Form NPORT-P SUNAMERICA SERIES TRUST For: Mar 31

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May 27, 2022 1:45 PM EDT

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      SUNAMERICA SERIES TRUST
      811-07238
      0000892538
      549300YDIAXUNCUXFM44
      21650 Oxnard Street, 10th Floor
      Woodland Hills
      
      91367
      800-445-7862
      SA Wellington Strategic Multi-Asset Portfolio
      S000072729
      549300RL7KOTSEEMNY12
      2022-12-31
      2022-03-31
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      147297352.43
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      146343493.91
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      0.00000000
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      0.00000000
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          EUR
          
          
        
        
          GBP
          
          
        
        
          JPY
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
        
        20000.00000000
        PA
        
        32889.16000000
        0.022473947506
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2041-07-30
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1188.20000000
        0.000811925401
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            30977.73000000
            USD
            640000.00000000
            MXN
            2022-04-06
            1188.20000000
          
        
        
          N
          N
          N
        
      
      
        ANTHEM INC
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        036752AQ6
        
          
        
        150000.00000000
        PA
        USD
        147579.84000000
        0.100844824772
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Denmark
        549300PTO6LS1PTM6607
        Denmark Government Bond
        000000000
        
          
        
        570000.00000000
        PA
        
        83381.18000000
        0.056976349116
        Long
        DBT
        NUSS
        DK
        N
        
        2
        
          2029-11-15
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        149000.00000000
        PA
        
        166698.75000000
        0.113909232003
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2023-03-15
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        -45.55000000
        -0.00003112540
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            62180000.00000000
            KRW
            51219.11000000
            USD
            2022-04-06
            -45.55000000
          
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        NextEra Energy Capital Holdings Inc
        65339KBU3
        
          
        
        140000.00000000
        PA
        USD
        137996.71000000
        0.094296443465
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-01
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        41000.00000000
        PA
        
        41695.99000000
        0.028491864507
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2041-03-01
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        410.06000000
        0.000280203778
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            51183.29000000
            USD
            62720000.00000000
            KRW
            2022-05-06
            410.06000000
          
        
        
          N
          N
          N
        
      
      
        MALAYSIA GOVERNMENT
        254900GSIL471JOBYY43
        Malaysia Government Bond
        000000000
        
          
        
        462000.00000000
        PA
        
        111220.61000000
        0.075999695666
        Long
        DBT
        NUSS
        MY
        N
        
        2
        
          2024-06-14
          Fixed
          3.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -273.29000000
        -0.00018674557
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            52251.15000000
            USD
            75000.00000000
            NZD
            2022-04-06
            -273.29000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -2768.36000000
        -0.00189168641
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            810000.00000000
            ZAR
            52649.78000000
            USD
            2022-04-06
            -2768.36000000
          
        
        
          N
          N
          N
        
      
      
        NASDAQ INC
        549300L8X1Q78ERXFD06
        Nasdaq Inc
        63111XAC5
        
          
        
        45000.00000000
        PA
        USD
        44492.07000000
        0.030402492663
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-21
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1058.54000000
        0.000723325630
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            51607.69000000
            USD
            63880000.00000000
            KRW
            2022-04-06
            1058.54000000
          
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1369.19000000
        0.000935600185
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            31801.93000000
            USD
            660000.00000000
            MXN
            2022-04-06
            1369.19000000
          
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BUND FUTURE JUN22
        000000000
        
          
        
        -4.00000000
        NC
        
        31107.74000000
        0.021256660729
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                EUX 10 Year Euro BUND Future
                RXM2 COMDTY
              
            
            2022-06-08
            -662760.00000000
            EUR
            31107.74000000
          
        
        
          N
          N
          N
        
      
      
        IRELAND GOVERNMENT BOND
        549300KXBEJAOJ9OVF93
        Ireland Government Bond
        000000000
        
          
        
        25000.00000000
        PA
        
        29426.54000000
        0.020107856669
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2037-05-15
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        Australia Government Bond
        000000000
        
          
        
        35000.00000000
        PA
        
        24594.92000000
        0.016806295478
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2041-05-21
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)JUN22
        000000000
        
          
        
        19.00000000
        NC
        USD
        -63554.70000000
        -0.04342844242
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 10 Year US Treasury Note
                TYM2 COMDTY
              
            
            2022-06-21
            2398179.70000000
            USD
            -63554.70000000
          
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        271000.00000000
        PA
        
        308817.47000000
        0.211022343220
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2025-07-01
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        salesforce.com Inc
        RCGZFPDMRW58VJ54VR07
        salesforce.com Inc
        79466L302
        
          
        
        7288.00000000
        NS
        USD
        1547388.16000000
        1.057367238308
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        457.89000000
        0.000312887158
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            20651.00000000
            USD
            420000.00000000
            MXN
            2022-04-06
            457.89000000
          
        
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
        
        46000.00000000
        PA
        
        51596.86000000
        0.035257365135
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2036-05-25
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        Canadian Government Bond
        135087J39
        
          
        
        116000.00000000
        PA
        
        92184.81000000
        0.062992079481
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2029-06-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF AUSTRIA
        529900QWWUI4XRVR7I03
        Republic of Austria Government Bond
        000000000
        
          
        
        35000.00000000
        PA
        
        35783.36000000
        0.024451623399
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2031-02-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        5000.00000000
        PA
        
        5879.74000000
        0.004017766586
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2047-03-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        2650.43000000
        0.001811102037
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            6100000.00000000
            JPY
            52758.81000000
            USD
            2022-04-06
            2650.43000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        0.57000000
        0.000000389494
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            550000.00000000
            KRW
            454.02000000
            USD
            2022-04-06
            0.57000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        133325.72000000
        0.091104644585
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            8081393.52000000
            USD
            1000028000.00000000
            JPY
            2022-04-06
            133325.72000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        78.11000000
        0.000053374426
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            51153.29000000
            USD
            39000.00000000
            GBP
            2022-04-06
            78.11000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -1172.05000000
        -0.00080088972
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            480000.00000000
            NOK
            53348.34000000
            USD
            2022-04-06
            -1172.05000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -1102.90000000
        -0.00075363787
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            470000.00000000
            NOK
            52281.65000000
            USD
            2022-04-06
            -1102.90000000
          
        
        
          N
          N
          N
        
      
      
        HSBC Bank PLC
        MP6I5ZYZBEU3UXPYFY54
        PURCHASED USD / SOLD MYR
        000000000
        
          
        
        1.00000000
        NC
        
        -220.79000000
        -0.00015087107
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              HSBC Bank PLC
              MP6I5ZYZBEU3UXPYFY54
            
            1096000.00000000
            MYR
            259371.45000000
            USD
            2022-05-06
            -220.79000000
          
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        44000.00000000
        PA
        
        47800.59000000
        0.032663283295
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2030-12-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
        
        378000.00000000
        PA
        
        472803.14000000
        0.323077662947
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2026-10-22
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        Australia Government Bond
        000000000
        
          
        
        216000.00000000
        PA
        
        149155.46000000
        0.101921483500
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2025-11-21
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XP Inc
        5493008KDA8NBZRJST80
        XP Inc
        000000000
        
          
        
        19223.00000000
        NS
        USD
        578612.30000000
        0.395379585754
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1252.26000000
        -0.00085569912
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            51360.64000000
            USD
            6100000.00000000
            JPY
            2022-04-06
            -1252.26000000
          
        
        
          N
          N
          N
        
      
      
        MONDELEZ INTERNATIONAL
        549300DV9GIB88LZ5P30
        Mondelez International Inc
        000000000
        
          
        
        100000.00000000
        PA
        
        102942.07000000
        0.070342771823
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-17
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        99D0RI78 CAD PUT JPY CALL
        000000000
        
          
        
        -135000.00000000
        OU
        Notional Amount
        
        -0.11000000
        -0.00000007516
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            Put
            Written
            
              
                
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -0.11000000
                    0.00000000
                    DFE
                    
                    JP
                  
                  -135000.00000000
                  CAD
                  -11961000.00000000
                  JPY
                  2022-04-07
                
              
            
            1.00000000
            88.60000000
            CAD
            2022-04-07
            XXXX
            543.90000000
          
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT
        254900G14ALGVKORFN62
        Netherlands Government Bond
        000000000
        
          
        
        115000.00000000
        PA
        
        119343.37000000
        0.081550171320
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2031-07-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1003.42000000
        0.000685660819
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            53109.57000000
            USD
            50000.00000000
            CHF
            2022-04-06
            1003.42000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        281.40000000
        0.000192287332
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            51696.46000000
            USD
            75000.00000000
            NZD
            2022-04-06
            281.40000000
          
        
        
          N
          N
          N
        
      
      
        E.ON SE
        Q9MAIUP40P25UFBFG033
        E.ON SE
        000000000
        
          
        
        50000.00000000
        PA
        
        55052.52000000
        0.037618700038
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2023-12-18
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chipotle Mexican Grill Inc
        N/A
        Chipotle Mexican Grill Inc
        169656105
        
          
        
        631.00000000
        NS
        USD
        998260.93000000
        0.682135504167
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1316.37000000
        -0.00089950701
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            105499.40000000
            USD
            2985000.00000000
            TWD
            2022-04-06
            -1316.37000000
          
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT
        254900G14ALGVKORFN62
        Netherlands Government Bond
        000000000
        
          
        
        102000.00000000
        PA
        
        112969.72000000
        0.077194904250
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2024-01-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TA6
        
          
        
        811000.00000000
        PA
        USD
        703669.22000000
        0.480833962070
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-08-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -1644.55000000
        -0.00112376024
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            135000.00000000
            CAD
            106341.50000000
            USD
            2022-04-06
            -1644.55000000
          
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
        
        69000.00000000
        PA
        
        115261.95000000
        0.078761239683
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2065-07-22
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
        
        779000.00000000
        PA
        
        839053.73000000
        0.573345426969
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2026-01-31
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -438.59000000
        -0.00029969900
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            50000.00000000
            CHF
            53674.40000000
            USD
            2022-04-06
            -438.59000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        6911.26000000
        0.004722628806
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            270304.00000000
            USD
            400000.00000000
            NZD
            2022-04-06
            6911.26000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        207.54000000
        0.000141817032
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            50682.71000000
            USD
            46000.00000000
            EUR
            2022-04-06
            207.54000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -245.59000000
        -0.00016781750
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            610000.00000000
            MXN
            30412.56000000
            USD
            2022-04-06
            -245.59000000
          
        
        
          N
          N
          N
        
      
      
        Okta Inc
        549300N8J06I8MRHU620
        Okta Inc
        679295105
        
          
        
        800.00000000
        NS
        USD
        120768.00000000
        0.082523654980
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        862.85000000
        0.000589605985
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            985000.00000000
            TWD
            35241.50000000
            USD
            2022-04-06
            862.85000000
          
        
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        Australia Government Bond
        000000000
        
          
        
        139000.00000000
        PA
        
        99541.72000000
        0.068019231562
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2047-03-21
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD PLN
        000000000
        
          
        
        1.00000000
        NC
        
        -3678.51000000
        -0.00251361362
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            758000.00000000
            PLN
            176172.54000000
            USD
            2022-05-06
            -3678.51000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        7.18000000
        0.000004906265
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            51215.00000000
            USD
            39000.00000000
            GBP
            2022-05-06
            7.18000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -364.61000000
        -0.00024914670
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            51845.34000000
            USD
            1475000.00000000
            TWD
            2022-04-06
            -364.61000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1512.18000000
        0.001033308662
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            50481.11000000
            USD
            65000.00000000
            CAD
            2022-04-06
            1512.18000000
          
        
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank
        PT3QB789TSUIDF371261
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        80698.63000000
        0.055143298717
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Toronto-Dominion Bank
              PT3QB789TSUIDF371261
            
            3272000.00000000
            GBP
            4378881.61000000
            USD
            2022-04-06
            80698.63000000
          
        
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
        
        267000.00000000
        PA
        
        292852.14000000
        0.200112852423
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2025-03-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -148.90000000
        -0.00010174692
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            24000.00000000
            EUR
            26402.53000000
            USD
            2022-04-06
            -148.90000000
          
        
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        Canadian Government Bond
        135087L69
        
          
        
        209000.00000000
        PA
        
        160695.87000000
        0.109807320917
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2024-04-01
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324P102
        
          
        
        2700.00000000
        NS
        USD
        1376919.00000000
        0.940881595219
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        116.28000000
        0.000079456897
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            26940.21000000
            USD
            25000.00000000
            CHF
            2022-04-06
            116.28000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        1289.95000000
        0.000881453603
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            440000.00000000
            NOK
            51248.77000000
            USD
            2022-05-06
            1289.95000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1289.56000000
        0.000881187106
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            50703.73000000
            USD
            65000.00000000
            CAD
            2022-04-06
            1289.56000000
          
