Number of Contracts		Type	Description	Expiration Month	Notional Basis*	Notional Value*	Unrealized Appreciation (Depreciation)
	5,200	Long	S&P 500 E-Mini Index	December 2019	$777,042,279	$789,308,000	12,265,721

* 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.

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Affiliated Registered Investment Companies	$	4,940,494,531	$	—	$	—	$	4,940,494,531
U.S. Government Treasuries		—		946,564,615		—		946,564,615
Options - Purchased		—		45,285,123		—		45,285,123
Short-Term Investment Securities		149,214,904		—		—		149,214,904
Total Investments at Value	$	5,089,709,435	$	991,849,738	$	—	$	6,081,559,173
Other Financial Instruments:†
Futures Contracts	$	12,265,721	$	—	$	—	$	12,265,721

* 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 VCP Index Allocation Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount			Value (Note 1)
AFFILIATED REGISTERED INVESTMENT COMPANIES@# — 81.4%
Domestic Equity Investment Companies — 47.6%
SunAmerica Series Trust SA Large Cap Index Portfolio, Class 1		5,377,193		$	132,010,088
SunAmerica Series Trust SA Mid Cap Index Portfolio, Class 1		1,880,929			21,198,071
SunAmerica Series Trust SA Small Cap Index Portfolio, Class 1		1,029,542			11,469,101
Total Domestic Equity Investment Companies (cost $156,565,156)					164,677,260
Domestic Fixed Income Investment Companies — 24.7%
SunAmerica Series Trust SA Fixed Income Index Portfolio, Class 1		4,953,981			53,552,531
SunAmerica Series Trust SA Fixed Income Intermediate Index Portfolio, Class 1		3,043,498			31,652,378
Total Domestic Fixed Income Investment Companies (cost $80,527,016)					85,204,909
International Equity Investment Companies — 9.1%
SunAmerica Series Trust SA International Index Portfolio, Class 1 (cost $30,276,425)		2,798,281			31,536,632
Total Affiliated Registered Investment Companies (cost $267,368,597)					281,418,801
OPTIONS—PURCHASED — 0.0%
Exchanged-Traded Put Options-Purchased(1) (cost $1,276,638)		506			63,250
Total Long-Term Investment Securities (cost $268,645,235)					281,482,051
SHORT-TERM INVESTMENT SECURITIES — 18.8%
Registered Investment Companies — 17.4%
State Street Institutional U.S. Government Money Market Fund, Premier Class  1.75%(2)		60,129,071			60,129,071
T. Rowe Price Treasury Reserve Fund 1.83%(2)		1,041			1,041
					60,130,112
U.S. Government Treasuries — 1.4%
United States Treasury Bills 2.15% due 11/07/2019(3)	$	5,060,000			5,058,658
Total Short-Term Investment Securities (cost $65,188,316)					65,188,770
TOTAL INVESTMENTS (cost $333,833,551)		100.2	%		346,670,821
Liabilities in excess of other assets		(0.2	)		(741,588	)
NET ASSETS		100.0	%	$	345,929,233

@ The SunAmerica Series Trust SA VCP Index Allocation Portfolio invests in Class 1 shares of the underlying Portfolios, which are Portfolios of the SunAmerica Series Trust. Additional information on the underlying Portfolios, including such portfolios’ prospectuses and shareholder reports are available on our website, www.aig.com/get prospectus.

# See Note 2

(1) Options — Purchased

Exchange-Traded Put Options—Purchased
Issue	Expiration Month	Strike Price		Number of Contracts		Notional Amount*		Premiums Paid		Value at October 31, 2019		Unrealized Appreciation (Depreciation)
S&P 500 Index	December 2019	$	2,375		506	$	153,700,536	$	1,276,638	$	63,250	$	(1,213,388	)

* Notional amount is calculated by multplying number of contracts by the multiplier by the market value of the underlying security or index.

(2) The rate shown is the 7-day yield as of October 31, 2019.

(3) The security or a portion thereof was pledged as collateral to cover margin requirements for open futures contracts.

Futures Contracts
Number of Contracts		Type	Description	Expiration Month	Notional Basis*		Notional Value*		Unrealized Appreciation
	141	Long	MSCI EAFE Index	December 2019	$	13,474,968	$	13,798,260	$	323,292
	509	Long	S&P 500 E-Mini Index	December 2019		76,548,102		77,261,110		713,008
	53	Short	U.S. Treasury 2 Year Notes	December 2019		11,446,862		11,426,883		19,979
	63	Short	U.S. Treasury 5 Year Notes	December 2019		7,556,966		7,509,797		47,169
	58	Short	U.S. Treasury 10 Year Notes	December 2019		7,633,263		7,557,219		76,044
	15	Short	U.S. Treasury Long Bonds	December 2019		2,453,252		2,420,625		32,627
	16	Short	U.S. Treasury Ultra Bonds	December 2019		3,133,107		3,036,000		97,107
									$	1,309,226
									Unrealized Depreciation
	81	Long	E-Mini Russell 2000 Index	December 2019	$	6,407,680	$	6,331,770	$	(75,910	)
	53	Long	S&P 400 E-Mini Index	December 2019		10,416,601		10,361,500		(55,101	)
									$	(131,011	)
			Net Unrealized Appreciation (Depreciation)						$	1,178,215

* 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.

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Affiliated Registered Investment Companies	$	281,418,801	$	—	$	—	$	281,418,801
Options-Purchased		63,250		—		—		63,250
Short-Term Investment Securities:
Registered Investment Companies		60,130,112		—		—		60,130,112
U.S. Government Treasuries		—		5,058,658		—		5,058,658
Total Investments at Value	$	341,612,163	$	5,058,658	$	—	$	346,670,821
Other Financial Instruments:†
Futures Contracts	$	1,309,226	$	—	$	—	$	1,309,226
LIABILITIES:
Other Financial Instruments:†
Futures Contracts	$	131,011	$	—	$	—	$	131,011

* 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 WellsCap Aggressive Growth Portfolio

PORTFOLIO OF INVESTMENTS — October 31, 2019 —

(unaudited)

