# EDGAR Filing Document

**Accession Number:** 0000892538
**File Stem:** 0001752724-23-047190
**Filing Date:** 2023-2
**Character Count:** 233602
**Document Hash:** da2d3fb470b4170b9eecc53057f78602
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047190.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047190

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SUNAMERICA SERIES TRUST
- **CENTRAL INDEX KEY:** 0000892538
- **IRS NUMBER:** 137002445
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07238
- **FILM NUMBER:** 23684014

**BUSINESS ADDRESS:**
- **STREET 1:** 21650 OXNARD STREET, 10TH FLOOR
- **CITY:** WOODLAND HILLS
- **STATE:** CA
- **ZIP:** 91367
- **BUSINESS PHONE:** 201-324-6378

**MAIL ADDRESS:**
- **STREET 1:** HARBORSIDE 5
- **STREET 2:** 185 HUDSON STREET, SUITE 3300
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07311

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 21650 Oxnard Street, 10th Floor

  - **City:** Woodland Hills

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 91367

  - **Telephone number:** 800-445-7862

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

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

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

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

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $142315165.85

**Total Liabilities:** $1525369.87

**Net Assets:** $140789795.98

**Cash Not Reported:** $64645.19

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -23.20000000 | **1-Year:** -168.33000000 | **5-Year:** -236.22000000 | **10-Year:** -4.09000000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000229214 | 4.41%                | 6.43%                | -2.50%               |
| Class ID C000229215 | 4.33%                | 6.49%                | -2.52%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-985127.92              | $6602930.88                                |
| Month 2  | $-215582.54              | $10225032.74                               |
| Month 3  | $245058.03               | $-3224497.50                               |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                    | Title                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CHF                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-250.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                | Spain Government Bond                                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     20000 | PA      | $23889.56     | 0.02%             | 2041-07-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                | Bundesrepublik Deutschland Bundesanleihe                  | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    276000 | PA      | $275412.95    | 0.20%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                       | CUSIP: 036752AQ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148754.12    | 0.11%             | 2023-03-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED CAD / SOLD USD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |         1 | NC      | $575.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Denmark                                      | Denmark Government Bond                                   | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    570000 | PA      | $70869.27     | 0.05%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED JPY / SOLD USD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |         1 | NC      | $2607.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                  | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KBU3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139041.35    | 0.10%             | 2023-03-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                           | PURCHASED USD / SOLD NZD                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-72.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD MYR                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-553.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co of China Ltd                 | Ping An Insurance Group Co of China Ltd                   | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |    152500 | NS      | $1009118.63   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                | Italy Buoni Poliennali Del Tesoro                         | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     41000 | PA      | $28434.61     | 0.02%             | 2041-03-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD GBP                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-406.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED NZD / SOLD USD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |         1 | NC      | $716.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHN DEERE CANADA FND IN                                | John Deere Canada Funding Inc                             | CUSIP: 47787ZBV3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    400000 | PA      | $295193.50    | 0.21%             | 2023-01-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-375.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                 | Ireland Government Bond                                   | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     25000 | PA      | $22074.81     | 0.02%             | 2037-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                   | Australia Government Bond                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     35000 | PA      | $18976.11     | 0.01%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                          | Albemarle Corp                                            | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      1554 | NS      | $337000.44    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED NZD / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |         1 | NC      | $-1406.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                | Italy Buoni Poliennali Del Tesoro                         | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    271000 | PA      | $278820.00    | 0.20%             | 2025-07-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                          | Salesforce Inc                                            | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      4580 | NS      | $607262.20    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCE (GOVT OF)                                        | French Republic Government Bond OAT                       | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     46000 | PA      | $38584.01     | 0.03%             | 2036-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED NZD / SOLD USD                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NZ        |         1 | NC      | $595.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED CAD / SOLD USD                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |         1 | NC      | $83.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED JPY / SOLD USD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |         1 | NC      | $1031.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                     | Canadian Government Bond                                  | CUSIP: 135087J39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    116000 | PA      | $80649.13     | 0.06%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                     | Republic of Austria Government Bond                       | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     35000 | PA      | $29276.85     | 0.02%             | 2031-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                   | Australia Government Bond                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    176000 | PA      | $69442.47     | 0.05%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED NZD / SOLD USD                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $-1773.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                     | AUST 10Y BOND FUT MAR23                                   | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         1 | NC      | $-4385.59     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED CHF / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |         1 | NC      | $67.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                | Italy Buoni Poliennali Del Tesoro                         | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     44000 | PA      | $38688.70     | 0.03%             | 2030-12-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                          | American Electric Power Co Inc                            | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     14129 | NS      | $1341548.55   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED AUD / SOLD USD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |         1 | NC      | $-36.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                   | Japan Government Twenty Year Bond                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  18100000 | PA      | $149304.31    | 0.11%             | 2030-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED AUD / SOLD USD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |         1 | NC      | $874.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                               | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23960.36     | 0.02%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                  | Mondelez International Inc                                | CUSIP: 000000000<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89250.65     | 0.06%             | 2028-03-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                  | Netherlands Government Bond                               | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    115000 | PA      | $97369.50     | 0.07%             | 2031-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-4846.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VW Credit Inc                                           | VW Credit Inc                                             | CUSIP: 91842KND4<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249551.52    | 0.18%             | 2023-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                           | PURCHASED EUR / SOLD USD                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $283.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD GBP                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-499.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                 | E.ON SE                                                   | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |     50000 | PA      | $51952.66     | 0.04%             | 2023-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                              | Chipotle Mexican Grill Inc                                | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       574 | NS      | $796419.26    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED CAD / SOLD USD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |         1 | NC      | $-265.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                  | Netherlands Government Bond                               | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    102000 | PA      | $106261.20    | 0.08%             | 2024-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED ZAR / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |         1 | NC      | $1602.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED JPY / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $3709.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                          | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1297000 | PA      | $887583.71    | 0.63%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD GBP                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-1134.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                       | International Finance Corp                                | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $117503.80    | 0.08%             | 2024-12-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                     | United Kingdom Gilt                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     69000 | PA      | $62387.99     | 0.04%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                | Spain Government Bond                                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    779000 | PA      | $760410.31    | 0.54%             | 2026-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED NOK / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |         1 | NC      | $697.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Okta Inc                                                | Okta Inc                                                  | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      1825 | NS      | $124702.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD SEK                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $434.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                  | GE HealthCare Technologies Inc                            | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115414.03    | 0.08%             | 2024-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                   | Australia Government Bond                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    134000 | PA      | $72450.68     | 0.05%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD JPY                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3746.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED SEK / SOLD USD                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SE        |         1 | NC      | $-1134.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD ZAR                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-246.