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        507.86000000
        0.000347032851
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Royal Bank of Canada
              ES7IP3U3RHIGC71XBU11
            
            51485.43000000
            USD
            65000.00000000
            CAD
            2022-04-06
            507.86000000
          
        
        
          N
          N
          N
        
      
      
        China Merchants Bank Co Ltd
        549300MKO5B60FFIHF58
        China Merchants Bank Co Ltd
        000000000
        
          
        
        67800.00000000
        NS
        
        498592.12000000
        0.340699888104
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED PLN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1312.06000000
        0.000896561893
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            52228.30000000
            USD
            225000.00000000
            PLN
            2022-04-06
            1312.06000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1333.20000000
        0.000911007359
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            51048.90000000
            USD
            70000.00000000
            AUD
            2022-04-06
            1333.20000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        176.43000000
        0.000120558827
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            53936.56000000
            USD
            50000.00000000
            CHF
            2022-04-06
            176.43000000
          
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM
        549300SZ25JZFHRHWD76
        Kingdom of Belgium Government Bond
        000000000
        
          
        
        99000.00000000
        PA
        
        162298.43000000
        0.110902388390
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2041-03-28
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        122.33000000
        0.000083591006
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            51628.95000000
            USD
            6300000.00000000
            JPY
            2022-04-06
            122.33000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1328.22000000
        -0.00090760440
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            51436.60000000
            USD
            6100000.00000000
            JPY
            2022-04-06
            -1328.22000000
          
        
        
          N
          N
          N
        
      
      
        Kingdom of Denmark
        549300PTO6LS1PTM6607
        Denmark Government Bond
        000000000
        
          
        
        327000.00000000
        PA
        
        77096.84000000
        0.052682109699
        Long
        DBT
        NUSS
        DK
        N
        
        2
        
          2039-11-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
        
        368000.00000000
        PA
        
        462043.38000000
        0.315725262295
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2029-10-22
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        3186.36000000
        0.002177315789
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            1581000.00000000
            NOK
            182697.47000000
            USD
            2022-05-06
            3186.36000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -198.62000000
        -0.00013572178
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            25000.00000000
            CHF
            26857.87000000
            USD
            2022-04-06
            -198.62000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        780.00000000
        0.000532992604
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            1465000.00000000
            TWD
            51911.70000000
            USD
            2022-04-06
            780.00000000
          
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        000000000
        
          
        
        214900.00000000
        NS
        
        1333921.77000000
        0.911500562382
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        92.95000000
        0.000063514952
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            97000.00000000
            EUR
            107405.00000000
            USD
            2022-04-06
            92.95000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        647.08000000
        0.000442165198
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            53522.30000000
            USD
            50000.00000000
            CHF
            2022-05-06
            647.08000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1175.96000000
        0.000803561517
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            25964.04000000
            USD
            540000.00000000
            MXN
            2022-04-06
            1175.96000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        164.35000000
        0.000112304275
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            51057.83000000
            USD
            39000.00000000
            GBP
            2022-05-06
            164.35000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1105.10000000
        0.000755141189
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            101709.58000000
            USD
            95000.00000000
            CHF
            2022-04-06
            1105.10000000
          
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        68.94000000
        0.000047108346
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            52476.08000000
            USD
            40000.00000000
            GBP
            2022-04-06
            68.94000000
          
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -1624.93000000
        -0.00111035342
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            650000.00000000
            MXN
            31043.59000000
            USD
            2022-04-06
            -1624.93000000
          
        
        
          N
          N
          N
        
      
      
        Schlumberger NV
        213800ZUA17OK3QLGM62
        Schlumberger NV
        806857108
        
          
        
        37895.00000000
        NS
        USD
        1565442.45000000
        1.069704165299
        Long
        EC
        CORP
        CW
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        72.03000000
        0.000049219817
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            63690000.00000000
            KRW
            52581.61000000
            USD
            2022-04-06
            72.03000000
          
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
        
        264000.00000000
        PA
        
        305433.31000000
        0.208709865973
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2051-07-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (20 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Twenty Year Bond
        000000000
        
          
        
        17300000.00000000
        PA
        
        161406.98000000
        0.110293239342
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2028-09-20
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        680.44000000
        0.000464960881
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            169753.09000000
            USD
            231000.00000000
            SGD
            2022-04-06
            680.44000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        576.39000000
        0.000393861035
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            25614.66000000
            USD
            35000.00000000
            AUD
            2022-04-06
            576.39000000
          
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        0020A3DB3
        
          
        
        500000.00000000
        PA
        USD
        499905.28000000
        0.341597201654
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-04-11
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNDESREPUB. DEUTSCHLAND
        529900AQBND3S6YJLY83
        Bundesrepublik Deutschland Bundesanleihe
        000000000
        
          
        
        751000.00000000
        PA
        
        838104.55000000
        0.572696829635
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2022-09-04
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank
        PT3QB789TSUIDF371261
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1236.23000000
        0.000844745445
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Toronto-Dominion Bank
              PT3QB789TSUIDF371261
            
            50757.06000000
            USD
            65000.00000000
            CAD
            2022-04-06
            1236.23000000
          
        
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
        
        35000.00000000
        PA
        
        44311.43000000
        0.030279057043
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2048-05-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        34000.00000000
        PA
        
        37963.04000000
        0.025941050733
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2067-03-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -1114.92000000
        -0.00076185142
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            480000.00000000
            NOK
            53405.47000000
            USD
            2022-04-06
            -1114.92000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD PLN
        000000000
        
          
        
        1.00000000
        NC
        
        937.08000000
        0.000640329115
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            538000.00000000
            PLN
            128958.03000000
            USD
            2022-04-06
            937.08000000
          
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGH1
        
          
        
        105000.00000000
        PA
        USD
        98045.10000000
        0.066996555419
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-22
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1273.62000000
        0.000870294924
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            31394.90000000
            USD
            650000.00000000
            MXN
            2022-04-06
            1273.62000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        1170.22000000
        0.000799639238
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            6100000.00000000
            JPY
            51278.60000000
            USD
            2022-04-06
            1170.22000000
          
        
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank
        PT3QB789TSUIDF371261
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        886.71000000
        0.000605910092
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Toronto-Dominion Bank
              PT3QB789TSUIDF371261
            
            51106.58000000
            USD
            65000.00000000
            CAD
            2022-04-06
            886.71000000
          
        
        
          N
          N
          N
        
      
      
        IRISH TSY 1% 2026
        549300KXBEJAOJ9OVF93
        Ireland Government Bond
        000000000
        
          
        
        30000.00000000
        PA
        
        33897.77000000
        0.023163154776
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2026-05-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS
        L2Z2MO2EQURH3BREWI15
        Discovery Communications LLC
        25470DBC2
        
          
        
        120000.00000000
        PA
        USD
        121321.65000000
        0.082901977230
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -685.23000000
        -0.00046823400
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            26150.15000000
            USD
            3100000.00000000
            JPY
            2022-04-06
            -685.23000000
          
        
        
          N
          N
          N
        
      
      
        ASX Clear (Futures)
        549300ZD7BBOVZFVHK49
        AUST 10Y BOND FUT JUN22
        000000000
        
          
        
        1.00000000
        NC
        
        -3913.48000000
        -0.00267417422
        N/A
        DIR
        
        AU
        N
        
        1
        
          
            
              ASX Clear (Futures)
              549300ZD7BBOVZFVHK49
            
            Long
            
              
                SFE 10 Year Australian Bond Future
                XMM2 COMDTY
              
            
            2022-06-15
            131972.86000000
            AUD
            -3913.48000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        99D0RLKD USD CALL ZAR PUT
        000000000
        
          
        
        -103000.00000000
        OU
        Notional Amount
        USD
        -940.29000000
        -0.00064252258
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            Call
            Written
            
              
                
                  
                    Bank of America N.A.
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America N.A.
                    B4TYDEB6GKMZO031MB27
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -940.29000000
                    0.00000000
                    DFE
                    
                    ZA
                  
                  -103000.00000000
                  USD
                  -1622250.00000000
                  ZAR
                  2022-06-20
                
              
            
            1.00000000
            15.75000000
            USD
            2022-06-20
            XXXX
            605.74000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        139698.86000000
        0.095459563160
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            16232579.13000000
            USD
            14799000.00000000
            EUR
            2022-04-06
            139698.86000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD DKK
        000000000
        
          
        
        1.00000000
        NC
        
        -1633.65000000
        -0.00111631201
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            1235000.00000000
            DKK
            182210.26000000
            USD
            2022-05-06
            -1633.65000000
          
        
        
          N
          N
          N
        
      
      
        Uber Technologies Inc
        549300B2FTG34FILDR98
        Uber Technologies Inc
        90353T100
        
          
        
        29651.00000000
        NS
        USD
        1057947.68000000
        0.722920884102
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SL3
        
          
        
        775000.00000000
        PA
        USD
        698317.38000000
        0.477176922145
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
        
        120000.00000000
        PA
        
        114782.53000000
        0.078433640562
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2042-07-30
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1504.55000000
        0.001028094901
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            50877.55000000
            USD
            70000.00000000
            AUD
            2022-04-06
            1504.55000000
          
        
        
          N
          N
          N
        
      
      
        JAPAN (10 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Ten Year Bond
        000000000
        
          
        
        62400000.00000000
        PA
        
        515863.58000000
        0.352501888684
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2023-03-20
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        12269.96000000
        0.008384356333
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            235401.22000000
            USD
            3620000.00000000
            ZAR
            2022-04-06
            12269.96000000
          
        
        
          N
          N
          N
        
      
      
        Sony Group Corp
        529900R5WX9N2OI2N910
        Sony Group Corp
        000000000
        
          
        
        11100.00000000
        NS
        
        1145641.87000000
        0.782844415826
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Agilent Technologies Inc
        QUIX8Y7A2WP0XRMW7G29
        Agilent Technologies Inc
        00846U101
        
          
        
        11154.00000000
        NS
        USD
        1476008.82000000
        1.008592032733
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JAPAN (20 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Twenty Year Bond
        000000000
        
          
        
        57300000.00000000
        PA
        
        544227.62000000
        0.371883713760
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2033-06-20
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        182.79000000
        0.000124904766
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            231000.00000000
            SGD
            170616.32000000
            USD
            2022-04-06
            182.79000000
          
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
        
        97000.00000000
        PA
        
        114342.23000000
        0.078132773070
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2039-01-31
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        59.60000000
        0.000040726101
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            65000.00000000
            CAD
            52052.89000000
            USD
            2022-04-06
            59.60000000
          
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBQ8
        
          
        
        70000.00000000
        PA
        USD
        69126.46000000
        0.047235758934
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          1.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Thirty Year Bond
        000000000
        
          
        
        5400000.00000000
        PA
        
        53650.02000000
        0.036660338335
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2043-03-20
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCS8
        
          
        
        1245000.00000000
        PA
        USD
        1132366.41000000
        0.773772977359
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-08-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Burlington Stores Inc
        5299003Z37DVGKKC1W09
        Burlington Stores Inc
        122017106
        
          
        
        5634.00000000
        NS
        USD
        1026345.78000000
        0.701326552057
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -478.71000000
        -0.00032711396
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            35000.00000000
            AUD
            25712.34000000
            USD
            2022-04-06
            -478.71000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -5480.90000000
        -0.00374522970
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            1620000.00000000
            ZAR
            105355.37000000
            USD
            2022-04-06
            -5480.90000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED TRY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        14.75000000
        0.000010079026
        N/A
        DFE
        
        TR
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1344.99000000
            USD
            20000.00000000
            TRY
            2022-04-06
            14.75000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        68.90000000
        0.000047081013
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            3338.62000000
            USD
            30000.00000000
            NOK
            2022-04-06
            68.90000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        -741.49000000
        -0.00050667780
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            380000.00000000
            TRY
            24513.76000000
            USD
            2022-05-06
            -741.49000000
          
        
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
        
        229000.00000000
        PA
        
        255072.09000000
        0.174296843122
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2028-05-25
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        972.14000000
        0.000664286449
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            20639.34000000
            USD
            430000.00000000
            MXN
            2022-04-06
            972.14000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        99D0RNOH EUR CALL JPY PUT
        000000000
        
          
        
        -93000.00000000
        OU
        Notional Amount
        
        -921.10000000
        -0.00062940960
        N/A
        DFE
        
        DE
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            Call
            Written
            
              
                
                  
                    Bank of America N.A.
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America N.A.
                    B4TYDEB6GKMZO031MB27
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -921.10000000
                    0.00000000
                    DFE
                    
                    JP
                  
                  -93000.00000000
                  EUR
                  -12555000.00000000
                  JPY
                  2022-04-21
                
              
            