Security Description	Shares/ Principal Amount		Value (Note 1)
COMMON STOCKS — 97.4%
Aerospace/Defense — 1.5%
Teledyne Technologies, Inc.†		5,520	$	1,819,392
Apparel Manufacturers — 1.1%
Under Armour, Inc., Class C†		72,750		1,345,875
Building & Construction Products-Misc. — 1.0%
Trex Co., Inc.†		14,330		1,259,464
Building & Construction-Misc. — 1.3%
WillScot Corp.†		100,157		1,578,474
Chemicals-Specialty — 2.3%
Ingevity Corp.†		17,300		1,456,833
Rogers Corp.†		10,662		1,444,488
				2,901,321
Commercial Services-Finance — 5.0%
Avalara, Inc.†		20,550		1,459,050
Euronet Worldwide, Inc.†		15,450		2,164,081
WEX, Inc.†		13,787		2,608,225
				6,231,356
Computer Services — 5.4%
Elastic NV†		16,610		1,196,086
EPAM Systems, Inc.†		11,858		2,086,534
Globant SA†		16,450		1,534,127
WNS Holdings, Ltd. ADR†		31,840		1,968,985
				6,785,732
Computer Software — 4.8%
Envestnet, Inc.†		20,320		1,269,797
InterXion Holding NV†		14,240		1,256,253
MongoDB, Inc.†		13,090		1,672,509
Twilio, Inc., Class A†		18,020		1,740,011
				5,938,570
Computers-Integrated Systems — 1.0%
NCR Corp.†		42,520		1,242,009
Consulting Services — 2.0%
Booz Allen Hamilton Holding Corp.		35,020		2,464,357
Distribution/Wholesale — 2.8%
IAA, Inc.†		46,620		1,778,553
SiteOne Landscape Supply, Inc.†		18,966		1,670,146
				3,448,699
Diversified Manufacturing Operations — 1.7%
Carlisle Cos., Inc.		14,000		2,131,780
Drug Delivery Systems — 2.1%
DexCom, Inc.†		17,080		2,634,419
E-Commerce/Products — 1.4%
Etsy, Inc.†		38,540		1,714,645
E-Commerce/Services — 2.8%
Match Group, Inc.		20,760		1,515,273
MercadoLibre, Inc.†		3,908		2,038,100
				3,553,373
Electric Products-Misc. — 1.5%
Novanta, Inc.†		20,430		1,819,292
Electronic Components-Semiconductors — 1.3%
Lattice Semiconductor Corp.†		82,280		1,611,865
Electronics-Military — 1.5%
Mercury Systems, Inc.†		25,000		1,841,500
Enterprise Software/Service — 3.6%
Black Knight, Inc.†		43,720		2,806,824
Veeva Systems, Inc., Class A†		12,320		1,747,346
				4,554,170
Entertainment Software — 1.7%
Take-Two Interactive Software, Inc.†		17,249		2,075,917
Environmental Consulting & Engineering — 1.7%
Tetra Tech, Inc.		24,150		2,112,401
Finance-Credit Card — 0.8%
Pagseguro Digital, Ltd., Class A†		28,430		1,054,184
Food-Misc./Diversified — 1.4%
Lamb Weston Holdings, Inc.		23,090		1,801,944
Food-Wholesale/Distribution — 1.3%
US Foods Holding Corp.†		40,570		1,609,412
Health Care Cost Containment — 1.4%
HealthEquity, Inc.†		31,932		1,813,418
Instruments-Controls — 1.6%
Woodward, Inc.		18,450		1,967,877
Internet Application Software — 3.1%
Okta, Inc.†		16,770		1,829,104
Zendesk, Inc.†		28,500		2,013,525
				3,842,629
Machinery-General Industrial — 1.4%
Middleby Corp.†		14,190		1,716,281
Medical Instruments — 0.8%
Silk Road Medical, Inc.†		29,126		964,653
Medical Labs & Testing Services — 1.6%
Catalent, Inc.†		32,420		1,577,233
Natera, Inc.†		12,059		464,513
				2,041,746
Medical Products — 3.2%
Haemonetics Corp.†		15,720		1,897,876
ICU Medical, Inc.†		4,000		646,440
iRhythm Technologies, Inc.†		21,640		1,445,985
				3,990,301
Medical-Biomedical/Gene — 5.8%
Bio-Rad Laboratories, Inc., Class A†		4,830		1,601,725
CRISPR Therapeutics AG†		13,305		670,173
Deciphera Pharmaceuticals, Inc.†		13,379		593,225
Exact Sciences Corp.†		26,650		2,318,550
Immunomedics, Inc.†		49,680		794,880
Precision BioSciences, Inc.†		9,899		64,244
Twist Bioscience Corp.†		24,020		572,156
Zai Lab, Ltd. ADR†		19,324		652,958
				7,267,911
Medical-Drugs — 0.5%
Turning Point Therapeutics, Inc.†		15,998		613,683
Medical-Outpatient/Home Medical — 1.1%
Amedisys, Inc.†		10,590		1,361,027
Miscellaneous Manufacturing — 1.5%
AptarGroup, Inc.		15,480		1,828,962
Non-Hazardous Waste Disposal — 3.8%
Casella Waste Systems, Inc., Class A†		43,942		1,915,432
Waste Connections, Inc.		30,691		2,835,848
				4,751,280

Patient Monitoring Equipment — 1.6%
Insulet Corp.†		13,820			2,008,322
Resort/Theme Parks — 1.7%
Vail Resorts, Inc.		9,062			2,105,737
Retail-Apparel/Shoe — 1.7%
Burlington Stores, Inc.†		10,865			2,087,927
Retail-Automobile — 1.0%
Carvana Co.†		14,980			1,214,578
Retail-Misc./Diversified — 1.7%
Five Below, Inc.†		16,510			2,065,566
Retail-Restaurants — 3.0%
Chipotle Mexican Grill, Inc.†		2,310			1,797,550
Domino’s Pizza, Inc.		7,320			1,988,258
					3,785,808
Schools — 1.7%
Bright Horizons Family Solutions, Inc.†		14,191			2,107,647
Security Services — 1.2%
Brink’s Co.		17,500			1,486,800
Television — 1.1%
World Wrestling Entertainment, Inc., Class A		24,670			1,382,507
Therapeutics — 0.6%
Sarepta Therapeutics, Inc.†		8,820			732,589
Tools-Hand Held — 1.5%
MSA Safety, Inc.		16,040			1,925,923
Transport-Truck — 1.7%
Saia, Inc.†		23,290			2,077,468
Veterinary Diagnostics — 1.0%
Elanco Animal Health, Inc.†		46,658			1,260,699
Wireless Equipment — 1.1%
Motorola Solutions, Inc.		8,250			1,372,140
Total Long-Term Investment Securities (cost $97,380,966)					121,303,630
REPURCHASE AGREEMENTS — 2.3%
Agreement with Fixed Income Clearing Corp., bearing interest at 0.25%, dated 10/31/2019, to be repurchased 11/01/2019 in the amount $2,828,020 collateralized by $2,805,000 of United States Treasury Bills, bearing interest at 2.00% due 11/15/2026 and having an approximate value of $2,885,043. (cost $ 2,828,000)	$	2,828,000			2,828,000
TOTAL INVESTMENTS (cost $100,208,966)		99.7	%		124,131,630
Other assets less liabilities		0.3			386,471
NET ASSETS		100.0	%	$	124,518,101

† Non-income producing security

ADR — American Depository Receipt

The following is a summary of the inputs used to value the Portfolio’s net assets as of October 31, 2019 (see Note 1):

	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable  Inputs		Level 3 -  Signifcant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks	$	121,303,630	$	—	$	—	$	121,303,630
Repurchase Agreements		—		2,828,000		—		2,828,000
Total Investments at Value	$	121,303,630	$	2,828,000	$	—	$	124,131,630

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

See Notes to Portfolio of Investments

NOTES TO PORTFOLIO OF INVESTMENTS—October 31, 2019—(unaudited)

Note 1. Security Valuation

In accordance with the authoritative guidance on fair value measurements and disclosures under accounting principles generally accepted in the United States of America (“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:

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

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 approved by the Board of Trustees (the “Board”), etc.)

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)

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.

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.

The summary of the Portfolios’ assets and liabilities classified in the fair value hierarchy as of October 31, 2019, is reported on a schedule at the end of each Portfolio’s Portfolio of Investments.

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.

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 a 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 approved 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 and foreign equity futures contracts, 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 and futures are generally categorized as Level 2.

Bonds, debentures, and other debt securities, are valued at evaluated bid prices obtained for the day of valuation from a Board-approved pricing service, and are generally categorized as Level 2. The pricing service 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, and maturity date, option adjusted spread models, prepayments projections, interest rate spreads, and yield curves to determine current value. If a price is unavailable from a Board-approved pricing service, the securities may be priced at the mean of two independent quotes obtained from brokers.

Senior floating rate loans (“Loans”) are valued at the average of available bids in the market for such Loans, as provided by a Board-approved loan pricing service, and are generally categorized as Level 2.