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                         | BAE Systems PLC                                           | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |    110071 | NS      | $1139082.17   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                    | Volkswagen Bank GmbH                                      | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $104799.15    | 0.07%             | 2024-01-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED JPY / SOLD USD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |         1 | NC      | $1491.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                        | French Republic Government Bond OAT                       | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    267000 | PA      | $268633.98    | 0.19%             | 2025-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                     | Canadian Government Bond                                  | CUSIP: 135087L69<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    209000 | PA      | $146926.69    | 0.10%             | 2024-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED CAD / SOLD USD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |         1 | NC      | $-23.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                  | UnitedHealth Group Inc                                    | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2212 | NS      | $1172758.16   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED EUR / SOLD USD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $3096.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                           | PURCHASED USD / SOLD NZD                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-400.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED PLN / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PL        |         1 | NC      | $5206.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD CHF                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-656.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD MXN                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $377.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                         | Kingdom of Belgium Government Bond                        | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    124000 | PA      | $147564.44    | 0.10%             | 2041-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD NZD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $176.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED CAD / SOLD USD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |         1 | NC      | $268.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD JPY                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-113.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Denmark                                      | Denmark Government Bond                                   | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    327000 | PA      | $58663.39     | 0.04%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                     | United Kingdom Gilt                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    299000 | PA      | $302302.45    | 0.21%             | 2029-10-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                           | PURCHASED USD / SOLD NOK                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $103.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                      | Mitsubishi UFJ Financial Group Inc                        | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    348100 | NS      | $2357976.99   | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD MXN                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-334.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED JPY / SOLD USD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $2741.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD NOK                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-836.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                      | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40425.46     | 0.03%             | 2025-10-28      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED EUR / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $236.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-1384.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger Ltd                                        | Schlumberger Ltd                                          | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     34893 | NS      | $1865379.78   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM GILT                                     | United Kingdom Gilt                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    361000 | PA      | $235716.38    | 0.17%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                | Bundesrepublik Deutschland Bundesanleihe                  | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    153000 | PA      | $163614.66    | 0.12%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-943.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED JPY / SOLD USD                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | JP        |         1 | NC      | $1364.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                           | PURCHASED USD / SOLD AUD                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-333.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED CHF / SOLD USD                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |         1 | NC      | $1050.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD CAD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-1632.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD AUD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-9042.06     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                            | Unilever PLC                                              | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     43202 | NS      | $2184219.38   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD SGD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-6503.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                        | French Republic Government Bond OAT                       | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     73000 | PA      | $61054.38     | 0.04%             | 2048-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                | Italy Buoni Poliennali Del Tesoro                         | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     34000 | PA      | $24497.15     | 0.02%             | 2067-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD JPY                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-774.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    105000 | PA      | $91127.21     | 0.06%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-834.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                          | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    495000 | PA      | $466595.51    | 0.33%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Localiza Rent a Car SA                                  | Localiza Rent a Car SA                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | BR        |       316 | NS      | $644.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED NZD / SOLD USD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |         1 | NC      | $2195.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRISH TSY 1% 2026                                       | Ireland Government Bond                                   | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     30000 | PA      | $30434.53     | 0.02%             | 2026-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                | Discovery Communications LLC                              | CUSIP: 25470DBC2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116134.35    | 0.08%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                          | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2433000 | PA      | $2306503.00   | 1.64%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-716.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-4749.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                   | Uber Technologies Inc                                     | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     45987 | NS      | $1137258.51   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED CAD / SOLD USD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |         1 | NC      | $172.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                          | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    704000 | PA      | $464942.50    | 0.33%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED EUR / SOLD USD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $1370.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                | Spain Government Bond                                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    120000 | PA      | $78369.75     | 0.06%             | 2042-07-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-375.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED CHF / SOLD USD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CH        |         1 | NC      | $586.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED JPY / SOLD USD                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |         1 | NC      | $4188.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp                                         | Sony Group Corp                                           | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     14500 | NS      | $1108713.04   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                               | Airbus SE                                                 | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |     14332 | NS      | $1703233.55   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                                | Agilent Technologies Inc                                  | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      6280 | NS      | $939802.00    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                  | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    166000 | PA      | $36171.04     | 0.03%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED AUD / SOLD USD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |         1 | NC      | $1931.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                   | Japan Government Twenty Year Bond                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   4450000 | PA      | $37666.31     | 0.03%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED JPY / SOLD USD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |         1 | NC      | $550.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-3182.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                     | United Kingdom Gilt                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    464000 | PA      | $369173.48    | 0.26%             | 2039-01-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED NZD / SOLD USD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NZ        |         1 | NC      | $-87.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                   | Micron Technology Inc                                     | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     16277 | NS      | $813524.46    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                       | CUSIP: 46647PBQ8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68859.04     | 0.05%             | 2024-06-01      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                          | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    974000 | PA      | $789777.04    | 0.56%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED SEK / SOLD USD                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SE        |         1 | NC      | $-193.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                | Spain Government Bond                                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     90000 | PA      | $64076.40     | 0.05%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED MYR / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MY        |         1 | NC      | $1981.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                        | French Republic Government Bond OAT                       | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    548000 | PA      | $526431.07    | 0.37%             | 2028-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED JPY / SOLD USD                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |         1 | NC      | $1629.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                           | PURCHASED USD / SOLD NOK                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1063.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD PLN                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-801.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD JPY                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-2561.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $7760.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Tourism Group Duty Free Corp Ltd                  | China Tourism Group Duty Free Corp Ltd                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     29098 | NS      | $904245.14    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| BofA Securities, Inc.                                   | BANK OF AMERICA MASTER NOTE                               | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |    530000 | PA      | $530000.00    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                        | French Republic Government Bond OAT                       | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    112000 | PA      | $109362.77    | 0.08%             | 2032-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD NOK                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-1055.