            1.00000000
            135.00000000
            EUR
            2022-04-21
            XXXX
            -405.61000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        6000.20000000
        0.004100079777
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            365090.40000000
            USD
            45150000.00000000
            JPY
            2022-05-06
            6000.20000000
          
        
        
          N
          N
          N
        
      
      
        Sea Ltd
        529900OM6JLLW44YKI15
        Sea Ltd
        81141R100
        
          
        
        1516.00000000
        NS
        USD
        181601.64000000
        0.124092732206
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Samsung Electronics Co Ltd
        9884007ER46L6N7EI764
        Samsung Electronics Co Ltd
        000000000
        
          
        
        26414.00000000
        NS
        
        1508969.57000000
        1.031114899394
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        -686.07000000
        -0.00046880799
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            64760000.00000000
            KRW
            52705.68000000
            USD
            2022-04-06
            -686.07000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -429.73000000
        -0.00029364475
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            50000.00000000
            CHF
            53683.26000000
            USD
            2022-04-06
            -429.73000000
          
        
        
          N
          N
          N
        
      
      
        General Dynamics Corp
        9C1X8XOOTYY2FNYTVH06
        General Dynamics Corp
        369550108
        
          
        
        7175.00000000
        NS
        USD
        1730466.50000000
        1.182469034847
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        133.78000000
        0.000091415064
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            40000.00000000
            GBP
            52678.80000000
            USD
            2022-04-06
            133.78000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        486.63000000
        0.000332525886
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            27509.75000000
            USD
            35000.00000000
            CAD
            2022-04-06
            486.63000000
          
        
        
          N
          N
          N
        
      
      
        SINGAPORE GOVERNMENT
        549300ZSV6VOGFH1ER70
        Singapore Government Bond
        000000000
        
          
        
        20000.00000000
        PA
        
        12507.32000000
        0.008546550082
        Long
        DBT
        NUSS
        SG
        N
        
        2
        
          2051-10-01
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128286T2
        
          
        
        141000.00000000
        PA
        USD
        140752.15000000
        0.096179301340
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-05-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISRAEL FIXED BOND
        213800T8ZHTFZIBYPE21
        Israel Government Bond - Fixed
        000000000
        
          
        
        531000.00000000
        PA
        
        168064.30000000
        0.114842344889
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2023-11-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
        
        1914000.00000000
        PA
        
        99672.34000000
        0.068108487324
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2024-12-05
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Co/The
        2YD5STGSJNMUB7H76907
        Mosaic Co/The
        61945C103
        
          
        
        21871.00000000
        NS
        USD
        1454421.50000000
        0.993840902072
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1012.59000000
        0.000691926899
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            102980.53000000
            USD
            94000.00000000
            EUR
            2022-04-06
            1012.59000000
          
        
        
          N
          N
          N
        
      
      
        ISRAEL FIXED BOND
        213800T8ZHTFZIBYPE21
        Israel Government Bond - Fixed
        000000000
        
          
        
        238000.00000000
        PA
        
        65043.34000000
        0.044445665647
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2037-05-31
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SU3
        
          
        
        552000.00000000
        PA
        USD
        482568.75000000
        0.329750737191
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-02-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        345.10000000
        0.000235815061
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            31126.93000000
            USD
            460000.00000000
            ZAR
            2022-04-06
            345.10000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -1167.87000000
        -0.00079803342
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            500000.00000000
            SEK
            52011.82000000
            USD
            2022-04-06
            -1167.87000000
          
        
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
        
        175000.00000000
        PA
        
        163503.44000000
        0.111725800465
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2044-06-25
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        71000.00000000
        PA
        
        69500.99000000
        0.047491684217
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2031-08-01
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        1128.61000000
        0.000771206132
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            42000.00000000
            GBP
            56300.89000000
            USD
            2022-04-06
            1128.61000000
          
        
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        Canadian Government Bond
        135087L28
        
          
        
        179000.00000000
        PA
        
        142860.51000000
        0.097619994017
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2022-08-01
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        1974.30000000
        0.001349086281
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            6000000.00000000
            JPY
            51261.24000000
            USD
            2022-04-06
            1974.30000000
          
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
        
        118000.00000000
        PA
        
        104092.14000000
        0.071128642086
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2061-10-22
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        99D0RJEP USD CALL NOK PUT
        000000000
        
          
        
        -52000.00000000
        OU
        Notional Amount
        USD
        -42.48000000
        -0.00002902759
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            Call
            Written
            
              
                
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -42.48000000
                    0.00000000
                    DFE
                    
                    NO
                  
                  -52000.00000000
                  USD
                  -478400.00000000
                  NOK
                  2022-04-12
                
              
            
            1.00000000
            9.20000000
            USD
            2022-04-12
            XXXX
            421.72000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        156.95000000
        0.000107247678
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            26394.48000000
            USD
            24000.00000000
            EUR
            2022-04-06
            156.95000000
          
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -1242.25000000
        -0.00084885905
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            80000.00000000
            NZD
            54200.80000000
            USD
            2022-04-06
            -1242.25000000
          
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        1843.97000000
        0.001260028683
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            121000.00000000
            EUR
            135707.45000000
            USD
            2022-04-06
            1843.97000000
          
        
        
          N
          N
          N
        
      
      
        Intermediate Capital Group PLC
        549300OGASR5WRKJ8R68
        Intermediate Capital Group PLC
        000000000
        
          
        
        28561.00000000
        NS
        
        663772.04000000
        0.453571267341
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        -615.92000000
        -0.00042087282
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            380000.00000000
            TRY
            24639.33000000
            USD
            2022-05-06
            -615.92000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1669.07000000
        0.001140515341
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            101145.61000000
            USD
            95000.00000000
            CHF
            2022-04-06
            1669.07000000
          
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        33000.00000000
        PA
        
        31110.62000000
        0.021258628702
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2051-09-01
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tetra Tech Inc
        549300UJ1LP7JGJC5P32
        Tetra Tech Inc
        88162G103
        
          
        
        619.00000000
        NS
        USD
        102097.86000000
        0.069765902994
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        99D0RIHF USD PUT SEK CALL
        000000000
        
          
        
        -157000.00000000
        OU
        Notional Amount
        USD
        -846.39000000
        -0.00057835847
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            Put
            Written
            
              
                
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -846.39000000
                    0.00000000
                    DFE
                    
                    SE
                  
                  -157000.00000000
                  USD
                  -1467950.00000000
                  SEK
                  2022-04-07
                
              
            
            1.00000000
            9.35000000
            USD
            2022-04-07
            XXXX
            266.11000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        362.29000000
        0.000247561398
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            26694.20000000
            USD
            25000.00000000
            CHF
            2022-04-06
            362.29000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED PLN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3681.55000000
        0.002515690927
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            176689.98000000
            USD
            758000.00000000
            PLN
            2022-04-06
            3681.55000000
          
        
        
          N
          N
          N
        
      
      
        Seagen Inc
        N/A
        Seagen Inc
        81181C104
        
          
        
        4496.00000000
        NS
        USD
        647648.80000000
        0.442553872875
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -242.68000000
        -0.00016582903
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            76432.97000000
            USD
            58000.00000000
            GBP
            2022-04-06
            -242.68000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -649.86000000
        -0.00044406483
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            70000.00000000
            AUD
            51732.24000000
            USD
            2022-04-06
            -649.86000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        600.43000000
        0.000410288140
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            102885.25000000
            USD
            125520000.00000000
            KRW
            2022-04-06
            600.43000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -717.26000000
        -0.00049012086
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            800000.00000000
            SEK
            84418.20000000
            USD
            2022-05-06
            -717.26000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        387.76000000
        0.000264965656
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            115000.00000000
            NZD
            80087.15000000
            USD
            2022-04-06
            387.76000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -541.14000000
        -0.00036977386
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            920000.00000000
            NOK
            103956.27000000
            USD
            2022-04-06
            -541.14000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -304.31000000
        -0.00020794228
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            52282.17000000
            USD
            75000.00000000
            NZD
            2022-04-06
            -304.31000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -178.63000000
        -0.00012206213
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            6200000.00000000
            JPY
            50751.20000000
            USD
            2022-04-06
            -178.63000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1357.00000000
        0.000927270467
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            51025.10000000
            USD
            70000.00000000
            AUD
            2022-04-06
            1357.00000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        936.41000000
        0.000639871288
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            51056.88000000
            USD
            65000.00000000
            CAD
            2022-04-06
            936.41000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBQ3
        
          
        
        495000.00000000
        PA
        USD
        458165.04000000
        0.313075100066
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-02-28
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
        
        120000.00000000
        PA
        
        126789.50000000
        0.086638289555
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2052-10-31
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
        
        1183600.00000000
        PA
        
        60399.30000000
        0.041272282344
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2038-11-18
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs & Co. LLC
        FOR8UP27PHTHYVLBNG30
        99D0RMC1 CAD PUT JPY CALL
        000000000
        
          
        
        -260000.00000000
        OU
        Notional Amount
        
        -226.07000000
        -0.00015447902
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Goldman Sachs & Co. LLC
              FOR8UP27PHTHYVLBNG30
            
            Put
            Written
            
              
                
                  
                    Goldman Sachs & Co. LLC
                    FOR8UP27PHTHYVLBNG30
                  
                  
                    Goldman Sachs & Co. LLC
                    FOR8UP27PHTHYVLBNG30
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -226.07000000
                    0.00000000
                    DFE
                    
                    JP
                  
                  -260000.00000000
                  CAD
                  -24102000.00000000
                  JPY
                  2022-04-21
                
              
            
            1.00000000
            92.70000000
            CAD
            2022-04-21
            XXXX
            1012.57000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD DKK
        000000000
        
          
        
        1.00000000
        NC
        
        1995.37000000
        0.001363483914
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            1235000.00000000
            DKK
            185672.40000000
            USD
            2022-04-06
            1995.37000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJC4
        
          
        
        100000.00000000
        PA
        USD
        98581.21000000
        0.067362892169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-19
          Fixed
          1.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Estee Lauder Cos Inc/The
        549300VFZ8XJ9NUPU221
        Estee Lauder Cos Inc/The
        518439104
        
          
        
        1536.00000000
        NS
        USD
        418283.52000000
        0.285823106189
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US ULTRA BOND CBT JUN22
        000000000
        
          
        
        3.00000000
        NC
        USD
        -18216.17000000
        -0.01244754345
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CME Ultra Long Term US Treasury Bond Future
                WNM2 COMDTY
              
            
            2022-06-21
            549591.17000000
            USD
            -18216.17000000
          
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
        
        154100.00000000
        PA
        
        7381.38000000
        0.005043873016
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2047-11-07
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Phillips 66
        5493005JBO5YSIGK1814
        Phillips 66
        718546104
        
          
        
        14370.00000000
        NS
        USD
        1241424.30000000
        0.848294834865
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -619.33000000
        -0.00042320296
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            40000.00000000
            NZD
            27102.20000000
            USD
            2022-04-06
            -619.33000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -196.00000000
        -0.00013393147
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            39000.00000000
            GBP
            51035.40000000
            USD
            2022-04-06
            -196.00000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -61.29000000
        -0.00004188091
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            26333.80000000
            USD
            20000.00000000
            GBP
            2022-04-06
            -61.29000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -1563.29000000
        -0.00106823334
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            510000.00000000
            SEK
            52680.00000000
            USD
            2022-04-06
            -1563.29000000
          
        
        
          N
          N
          N
        
      
      
        Prologis Inc
        529900DFH19P073LZ636
        Prologis Inc
        74340W103
        
          
        
        8594.00000000
        NS
        USD
        1387759.12000000
        0.948288907775
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JAPAN (20 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Twenty Year Bond
        000000000
        
          
        
        58700000.00000000
        PA
        
        466711.77000000
        0.318915284533
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2036-06-20
          Fixed
          0.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -886.97000000
        -0.00060608775
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            41609.36000000
            USD
            31000.00000000
            GBP
            2022-04-06
            -886.97000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        307.48000000
        0.000210108418
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            50000.00000000
            CHF
            54420.47000000
            USD
            2022-04-06
            307.48000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        64.39000000
        0.000043999222
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            52051.71000000
            USD
            490000.00000000
            SEK
            2022-04-06
            64.39000000
          
        
        
          N
          N
          N
        
      
      
        BUNDESREPUB. DEUTSCHLAND
        529900AQBND3S6YJLY83
        Bundesrepublik Deutschland Bundesanleihe
        000000000
        
          
        
        78000.00000000
        PA
        
        99903.68000000
        0.068266567464
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2048-08-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Visa Inc
        549300JZ4OKEHW3DPJ59
        Visa Inc
        92826C839
        
          
        
        11398.00000000
        NS
        USD
        2527734.46000000
        1.727261248494
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810QS0
        
          
        