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.

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 a Board-approved pricing service, and are generally categorized as Level 1. Swap contracts traded on national securities exchanges are valued at the closing price of the exchange on which they are traded or if a closing price of the exchange is not available, the swap will be valued using a mid valuation provided by a Board-approved pricing service, and are generally categorized as Level 2. Swap contracts traded in the over-the-counter (“OTC”) market are valued at a mid valuation provided by a Board-approved pricing service, 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 a Board-approved 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 a Board-approved 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.

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 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.

The Board is responsible for the share valuation process and has adopted policies and procedures (the “PRC Procedures”) for valuing the securities and other assets held by the Portfolios, including procedures for the fair valuation of securities and other assets for which market quotations are not readily available or are unreliable. The PRC Procedures provide for the establishment of a pricing review committee, which is responsible for, among other things, making certain determinations in connection with the Trust’s fair valuation procedures. 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. There is no single standard for making fair value determinations, which may result in prices that vary from those of other funds.

Derivative Instruments:

Forward Foreign Currency Contracts: During the period, the SA BlackRock VCP Global Multi Asset, SA Goldman Sachs Global Bond, SA Goldman Sachs Multi-Asset Insights, SA Invesco VCP Equity-Income, SA Putnam International Growth and Income, SA Schroders VCP Global Allocation and SA T. Rowe Price VCP Balanced Portfolios used forward currency contracts to attempt to protect the value of securities and related receivables and payables against changes in future foreign exchange rates. In addition, the SA BlackRock VCP Global Multi Asset, SA Goldman Sachs Global Bond, SA PIMCO VCP Tactical Balanced and SA Schroders VCP Global Allocation Portfolios also used forward currency contracts to enhance returns.

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.

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.

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.

Futures: During the period, the SA Federated Corporate Bond and SA Goldman Sachs Global Bond Portfolios used futures contracts to manage duration and yield curve positioning. The SA Goldman Sachs Multi-Asset Insights Portfolio used equity index futures contracts to passively replicate exposure to global developed large cap equities, U.S. small cap equities and emerging market equities. In addition, the SA Goldman Sachs Multi-Asset Insights Portfolio used treasury futures to passively replicate exposure to U.S. Treasury bonds, U.S. investment grade credit and U.S. long duration corporate bonds. The SA JPMorgan MFS Core Bond Portfolio used futures contracts to increase or decrease exposure to bond markets, to manage duration and yield curve positioning, and hedge against changes in interest rates. The SA BlackRock VCP Global Multi Asset, SA JPMorgan Diversified Balanced, SA PIMCO VCP Tactical Balanced, SA Schroders VCP Global Allocation, SA T. Rowe Price Asset Allocation Growth and SA T. Rowe Price VCP Balanced Portfolios used futures contracts to increase or decrease exposure to equity and bond markets and to hedge against changes in interest rates, and prices of bonds. The SA Emerging Markets Equity Index, SA Fidelity Institutional AM^® International Growth, SA International Index, SA Invesco VCP Equity-Income, SA Large Cap Growth Index, SA Large Cap Index, SA Large Cap Value Index, SA Mid Cap Index, SA Small Cap Index, SA VCP Dynamic Allocation, SA VCP Dynamic Strategy and SA VCP Index Allocation Portfolios used futures contracts to increase or decrease exposure to equity markets. The SA BlackRock VCP Global Multi Asset Portfolio also used futures contracts to control currency exposure. The SA Legg Mason Tactical Opportunities Portfolio used futures contracts to increase or decrease exposure to equity and bond markets for tactical and risk management purposes. In addition, the SA Schroders VCP Global Allocation Portfolio used futures contracts to manage duration.

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 a Portfolio as a result of changes in the value of the contract and/or changes in the value of the initial margin requirement. Such receipts or payments are recorded as variation margin for changes in the value of the contracts and as cash collateral for futures contracts for the changes in the value of the initial margin requirement. When a contract is closed, a Portfolio records 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.

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.

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.

Options: During the period, the SA BlackRock VCP Global Multi Asset, SA Invesco VCP Equity-Income, SA PIMCO VCP Tactical Balanced, SA Schroders VCP Global Allocation, SA T. Rowe Price VCP Balanced, SA VCP Dynamic Allocation, SA VCP Dynamic Strategy and SA VCP Index Allocation Portfolios used options contracts to seek protection against a decline in the value of a Portfolio’s securities or an increase in prices of securities that may be purchased or to generate income. The SA Goldman Sachs Global Bond Portfolio used options contracts to manage exposure to fluctuations in interest rates and to express active views to enhance returns.

An option is a contract conveying a right to buy or sell a financial instrument at a specified price during a stipulated period. When a Portfolio writes a call or a put option, it receives a premium which is equal to the current market value of the option written. If a Portfolio purchases a call or a put option, it pays a premium which reflects the current market value of the option. The option position is marked-to-market daily and its value fluctuates based upon the value of the underlying financial instrument, time to expiration, cost of borrowing funds, and volatility of the value of the underlying financial instrument. If an option which a Portfolio has written either expires on its stipulated expiration date, or if the Portfolio enters into a closing purchase transaction, the Portfolio realizes a gain (or loss if the cost of a closing purchase transaction exceeds the premium received when the option was written) without regard to any unrealized gain or loss on the underlying security, and the liability related to such options is extinguished. If a call option which a Portfolio has written is exercised, the Portfolio realizes a gain or loss from the sale of the underlying security and the proceeds from such sale are increased by the premium originally received. If a put option which a Portfolio has written is exercised, the amount of the premium originally received reduces the cost of the security which the Portfolio purchased upon exercise of the option. Options may be traded on a national securities exchange or in the OTC market.

Risks to a Portfolio of entering into option contracts include counterparty risk, market risk and, with respect to OTC options, illiquidity risk. Counterparty risk arises from the potential inability of counterparties to meet the terms of their contracts. If the counterparty defaults, a Portfolio’s loss will consist of the net amount of contractual payments that the Portfolio has not yet received. Market risk is the risk that there will be an unfavorable change in the value of the underlying securities. There is also the risk a Portfolio may not be able to enter into a closing transaction because of an illiquid market. In addition, unlisted options are not traded on an exchange and may not be as actively traded as listed options, making the valuation of such securities more difficult. An unlisted option also entails a greater risk that the party on the other side of the option transaction may default, which would make it impossible to close out an unlisted option position in some cases, and profits related to the transaction lost thereby.

Option 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.

Swap Contracts: Certain Funds may enter into credit default, interest rate, equity and/or total return swap contracts. Swap contracts are privately negotiated in the OTC market and may be entered into as a bilateral contract or a centrally cleared contract (“centrally cleared swaps”). In a centrally cleared swap, immediately following execution of the swap contract, the swap contract is novated to a central counterparty (the “CCP”) and a Fund faces the CCP through a broker. Upon entering into a centrally cleared swap, the Funds are required to deposit initial margin with the broker in the form of cash or securities in an amount that varies depending on the size and risk profile of the particular swap. Securities deposited as initial margin are designated on the Portfolio of Investments.

Unlike a bilateral swap contract, for centrally cleared swaps, the Funds have no credit exposure to the counterparty as the CCP stands between the Funds and the counterparty. Swaps are marked-to-market daily and the changes in value are recorded as an unrealized gain (loss). The daily change in valuation of swap contracts, if any, is recorded as unrealized appreciation (depreciation) on swap contracts. When the swap is terminated, the Funds will record a realized gain or loss equal to the difference between the proceeds from (or cost of) the closing transaction and the Funds’ basis in the contract, if any. Generally, the basis of the contracts is the premium received or paid. The Funds amortize upfront payments and receipts on swap contracts on a daily basis. Net periodic payments made or received by a Funds are included as part of realized gain (loss).