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                   | General Dynamics Corp                                     | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      6184 | NS      | $1534312.24   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT MAR23                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         3 | NC      | $-3055.59     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE GOVERNMENT                                    | Singapore Government Bond                                 | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     20000 | PA      | $13167.84     | 0.01%             | 2051-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD CAD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $39.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                          | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    141000 | PA      | $128177.81    | 0.09%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CAD                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-56.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                                       | Israel Government Bond - Fixed                            | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    531000 | PA      | $148418.96    | 0.11%             | 2023-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED JPY / SOLD USD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |         1 | NC      | $4481.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1914000 | PA      | $98440.88     | 0.07%             | 2024-12-05      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                                       | Israel Government Bond - Fixed                            | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    238000 | PA      | $52074.14     | 0.04%             | 2037-05-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                          | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    249000 | PA      | $158251.17    | 0.11%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                        | French Republic Government Bond OAT                       | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    175000 | PA      | $109070.99    | 0.08%             | 2044-06-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                | Italy Buoni Poliennali Del Tesoro                         | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     71000 | PA      | $55672.95     | 0.04%             | 2031-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD NZD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $410.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                       | Atmos Energy Corp                                         | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     12778 | NS      | $1432030.46   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                           | PURCHASED USD / SOLD AUD                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $214.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                     | United Kingdom Gilt                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    118000 | PA      | $50771.31     | 0.04%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD CAD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $317.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                           | PURCHASED USD / SOLD CHF                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $60.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD NZD                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $74.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                | Italy Buoni Poliennali Del Tesoro                         | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     33000 | PA      | $19620.04     | 0.01%             | 2051-09-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED CAD / SOLD USD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |         1 | NC      | $-502.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED NOK / SOLD USD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |         1 | NC      | $876.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD NZD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $71.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagen Inc                                              | Seagen Inc                                                | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3530 | NS      | $453640.30    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED NOK / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |         1 | NC      | $204.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD AUD                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1440.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT MAR23                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -2 | NC      | $1312.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                    | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40889.23     | 0.03%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD KRW                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-622.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T&D Holdings Inc                                        | T&D Holdings Inc                                          | CUSIP: 000000000<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |     15100 | NS      | $218837.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD NZD                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-987.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-482.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                          | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    495000 | PA      | $441072.07    | 0.31%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                | Spain Government Bond                                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    118000 | PA      | $80893.40     | 0.06%             | 2052-10-31      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                     | Canadian Government Bond                                  | CUSIP: 135087N91<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    183000 | PA      | $132249.26    | 0.09%             | 2024-08-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1183600 | PA      | $57467.45     | 0.04%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Renault SA                                              | Renault SA                                                | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |     27068 | NS      | $906190.84    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD CHF                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-750.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                      | CUSIP: 06051GJC4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98431.62     | 0.07%             | 2024-05-19      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                | Estee Lauder Cos Inc/The                                  | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      5101 | NS      | $1265609.11   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    154100 | PA      | $7050.33      | 0.01%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                   | Japan Government Twenty Year Bond                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  58700000 | PA      | $407290.51    | 0.29%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                      | Cenovus Energy Inc                                        | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |     19993 | NS      | $387899.64    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD ZAR                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-249.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                | Bundesrepublik Deutschland Bundesanleihe                  | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     78000 | PA      | $64942.46     | 0.05%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                | Visa Inc                                                  | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      8436 | NS      | $1752663.36   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                          | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    194000 | PA      | $183989.30    | 0.13%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED EUR / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $254.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                     | Ascendis Pharma A/S                                       | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      4947 | NS      | $604177.11    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD CAD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $14743.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                  | Boston Scientific Corp                                    | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     27837 | NS      | $1288017.99   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD AUD                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-769.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp                                             | Lennar Corp                                               | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      8334 | NS      | $754227.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                  | PURCHASED AUD / SOLD USD                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |         1 | NC      | $-75.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                   | Japan Government Thirty Year Bond                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  24700000 | PA      | $220630.62    | 0.16%             | 2039-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD NZD                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-85.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Block Inc                                               | Block Inc                                                 | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      8222 | NS      | $516670.48    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                | Italy Buoni Poliennali Del Tesoro                         | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    538000 | PA      | $429680.35    | 0.31%             | 2031-12-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                     | United Kingdom Gilt                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     45000 | PA      | $49977.96     | 0.04%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vallourec SA                                            | Vallourec SA                                              | CUSIP: 000000000<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | EC               | CORP              | FR        |     29824 | NS      | $391720.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                              | Tenaris SA                                                | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |     12820 | NS      | $223481.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD NZD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $85.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED CAD / SOLD USD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |         1 | NC      | $131.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                                  | New Zealand Government Bond                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    258000 | PA      | $117396.85    | 0.08%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Bill                               | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    740000 | PA      | $733863.18    | 0.52%             | 2023-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED NZD / SOLD USD                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $-522.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED KRW / SOLD USD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |         1 | NC      | $2179.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                    | Singapore Government Bond                                 | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     35000 | PA      | $25713.01     | 0.02%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                          | Microsoft Corp                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      8239 | NS      | $1975876.98   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCE (GOVT OF)                                        | French Republic Government Bond OAT                       | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     70000 | PA      | $51122.74     | 0.04%             | 2066-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED GBP / SOLD USD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |         1 | NC      | $-243.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED CAD / SOLD USD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |         1 | NC      | $161.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                        | French Republic Government Bond OAT                       | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    153000 | PA      | $190880.88    | 0.14%             | 2041-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED SEK / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |         1 | NC      | $161.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                    | Targa Resources Corp                                      | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     18471 | NS      | $1357618.50   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD NZD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-6240.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED ZAR / SOLD USD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |         1 | NC      | $1207.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED JPY / SOLD USD                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |         1 | NC      | $2014.