        157000.00000000
        PA
        USD
        184806.17000000
        0.126282463990
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-08-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -323.24000000
        -0.00022087760
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            24000.00000000
            EUR
            26228.19000000
            USD
            2022-04-06
            -323.24000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        433.50000000
        0.000296220889
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            50496.33000000
            USD
            6200000.00000000
            JPY
            2022-04-06
            433.50000000
          
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        115.82000000
        0.000079142568
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            40000.00000000
            GBP
            52660.84000000
            USD
            2022-04-06
            115.82000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -935.48000000
        -0.00063923579
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            79000.00000000
            GBP
            102840.94000000
            USD
            2022-04-06
            -935.48000000
          
        
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92344MD67
        
          
        
        600000.00000000
        PA
        USD
        599943.70000000
        0.409955840174
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-04-06
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ascendis Pharma A/S
        549300B66JN3W3J8GH73
        Ascendis Pharma A/S
        04351P101
        
          
        
        4117.00000000
        NS
        USD
        483171.12000000
        0.330162350980
        Long
        EC
        CORP
        DK
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -418.93000000
        -0.00028626486
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            103031.36000000
            USD
            2940000.00000000
            TWD
            2022-04-06
            -418.93000000
          
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1117.21000000
        0.000763416240
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            20996.87000000
            USD
            440000.00000000
            MXN
            2022-04-06
            1117.21000000
          
        
        
          N
          N
          N
        
      
      
        Avalara Inc
        549300Q16CMW239SS315
        Avalara Inc
        05338G106
        
          
        
        7783.00000000
        NS
        USD
        774486.33000000
        0.529224982476
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        966.67000000
        0.000660548668
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            51026.62000000
            USD
            65000.00000000
            CAD
            2022-04-06
            966.67000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        99D0RAPK NZD USD
        000000000
        
          
        
        15000.00000000
        OU
        Notional Amount
        
        912.20000000
        0.000623328017
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            Call
            Purchased
            
              
                
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    912.20000000
                    0.00000000
                    DFE
                    
                    NZ
                  
                  10725.00000000
                  USD
                  15000.00000000
                  NZD
                  2022-04-19
                
              
            
            1.00000000
            0.71500000
            NZD
            2022-04-19
            XXXX
            162.23000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -634.59000000
        -0.00043363048
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            50000.00000000
            CHF
            53478.40000000
            USD
            2022-04-06
            -634.59000000
          
        
        
          N
          N
          N
        
      
      
        Daikin Industries Ltd
        549300Y7FWSTSHMW5Y57
        Daikin Industries Ltd
        000000000
        
          
        
        5500.00000000
        NS
        
        1001411.95000000
        0.684288671292
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Anthem Inc
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        036752103
        
          
        
        3598.00000000
        NS
        USD
        1767409.56000000
        1.207713108918
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        Lennar Corp
        526057104
        
          
        
        13137.00000000
        NS
        USD
        1066330.29000000
        0.728648921458
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BOBL FUTURE JUN22
        000000000
        
          
        
        1.00000000
        NC
        
        -1009.08000000
        -0.00068952843
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Long
            
              
                EUX 5 Year Euro BOBL Future
                OEM2 COMDTY
              
            
            2022-06-08
            129772.16000000
            EUR
            -1009.08000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF AUSTRIA
        529900QWWUI4XRVR7I03
        Republic of Austria Government Bond
        000000000
        
          
        
        78000.00000000
        PA
        
        77430.93000000
        0.052910401365
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2051-03-20
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Thirty Year Bond
        000000000
        
          
        
        44600000.00000000
        PA
        
        468512.49000000
        0.320145759461
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2039-03-20
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (10 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Ten Year Bond
        000000000
        
          
        
        149050000.00000000
        PA
        
        1223840.81000000
        0.836279616743
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2029-03-20
          Fixed
          0.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Block Inc
        549300OHIIUWSTIZME52
        Block Inc
        852234103
        
          
        
        4794.00000000
        NS
        USD
        650066.40000000
        0.444205876620
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -197.11000000
        -0.00013468996
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            26469.62000000
            USD
            20000.00000000
            GBP
            2022-04-06
            -197.11000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -1924.00000000
        -0.00131471509
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            70000.00000000
            AUD
            50458.10000000
            USD
            2022-04-06
            -1924.00000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        158.27000000
        0.000108149666
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            16859.23000000
            USD
            160000.00000000
            SEK
            2022-04-06
            158.27000000
          
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        472000.00000000
        PA
        
        475140.73000000
        0.324674993951
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2031-12-01
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
        
        45000.00000000
        PA
        
        77578.51000000
        0.053011246299
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2045-01-22
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBW0
        
          
        
        339000.00000000
        PA
        USD
        316130.74000000
        0.216019675049
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-04-30
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JD.COM INC CL A LOCK UP
        N/A
        JD.COM INC CL A LOCK UP
        000000000
        
          
        
        1428.00000000
        NS
        
        41591.44000000
        0.028420422998
        Long
        EC
        CORP
        HK
        Y
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        910.30000000
        0.000622029702
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            136763.71000000
            USD
            2020000.00000000
            ZAR
            2022-05-06
            910.30000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -2693.62000000
        -0.00184061479
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            155000.00000000
            NZD
            104727.30000000
            USD
            2022-04-06
            -2693.62000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD PLN
        000000000
        
          
        
        1.00000000
        NC
        
        -14.66000000
        -0.00001001752
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            5000.00000000
            PLN
            1175.13000000
            USD
            2022-04-06
            -14.66000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2226.05000000
        0.001521113061
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            60095.44000000
            USD
            1240000.00000000
            MXN
            2022-04-06
            2226.05000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -416.63000000
        -0.00028469321
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            135000.00000000
            CAD
            107569.42000000
            USD
            2022-04-06
            -416.63000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -392.63000000
        -0.00026829344
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            48000.00000000
            EUR
            52710.24000000
            USD
            2022-04-06
            -392.63000000
          
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        2458.93000000
        0.001680245519
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            6100000.00000000
            JPY
            52567.31000000
            USD
            2022-04-06
            2458.93000000
          
        
        
          N
          N
          N
        
      
      
        SINGAPORE GOVERNMENT
        549300ZSV6VOGFH1ER70
        Singapore Government Bond
        000000000
        
          
        
        35000.00000000
        PA
        
        26848.78000000
        0.018346411775
        Long
        DBT
        NUSS
        SG
        N
        
        2
        
          2030-09-01
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD PLN
        000000000
        
          
        
        1.00000000
        NC
        
        -742.99000000
        -0.00050770278
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            220000.00000000
            PLN
            51607.58000000
            USD
            2022-04-06
            -742.99000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        150.80000000
        0.000103045236
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            70000.00000000
            AUD
            52532.90000000
            USD
            2022-04-06
            150.80000000
          
        
        
          N
          N
          N
        
      
      
        BUNDESOBLIGATION
        529900AQBND3S6YJLY83
        Bundesobligation
        000000000
        
          
        
        385000.00000000
        PA
        
        419508.19000000
        0.286659952411
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2026-10-09
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Microsoft Corp
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp
        594918104
        
          
        
        3784.00000000
        NS
        USD
        1166645.04000000
        0.797196382858
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -285.77000000
        -0.00019527345
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            93000.00000000
            EUR
            102601.04000000
            USD
            2022-04-06
            -285.77000000
          
        
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
        
        49000.00000000
        PA
        
        58724.98000000
        0.040128179552
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2066-05-25
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -758.65000000
        -0.00051840364
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            95000.00000000
            CHF
            102163.17000000
            USD
            2022-05-06
            -758.65000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1696.64000000
        -0.00115935458
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            51805.02000000
            USD
            6100000.00000000
            JPY
            2022-04-06
            -1696.64000000
          
        
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
        
        153000.00000000
        PA
        
        262017.08000000
        0.179042520442
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2041-04-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -119.19000000
        -0.00008144536
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            70000.00000000
            AUD
            52262.91000000
            USD
            2022-04-06
            -119.19000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        600.71000000
        0.000410479471
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            70700.24000000
            USD
            670000.00000000
            SEK
            2022-05-06
            600.71000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -99.33000000
        -0.00006787455
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            52215.43000000
            USD
            490000.00000000
            SEK
            2022-04-06
            -99.33000000
          
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1405.36000000
        -0.00096031600
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            51513.74000000
            USD
            6100000.00000000
            JPY
            2022-04-06
            -1405.36000000
          
        
        
          N
          N
          N
        
      
      
        Credit Suisse International
        E58DKGMJYYYJLN8C3868
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1490.77000000
        -0.00101867869
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            51599.15000000
            USD
            6100000.00000000
            JPY
            2022-04-06
            -1490.77000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -132898.52000000
        -0.09081272863
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            1000028000.00000000
            JPY
            8086392.60000000
            USD
            2022-05-06
            -132898.52000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        BARCLAYS CAPITAL REPO
        000000000
        
          
        
        535000.00000000
        PA
        USD
        535000.00000000
        0.365578260916
        Long
        RA
        CORP
        US
        
        N
        
        2
        
          Repurchase
          
            
              
            
          
          N
          0.30000000
          2022-04-01
          
            
              502539.64650000
              USD
              544302.40990000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF AUSTRIA
        529900QWWUI4XRVR7I03
        Republic of Austria Government Bond
        000000000
        
          
        
        17000.00000000
        PA
        
        12013.58000000
        0.008209165764
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2120-06-30
          Fixed
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        520.31000000
        0.000355540233
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            51728.40000000
            USD
            460000.00000000
            NOK
            2022-04-06
            520.31000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        66.81000000
        0.000045652866
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            52478.21000000
            USD
            40000.00000000
            GBP
            2022-04-06
            66.81000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828WJ5
        
          
        
        1005000.00000000
        PA
        USD
        1007787.31000000
        0.688645106846
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-05-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        2416.32000000
        0.001651129090
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            12200000.00000000
            JPY
            102633.09000000
            USD
            2022-04-06
            2416.32000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GXL3
        
          
        
        105000.00000000
        PA
        USD
        103689.31000000
        0.070853378739
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-17
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth Bank of Australia
        MSFSBD3QN1GSN7Q6C537
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        2798.61000000
        0.001912356965
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Commonwealth Bank of Australia
              MSFSBD3QN1GSN7Q6C537
            
            6213000.00000000
            JPY
            53835.23000000
            USD
            2022-04-06
            2798.61000000
          
        
        
          N
          N
          N
        
      
      
        Alexandria Real Estate Equities Inc
        MGCJBT4MKTQBVLNUIS88
        Alexandria Real Estate Equities Inc
        015271109
        
          
        
        8964.00000000
        NS
        USD
        1804005.00000000
        1.232719645951
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs & Co. LLC
        FOR8UP27PHTHYVLBNG30
        99D0RN8J USD CALL CAD PUT
        000000000
        
          
        
        -155000.00000000
        OU
        Notional Amount
        USD
        -278.07000000
        -0.00019001186
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs & Co. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                
                  
                    Goldman Sachs & Co. LLC
                    FOR8UP27PHTHYVLBNG30
                  
                  
                    Goldman Sachs & Co. LLC
                    FOR8UP27PHTHYVLBNG30
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -278.07000000
                    0.00000000
                    DFE
                    
                    CA
                  
                  -155000.00000000
                  USD
                  -197160.00000000
                  CAD
                  2022-04-21
                
              
            
            1.00000000
            1.27200000
            USD
            2022-04-21
            XXXX
            334.18000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        518.31000000
        0.000354173585
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            51478.25000000
            USD
            47000.00000000
            EUR
            2022-04-06
            518.31000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        352.30000000
        0.000240734993
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            51640.99000000
            USD
            65000.00000000
            CAD
            2022-04-06
            352.30000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        185384.31000000
        0.126677520842
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            14938000.00000000
            EUR
            16711439.36000000
            USD
            2022-04-06
            185384.31000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        1180.87000000
        0.000806916637
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            79000.00000000
            GBP
            104957.29000000
            USD
            2022-04-06
            1180.87000000
          
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        959000.00000000
        PA
        
        1014485.79000000
        0.693222338004
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2026-04-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        546.15000000
        0.000373197321
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            270000.00000000
            NOK
            31213.87000000
            USD
            2022-04-06
            546.15000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        111.10000000
        0.000075917279
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            20335.54000000
            USD
            300000.00000000
            ZAR
            2022-05-06
            111.10000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        509.61000000
        0.000348228668
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            27486.77000000
            USD
            35000.00000000
            CAD
            2022-04-06
            509.61000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        933.76000000
        0.000638060480
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            51314.95000000
            USD
            460000.00000000
            NOK
            2022-04-06
            933.76000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -52.86000000
        -0.00003612049
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            47000.00000000
            EUR
            51943.70000000
            USD
            2022-04-06
            -52.86000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -6019.49000000
        -0.00411326109
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            45150000.00000000
            JPY
            364864.70000000
            USD
            2022-04-06
            -6019.49000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        289.84000000
        0.000198054585
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            26794.85000000
            USD
            25000.00000000
            CHF
            2022-05-06
            289.84000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        991.62000000
        0.000677597598
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            40000.00000000
            GBP
            53536.64000000
            USD
            2022-04-06
            991.62000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        579.49000000
        0.000395979339
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            51413.80000000
            USD
            65000.00000000
            CAD
            2022-04-06
            579.49000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -1068.04000000
        -0.00072981720
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            500000.00000000
            SEK
            52111.65000000
            USD
            2022-04-06
            -1068.04000000
          