Credit Default Swap Agreements: During the period, the SA Goldman Sachs Global Bond Portfolio used credit default swaps to manage credit risk and to express active credit views to enhance return. The SA Goldman Sachs Multi-Asset Insights Portfolio used investment grade credit default swaps to passively replicate credit spread duration exposure to U.S. investment grade credit and U.S. long duration corporate bonds. The SA PIMCO VCP Tactical Balanced Portfolio used credit default swaps as a substitute for physical securities.

Credit default swaps generally are contracts in which one party makes periodic fixed-rate payments or a one time premium payment (referred to as the buyer of protection) to another party (the seller of protection) in exchange for the right to receive a specified payment in the event of a default or other credit event for the referenced entity, obligation or index. As a seller of protection on credit default swaps, a Portfolio will generally receive from the buyer of protection a fixed rate of income throughout the term of the swap provided that there is no credit event. As the seller, a Portfolio would effectively add leverage to its portfolio because, in addition to its total net assets, the Portfolio would be subject to investment exposure on the notional amount of the swap. If a Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation, other deliverable obligations or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. As a buyer of protection on credit default swaps, a Portfolio will make periodic payments, similar to an insurance premium and the seller of protection agrees to compensate the Portfolio for future potential losses as a result of a credit event on the reference bond or other asset. A Portfolio effectively transfers the credit event risk of the reference bond or asset from it to the seller of protection. If a Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation, other deliverable obligations or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. Recovery values are assumed by market makers considering either industry standard recovery rates or entity specific factors and considerations until a credit event occurs. If a credit event has occurred, the recovery value is determined by a facilitated auction whereby a minimum number of allowable broker bids, together with a specified valuation method, are used to calculate the settlement value.

Credit default swaps on corporate issues or sovereign issues of an emerging market country are contracts in which the buyer of protection makes periodic fixed payments or a one time premium payment to the seller of protection in exchange for the right to receive a specified payment in the event of a default or other credit event. If a credit event occurs and cash settlement is not elected, a variety of other deliverable obligations may be delivered in lieu of the specific referenced obligation. The ability to deliver other obligations may result in a cheapest-to deliver option (the buyer of protection’s right to choose the deliverable obligation with the lowest value following a credit event). A Portfolio may use credit default swaps on corporate issues or sovereign issues of an emerging market country to provide a measure of protection against defaults of the issuers (i.e., to reduce credit risk where the Portfolio owns or has exposure to the referenced obligation) or to take a speculative credit position with an active long or short position with respect to the likelihood of a particular issuer’s default.

Credit default swaps on asset-backed securities are contracts in which the buyer of protection makes periodic fixed-rate payments or a one time premium payment to the seller of protection in exchange for the right to receive a specified payment in the event of a default or other credit event. Unlike credit default swaps on corporate issues or sovereign issues of an emerging market country, deliverable obligations in most instances would be limited to the specific referenced obligation as performance for asset-backed securities can vary across deals. Prepayments, principal paydowns, and other writedown or loss events on the underlying mortgage loans will reduce the outstanding principal balance of the referenced obligation. These reductions may be temporary or permanent as defined under the terms of the swap agreement and the notional amount for the swap agreement will be adjusted by corresponding amounts. A Portfolio may use credit default swaps on asset-backed securities to provide a measure of protection against defaults of the referenced obligation or to take a speculative credit position with an active long or short position with respect to the likelihood of a particular referenced obligation’s default.

Credit default swaps on credit indices are generally contracts in which the buyer of protection makes periodic fixed-rate payments or a one time premium payment to the seller of protection in exchange for the right to receive a specified payment in the event of a write-down, principal shortfall, interest shortfall or default of all or part of the referenced entities comprising the credit index. A credit index is a list of a basket of credit instruments or exposures designed to be representative of some part of the credit market as a whole. These indices are made up of reference credits that are judged by a poll of dealers to be the most liquid entities in the credit default swap market based on the sector of the index. Components of the indices may include, but are not limited to, investment grade securities, high yield securities, asset backed securities, emerging markets, and/or various credit ratings within each sector. Credit indices are traded using credit default swaps with standardized terms including a fixed spread and standard maturity dates. An index credit default swap references all the names in the index, and if there is a default, the credit event is settled based on that name’s weight in the index.

The composition of the indices changes periodically, usually every six months, and for most indices, each name has an equal weight in the index. A Portfolio may use credit default swaps on credit indices to hedge a portfolio of credit default swaps or bonds which is less expensive than it would be to enter into many credit default swaps to achieve a similar effect. Credit-default swaps on indices are used for protecting investors owning bonds against default, and also to speculate on changes in credit quality.

Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swaps on corporate issues or sovereign issues of an emerging market country as of period end are reported on a schedule at the end of each Portfolio’s Portfolio of Investments and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. For credit default swaps on asset-based securities and credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Wider credit spreads and increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The maximum potential amount of future payments (undiscounted) that a Portfolio as a seller of protection could be required to make under a credit default swap would be an amount equal to the notional amount of the agreement. Notional amounts of all credit default swaps outstanding at the end of the period for which a Portfolio is the seller of protection, if any, are disclosed on a schedule at the end of each Portfolio’s Portfolio of Investments. These potential amounts would be partially offset by any recovery values of the respective referenced obligations, upfront payments received upon entering into the agreement, or net amounts received from the settlement of buy protection credit default swaps entered into by a Portfolio for the same referenced entity or entities.

Credit default swap 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.

Equity Swap Agreements: During the period, the PIMCO VCP Tactical Balanced Portfolio used equity swaps, a type of total return swap, to gain exposure to a security or market index and to enhance total returns.

Equity swaps and total return swaps, a type of equity swap, are contracts that are typically entered into for the purpose of investing in a security or index without owning or taking physical custody of securities. Total return swaps are contracts that obligate a party to pay or receive interest in exchange for the payment by the other party of the total return generated by a security, a basket of securities, an index or an index component. To the extent the total return of the security or index underlying the transaction exceeds or falls short of the offsetting interest rate obligation, a Portfolio will receive a payment from or make a payment to the counterparty.

The counterparty to an equity swap will typically be a bank, investment banking firm or broker/dealer. Equity swaps may be structured in different ways. The counterparty will generally agree to pay a Portfolio the amount, if any, by which the notional amount of the equity swap contract would have increased in value had it been invested in particular stocks (or an index of stocks), plus the dividends that would have been received on those stocks. In these cases, a Portfolio may agree to pay to the counterparty a floating rate of interest on the notional amount of the equity swap contract plus the amount, if any, by which that notional amount would have decreased in value had it been invested in such stocks.

Therefore, the return to a Portfolio on any equity swap should be the gain or loss on the notional amount plus dividends on the stocks less the interest paid by the Portfolio on the notional amount. In other cases, the counterparty and a Portfolio may agree to pay the other the difference between the relative investment performances that would have been achieved if the notional amount of the equity swap contract had been invested in different stocks (or indices of stocks).