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                     | Republic of Austria Government Bond                       | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     17000 | PA      | $7499.25      | 0.01%             | 2120-06-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc                              | Dai-ichi Life Holdings Inc                                | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |     14900 | NS      | $339916.18    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED EUR / SOLD USD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $1167.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD AUD                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2430.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                          | CUSIP: 912828WJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1771000 | PA      | $1718976.88   | 1.22%             | 2024-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD JPY                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-3164.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED CHF / SOLD USD                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |         1 | NC      | $1201.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED EUR / SOLD USD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $326.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-937.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED AUD / SOLD USD                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |         1 | NC      | $-89.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-13200.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                     | Alexandria Real Estate Equities Inc                       | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |       976 | NS      | $142173.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED JPY / SOLD USD                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |         1 | NC      | $2778.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                | Italy Buoni Poliennali Del Tesoro                         | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1354000 | PA      | $1287868.75   | 0.91%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BTP FUTURE MAR23                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -4 | NC      | $35234.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                 | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98827.63     | 0.07%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1348.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)MAR23                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        15 | NC      | $-4703.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD ILS                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $5302.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED JPY / SOLD USD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $1621.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED EUR / SOLD USD                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $1136.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED CHF / SOLD USD                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |         1 | NC      | $131.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED EUR / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $1162.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                  | Netherlands Government Bond                               | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    252000 | PA      | $176677.60    | 0.13%             | 2038-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                            | Alphabet Inc                                              | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      9528 | NS      | $845419.44    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                    | PURCHASED USD / SOLD JPY                                  | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-241.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED CHF / SOLD USD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |         1 | NC      | $592.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                    | Singapore Government Bond                                 | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     74000 | PA      | $56685.08     | 0.04%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                | Spain Government Bond                                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     36000 | PA      | $29993.48     | 0.02%             | 2031-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED SEK / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |         1 | NC      | $-28.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                | Spain Government Bond                                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     50000 | PA      | $47709.93     | 0.03%             | 2066-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    543800 | PA      | $29863.58     | 0.02%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                          | DEUTSCHE REPO                                             | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | RA               | CORP              | US        |    530000 | PA      | $530000.00    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                   | Japan Government Twenty Year Bond                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  44000000 | PA      | $313850.35    | 0.22%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                | Italy Buoni Poliennali Del Tesoro                         | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    350000 | PA      | $348317.92    | 0.25%             | 2035-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED JPY / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $1363.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                   | Australia Government Bond                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    452000 | PA      | $297917.99    | 0.21%             | 2029-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                | Spain Government Bond                                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     24000 | PA      | $26774.43     | 0.02%             | 2025-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                | Italy Buoni Poliennali Del Tesoro                         | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    425000 | PA      | $440915.20    | 0.31%             | 2024-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                    | CUSIP: 91324PDW9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13593.54     | 0.01%             | 2026-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD TWD                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-363.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD BRL                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $68.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                          | CUSIP: 91282CAM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | PA      | $1032574.21   | 0.73%             | 2025-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED GBP / SOLD USD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |         1 | NC      | $-857.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED BRL / SOLD USD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |         1 | NC      | $-66.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD GBP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $315.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD MXN                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $63.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED GBP / SOLD USD                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $-294.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD AUD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $563.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                          | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    841000 | PA      | $744646.37    | 0.53%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                           | PURCHASED USD / SOLD CHF                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-369.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ares Management Corp                                    | Ares Management Corp                                      | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      5720 | NS      | $391476.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                | Italy Buoni Poliennali Del Tesoro                         | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    193000 | PA      | $170686.10    | 0.12%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                           | PURCHASED JPY / SOLD USD                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $2062.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                   | Japan Government Thirty Year Bond                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 124100000 | PA      | $1107661.53   | 0.79%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                                  | New Zealand Government Bond                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    102000 | PA      | $52636.77     | 0.04%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                                      | Finland Government Bond                                   | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     48000 | PA      | $48914.75     | 0.03%             | 2025-09-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Proya Cosmetics Co Ltd                                  | Proya Cosmetics Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     27381 | NS      | $659661.65    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co Ltd                            | Techtronic Industries Co Ltd                              | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |     83500 | NS      | $931765.63    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD JPY                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2775.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED GBP / SOLD USD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |         1 | NC      | $46.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD DKK                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-2552.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD JPY                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $9.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                | Canadian Pacific Railway Co                               | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $135154.67    | 0.10%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited         | 10YR MINI JGB FUT MAR23                                   | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DIR              |  | SG        |        -4 | NC      | $8389.21      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Localiza Rent a Car SA                                  | Localiza Rent a Car SA                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     72501 | NS      | $730537.09    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED CAD / SOLD USD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |         1 | NC      | $-3.66        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD CAD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-1119.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED MXN / SOLD USD                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |         1 | NC      | $191.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                           | PURCHASED USD / SOLD NZD                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $1211.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD PLN                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-4326.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED AUD / SOLD USD                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $-453.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                | Spain Government Bond                                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    306000 | PA      | $279668.63    | 0.20%             | 2028-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Keyence Corp                                            | Keyence Corp                                              | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |      2930 | NS      | $1147977.75   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                | Bundesrepublik Deutschland Bundesanleihe                  | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     16000 | PA      | $12167.39     | 0.01%             | 2036-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                         | Kingdom of Belgium Government Bond                        | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     48000 | PA      | $39348.01     | 0.03%             | 2031-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD CHF                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-31.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED CAD / SOLD USD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |         1 | NC      | $35.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                           | PURCHASED EUR / SOLD USD                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $1633.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                        | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    199000 | PA      | $30481.22     | 0.02%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD JPY                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-2483.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                        | French Republic Government Bond OAT                       | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     45000 | PA      | $54827.89     | 0.04%             | 2055-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD GBP                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $344.