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT
        254900G14ALGVKORFN62
        Netherlands Government Bond
        000000000
        
          
        
        207000.00000000
        PA
        
        198803.17000000
        0.135846947949
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2038-01-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079K107
        
          
        
        1403.00000000
        NS
        USD
        3918564.97000000
        2.677648910316
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        47.37000000
        0.000032369050
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            50000.00000000
            CHF
            54216.75000000
            USD
            2022-05-06
            47.37000000
          
        
        
          N
          N
          N
        
      
      
        SINGAPORE GOVERNMENT
        549300ZSV6VOGFH1ER70
        Singapore Government Bond
        000000000
        
          
        
        74000.00000000
        PA
        
        57652.68000000
        0.039395451386
        Long
        DBT
        NUSS
        SG
        N
        
        2
        
          2027-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
        
        458000.00000000
        PA
        
        467742.61000000
        0.319619682093
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2031-10-31
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        -210.43000000
        -0.00014379183
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            62440000.00000000
            KRW
            51268.58000000
            USD
            2022-04-06
            -210.43000000
          
        
        
          N
          N
          N
        
      
      
        Cie Financiere Richemont SA
        549300YIPGJ6UX2QPS51
        Cie Financiere Richemont SA
        000000000
        
          
        
        9746.00000000
        NS
        
        1236265.47000000
        0.844769683276
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
        
        50000.00000000
        PA
        
        71993.07000000
        0.049194581922
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2066-07-30
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        404.24000000
        0.000276226834
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            1460000.00000000
            TWD
            51361.43000000
            USD
            2022-04-06
            404.24000000
          
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
        
        543800.00000000
        PA
        
        31230.09000000
        0.021340265402
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2036-11-20
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        960.64000000
        0.000656428225
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            6100000.00000000
            JPY
            51069.02000000
            USD
            2022-04-06
            960.64000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -385.71000000
        -0.00026356484
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            50000.00000000
            CHF
            53727.28000000
            USD
            2022-04-06
            -385.71000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD CLP
        000000000
        
          
        
        1.00000000
        NC
        
        323.19000000
        0.000220843435
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            24000000.00000000
            CLP
            30816.64000000
            USD
            2022-04-06
            323.19000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -448.45000000
        -0.00030643658
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            51378.28000000
            USD
            6200000.00000000
            JPY
            2022-04-06
            -448.45000000
          
        
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        Australia Government Bond
        000000000
        
          
        
        374000.00000000
        PA
        
        288888.24000000
        0.197404225006
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2029-04-21
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -397.75000000
        -0.00027179206
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            47000.00000000
            EUR
            51598.81000000
            USD
            2022-04-06
            -397.75000000
          
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
        
        24000.00000000
        PA
        
        30073.18000000
        0.020549721204
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2025-07-30
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        771.74000000
        0.000527348349
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            106347.49000000
            USD
            510000.00000000
            BRL
            2022-04-04
            771.74000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2982.22000000
        0.002037822058
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            255677.87000000
            USD
            239000.00000000
            CHF
            2022-04-06
            2982.22000000
          
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        425000.00000000
        PA
        
        467683.13000000
        0.319579037991
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2024-01-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Illumina Inc
        SQ95QG8SR5Q56LSNF682
        Illumina Inc
        452327109
        
          
        
        1233.00000000
        NS
        USD
        430810.20000000
        0.294382885422
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -281.40000000
        -0.00019228733
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            51512.80000000
            USD
            39000.00000000
            GBP
            2022-04-06
            -281.40000000
          
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PDW9
        
          
        
        15000.00000000
        PA
        USD
        14130.76000000
        0.009655885357
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canadian Imperial Bank of Commerce
        2IGI19DL77OX0HC3ZE78
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        379.80000000
        0.000259526399
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Canadian Imperial Bank of Commerce
              2IGI19DL77OX0HC3ZE78
            
            21217.41000000
            USD
            27000.00000000
            CAD
            2022-04-06
            379.80000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -585.53000000
        -0.00040010661
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            50000.00000000
            CHF
            53527.46000000
            USD
            2022-04-06
            -585.53000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAM3
        
          
        
        1408000.00000000
        PA
        USD
        1302125.00000000
        0.889773071019
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-09-30
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -1087.41000000
        -0.00074305319
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            640000.00000000
            MXN
            31078.52000000
            USD
            2022-04-06
            -1087.41000000
          
        
        
          N
          N
          N
        
      
      
        Marsh & McLennan Cos Inc
        549300XMP3KDCKJXIU47
        Marsh & McLennan Cos Inc
        571748102
        
          
        
        6704.00000000
        NS
        USD
        1142495.68000000
        0.780694549156
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        138.57000000
        0.000094688186
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            36000.00000000
            GBP
            47429.09000000
            USD
            2022-04-06
            138.57000000
          
        
        
          N
          N
          N
        
      
      
        Varonis Systems Inc
        549300SHIVNRRH7STS26
        Varonis Systems Inc
        922280102
        
          
        
        15856.00000000
        NS
        USD
        753794.24000000
        0.515085583827
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1631.94000000
        0.001115143527
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            26021.50000000
            USD
            260000.00000000
            SEK
            2022-04-06
            1631.94000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2426.68000000
        0.001658208325
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            104342.42000000
            USD
            940000.00000000
            NOK
            2022-04-06
            2426.68000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED PLN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1075.75000000
        0.000735085633
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            26289.32000000
            USD
            115000.00000000
            PLN
            2022-04-06
            1075.75000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCW9
        
          
        
        841000.00000000
        PA
        USD
        780553.13000000
        0.533370571622
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-08-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        163.08000000
        0.000111436453
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            51833.48000000
            USD
            47000.00000000
            EUR
            2022-04-06
            163.08000000
          
        
        
          N
          N
          N
        
      
      
        Ares Management Corp
        529900JUV61FH7B8VW38
        Ares Management Corp
        03990B101
        
          
        
        10834.00000000
        NS
        USD
        880045.82000000
        0.601356299816
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED DKK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1644.48000000
        0.001123712408
        N/A
        DFE
        
        DK
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            182032.55000000
            USD
            1235000.00000000
            DKK
            2022-04-06
            1644.48000000
          
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        193000.00000000
        PA
        
        198306.70000000
        0.135507698157
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2028-03-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Thirty Year Bond
        000000000
        
          
        
        120700000.00000000
        PA
        
        1273011.22000000
        0.869878930718
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2040-03-20
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FINNISH GOVERNMENT
        743700M6Y2OQRVSBRD14
        Finland Government Bond
        000000000
        
          
        
        48000.00000000
        PA
        
        54110.27000000
        0.036974838138
        Long
        DBT
        NUSS
        FI
        N
        
        2
        
          2025-09-15
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        457.78000000
        0.000312811993
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            79000.00000000
            GBP
            104234.20000000
            USD
            2022-04-06
            457.78000000
          
        
        
          N
          N
          N
        
      
      
        Proya Cosmetics Co Ltd
        N/A
        Proya Cosmetics Co Ltd
        000000000
        
          
        
        29558.00000000
        NS
        
        875882.93000000
        0.598511697785
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        99D0RBJ3 EUR CHF
        000000000
        
          
        
        9000.00000000
        OU
        Notional Amount
        
        878.57000000
        0.000600347836
        N/A
        DFE
        
        DE
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            Call
            Purchased
            
              
                
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    878.57000000
                    0.00000000
                    DFE
                    
                    XX
                  
                  9405.00000000
                  CHF
                  9000.00000000
                  EUR
                  2022-09-02
                
              
            
            1.00000000
            1.04500000
            EUR
            2022-09-02
            XXXX
            -697.61000000
          
        
        
          N
          N
          N
        
      
      
        Techtronic Industries Co Ltd
        549300HZW2SBE758OK89
        Techtronic Industries Co Ltd
        000000000
        
          
        
        76000.00000000
        NS
        
        1224343.73000000
        0.836623273975
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        287.64000000
        0.000196551272
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            51166.64000000
            USD
            62410000.00000000
            KRW
            2022-04-06
            287.64000000
          
        
        
          N
          N
          N
        
      
      
        ICE Futures Europe - Financial Products Division
        N/A
        LONG GILT FUTURE JUN22
        000000000
        
          
        
        -8.00000000
        NC
        
        10535.47000000
        0.007199137944
        N/A
        DIR
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe - Financial Products Division
              N/A
            
            Short
            
              
                Long Gilt Future
                G M2 COMDTY
              
            
            2022-06-28
            -977860.00000000
            GBP
            10535.47000000
          
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        Canadian Pacific Railway Co
        13645RBD5
        
          
        
        145000.00000000
        PA
        USD
        139162.51000000
        0.095093062412
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-12-02
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Airbnb Inc
        549300HMUDNO0RY56D37
        Airbnb Inc
        009066101
        
          
        
        7849.00000000
        NS
        USD
        1348144.24000000
        0.921219115370
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA FUT JUN22
        000000000
        
          
        
        -2.00000000
        NC
        USD
        8115.00000000
        0.005545173060
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                Ultra 10-Year US Treasury Note Futures
                UXYM2 COMDTY
              
            
            2022-06-21
            -279052.50000000
            USD
            8115.00000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        305.99000000
        0.000209090265
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            51687.30000000
            USD
            65000.00000000
            CAD
            2022-04-06
            305.99000000
          
        
        
          N
          N
          N
        
      
      
        Localiza Rent a Car SA
        N/A
        Localiza Rent a Car SA
        000000000
        
          
        
        71200.00000000
        NS
        
        913731.21000000
        0.624374330273
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -811.87000000
        -0.00055477013
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            250000.00000000
            SEK
            25777.98000000
            USD
            2022-04-06
            -811.87000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        793.36000000
        0.000542121811
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            27203.02000000
            USD
            35000.00000000
            CAD
            2022-04-06
            793.36000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -38.27000000
        -0.00002615080
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            24000.00000000
            EUR
            26513.16000000
            USD
            2022-04-06
            -38.27000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -989.78000000
        -0.00067634028
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            75000.00000000
            NZD
            50988.08000000
            USD
            2022-04-06
            -989.78000000
          
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -3132.59000000
        -0.00214057346
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            1100000.00000000
            MXN
            52152.60000000
            USD
            2022-04-06
            -3132.59000000
          
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
        
        215000.00000000
        PA
        
        225071.73000000
        0.153796881560
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2028-01-31
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Keyence Corp
        529900M7PQBS7A89DZ11
        Keyence Corp
        000000000
        
          
        
        1430.00000000
        NS
        
        664846.95000000
        0.454305778983
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        99D0RKY1 EUR CALL USD PUT
        000000000
        
          
        
        -47000.00000000
        OU
        Notional Amount
        
        -163.32000000
        -0.00011160045
        N/A
        DFE
        
        DE
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            Call
            Written
            
              
                
                  
                    Bank of America N.A.
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America N.A.
                    B4TYDEB6GKMZO031MB27
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -163.32000000
                    0.00000000
                    DFE
                    
                    US
                  
                  -47000.00000000
                  EUR
                  -52452.00000000
                  USD
                  2022-04-13
                
              
            
            1.00000000
            1.11600000
            EUR
            2022-04-13
            XXXX
            82.38000000
          
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM
        549300SZ25JZFHRHWD76
        Kingdom of Belgium Government Bond
        000000000
        
          
        
        48000.00000000
        PA
        
        48519.90000000
        0.033154804975
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2031-10-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -11.93000000
        -0.00000815205
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            26279.71000000
            USD
            20000.00000000
            GBP
            2022-05-06
            -11.93000000
          
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
        
        115000.00000000
        PA
        
        151734.48000000
        0.103683789382
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2022-09-07
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        99D0R2X5 NZD CALL USD PUT
        000000000
        
          
        
        10000.00000000
        OU
        Notional Amount
        
        740.16000000
        0.000505768982
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            Call
            Purchased
            
              
                
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    740.16000000
                    0.00000000
                    DFE
                    
                    NZ
                  
                  7300.00000000
                  USD
                  10000.00000000
                  NZD
                  2022-05-09
                
              
            