A Portfolio will generally enter into equity swaps only on a net basis, which means that the two payment streams are netted against each other, with the Portfolio receiving or paying, as the case may be, only the net amount of the two payments. Payments may be made at the conclusion of an equity swap contract or periodically during its term. Equity swaps normally do not involve the delivery of securities or other underlying assets. Accordingly, the risk of loss with respect to equity swaps is normally limited to the net amount of payments that a Portfolio is contractually obligated to make. If the counterparty to an equity swap defaults, a Portfolio’s risk of loss consists of the net discounted amount of payments that the Portfolio is contractually entitled to receive, if any. In addition, the value of some components of an equity swap (such as the dividends on a common stock) may also be sensitive to changes in interest rates.

Equity swap 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.

Interest Rate Swap Agreements: During the period, the SA Goldman Sachs Global Bond Portfolio used interest rate swap agreements, to manage exposure to fluctuations in interest rates and/or express inflation views to enhance returns. The SA PIMCO VCP Tactical Balanced Portfolio used interest rate swap agreements to manage exposure to fluctuations in interest rates.

Interest rate swaps involve the exchange by a Portfolio with another party of their respective commitments to pay or receive interest with respect to the notional amount of principal. Since interest rate swaps are individually negotiated, a Portfolio expects to achieve an acceptable degree of correlation between their respective portfolio investments and their interest rate positions. A Portfolio will enter into interest rate swaps only on a net basis, which means that the two payment streams are netted out, with the Portfolios receiving or paying, as the case may be, only the net amount of the two payments.

Interest rate swaps do not involve the delivery of securities, other underlying assets or principal. Accordingly, the risk of loss with respect to interest rate swaps is limited to the net amount of interest payments that a Portfolio is contractually obligated to make. If the other party to an interest rate swap defaults, a Portfolio’s risk of loss consists of the net discounted amount of interest payments that the Portfolio is contractually entitled to receive, if any. The use of interest rate swaps is a highly specialized activity which involves investment techniques and risks different from those associated with ordinary portfolio securities transactions.

Interest rate swap 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.

Risks of Entering into Swap Agreements: Risks to a Portfolio of entering into credit default swaps, equity swaps and interest rate swaps, include credit risk, market risk, counterparty risk, liquidity risk and documentation risk. By entering into swap agreements, a Portfolio may be exposed to risk of potential loss due to unfavorable changes in interest rates, the price of the underlying security or index, or the underlying referenced asset’s perceived or actual credit, that the counterparty may default on its obligation to perform or the possibility that there is no liquid market for these agreements. There is also the risk that the parties may disagree as to the meaning of contractual terms in the swap agreement. In addition, to the extent that a subadviser does not accurately analyze and predict the underlying economic factors influencing the value of the swap, a Portfolio may suffer a loss.

Master Agreements: Certain Portfolios that hold derivative instruments and other financial instruments may be a party to ISDA (International Swap and Derivatives Association, Inc.) Master Agreements or similar agreements (“Master Agreements”) with certain counterparties that govern certain 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 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 the 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.

Note 2. Transactions with Affiliates

As disclosed in the Portfolio of Investments, certain Portfolios owned shares of various SunAmerica Series Trust, Anchor Series Trust and Seasons Series Trust and securities issued by American International Group, Inc. (“AIG”) or an affiliate thereof. For the period ended October 31, 2019, transactions in these securities were as follows:

SA Global Index Allocation 60/40 Portfolio

Security	Income		Capital Gain Distribution Received		Value at January 31, 2019		Cost of Purchases		Proceeds of Sales		Realized Gain/(Loss)			Change in Unrealized Gain (Loss)		Value at October 31, 2019
SunAmerica Series Trust
SunAmerica Series Trust SA Emerging Markets Equity Index Portfolio, Class 1	$	—	$	—	$	554,603	$	581,157	$	240,078	$	(14,958	)	$	14,523	$	895,247
SunAmerica Series Trust SA Fixed Income Index Portfolio, Class 1		—		—		3,863,638		4,900,301		253,735		11,923			497,699		9,019,826
SunAmerica Series Trust SA Fixed Income Intermediate Index Portfolio, Class 1		—		—		2,210,272		2,708,919		164,245		6,704			184,139		4,945,789
SunAmerica Series Trust SA International Index Portfolio, Class 1		—		—		4,305,081		4,735,833		429,721		(28,281	)		642,591		9,225,503
SunAmerica Series Trust SA Large Cap Index Portfolio, Class 1		—		—		3,986,123		4,131,436		414,217		1,223			749,072		8,453,637
SunAmerica Series Trust SA Mid Cap Index Portfolio, Class 1		—		—		918,265		968,965		224,774		(16,894	)		105,535		1,751,097
SunAmerica Series Trust SA Small Cap Index Portfolio, Class 1		—		—		541,569		435,295		460,460		(42,567	)		56,291		530,128
	$	—	$	—	$	16,379,551	$	18,461,906	$	2,187,230	$	(82,850	)	$	2,249,850	$	34,821,227

† Includes reinvestments of distributions paid.

SA Global Index Allocation 75/25 Portfolio

Security	Income		Capital Gain Distribution Received		Value at January 31, 2019		Cost of Purchases		Proceeds of Sales		Realized Gain/(Loss)			Change in Unrealized Gain (Loss)		Value at October 31, 2019
SunAmerica Series Trust
SunAmerica Series Trust SA Emerging Markets Equity Index Portfolio, Class 1	$	—	$	—	$	1,155,943	$	753,795	$	401,239	$	(23,982	)	$	19,665	$	1,504,182
SunAmerica Series Trust SA Fixed Income Index Portfolio, Class 1		—		—		2,801,598		2,864,857		103,002		1,877			338,029		5,903,359
SunAmerica Series Trust SA Fixed Income Intermediate Index Portfolio, Class 1		—		—		1,762,734		1,589,740		83,708		2,441			135,599		3,406,806
SunAmerica Series Trust SA International Index Portfolio, Class 1		—		—		6,618,484		4,667,953		533,487		(33,208	)		838,589		11,558,331
SunAmerica Series Trust SA Large Cap Index Portfolio, Class 1		—		—		6,204,651		4,282,412		436,396		(7,831	)		1,042,252		11,085,088
SunAmerica Series Trust SA Mid Cap Index Portfolio, Class 1		—		—		1,508,041		982,272		409,293		(34,845	)		159,242		2,205,417
SunAmerica Series Trust SA Small Cap Index Portfolio, Class 1		—		—		1,180,389		639,048		733,698		(95,497	)		130,358		1,120,600
	$	—	$	—	$	21,231,840	$	15,780,077	$	2,700,823	$	(191,045	)	$	2,663,734	$	36,783,783

† Includes reinvestments of distributions paid.

SA Global Index Allocation 90/10 Portfolio

Security	Income		Capital  Gain Distribution Received		Value at January 31, 2019		Cost of Purchases†		Proceeds of Sales		Realized Gain/(Loss)			Change  in Unrealized Gain/(Loss)		Value at October  31, 2019
SunAmerica Series Trust
SunAmerica Series Trust SA Emerging Markets Equity Index Portfolio, Class 1	$	—	$	—	$	4,018,437	$	2,922,257	$	1,384,876	$	(114,410	)	$	103,051	$	5,544,459
SunAmerica Series Trust SA Fixed Income Index Portfolio, Class 1		—		—		3,055,855		6,741,150		46,056		2,468			453,231		10,206,648
SunAmerica Series Trust SA Fixed Income Intermediate Index Portfolio, Class 1		—		—		1,805,941		3,030,883		65,279		3,183			175,672		4,950,400
SunAmerica Series Trust SA International Index Portfolio, Class 1		—		—		28,762,032		22,666,910		2,144,024		(180,788	)		3,823,234		52,927,364
SunAmerica Series Trust SA Large Cap Index Portfolio, Class 1		—		—		24,676,625		18,412,724		1,097,648		7,509			4,302,865		46,302,075
SunAmerica Series Trust SA Mid Cap Index Portfolio, Class 1		—		—		6,739,632		4,771,232		1,233,466		(93,289	)		669,022		10,853,131
SunAmerica Series Trust SA Small Cap Index Portfolio, Class 1		—		—		4,832,799		2,987,285		2,471,796		(431,185	)		587,786		5,504,889
	$	—	$	—	$	73,891,321	$	61,532,441	$	8,443,145	$	(806,512	)	$	10,114,861	$	136,288,966

† Includes reinvestments of distributions paid.