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | LONG GILT FUTURE MAR23                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -7 | NC      | $52214.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD GBP                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-37268.88    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED BRL / SOLD USD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |         1 | NC      | $81.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED GBP / SOLD USD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |         1 | NC      | $-448.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                | Equitable Financial Life Global Funding                   | CUSIP: 29449WAG2<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158305.86    | 0.11%             | 2023-04-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                                        | Bundesobligation                                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    191000 | PA      | $193400.93    | 0.14%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-1147.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD GBP                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $996.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED CHF / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |         1 | NC      | $278.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                         | London Stock Exchange Group PLC                           | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |      8736 | NS      | $753660.65    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED GBP / SOLD USD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |         1 | NC      | $-263.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                     | United Kingdom Gilt                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    894000 | PA      | $809685.38    | 0.58%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                                     | Republic of Austria Government Bond                       | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    159000 | PA      | $158306.09    | 0.11%             | 2026-10-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Resona Holdings Inc                                     | Resona Holdings Inc                                       | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |     52800 | NS      | $290955.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Larsen & Toubro Ltd                                     | Larsen & Toubro Ltd                                       | CUSIP: 000000000<br>LEI: 3358003FR3JIC5FRXA90 | Long             | EC               | CORP              | IN        |     29655 | NS      | $750271.50    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED JPY / SOLD USD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $3692.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-603.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED NZD / SOLD USD                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $-329.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                   | Australia Government Bond                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     93000 | PA      | $50555.21     | 0.04%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                     | United Kingdom Gilt                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    218000 | PA      | $253509.82    | 0.18%             | 2024-01-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED JPY / SOLD USD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |         1 | NC      | $194.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED JPY / SOLD USD                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |         1 | NC      | $354.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                     | Republic of Austria Government Bond                       | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     82000 | PA      | $74066.11     | 0.05%             | 2028-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                         | AstraZeneca PLC                                           | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      8693 | NS      | $1178944.85   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| BELGIUM KINGDOM                                         | Kingdom of Belgium Government Bond                        | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     90000 | PA      | $60992.56     | 0.04%             | 2053-06-22      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED AUD / SOLD USD                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $247.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                    | PURCHASED CAD / SOLD USD                                  | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |         1 | NC      | $-354.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                        | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    630000 | PA      | $119720.63    | 0.09%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED SEK / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |         1 | NC      | $720.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    180000 | PA      | $173193.31    | 0.12%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                | Bundesrepublik Deutschland Bundesanleihe                  | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    611000 | PA      | $648680.42    | 0.46%             | 2024-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) MAR23                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         2 | NC      | $50.07        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                        | Booz Allen Hamilton Holding Corp                          | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      8760 | NS      | $915595.20    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED JPY / SOLD USD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $3758.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED JPY / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $1020.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                                        | Bundesobligation                                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    331000 | PA      | $338533.88    | 0.24%             | 2024-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                     | Canadian Government Bond                                  | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $28053.18     | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-202.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD JPY                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1877.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED EUR / SOLD USD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $905.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Bill                               | CUSIP: 912796XZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    358000 | PA      | $356571.76    | 0.25%             | 2023-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                       | CDP Financial Inc                                         | CUSIP: 12509TTG2<br>LEI: 549300OXMGVYFCBFV096 | Long             | STIV             | CORP              | CA        |    250000 | PA      | $244339.33    | 0.17%             | 2023-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED AUD / SOLD USD                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |         1 | NC      | $714.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD JPY                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-246381.03   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD JPY                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-7486.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                                      | Finland Government Bond                                   | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     33000 | PA      | $28768.05     | 0.02%             | 2034-04-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                                     | Republic of Austria Government Bond                       | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      4000 | PA      | $3126.87      | 0.00%             | 2117-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| IRISH TSY 1.5% 2050                                     | Ireland Government Bond                                   | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     31000 | PA      | $22941.32     | 0.02%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                   | Japan Government Ten Year Bond                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  96300000 | PA      | $739867.82    | 0.53%             | 2024-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                          | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     48000 | PA      | $45133.13     | 0.03%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD CHF                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-23.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED JPY / SOLD USD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $2050.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                   | Japan Government Twenty Year Bond                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  23100000 | PA      | $166195.38    | 0.12%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED CHF / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |         1 | NC      | $-13.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                           | Rio Tinto PLC                                             | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     22385 | NS      | $1569074.94   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN TREASURY DISC BILL                                | Japan Treasury Discount Bill                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        | 166050000 | PA      | $1265304.67   | 0.90%             | 2023-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Yum China Holdings Inc                                  | Yum China Holdings Inc                                    | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |     11936 | NS      | $652302.40    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                       | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     45000 | PA      | $40620.39     | 0.03%             | 2025-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                               | PG&E Corp                                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     64891 | NS      | $1055127.66   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                      | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124155.03    | 0.09%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED JPY / SOLD USD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $3674.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1702700 | PA      | $80855.64     | 0.06%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                   | Japan Government Ten Year Bond                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  17100000 | PA      | $130945.82    | 0.09%             | 2024-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                          | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1309000 | PA      | $1164652.07   | 0.83%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD JPY                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-1.26        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD CHF                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-197.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                     | Canadian Government Bond                                  | CUSIP: 135087E67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    196000 | PA      | $135184.99    | 0.10%             | 2026-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                          | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1003000 | PA      | $656729.92    | 0.47%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                     | PURCHASED USD / SOLD JPY                                  | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-43392.30    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                                   | Japan Government Forty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  65000000 | PA      | $341096.46    | 0.24%             | 2056-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Li Ning Co Ltd                                          | Li Ning Co Ltd                                            | CUSIP: 000000000<br>LEI: 529900T77L2FV3FZ3U81 | Long             | EC               | CORP              | KY        |    110500 | NS      | $959121.51    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD AUD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-950.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                           | PURCHASED CHF / SOLD USD                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |         1 | NC      | $325.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED NZD / SOLD USD                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NZ        |         1 | NC      | $-18.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                | Italy Buoni Poliennali Del Tesoro                         | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    196000 | PA      | $118631.61    | 0.08%             | 2045-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Axis Bank Ltd                                           | Axis Bank Ltd                                             | CUSIP: 05462W109<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |     14552 | NS      | $826553.60    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-1552.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD NZD                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $193.