            1.00000000
            0.73000000
            NZD
            2022-05-09
            XXXX
            342.46000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1784.53000000
        0.001219411913
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            30883.99000000
            USD
            650000.00000000
            MXN
            2022-04-06
            1784.53000000
          
        
        
          N
          N
          N
        
      
      
        POLAND GOVERNMENT BOND
        259400R9L8QEP0TPXS31
        Republic of Poland Government Bond
        000000000
        
          
        
        199000.00000000
        PA
        
        34872.07000000
        0.023828917205
        Long
        DBT
        NUSS
        PL
        N
        
        2
        
          2030-10-25
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        745.55000000
        0.000509452097
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            110000.00000000
            CHF
            119794.13000000
            USD
            2022-04-06
            745.55000000
          
        
        
          N
          N
          N
        
      
      
        Marvell Technology Inc
        N/A
        Marvell Technology Inc
        573874104
        
          
        
        6780.00000000
        NS
        USD
        486193.80000000
        0.332227820321
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD PLN
        000000000
        
          
        
        1.00000000
        NC
        
        -761.25000000
        -0.00052018028
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            115000.00000000
            PLN
            26603.82000000
            USD
            2022-04-06
            -761.25000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1722.64000000
        -0.00117712100
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            51831.02000000
            USD
            6100000.00000000
            JPY
            2022-04-06
            -1722.64000000
          
        
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
        
        45000.00000000
        PA
        
        83722.29000000
        0.057209437716
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2055-04-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -485.64000000
        -0.00033184939
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            50000.00000000
            CHF
            53627.35000000
            USD
            2022-04-06
            -485.64000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        8.26000000
        0.000005644255
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            1389.61000000
            USD
            40000.00000000
            TWD
            2022-05-06
            8.26000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -1837.97000000
        -0.00125592874
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            145000.00000000
            AUD
            106667.80000000
            USD
            2022-04-06
            -1837.97000000
          
        
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
        
        483000.00000000
        PA
        
        536354.39000000
        0.366503747908
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2023-03-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE FINANCIAL LIFE
        635400B4JJBON4TCHF02
        Equitable Financial Life Global Funding
        29449WAG2
        
          
        
        160000.00000000
        PA
        USD
        157160.41000000
        0.107391456771
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-06
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs & Co. LLC
        FOR8UP27PHTHYVLBNG30
        99D0RLI7 AUD CALL JPY PUT
        000000000
        
          
        
        -70000.00000000
        OU
        Notional Amount
        
        -1375.00000000
        -0.00093957029
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Goldman Sachs & Co. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                
                  
                    Goldman Sachs & Co. LLC
                    FOR8UP27PHTHYVLBNG30
                  
                  
                    Goldman Sachs & Co. LLC
                    FOR8UP27PHTHYVLBNG30
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -1375.00000000
                    0.00000000
                    DFE
                    
                    JP
                  
                  -70000.00000000
                  AUD
                  -6233500.00000000
                  JPY
                  2022-04-20
                
              
            
            1.00000000
            89.05000000
            AUD
            2022-04-20
            XXXX
            -1007.93000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2022.44000000
        0.001381981491
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            109654.91000000
            USD
            1050000.00000000
            SEK
            2022-04-06
            2022.44000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -27.08000000
        -0.00001850440
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            52572.10000000
            USD
            40000.00000000
            GBP
            2022-04-06
            -27.08000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1.29000000
        -0.00000088148
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            26273.80000000
            USD
            20000.00000000
            GBP
            2022-04-06
            -1.29000000
          
        
        
          N
          N
          N
        
      
      
        London Stock Exchange Group PLC
        213800QAUUUP6I445N30
        London Stock Exchange Group PLC
        000000000
        
          
        
        8409.00000000
        NS
        
        878536.13000000
        0.600324692630
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -1039.93000000
        -0.00071060897
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            75000.00000000
            NZD
            50937.93000000
            USD
            2022-04-06
            -1039.93000000
          
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
        
        894000.00000000
        PA
        
        1038088.42000000
        0.709350578057
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2031-07-31
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -156.42000000
        -0.00010688551
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            51811.66000000
            USD
            1480000.00000000
            TWD
            2022-04-06
            -156.42000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Austria
        529900QWWUI4XRVR7I03
        Republic of Austria Government Bond
        000000000
        
          
        
        159000.00000000
        PA
        
        177975.59000000
        0.121614965752
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2026-10-20
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        258.97000000
        0.000176960377
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            50631.28000000
            USD
            46000.00000000
            EUR
            2022-04-06
            258.97000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -11459.40000000
        -0.00783048135
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            6804000.00000000
            MXN
            330504.65000000
            USD
            2022-04-06
            -11459.40000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        -418.50000000
        -0.00028597103
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            62360000.00000000
            KRW
            50878.71000000
            USD
            2022-05-06
            -418.50000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        24.49000000
        0.000016734601
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            4000.00000000
            GBP
            5278.99000000
            USD
            2022-04-06
            24.49000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2323.53000000
        0.001587723470
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            51919.76000000
            USD
            510000.00000000
            SEK
            2022-04-06
            2323.53000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        181.93000000
        0.000124317108
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            51814.63000000
            USD
            47000.00000000
            EUR
            2022-04-06
            181.93000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1578.62000000
        -0.00107870869
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            106668.67000000
            USD
            80000.00000000
            GBP
            2022-04-06
            -1578.62000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD ILS
        000000000
        
          
        
        1.00000000
        NC
        
        -4761.02000000
        -0.00325331852
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            793000.00000000
            ILS
            243748.75000000
            USD
            2022-04-06
            -4761.02000000
          
        
        
          N
          N
          N
        
      
      
        Recruit Holdings Co Ltd
        353800R2LRSMVVC4I806
        Recruit Holdings Co Ltd
        000000000
        
          
        
        2704.00000000
        NS
        
        118373.72000000
        0.080887586347
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
        
        218000.00000000
        PA
        
        279754.90000000
        0.191163195934
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2024-01-31
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -661.69000000
        -0.00045214855
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            630000.00000000
            MXN
            31001.65000000
            USD
            2022-04-06
            -661.69000000
          
        
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        AstraZeneca PLC
        000000000
        
          
        
        10320.00000000
        NS
        
        1368547.27000000
        0.935160992426
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM
        549300SZ25JZFHRHWD76
        Kingdom of Belgium Government Bond
        000000000
        
          
        
        90000.00000000
        PA
        
        95976.51000000
        0.065583038531
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2053-06-22
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POLAND GOVERNMENT BOND
        259400R9L8QEP0TPXS31
        Republic of Poland Government Bond
        000000000
        
          
        
        375000.00000000
        PA
        
        77146.43000000
        0.052715995729
        Long
        DBT
        NUSS
        PL
        N
        
        2
        
          2027-07-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAT2
        
          
        
        180000.00000000
        PA
        USD
        172403.45000000
        0.117807389583
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-10-29
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        -8.26000000
        -0.00000564425
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            40000.00000000
            TWD
            1387.83000000
            USD
            2022-04-06
            -8.26000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1162.89000000
        0.000794630474
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            51219.21000000
            USD
            70000.00000000
            AUD
            2022-04-06
            1162.89000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        -514.32000000
        -0.00035144712
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            380000.00000000
            TRY
            25320.67000000
            USD
            2022-04-06
            -514.32000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        2291.02000000
        0.001565508611
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            2985000.00000000
            TWD
            106474.05000000
            USD
            2022-04-06
            2291.02000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAX9
        
          
        
        1568000.00000000
        PA
        USD
        1555872.49000000
        1.063164783367
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-11-30
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1067.33000000
        0.000729332047
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            50910.53000000
            USD
            75000.00000000
            NZD
            2022-04-06
            1067.33000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        947.72000000
        0.000647599681
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            103008.00000000
            USD
            150000.00000000
            NZD
            2022-04-06
            947.72000000
          
        
        
          N
          N
          N
        
      
      
        Booz Allen Hamilton Holding Corp
        529900JPV47PIUWMA015
        Booz Allen Hamilton Holding Corp
        099502106
        
          
        
        14844.00000000
        NS
        USD
        1303896.96000000
        0.890983893552
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        Canadian Government Bond
        135087A61
        
          
        
        96000.00000000
        PA
        
        76357.61000000
        0.052176976208
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2023-06-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Securities, Inc.
        9J6MBOOO7BECTDTUZW19
        DEUTSCHE REPO
        000000000
        
          
        
        705000.00000000
        PA
        USD
        705000.00000000
        0.481743315786
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          N
          0.26000000
          2022-04-01
          
            
              707105.45290000
              USD
              717699.21480000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        BUNDESOBLIGATION
        529900AQBND3S6YJLY83
        Bundesobligation
        000000000
        
          
        
        31000.00000000
        PA
        
        34255.54000000
        0.023407627551
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2024-10-18
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -194.62000000
        -0.00013298848
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            101255.13000000
            USD
            135000.00000000
            AUD
            2022-05-06
            -194.62000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED PLN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1646.24000000
        0.001124915058
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            25718.83000000
            USD
            115000.00000000
            PLN
            2022-04-06
            1646.24000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs & Co. LLC
        FOR8UP27PHTHYVLBNG30
        99D0RJ1E EUR CALL USD PUT
        000000000
        
          
        
        -94000.00000000
        OU
        Notional Amount
        
        -118.45000000
        -0.00008093971
        N/A
        DFE
        
        DE
        N
        
        2
        
          
            
              Goldman Sachs & Co. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                
                  
                    Goldman Sachs & Co. LLC
                    FOR8UP27PHTHYVLBNG30
                  
                  
                    Goldman Sachs & Co. LLC
                    FOR8UP27PHTHYVLBNG30
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -118.45000000
                    0.00000000
                    DFE
                    
                    US
                  
                  -94000.00000000
                  EUR
                  -105750.00000000
                  USD
                  2022-04-12
                
              
            
            1.00000000
            1.12500000
            EUR
            2022-04-12
            XXXX
            358.63000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        663.22000000
        0.000453194045
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            52721.33000000
            USD
            470000.00000000
            NOK
            2022-04-06
            663.22000000
          
        
        
          N
          N
          N
        
      
      
        Snap Inc
        549300JNC0L6VP8A2Q35
        Snap Inc
        83304A106
        
          
        
        25258.00000000
        NS
        USD
        909035.42000000
        0.621165584962
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -2277.11000000
        -0.00155600357
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            520000.00000000
            SEK
            53029.77000000
            USD
            2022-04-06
            -2277.11000000
          
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        30.98000000
        0.000021169372
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            52514.04000000
            USD
            40000.00000000
            GBP
            2022-04-06
            30.98000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -2971.10000000
        -0.00203022349
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            239000.00000000
            CHF
            255958.53000000
            USD
            2022-05-06
            -2971.10000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        199.78000000
        0.000136514439
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            25000.00000000
            CHF
            27256.27000000
            USD
            2022-04-06
            199.78000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 2YR NOTE (CBT) JUN22
        000000000
        
          
        
        9.00000000
        NC
        USD
        -25680.95000000
        -0.01754840568
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 2 Year US Treasury Note Future
                TUM2 COMDTY
              
            
            2022-06-30
            1932977.83000000
            USD
            -25680.95000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        776.44000000
        0.000530559971
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            30886.90000000
            USD
            630000.00000000
            MXN
            2022-04-06
            776.44000000
          
        
        
          N
          N
          N
        
      
      
        STARBUCKS CORP
        OQSJ1DU9TAOC51A47K68
        Starbucks Corp
        855244AY5
        
          
        
        30000.00000000
        PA
        USD
        30005.40000000
        0.020503405514
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-07
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        -172.74000000
        -0.00011803736
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            380000.00000000
            TRY
            25082.51000000
            USD
            2022-05-06
            -172.74000000
          
        
        
          N
          N
          N
        
      
      
        FINNISH GOVERNMENT
        743700M6Y2OQRVSBRD14
        Finland Government Bond
        000000000
        
          
        
        33000.00000000
        PA
        
        37034.04000000
        0.025306242874
        Long
        DBT
        NUSS
        FI
        N
        
        2
        
          2034-04-15
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Austria
        529900QWWUI4XRVR7I03
        Republic of Austria Government Bond
        000000000
        
          
        
        4000.00000000
        PA
        
        5342.39000000
        0.003650582514
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2117-09-20
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRISH TSY 1.5% 2050
        549300KXBEJAOJ9OVF93
        Ireland Government Bond
        000000000
        
          
        
        31000.00000000
        PA
        
        34735.10000000
        0.023735322337
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2050-05-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (10 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Ten Year Bond
        000000000
        
          
        
        96300000.00000000
        PA
        
        802183.59000000
        0.548151180874
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2024-06-20
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128283W8
        
          
        
        48000.00000000
        PA
        USD
        48798.75000000
        0.033345349831
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-02-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD ILS
        000000000
        