SA Index Allocation 60/40 Portfolio

Security	Income		Capital Gain Distribution Received		Value at January 31, 2019		Cost of Purchases†		Proceeds of Sales		Realized Gain/(Loss)			Change in Unrealized Gain/(Loss)		Value at October 31, 2019
SunAmerica Series Trust
SunAmerica Series Trust SA Fixed Income Index Portfolio, Class 1	$	—	$	—	$	19,311,517	$	12,369,393	$	216,658	$	1,079		$	2,061,266	$	33,526,597
SunAmerica Series Trust SA Fixed Income Intermediate Index Portfolio, Class 1		—		—		11,026,528		6,709,942		123,643		1,439			773,098		18,387,364
SunAmerica Series Trust SA International Index Portfolio, Class 1		—		—		7,586,345		4,165,021		728,840		(47,945	)		913,898		11,888,479
SunAmerica Series Trust SA Large Cap Index Portfolio, Class 1		—		—		34,221,711		16,145,447		2,085,795		189,272			5,172,019		53,642,654
SunAmerica Series Trust SA Mid Cap Index Portfolio, Class 1		—		—		4,625,423		2,233,762		723,313		24,817			361,230		6,521,919
SunAmerica Series Trust SA Small Cap Index Portfolio, Class 1		—		—		5,421,618		2,195,208		2,526,737		(150,831	)		342,063		5,281,321
	$	—	$	—	$	82,193,142	$	43,818,773	$	6,404,986	$	17,831		$	9,623,574	$	129,248,334

† Includes reinvestments of distributions paid.

SA Index Allocation 80/20 Portfolio

Security	Income		Capital Gain Distribution Received		Value at January 31, 2019		Cost of Purchases†		Proceeds of Sales		Realized Gain/ (Loss)			Change in Unrealized Gain (Loss)		Value at October 31, 2019
SunAmerica Series Trust
SunAmerica Series Trust SA Fixed Income Index Portfolio, Class 1	$	—	$	—	$	17,710,751	$	12,941,725	$	361,137	$	7,861		$	1,954,995	$	32,254,195
SunAmerica Series Trust SA Fixed Income Intermediate Index Portfolio, Class 1		—		—		10,077,640		6,480,862		252,230		7,505			727,071		17,040,848
SunAmerica Series Trust SA International Index Portfolio, Class 1		—		—		23,858,862		10,468,737		2,637,385		(113,743	)		2,703,088		34,279,559
SunAmerica Series Trust SA Large Cap Index Portfolio, Class 1		—		—		86,304,122		28,797,024		4,475,220		475,453			12,598,275		123,699,654
SunAmerica Series Trust SA Mid Cap Index Portfolio, Class 1		—		—		18,884,261		6,764,653		3,023,604		147,606			1,365,117		24,138,033
SunAmerica Series Trust SA Small Cap Index Portfolio, Class 1		—		—		11,029,533		3,408,811		4,991,053		(217,597	)		592,504		9,822,198
	$	—	$	—	$	167,865,169	$	68,861,812	$	15,740,629	$	307,085		$	19,941,050	$	241,234,487

† Includes reinvestments of distributions paid.

SA Index Allocation 90/10 Portfolio

Security	Income		Capital Gain Distribution Received		Value at January 31, 2019		Cost of Purchases†		Proceeds of Sales		Realized Gain/ (Loss)			Change in Unrealized Gain (Loss)		Value at October 31, 2019
SunAmerica Series Trust
SunAmerica Series Trust SA Fixed Income Index Portfolio, Class 1	$	—	$	—	$	21,100,149	$	24,379,104	$	381,121	$	8,077		$	2,580,668	$	47,686,877
SunAmerica Series Trust SA Fixed Income Intermediate Index Portfolio, Class 1		—		—		11,076,351		8,406,658		297,767		10,010			835,998		20,031,250
SunAmerica Series Trust SA International Index Portfolio, Class 1		—		—		88,077,986		31,042,881		12,467,942		(521,514	)		9,480,060		115,611,471
SunAmerica Series Trust SA Large Cap Index Portfolio, Class 1		—		—		258,302,909		76,173,041		10,782,584		1,168,712			37,648,780		362,510,858
SunAmerica Series Trust SA Mid Cap Index Portfolio, Class 1		—		—		50,999,937		15,574,448		7,239,390		370,020			3,641,044		63,346,059
SunAmerica Series Trust SA Small Cap Index Portfolio, Class 1		—		—		29,958,897		7,984,937		13,262,012		(562,347	)		1,557,084		25,676,559
	$	—	$	—	$	459,516,229	$	163,561,069	$	44,430,816	$	472,958		$	55,743,634	$	634,863,074

† Includes reinvestments of distributions paid.

SA Large Cap Index Portfolio

Security	Income		Capital Gain Distributions Received		Value at January 31, 2019		Cost of Purchases		Proceeds of Sales		Realized Gain/Loss			Change in Unrealized Gain (Loss)		Value at October 31, 2019
American International Group, Inc. — Common Stock	$	72,347	$	—	$	3,276,229	$	33,130	$	35,488	$	(2,177	)	$	730,970	$	4,002,664

SA Large Cap Value Index Portfolio

Security	Income		Capital Gain Distributions Received		Value at January 31, 2019		Cost of Purchases†		Proceeds of Sales		Realized Gain/(Loss)			Change in Unrealized Gain (Loss)		Value at October  31, 2019
American International Group, Inc. - Common Stock	$	17,801	$	—	$	813,545	$	15,373		39,501		(4,091	)		184,954		970,280