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED GBP / SOLD USD                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $-576.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Match Group Inc                                         | Match Group Inc                                           | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     10855 | NS      | $450373.95    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED EUR / SOLD USD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $4476.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                       | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92604.42     | 0.07%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                          | Commerzbank AG                                            | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |     31585 | NS      | $298746.46    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN GOVERNMENT                                     | Canadian Government Bond                                  | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     15000 | PA      | $12022.60     | 0.01%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-471.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                          | Lonza Group AG                                            | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      1886 | NS      | $924183.85    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                  | PURCHASED CNH / SOLD USD                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |         1 | NC      | $1331.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED GBP / SOLD USD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |         1 | NC      | $-936.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED AUD / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |         1 | NC      | $920.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                  | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    122000 | PA      | $24977.48     | 0.02%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                         | Kingdom of Belgium Government Bond                        | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    210000 | PA      | $174075.50    | 0.12%             | 2032-06-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD GBP                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-123.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                             | FinecoBank Banca Fineco SpA                               | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |     10458 | NS      | $173742.69    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD MYR                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7260.34     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                              | CUSIP: 20030NDX6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93459.45     | 0.07%             | 2026-09-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                | Bundesrepublik Deutschland Bundesanleihe                  | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    147000 | PA      | $114735.24    | 0.08%             | 2035-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc              | Fidelity National Information Services Inc                | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      3533 | NS      | $239714.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED AUD / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |         1 | NC      | $-496.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                          | CUSIP: 91282CCU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    614000 | PA      | $595460.08    | 0.42%             | 2023-08-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                | Bundesrepublik Deutschland Bundesanleihe                  | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    120000 | PA      | $67200.68     | 0.05%             | 2050-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                              | Deere & Co                                                | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1358 | NS      | $582256.08    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED NOK / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |         1 | NC      | $6.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allfunds Group Plc                                      | Allfunds Group Plc                                        | CUSIP: 000000000<br>LEI: 9598005U8TZQ8Q64SC71 | Long             | EC               | CORP              | GB        |     32612 | NS      | $227784.48    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                 | Charles Schwab Corp/The                                   | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     29363 | NS      | $2444763.38   | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                   | Japan Government Thirty Year Bond                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  94200000 | PA      | $619585.36    | 0.44%             | 2047-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CHF                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-401.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                          | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    771000 | PA      | $729468.40    | 0.52%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                    | Singapore Government Bond                                 | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     29000 | PA      | $22107.25     | 0.02%             | 2042-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF SCOTLAND REPO ROYAL BANK OF SCOTLAND REPO | ROYAL BANK OF SCOTLAND REPO ROYAL BANK OF SCOTLAND REPO   | CUSIP: 000000000<br>LEI: 549300WHU4EIHRP28H10 | Long             | RA               | CORP              | US        |    485000 | PA      | $485000.00    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD NZD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $121.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                      | Meta Platforms Inc                                        | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      7726 | NS      | $929746.84    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                         | Ross Stores Inc                                           | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     11145 | NS      | $1293600.15   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Industries Ltd                                 | Reliance Industries Ltd                                   | CUSIP: 759470107<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |      8784 | NS      | $540216.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED AUD / SOLD USD                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $-19.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                      | PURCHASED CAD / SOLD USD                                  | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | CA        |         1 | NC      | $-103.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED AUD / SOLD USD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |         1 | NC      | $-353.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                        | French Republic Government Bond OAT                       | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    190000 | PA      | $196919.78    | 0.14%             | 2024-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED CHF / SOLD USD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |         1 | NC      | $52.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                | Bundesrepublik Deutschland Bundesanleihe                  | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    174000 | PA      | $242229.92    | 0.17%             | 2040-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED JPY / SOLD USD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |         1 | NC      | $1739.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED JPY / SOLD USD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |         1 | NC      | $1879.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                     | United Kingdom Gilt                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     34000 | PA      | $42350.38     | 0.03%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD SEK                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $1522.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED CHF / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |         1 | NC      | $163.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED EUR / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $3283.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED CAD / SOLD USD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |         1 | NC      | $-4.72        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD JPY                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-382.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk Inc                                            | Autodesk Inc                                              | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      1867 | NS      | $348886.29    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                  | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    355000 | PA      | $80857.46     | 0.06%             | 2032-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                    | Singapore Government Bond                                 | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     41000 | PA      | $31314.77     | 0.02%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                   | Australia Government Bond                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    173000 | PA      | $112862.40    | 0.08%             | 2027-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED JPY / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $488.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                | Italy Buoni Poliennali Del Tesoro                         | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     40000 | PA      | $23957.69     | 0.02%             | 2072-03-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD NZD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $134.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                              | Ferrari NV                                                | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |      4952 | NS      | $1061233.35   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED EUR / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $74.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                     | Republic of Austria Government Bond                       | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     70000 | PA      | $58122.54     | 0.04%             | 2049-05-23      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                          | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1915000 | PA      | $1771449.80   | 1.26%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD CHF                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1492.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD GBP                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-544.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BOBL FUTURE MAR23                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         2 | NC      | $-2205.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED CHF / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |         1 | NC      | $118.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BARCLAYS CAPITAL REPO                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |    610000 | PA      | $610000.00    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD NZD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-1009.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD GBP                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-71.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD AUD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-902.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                   | Japan Government Ten Year Bond                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2200000 | PA      | $16861.92     | 0.01%             | 2023-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                  | Roper Technologies Inc                                    | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      2420 | NS      | $1045657.80   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International                                    | Hermes International                                      | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |       433 | NS      | $669764.19    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                                | LKQ Corp                                                  | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     25858 | NS      | $1381075.78   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                  | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    173000 | PA      | $41254.51     | 0.03%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) MAR23                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         5 | NC      | $1132.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                  | RWE AG                                                    | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |     34390 | NS      | $1531042.61   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                  | Netherlands Government Bond                               | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    191000 | PA      | $183621.80    | 0.13%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD AUD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-1810.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD KRW                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-1766.