          
        
        1.00000000
        NC
        
        -2099.39000000
        -0.00143456326
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            793000.00000000
            ILS
            246541.27000000
            USD
            2022-05-06
            -2099.39000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        163.05000000
        0.000111415954
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            25000.00000000
            CHF
            27219.54000000
            USD
            2022-04-06
            163.05000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -258.16000000
        -0.00017640688
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            51489.56000000
            USD
            39000.00000000
            GBP
            2022-04-06
            -258.16000000
          
        
        
          N
          N
          N
        
      
      
        National Grid PLC
        8R95QZMKZLJX5Q2XR704
        National Grid PLC
        63627UE42
        
          
        
        300000.00000000
        PA
        USD
        299727.72000000
        0.204811100235
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2022-05-04
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -692.32000000
        -0.00047307876
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            630000.00000000
            MXN
            30971.02000000
            USD
            2022-04-06
            -692.32000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -954.94000000
        -0.00065253327
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            470000.00000000
            NOK
            52429.61000000
            USD
            2022-04-06
            -954.94000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2996.31000000
        -0.00204745009
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            52283.25000000
            USD
            6000000.00000000
            JPY
            2022-04-06
            -2996.31000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        435.27000000
        0.000297430373
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            30725.47000000
            USD
            620000.00000000
            MXN
            2022-04-06
            435.27000000
          
        
        
          N
          N
          N
        
      
      
        MALAYSIA GOVERNMENT
        254900GSIL471JOBYY43
        Malaysia Government Bond
        000000000
        
          
        
        75000.00000000
        PA
        
        17944.54000000
        0.012261932198
        Long
        DBT
        NUSS
        MY
        N
        
        2
        
          2022-08-15
          Fixed
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XBB5
        
          
        
        45000.00000000
        PA
        USD
        41970.56000000
        0.028679484737
        Long
        DBT
        
        US
        N
        
        2
        
          2025-09-15
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        9667.40000000
        0.006605965008
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            278820.79000000
            USD
            5740000.00000000
            MXN
            2022-04-06
            9667.40000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -124.53000000
        -0.00008509431
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            84000.00000000
            CHF
            90785.29000000
            USD
            2022-04-06
            -124.53000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        99D0RD36 USD CALL MXN PUT
        000000000
        
          
        
        -53000.00000000
        OU
        Notional Amount
        USD
        -0.05000000
        -0.00000003416
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            Call
            Written
            
              
                
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -0.05000000
                    0.00000000
                    DFE
                    
                    MX
                  
                  -53000.00000000
                  USD
                  -1152750.00000000
                  MXN
                  2022-04-07
                
              
            
            1.00000000
            21.75000000
            USD
            2022-04-07
            XXXX
            573.99000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -862.09000000
        -0.00058908665
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            2020000.00000000
            ZAR
            137341.16000000
            USD
            2022-04-06
            -862.09000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        663.64000000
        0.000453481041
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            30808.39000000
            USD
            460000.00000000
            ZAR
            2022-04-06
            663.64000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKM0
        
          
        
        130000.00000000
        PA
        USD
        129972.70000000
        0.088813446042
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-02
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
        
        843000.00000000
        PA
        
        40834.00000000
        0.027902846179
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2031-05-29
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (10 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Ten Year Bond
        000000000
        
          
        
        17100000.00000000
        PA
        
        141707.79000000
        0.096832312946
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2024-12-20
          Fixed
          0.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBH3
        
          
        
        1309000.00000000
        PA
        USD
        1207705.90000000
        0.825254247888
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-01-31
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        -677.39000000
        -0.00046287674
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            231000.00000000
            SGD
            169736.86000000
            USD
            2022-05-06
            -677.39000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -2651.84000000
        -0.00181206552
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            120000.00000000
            AUD
            87146.04000000
            USD
            2022-04-06
            -2651.84000000
          
        
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        Canadian Government Bond
        135087E67
        
          
        
        196000.00000000
        PA
        
        151580.28000000
        0.103578420844
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2026-06-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SZ2
        
          
        
        281000.00000000
        PA
        USD
        253382.97000000
        0.173142627137
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-08-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (40 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Forty Year Bond
        000000000
        
          
        
        53200000.00000000
        PA
        
        370363.59000000
        0.253078275025
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2056-03-20
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -1583.10000000
        -0.00108176999
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            70000.00000000
            AUD
            50799.00000000
            USD
            2022-04-06
            -1583.10000000
          
        
        
          N
          N
          N
        
      
      
        Li Ning Co Ltd
        529900T77L2FV3FZ3U81
        Li Ning Co Ltd
        000000000
        
          
        
        53000.00000000
        NS
        
        454261.79000000
        0.310407916240
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        193.45000000
        0.000132188999
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            48000.00000000
            EUR
            53296.32000000
            USD
            2022-04-06
            193.45000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        99D0RIH7 USD CALL SEK PUT
        000000000
        
          
        
        -157000.00000000
        OU
        Notional Amount
        USD
        -5.18000000
        -0.00000353961
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            Call
            Written
            
              
                
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -5.18000000
                    0.00000000
                    DFE
                    
                    SE
                  
                  -157000.00000000
                  USD
                  -1570000.00000000
                  SEK
                  2022-04-07
                
              
            
            1.00000000
            10.00000000
            USD
            2022-04-07
            XXXX
            1165.89000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -1078.73000000
        -0.00073712193
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            75000.00000000
            NZD
            50899.13000000
            USD
            2022-04-06
            -1078.73000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) JUN22
        000000000
        
          
        
        22.00000000
        NC
        USD
        -9852.10000000
        -0.00673217492
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 5 Year US Treasury Note
                FVM2 COMDTY
              
            
            2022-06-30
            2532977.10000000
            USD
            -9852.10000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -657.01000000
        -0.00044895060
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            65000.00000000
            CAD
            51336.28000000
            USD
            2022-04-06
            -657.01000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2761.27000000
        0.001886841653
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            51972.69000000
            USD
            800000.00000000
            ZAR
            2022-04-06
            2761.27000000
          
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        196000.00000000
        PA
        
        184370.59000000
        0.125984821787
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2045-04-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -740.41000000
        -0.00050593981
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            510000.00000000
            BRL
            105522.34000000
            USD
            2022-05-03
            -740.41000000
          
        
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank
        PT3QB789TSUIDF371261
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -10929.38000000
        -0.00746830604
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Toronto-Dominion Bank
              PT3QB789TSUIDF371261
            
            3176000.00000000
            GBP
            4160394.85000000
            USD
            2022-05-06
            -10929.38000000
          
        
        
          N
          N
          N
        
      
      
        Match Group Inc
        15OMOPB0A8K0EFUVD031
        Match Group Inc
        57667L107
        
          
        
        8774.00000000
        NS
        USD
        954084.76000000
        0.651948873509
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        452.72000000
        0.000309354374
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            53716.66000000
            USD
            50000.00000000
            CHF
            2022-05-06
            452.72000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -341.68000000
        -0.00023347809
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            47000.00000000
            EUR
            51654.88000000
            USD
            2022-04-06
            -341.68000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3877.93000000
        -0.00264988206
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            78629.78000000
            USD
            9100000.00000000
            JPY
            2022-04-06
            -3877.93000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -1003.12000000
        -0.00068545582
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            390000.00000000
            ZAR
            25679.69000000
            USD
            2022-04-06
            -1003.12000000
          
        
        
          N
          N
          N
        
      
      
        Commerzbank AG
        851WYGNLUQLFZBSYGB56
        Commerzbank AG
        000000000
        
          
        
        61812.00000000
        NS
        
        471961.54000000
        0.322502577593
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        Canadian Government Bond
        135087YQ1
        
          
        
        15000.00000000
        PA
        
        14859.58000000
        0.010153905447
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2041-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lonza Group AG
        549300EFW4H2TCZ71055
        Lonza Group AG
        000000000
        
          
        
        1404.00000000
        NS
        
        1017174.51000000
        0.695059604512
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -248.20000000
        -0.00016960098
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            22374.40000000
            USD
            20000.00000000
            EUR
            2022-04-06
            -248.20000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs & Co. LLC
        FOR8UP27PHTHYVLBNG30
        99D0RIZD USD CAD
        000000000
        
          
        
        10000.00000000
        OU
        Notional Amount
        USD
        2503.86000000
        0.001710947260
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs & Co. LLC
              FOR8UP27PHTHYVLBNG30
            
            Put
            Purchased
            
              
                
                  
                    Goldman Sachs & Co. LLC
                    FOR8UP27PHTHYVLBNG30
                  
                  
                    Goldman Sachs & Co. LLC
                    FOR8UP27PHTHYVLBNG30
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    2503.86000000
                    0.00000000
                    DFE
                    
                    US
                  
                  12300.00000000
                  CAD
                  10000.00000000
                  USD
                  2022-05-10
                
              
            
            1.00000000
            1.23000000
            USD
            2022-05-10
            XXXX
            1333.86000000
          
        
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank
        PT3QB789TSUIDF371261
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        231.30000000
        0.000158052807
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Toronto-Dominion Bank
              PT3QB789TSUIDF371261
            
            38489.54000000
            USD
            35000.00000000
            EUR
            2022-04-06
            231.30000000
          
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        703.90000000
        0.000480991659
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            51678.20000000
            USD
            70000.00000000
            AUD
            2022-04-06
            703.90000000
          
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-SCHATZ FUT JUN22
        000000000
        
          
        
        3.00000000
        NC
        
        -3280.98000000
        -0.00224197189
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Long
            
              
                Eurex 2 Year Euro SCHATZ Future
                DUM2 COMDTY
              
            
            2022-06-08
            335170.86000000
            EUR
            -3280.98000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -1068.60000000
        -0.00073019986
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            70000.00000000
            AUD
            51313.50000000
            USD
            2022-04-06
            -1068.60000000
          
        
        
          N
          N
          N
        
      
      
        MALAYSIA GOVERNMENT
        254900GSIL471JOBYY43
        Malaysia Government Bond
        000000000
        
          
        
        122000.00000000
        PA
        
        25989.99000000
        0.017759580084
        Long
        DBT
        NUSS
        MY
        N
        
        2
        
          2031-04-15
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -305.96000000
        -0.00020906976
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            47000.00000000
            EUR
            51690.60000000
            USD
            2022-04-06
            -305.96000000
          
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM
        549300SZ25JZFHRHWD76
        Kingdom of Belgium Government Bond
        000000000
        
          
        
        210000.00000000
        PA
        
        217257.12000000
        0.148456972151
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2032-06-22
          Fixed
          0.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth Bank of Australia
        MSFSBD3QN1GSN7Q6C537
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1566.93000000
        0.001070720643
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Commonwealth Bank of Australia
              MSFSBD3QN1GSN7Q6C537
            
            38093.80000000
            USD
            53000.00000000
            AUD
            2022-04-06
            1566.93000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        432.30000000
        0.000295400901
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            39000.00000000
            GBP
            51663.70000000
            USD
            2022-04-06
            432.30000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1056.82000000
        0.000722150313
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            26083.18000000
            USD
            540000.00000000
            MXN
            2022-04-06
            1056.82000000
          
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
        
        324000.00000000
        PA
        
        422047.24000000
        0.288394945838
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2023-01-31
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122DT2
        
          
        
        120000.00000000
        PA
        USD
        116724.70000000
        0.079760771648
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-13
          Fixed
          0.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -359.86000000
        -0.00024590092
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            75000.00000000
            NZD
            51618.00000000
            USD
            2022-04-06
            -359.86000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2819.62000000
        0.001926713600
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            51914.34000000
            USD
            800000.00000000
            ZAR
            2022-04-06
            2819.62000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1576.72000000
        0.001077410384
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            25790.26000000
            USD
            400000.00000000
            ZAR
            2022-04-06
            1576.72000000
          
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NDX6
        
          
        
        100000.00000000
        PA
        
        105183.78000000
        0.071874585736
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        99D0RN8T USD CALL NOK PUT
        000000000
        
          
        
        -103000.00000000
        OU
        Notional Amount
        USD
        -788.05000000
        -0.00053849336
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            Call
            Written
            
              
                
                  
                    Bank of America N.A.
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America N.A.
                    B4TYDEB6GKMZO031MB27
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -788.05000000
                    0.00000000
                    DFE
                    
                    NO
                  
                  -103000.00000000
                  USD
                  -916700.00000000
                  NOK
                  2022-04-21
                
              
            
            1.00000000
            8.90000000
            USD
            2022-04-21
            XXXX
            11.75000000
          
        
        
          N
          N
          N
        
      
      
        BUNDESREPUB. DEUTSCHLAND
        529900AQBND3S6YJLY83
        Bundesrepublik Deutschland Bundesanleihe
        000000000
        
          
        