SunAmerica Dynamic Allocation Portfolio

Security	Income		Capital Gain Distribution Received		Value at January 31, 2019		Cost of Purchases†		Proceeds of Sales		Realized Gain/ (Loss)			Change in Unrealized Gain (Loss)			Value at October 31, 2019
SunAmerica Series Trust
SA AB Growth Portfolio, Class 1	$	—	$	—	$	349,623,830	$	—	$	42,413,656	$	(13,219,967	)	$	66,869,605		$	360,859,812
SA DFA Ultra Short Bond Portfolio, Class 1		—		—		116,536,396		—		31,905,182		709,999			1,122,640			86,463,853
SA Emerging Market Equity Index, Class 1		—		—		43,353,476		—		3,804,340		(334,578	)		374,521			39,589,079
SA Federated Corporate Bond Portfolio, Class 1		—		—		376,934,512		—		140,023,385		1,888,534			35,244,701			274,044,362
SA Fidelity Institutional AM® Real Estate Portfolio, Class 1		—		—		27,979,840		—		2,282,604		(634,581	)		4,727,207			29,789,862
SA Fidelity Institutional AM® International Growth Portfolio, Class 1		—		—		—		206,800,000		9,499,508		278,406			12,022,388			209,601,286
SA Fixed Income Index Portfolio, Class 1		—		—		164,613,719		15,150,000		13,977,895		548,721			12,516,229			178,850,774
SA Fixed Income Intermediate Index Portfolio, Class 1		—		—		131,739,450		—		15,801,152		368,120			6,597,008			122,903,426
SA Franklin Small Company Value Portfolio, Class 1		—		—		89,764,845		2,500,000		7,608,683		(1,871,460	)		10,382,614			93,167,316
SA Franklin U.S. Equity Smart Beta Portfolio, Class 1		—		—		—		69,000,000		113,293		1,657			(200,889	)		68,687,475
SA Goldman Sachs Global Bond Portfolio, Class 1		—		—		38,902,411		—		3,843,473		(187,051	)		2,357,271			37,229,158
SA International Index Portfolio, Class 1		—		—		135,542,585		—		11,413,023		773,604			11,284,870			136,188,036
SA Invesco Growth Opportunities Portfolio, Class 1		—		—		109,642,558		—		9,510,852		(566,781	)		8,759,348			108,324,273
SA Janus Focused Growth Portfolio, Class 1		—		—		85,412,050		—		7,608,683		1,215,732			12,872,569			91,891,668
SA JPMorgan Emerging Markets Portfolio, Class 1		—		—		55,019,307		—		20,621,875		4,416,492			(4,400,080	)		34,413,844
SA JPMorgan Equity-Income Portfolio, Class 1		—		—		394,557,079		—		40,336,897		5,169,797			44,445,191			403,835,170
SA JPMorgan Global Equities Portfolio, Class 1		—		—		263,556,499		1,000,000		82,627,710		4,711,217			3,796,861			190,436,867
SA JPMorgan MFS Core Bond Portfolio, Class 1		—		—		570,166,738		97,500,000		59,345,701		1,743,801			42,507,162			652,572,000
SA JPMorgan Mid-Cap Growth Portfolio, Class 1		—		—		92,055,201		—		7,608,682		378,812			13,637,974			98,463,305
SA Large Cap Growth Index Portfolio, Class 1		—		—		136,499,291		—		12,934,760		1,446,818			17,407,255			142,418,604
SA Large Cap Index Portfolio, Class 1		—		—		1,026,869,009		—		85,597,671		28,498,594			106,966,333			1,076,736,265
SA Large Cap Value Index Portfolio, Class 1		—		—		139,651,183		—		11,413,023		592,243			17,036,668			145,867,071
SA Legg Mason BW Large Cap Value Portfolio, Class 1		—		—		244,488,678		12,000,000		20,923,875		(3,382,287	)		26,673,895			258,856,411
SA MFS Blue Chip Growth Portfolio		—		—		360,146,073		—		42,081,891		10,561,179			32,219,549			360,844,910
SA MFS Massachusetts Investors Trust Portfolio, Class 1		—		—		321,864,337		—		31,630,386		5,455,732			37,495,619			333,185,302
SA Mid Cap Index Portfolio, Class 1		—		—		86,156,635		—		7,608,683		487,467			5,801,492			84,836,911
SA Morgan Stanley International Equities Portfolio, Class 1		—		—		225,382,086		1,000,000		33,178,371		2,071,226			17,971,208			213,246,149
SA PineBridge High-Yield Bond Portfolio, Class 1		—		—		70,942,864		—		25,524,243		374,887			4,607,738			50,401,246
SA Small Cap Index Portfolio, Class 1		—		—		87,109,818		—		7,608,682		348,197			3,697,651			83,546,984
SA Templeton Foreign Value Portfolio, Class 1		—		—		181,070,849		5,500,000		14,864,528		(2,325,827	)		3,600,746			172,981,240
SA WellsCap Aggressive Growth Portfolio, Class 1		—		—		44,341,429		—		3,804,341		1,046,493			5,491,608			47,075,189
Seasons Series Trust
SA Columbia Focused Value Portfolio, Class 1		—		—		178,631,885		2,000,000		15,217,363		2,482,487			9,695,003			177,592,012
SA Multi-Managed Diversified Fixed Income Portfolio, Class 1		—		—		665,866,268		6,700,000		88,460,774		2,921,139			47,579,222			634,605,855
SA Multi-Managed International Equity Portfolio, Class 1		—		—		217,952,881		—		47,460,037		(1,419,775	)		18,062,338			187,135,407
SA Multi-Managed Large Cap Growth Portfolio, Class 1		—		—		196,470,889		—		16,739,099		597,996			24,493,555			204,823,341
SA Multi-Managed Large Cap Value Portfolio, Class 1		—		—		342,395,722		—		28,532,556		587,012			37,903,853			352,354,031
SA Multi Managed Mid Cap Growth Portfolio, Class 1		—		—		90,766,308		—		7,608,683		1,282,399			11,181,034			95,621,058
SA Multi-Managed Mid Cap Value Portfolio, Class 1		—		—		133,532,759		—		11,413,023		(3,226,958	)		13,355,081			132,247,859
SA Multi-Managed Small Cap Portfolio, Class 1		—		—		89,737,801		—		7,608,682		(246,760	)		5,436,303			87,318,662
SA T. Rowe Price Growth Stock Portfolio, Class 1		—		—		307,723,913		—		24,728,216		(134,051	)		27,819,439			310,681,085
SA Wellington Real Return Portfolio, Class 1		—		—		208,616,113		—		42,174,563		(613,208	)		9,529,469			175,357,811
Anchor Series Trust
SA Wellington Capital Appreciation Portfolio, Class 1		—		49,233,679		298,213,276		49,233,679		97,354,055		6,900,768			(27,484,006	)		229,509,662
SA Wellington Government and Quality Bond Portfolio, Class 1		14,135,503		—		495,097,863		69,935,503		41,004,087		250,962			18,438,133			542,718,374
	$	14,135,503	$	49,233,679	$	9,194,928,426	$	538,319,182	$	1,235,818,186	$	59,947,207		$	759,896,376		$	9,317,273,005

† Includes reinvestments of distributions paid.