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                      | Sweden Government Bond                                    | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    750000 | PA      | $59623.97     | 0.04%             | 2031-05-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                        | French Republic Government Bond OAT                       | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     71000 | PA      | $68552.67     | 0.05%             | 2028-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD CHF                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-27.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED GBP / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |         1 | NC      | $-468.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-549.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED GBP / SOLD USD                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |         1 | NC      | $178.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                          | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    173000 | PA      | $184603.16    | 0.13%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.              | PURCHASED CAD / SOLD USD                                  | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | CA        |         1 | NC      | $-354.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD JPY                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-1874.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED SEK / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |         1 | NC      | $-1262.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED AUD / SOLD USD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |         1 | NC      | $729.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                     | United Kingdom Gilt                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    179000 | PA      | $161524.67    | 0.11%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                          | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    271000 | PA      | $302651.95    | 0.21%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-326.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chiba Bank Ltd/The                                      | Chiba Bank Ltd/The                                        | CUSIP: 000000000<br>LEI: FGJPAKKCTZVSKZXNBS63 | Long             | EC               | CORP              | JP        |     27200 | NS      | $199378.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD CHF                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-462.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                | Spain Government Bond                                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    417000 | PA      | $408545.16    | 0.29%             | 2032-10-31      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                      | Vodafone Group PLC                                        | CUSIP: 92857MN57<br>LEI: 213800TB53ELEUKM7Q61 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249807.46    | 0.18%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED EUR / SOLD USD                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $68.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED NZD / SOLD USD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NZ        |         1 | NC      | $117.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1519400 | PA      | $70525.61     | 0.05%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                         | Kingdom of Belgium Government Bond                        | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    225000 | PA      | $210501.48    | 0.15%             | 2027-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                              | Siemens AG                                                | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     11781 | NS      | $1634885.56   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-973.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                | Spain Government Bond                                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    114000 | PA      | $99329.77     | 0.07%             | 2035-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                                     | Republic of Austria Government Bond                       | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     83000 | PA      | $82747.94     | 0.06%             | 2034-05-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                                   | ON Semiconductor Corp                                     | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     18321 | NS      | $1142680.77   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED NZD / SOLD USD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NZ        |         1 | NC      | $6.63         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI ACWI ETF                                   | iShares MSCI ACWI ETF                                     | CUSIP: 464288257<br>LEI: 549300KZ2WFTI4GQ7M77 | Long             | EC               | RF                | US        |     10453 | NS      | $887250.64    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Japan ETF                                  | iShares MSCI Japan ETF                                    | CUSIP: 46434G822<br>LEI: 5493008I6YRUC6I0S051 | Long             | EC               | RF                | US        |      2182 | NS      | $118788.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED GBP / SOLD USD                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $-256.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                  | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67564.10     | 0.05%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Copart Inc                                              | Copart Inc                                                | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     16231 | NS      | $988305.59    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                     | Electronic Arts Inc                                       | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      6090 | NS      | $744076.20    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD JPY                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-328.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Humana Inc                                              | Humana Inc                                                | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       626 | NS      | $320630.94    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD AUD                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-1079.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD AUD                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1712.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD JPY                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1857.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD AUD                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1366.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai International Airport Co Ltd                   | Shanghai International Airport Co Ltd                     | CUSIP: 000000000<br>LEI: 3003000CIJ7O6AOQF345 | Long             | EC               | CORP              | CN        |     55200 | NS      | $458246.47    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED JPY / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $3141.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD JPY                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1517.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                            | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129128.01    | 0.09%             | 2024-01-25      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                | Principal Life Global Funding II                          | CUSIP: 74256LEE5<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22736.26     | 0.02%             | 2025-06-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                               | Apple Inc                                                 | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     13940 | NS      | $1811224.20   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN GOVERNMENT                                     | Canadian Government Bond                                  | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     96000 | PA      | $72686.32     | 0.05%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED JPY / SOLD USD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $25177.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp                                            | Danaher Corp                                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      2134 | NS      | $566406.28    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED NZD / SOLD USD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |         1 | NC      | $743.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD AUD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-570.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED CHF / SOLD USD                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |         1 | NC      | $336.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd               | Taiwan Semiconductor Manufacturing Co Ltd                 | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     20000 | NS      | $291844.94    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCE (GOVT OF)                                        | French Republic Government Bond OAT                       | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    289000 | PA      | $286649.79    | 0.20%             | 2027-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                 | Ireland Government Bond                                   | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     77000 | PA      | $73920.04     | 0.05%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD JPY                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-2754.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                   | Australia Government Bond                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    112000 | PA      | $71905.62     | 0.05%             | 2024-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                          | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    849000 | PA      | $782406.56    | 0.56%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                           | PURCHASED SEK / SOLD USD                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-733.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                   | Australia Government Bond                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      6000 | PA      | $3325.39      | 0.00%             | 2032-11-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                | Italy Buoni Poliennali Del Tesoro                         | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    107000 | PA      | $107178.84    | 0.08%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD NZD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-223.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                                      | Finland Government Bond                                   | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     82000 | PA      | $68607.27     | 0.05%             | 2031-09-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD NZD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $985.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD GBP                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $393.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                                        | Bundesobligation                                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    250000 | PA      | $240610.28    | 0.17%             | 2027-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PARIBAS REPO                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | RA               | CORP              | US        |    590000 | PA      | $590000.00    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED EUR / SOLD USD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $3078.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                                    | Norway Government Bond                                    | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    377000 | PA      | $32901.30     | 0.02%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD PLN                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1959.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                          | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    482000 | PA      | $479364.06    | 0.34%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD GBP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $1000.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-411165.25   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| South32 Ltd                                             | South32 Ltd                                               | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |    146289 | NS      | $398403.54    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD NZD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1097.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD JPY                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-8290.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                  | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     70000 | PA      | $15509.03     | 0.01%             | 2033-04-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD CAD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-522.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED GBP / SOLD USD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |         1 | NC      | $-494.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD SEK                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $753.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-822.