SunAmerica Dynamic Strategy Portfolio

Security	Income		Capital Gain Distribution Received		Value at January 31, 2019		Cost of Purchases†		Proceeds of Sales		Realized Gain/ (Loss)			Change in Unrealized Gain (Loss)			Value at October 31, 2019
SunAmerica Series Trust
SA AB Growth Portfolio, Class 1	$	—	$	—	$	200,760,323	$	797	$	24,157,968	$	(1,392,539	)	$	32,203,170		$	207,413,783
SA AB Small & Mid Cap Value Portfolio, Class 1		—		—		80,737,104		3,600,349		6,977,236		(1,912,813	)		3,757,026			79,204,430
SA DFA Ultra Short Bond Portfolio, Class 1		—		—		40,363,973		129		6,622,951		143,792			504,273			34,389,216
SA Dogs of Wall Street Portfolio, Class 1		—		—		151,040,158		598		11,960,977		551,861			14,965,257			154,596,897
SA Emerging Markets Equity Index Portfolio, Class 1		—		—		29,014,332		100		1,993,497		(177,160	)		214,294			27,058,069
SA Federated Corporate Bond Portfolio, Class 1		—		—		133,250,253		398		50,060,079		584,383			12,465,864			96,240,819
SA Fidelity Institutional AM® Real Estate Portfolio, Class 1		—		—		28,143,098		100		1,993,496		(151,516	)		4,291,969			30,290,155
SA Fidelity Institutional AM® International Growth Portfolio, Class 1		—		—		—		72,885,299		3,689,395		96,952			4,512,763			73,805,619
SA Fixed Income Index Portfolio, Class 1		—		—		82,820,858		339		9,617,419		504,171			6,149,636			79,857,585
SA Fixed Income Intermediate Index Portfolio, Class 1		—		—		65,514,880		239		7,505,328		171,453			3,294,391			61,475,635
SA Franklin Small Company Value Portfolio, Class 1		—		—		34,117,129		149		2,990,243		(799,071	)		3,963,820			34,291,784
SA Franklin U.S. Equity Smart Beta Portfolio, Class 1		—		—		—		26,000,000		—		—			—			26,000,000
SA Goldman Sachs Global Bond Portfolio, Class 1		—		—		50,426,974		120		16,375,947		(252,799	)		3,169,659			36,968,007
SA International Index Portfolio, Class 1		—		—		69,627,273		299		5,980,488		404,247			5,783,048			69,834,379
SA Invesco Growth Opportunities Portfolio, Class 1		—		—		23,399,929		100		1,993,496		(256,421	)		2,003,771			23,153,883
SA Janus Focused Growth Portfolio, Class 1		—		—		131,537,604		7,250,647		11,353,035		1,142,384			20,649,076			149,226,676
SA JPMorgan Emerging Markets Portfolio, Class 1		—		—		23,040,198		60		8,191,576		(1,837,108	)		1,933,665			14,945,239
SA JPMorgan Equity-Income Portfolio, Class 1		—		—		223,446,087		896		22,441,464		3,079,042			24,906,966			228,991,527
SA JPMorgan Global Equities Portfolio, Class 1		—		—		118,833,352		378		30,151,722		788,836			3,504,245			92,975,089
SA JPMorgan MFS Core Bond Portfolio, Class 1		—		—		250,469,799		2,500,996		34,634,960		1,107,242			18,750,052			238,193,129
SA JPMorgan Mid Cap Growth Portfolio, Class 1		—		—		59,656,537		249		4,983,739		873,230			8,208,365			63,754,642
SA Large Cap Growth Index Portfolio, Class 1		—		—		90,473,390		378		7,575,285		846,579			11,694,212			95,439,274
SA Large Cap Index Portfolio, Class 1		—		—		465,893,229		1,942		38,873,173		12,136,509			49,321,904			488,480,411
SA Large Cap Value Index Portfolio, Class 1		—		—		75,208,655		299		5,980,488		311,041			9,195,171			78,734,678
SA Legg Mason BW Large Cap Value Portfolio, Class 1		—		—		170,013,011		697		13,954,472		(3,285,447	)		19,148,261			171,922,050
SA MFS Blue Chip Growth, Class 1		—		—		149,070,402		627		12,559,024		547,222			17,244,287			154,303,514
SA MFS Massachusetts Investors Trust Portfolio, Class 1		—		—		242,188,613		996		22,934,960		2,567,018			29,784,782			251,606,449
SA Mid Cap Index Portfolio, Class 1		—		—		46,953,201		199		3,986,992		254,433			3,176,107			46,396,948
SA Morgan Stanley International Equities Portfolio, Class 1		—		—		37,663,538		149		2,990,243		(232,030	)		3,711,410			38,152,824
SA Oppenheimer Main Street Large Cap Portfolio, Class 1		—		—		240,075,322		996		19,934,960		4,894,363			28,510,193			253,545,914
SA PineBridge High-Yield Bond Portfolio, Class 1		—		—		30,167,959		70		14,197,793		223,501			1,887,034			18,080,771
SA Putnam International Growth and Income Portfolio, Class 1		—		—		83,425,706		2,000,349		6,977,237		(19,585	)		6,906,092			85,335,325
SA Small Cap Index Portfolio, Class 1		—		—		46,260,646		199		3,986,992		180,270			1,966,937			44,421,060
SA Templeton Foreign Value Portfolio, Class 1		—		—		120,921,896		7,600,498		9,967,480		(1,842,738	)		2,919,964			119,632,140
Seasons Series Trust
SA Columbia Focused Value Portfolio, Class 1		—		—		95,020,159		398		21,973,984		958,907			5,405,082			79,410,562
SA Multi-Managed Diversified Fixed Income Portfolio, Class 1		—		—		126,034,647		47,350,717		10,822,855		393,427			9,077,962			172,033,898
SA Multi-Managed International Equity Portfolio, Class 1		—		—		117,189,641		359		37,070,763		1,142,879			7,048,434			88,310,550
SA Multi-Managed Large Cap Growth Portfolio, Class 1		—		—		154,770,710		647		12,957,724		1,559,470			18,212,642			161,585,745
SA Multi-Managed Large Cap Value Portfolio, Class 1		—		—		255,316,594		1,046		20,931,708		(2,257,608	)		30,979,858			263,108,182
SA Multi-Managed Mid Cap Growth Portfolio, Class 1		—		—		71,958,049		299		5,980,488		786,111			9,095,922			75,859,893
SA Multi-Managed Mid Cap Value Portfolio, Class 1		—		—		42,352,356		199		3,986,992		(1,313,639	)		4,514,166			41,566,090
SA Multi-Managed Small Cap Portfolio, Class 1		—		—		133,414,482		498		23,572,169		(1,073,954	)		8,747,704			117,516,561
SA Wellington Real Return Portfolio, Class 1		—		—		75,450,868		239		16,247,204		(225,218	)		3,457,235			62,435,920
Anchor Series Trust
SA Wellington Capital Appreciation Portfolio, Class 1		—		5,726,165		33,312,310		5,726,303		2,790,893		(271,782	)		(2,303,649	)		33,672,288
SA Wellington Government & Quality Bond Portfolio, Class 1		4,591,326		—		150,313,188		33,142,062		12,505,305		255,666			5,071,310			176,276,921
	$	4,591,326	$	5,726,165	$	4,849,648,433	$	208,072,408	$	596,434,200	$	19,203,561		$	460,004,330		$	4,940,494,531

† Includes reinvestments of distributions paid.

SA VCP Index Allocation Portfolio

Security	Income		Capital Gain Distribution Received		Value at January 31, 2019		Cost of Purchases†		Proceeds of Sales		Realized Gain/(Loss)			Change in Unrealized Gain (Loss)		Value at October 31, 2019
SunAmerica Series Trust
SunAmerica Series Trust SA Fixed Income Index Portfolio, Class 1	$	—	$	—	$	30,714,090	$	19,851,561	$	396,660	$	23,785		$	3,359,755	$	53,552,531
SunAmerica Series Trust SA Fixed Income Intermediate Index Portfolio, Class 1		—		—		19,383,142		11,175,571		296,128		13,966			1,375,827		31,652,378
SunAmerica Series Trust SA International Index Portfolio, Class 1		—		—		22,297,681		10,296,799		3,421,614		(357,982	)		2,721,748		31,536,632
SunAmerica Series Trust SA Large Cap Index Portfolio, Class 1		—		—		86,220,306		36,920,271		4,667,309		9,614			13,527,206		132,010,088
SunAmerica Series Trust SA Mid Cap Index Portfolio, Class 1		—		—		15,079,247		6,636,384		1,771,913		(61,578	)		1,315,931		21,198,071
SunAmerica Series Trust SA Small Cap Index Portfolio, Class 1		—		—		11,696,315		4,523,209		5,154,891		(749,995	)		1,154,463		11,469,101
	$	—	$	—	$	185,390,781	$	89,403,795	$	15,708,515	$	(1,122,190	)	$	23,454,930	$	281,418,801

† Includes reinvestments of distributions paid.

ADDITIONAL INFORMATION

Additional information is available in the Trust’s Annual and Semi-Annual Reports which may be obtained without charge from the EDGAR database on the Securities and Exchange Commission’s website at www.sec.gov.