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prudential PLC                                          | Prudential PLC                                            | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |     74282 | NS      | $1012531.43   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                         | T-Mobile US Inc                                           | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      7046 | NS      | $986440.00    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                             | Novartis AG                                               | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     23828 | NS      | $2154093.46   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD ZAR                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-225.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VW Credit Inc                                           | VW Credit Inc                                             | CUSIP: 91842KNB8<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249616.58    | 0.18%             | 2023-01-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                          | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1238000 | PA      | $1130013.52   | 0.80%             | 2026-10-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| IRISH TSY 0% 2031                                       | Ireland Government Bond                                   | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     67000 | PA      | $55277.42     | 0.04%             | 2031-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD JPY                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2514.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                     | Republic of Austria Government Bond                       | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     48000 | PA      | $29286.06     | 0.02%             | 2040-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                     | Canadian Government Bond                                  | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     73000 | PA      | $43481.91     | 0.03%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED EUR / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $10559.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                          | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    323500 | PA      | $265156.27    | 0.19%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD AUD                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-685.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd                                 | Reliance Industries Ltd                                   | CUSIP: 759470107<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |      7176 | NS      | $441324.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                     | Gilead Sciences Inc                                       | CUSIP: 375558BW2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     86000 | PA      | $83317.07     | 0.06%             | 2023-09-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                  | Netherlands Government Bond                               | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     55000 | PA      | $28503.02     | 0.02%             | 2052-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Ltd                            | Canadian Pacific Railway Ltd                              | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     15766 | NS      | $1175463.59   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD KRW                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-5262.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD PLN                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-982.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                | Spain Government Bond                                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    265000 | PA      | $272469.29    | 0.19%             | 2024-05-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                   | PURCHASED USD / SOLD AUD                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-775.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                   | Japan Government Thirty Year Bond                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  65100000 | PA      | $376889.52    | 0.27%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                           | PURCHASED CHF / SOLD USD                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |         1 | NC      | $-322.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                          | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    636000 | PA      | $413474.53    | 0.29%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED SEK / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |         1 | NC      | $-657.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global Inc                                          | S&P Global Inc                                            | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      2832 | NS      | $948550.08    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED EUR / SOLD USD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $294.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED CAD / SOLD USD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |         1 | NC      | $151.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                | Bundesrepublik Deutschland Bundesanleihe                  | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     29000 | PA      | $34435.42     | 0.02%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED GBP / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |         1 | NC      | $121.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-631.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED NZD / SOLD USD                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $467.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                          | Eli Lilly & Co                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2333 | NS      | $853504.72    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED AUD / SOLD USD                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $2117.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1285.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                        | French Republic Government Bond OAT                       | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    198000 | PA      | $145074.01    | 0.10%             | 2050-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED NZD / SOLD USD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |         1 | NC      | $401.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED AUD / SOLD USD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |         1 | NC      | $4970.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                          | Amazon.com Inc                                            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      8911 | NS      | $748524.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                    | PURCHASED CAD / SOLD USD                                  | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |         1 | NC      | $237.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED AUD / SOLD USD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |         1 | NC      | $773.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                                      | Finland Government Bond                                   | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     35000 | PA      | $17571.43     | 0.01%             | 2052-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                           | PURCHASED USD / SOLD MXN                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $53.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                | Westinghouse Air Brake Technologies Corp                  | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      8908 | NS      | $889107.48    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                          | CUSIP: 912828ZF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $206648.44    | 0.15%             | 2025-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                           | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-3708.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                      | Anglo American PLC                                        | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |     42715 | NS      | $1671338.43   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED GBP / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |         1 | NC      | $-68.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED CAD / SOLD USD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |         1 | NC      | $1075.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED AUD / SOLD USD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |         1 | NC      | $-172.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Meituan                                                 | Meituan                                                   | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | KY        |     33700 | NS      | $754266.57    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                | Bundesrepublik Deutschland Bundesanleihe                  | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    350000 | PA      | $311801.06    | 0.22%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                  | Motorola Solutions Inc                                    | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      6399 | NS      | $1649086.29   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                    | PURCHASED USD / SOLD CNH                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-2700.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                   | Australia Government Bond                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     62000 | PA      | $24462.69     | 0.02%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                        | French Republic Government Bond OAT                       | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    703000 | PA      | $690304.14    | 0.49%             | 2026-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                | Italy Buoni Poliennali Del Tesoro                         | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     91000 | PA      | $78523.71     | 0.06%             | 2040-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                               | Linde PLC                                                 | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |      5150 | NS      | $1683889.31   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE GOVERNMENT                                    | Singapore Government Bond                                 | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     33000 | PA      | $23694.02     | 0.02%             | 2032-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED KRW / SOLD USD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |         1 | NC      | $3345.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD AUD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-430.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                | Italy Buoni Poliennali Del Tesoro                         | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     68000 | PA      | $59776.78     | 0.04%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD CHF                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-2635.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                     | United Kingdom Gilt                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     96000 | PA      | $112167.74    | 0.08%             | 2024-04-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                     | United Kingdom Gilt                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    257000 | PA      | $317694.04    | 0.23%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                | PURCHASED CNH / SOLD USD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |         1 | NC      | $1348.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD CAD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $56.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                         | Kingdom of Belgium Government Bond                        | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    217000 | PA      | $223351.90    | 0.16%             | 2024-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                           | PURCHASED USD / SOLD SEK                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $1287.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD ZAR                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-583.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                        | French Republic Government Bond OAT                       | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    943000 | PA      | $779597.90    | 0.55%             | 2031-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                          | ConocoPhillips                                            | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      7555 | NS      | $891490.00    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                       | HSBC Holdings PLC                                         | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    284860 | NS      | $1775975.53   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ISRAEL FIXED BOND                                       | Israel Government Bond - Fixed                            | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     66000 | PA      | $15602.97     | 0.01%             | 2032-04-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-17

**Name of Applicant:** SUNAMERICA SERIES TRUST

**Signature:** Shawn Parry

**Name of Signer:** Shawn Parry

**Title:** Assistant Treasurer