        147000.00000000
        PA
        
        149819.00000000
        0.102374896209
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2035-05-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity National Information Services Inc
        6WQI0GK1PRFVBA061U48
        Fidelity National Information Services Inc
        31620M106
        
          
        
        13492.00000000
        NS
        USD
        1354866.64000000
        0.925812691634
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        1265.13000000
        0.000864493505
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            6000000.00000000
            JPY
            50552.07000000
            USD
            2022-04-06
            1265.13000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        165.35000000
        0.000112987598
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            70000.00000000
            AUD
            52547.45000000
            USD
            2022-04-06
            165.35000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2461.07000000
        0.001681707832
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            101494.65000000
            USD
            150000.00000000
            NZD
            2022-04-06
            2461.07000000
          
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -399.44000000
        -0.00027294687
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Royal Bank of Canada
              ES7IP3U3RHIGC71XBU11
            
            65000.00000000
            CAD
            51593.85000000
            USD
            2022-04-06
            -399.44000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCU3
        
          
        
        614000.00000000
        PA
        USD
        597642.66000000
        0.408383484658
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-08-31
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        3835.31000000
        0.002620758803
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            9000000.00000000
            JPY
            77765.71000000
            USD
            2022-04-06
            3835.31000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -791.36000000
        -0.00054075516
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            800000.00000000
            SEK
            84296.15000000
            USD
            2022-04-06
            -791.36000000
          
        
        
          N
          N
          N
        
      
      
        Dexcom Inc
        549300YSK3QDSFR5EU59
        Dexcom Inc
        252131107
        
          
        
        760.00000000
        NS
        USD
        388816.00000000
        0.265687246909
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HSBC Bank PLC
        MP6I5ZYZBEU3UXPYFY54
        PURCHASED MYR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        794.27000000
        0.000542743636
        N/A
        DFE
        
        MY
        N
        
        2
        
          
            
              HSBC Bank PLC
              MP6I5ZYZBEU3UXPYFY54
            
            259592.61000000
            USD
            1096000.00000000
            MYR
            2022-04-06
            794.27000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs & Co. LLC
        FOR8UP27PHTHYVLBNG30
        99D0RJ1M EUR PUT USD CALL
        000000000
        
          
        
        -94000.00000000
        OU
        Notional Amount
        
        -47.83000000
        -0.00003268337
        N/A
        DFE
        
        DE
        N
        
        2
        
          
            
              Goldman Sachs & Co. LLC
              FOR8UP27PHTHYVLBNG30
            
            Put
            Written
            
              
                
                  
                    Goldman Sachs & Co. LLC
                    FOR8UP27PHTHYVLBNG30
                  
                  
                    Goldman Sachs & Co. LLC
                    FOR8UP27PHTHYVLBNG30
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -47.83000000
                    0.00000000
                    DFE
                    
                    US
                  
                  -94000.00000000
                  EUR
                  -101050.00000000
                  USD
                  2022-04-12
                
              
            
            1.00000000
            1.07500000
            EUR
            2022-04-12
            XXXX
            418.93000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        99D0RIYH AUD PUT USD CALL
        000000000
        
          
        
        -140000.00000000
        OU
        Notional Amount
        
        -61.18000000
        -0.00004180575
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            Put
            Written
            
              
                
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -61.18000000
                    0.00000000
                    DFE
                    
                    US
                  
                  -140000.00000000
                  AUD
                  -101220.00000000
                  USD
                  2022-04-12
                
              
            
            1.00000000
            0.72300000
            AUD
            2022-04-12
            XXXX
            605.78000000
          
        
        
          N
          N
          N
        
      
      
        UniCredit SpA
        549300TRUWO2CD2G5692
        UniCredit SpA
        000000000
        
          
        
        86850.00000000
        NS
        
        937716.17000000
        0.640763825535
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        928.95000000
        0.000634773692
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            51064.34000000
            USD
            65000.00000000
            CAD
            2022-04-06
            928.95000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1.80000000
        -0.00000122998
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            50892.05000000
            USD
            46000.00000000
            EUR
            2022-04-06
            -1.80000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -153.47000000
        -0.00010486971
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            30821.19000000
            USD
            270000.00000000
            NOK
            2022-04-06
            -153.47000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -4157.98000000
        -0.00284124691
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            1030000.00000000
            SEK
            105392.19000000
            USD
            2022-04-06
            -4157.98000000
          
        
        
          N
          N
          N
        
      
      
        Deere & Co
        PWFTNG3EI0Y73OXWDH08
        Deere & Co
        244199105
        
          
        
        3688.00000000
        NS
        USD
        1532216.48000000
        1.047000067486
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        597.01000000
        0.000407951172
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            53572.37000000
            USD
            50000.00000000
            CHF
            2022-05-06
            597.01000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -7204.10000000
        -0.00492273336
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            436452.28000000
            USD
            388000.00000000
            EUR
            2022-04-06
            -7204.10000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -381.66000000
        -0.00026079738
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            35000.00000000
            CAD
            27614.72000000
            USD
            2022-04-06
            -381.66000000
          
        
        
          N
          N
          N
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513105
        
          
        
        17537.00000000
        NS
        USD
        1478544.47000000
        1.010324702859
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Thirty Year Bond
        000000000
        
          
        
        91850000.00000000
        PA
        
        748025.98000000
        0.511143994184
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2047-09-20
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SINGAPORE GOVERNMENT
        549300ZSV6VOGFH1ER70
        Singapore Government Bond
        000000000
        
          
        
        29000.00000000
        PA
        
        21877.90000000
        0.014949690905
        Long
        DBT
        NUSS
        SG
        N
        
        2
        
          2042-04-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (10 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Ten Year Bond
        000000000
        
          
        
        20900000.00000000
        PA
        
        172190.66000000
        0.117661985100
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2027-03-20
          Fixed
          0.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        99D0RHDW AUD PUT USD CALL
        000000000
        
          
        
        -70000.00000000
        OU
        Notional Amount
        
        -21.00000000
        -0.00001434980
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            Put
            Written
            
              
                
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -21.00000000
                    0.00000000
                    DFE
                    
                    US
                  
                  -70000.00000000
                  AUD
                  -50190.00000000
                  USD
                  2022-04-13
                
              
            
            1.00000000
            0.71700000
            AUD
            2022-04-13
            XXXX
            421.47000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        37.13000000
        0.000025371814
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            25000.00000000
            CHF
            27121.82000000
            USD
            2022-05-06
            37.13000000
          
        
        
          N
          N
          N
        
      
      
        Duke Energy Corp
        I1BZKREC126H0VB1BL91
        Duke Energy Corp
        26441C204
        
          
        
        8238.00000000
        NS
        USD
        919855.08000000
        0.628558916712
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AerCap Holdings NV
        549300SZYINBBLJQU475
        AerCap Holdings NV
        000000000
        
          
        
        12278.00000000
        NS
        USD
        617337.84000000
        0.421841670925
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -0.90000000
        -0.00000061499
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            24955.30000000
            USD
            19000.00000000
            GBP
            2022-05-06
            -0.90000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBG5
        
          
        
        517000.00000000
        PA
        USD
        510941.41000000
        0.349138452519
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-01-31
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -888.25000000
        -0.00060696241
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            50847.07000000
            USD
            440000.00000000
            NOK
            2022-05-06
            -888.25000000
          
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        35000.00000000
        PA
        
        54503.60000000
        0.037243609909
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2040-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
        
        190000.00000000
        PA
        
        210279.10000000
        0.143688724644
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2024-02-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank PLC
        MP6I5ZYZBEU3UXPYFY54
        PURCHASED USD / SOLD MYR
        000000000
        
          
        
        1.00000000
        NC
        
        404.06000000
        0.000276103835
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              HSBC Bank PLC
              MP6I5ZYZBEU3UXPYFY54
            
            1096000.00000000
            MYR
            260790.94000000
            USD
            2022-04-06
            404.06000000
          
        
        
          N
          N
          N
        
      
      
        BUNDESREPUB. DEUTSCHLAND
        529900AQBND3S6YJLY83
        Bundesrepublik Deutschland Bundesanleihe
        000000000
        
          
        
        162000.00000000
        PA
        
        307412.45000000
        0.210062259541
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2040-07-04
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -875.23000000
        -0.00059806553
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            103836.68000000
            USD
            2950000.00000000
            TWD
            2022-04-06
            -875.23000000
          
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45866FAM6
        
          
        
        55000.00000000
        PA
        USD
        53870.30000000
        0.036810860914
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -26.44000000
        -0.00001806708
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            300000.00000000
            ZAR
            20498.80000000
            USD
            2022-04-06
            -26.44000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PARIBAS REPO
        000000000
        
          
        
        460000.00000000
        PA
        USD
        460000.00000000
        0.314328972002
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          N
          0.29000000
          2022-04-01
          
            
              499714.69030000
              USD
              467791.55160000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
        
        34000.00000000
        PA
        
        66173.43000000
        0.045217883099
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2046-12-07
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IBM CORP
        VGRQXHF3J8VDLUA7XE92
        International Business Machines Corp
        459200JX0
        
          
        
        100000.00000000
        PA
        USD
        100205.33000000
        0.068472692104
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-13
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -913.63000000
        -0.00062430517
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            50000.00000000
            CHF
            53199.36000000
            USD
            2022-04-06
            -913.63000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        317.30000000
        0.000216818658
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            50782.47000000
            USD
            61980000.00000000
            KRW
            2022-04-06
            317.30000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -392.53000000
        -0.00026822511
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            47000.00000000
            EUR
            51604.03000000
            USD
            2022-04-06
            -392.53000000
          
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -722.48000000
        -0.00049368781
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            75000.00000000
            NZD
            51255.38000000
            USD
            2022-04-06
            -722.48000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        156.71000000
        0.000107083680
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            26394.72000000
            USD
            24000.00000000
            EUR
            2022-04-06
            156.71000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828XG0
        
          
        
        361000.00000000
        PA
        USD
        362381.95000000
        0.247624230034
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-06-30
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1277.03000000
        0.000872625058
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            54166.02000000
            USD
            80000.00000000
            NZD
            2022-04-06
            1277.03000000
          
        
        
          N
          N
          N
        
      
      
        Autodesk Inc
        FRKKVKAIQEF3FCSTPG55
        Autodesk Inc
        052769106
        
          
        
        4821.00000000
        NS
        USD
        1033381.35000000
        0.706134124852
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MALAYSIA GOVERNMENT
        254900GSIL471JOBYY43
        Malaysia Government Bond
        000000000
        
          
        
        180000.00000000
        PA
        
        42779.78000000
        0.029232444064
        Long
        DBT
        NUSS
        MY
        N
        
        2
        
          2032-04-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -3012.62000000
        -0.00205859510
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1421000.00000000
            NOK
            158390.45000000
            USD
            2022-04-06
            -3012.62000000
          
        
        
          N
          N
          N
        
      
      
        SINGAPORE GOVERNMENT
        549300ZSV6VOGFH1ER70
        Singapore Government Bond
        000000000
        
          
        
        41000.00000000
        PA
        
        33048.66000000
        0.022582937660
        Long
        DBT
        NUSS
        SG
        N
        
        2
        
          2033-09-01
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        Australia Government Bond
        000000000
        
          
        
        173000.00000000
        PA
        
        130014.62000000
        0.088842090978
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2027-11-21
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -2566.14000000
        -0.00175350467
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            130000.00000000
            CAD
            101420.43000000
            USD
            2022-04-06
            -2566.14000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        136.29000000
        0.000093130207
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            50753.96000000
            USD
            46000.00000000
            EUR
            2022-04-06
            136.29000000
          
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        40000.00000000
        PA
        
        37729.67000000
        0.025781583445
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2072-03-01
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ferrari NV
        549300RIVY5EX8RCON76
        Ferrari NV
        000000000
        
          
        
        3420.00000000
        NS
        
        747896.93000000
        0.511055811240
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        BUNDESREPUB. DEUTSCHLAND
        529900AQBND3S6YJLY83
        Bundesrepublik Deutschland Bundesanleihe
        000000000
        
          
        
        175000.00000000
        PA
        
        184583.08000000
        0.126130021272
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2031-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -1106.66000000
        -0.00075620717
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            255000.00000000
            BRL
            52452.95000000
            USD
            2022-04-04
            -1106.66000000
          
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF SCOTLAND REPO ROYAL BANK OF SCOTLAND REPO
        549300WHU4EIHRP28H10
        ROYAL BANK OF SCOTLAND REPO ROYAL BANK OF SCOTLAND REPO
        000000000
        
          
        
        690000.00000000
        PA
        USD
        690000.00000000
        0.471493458003
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          N
          0.28000000
          2022-04-01
          
            
              703092.70910000
              USD
              704421.59740000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -417.20000000
        -0.00028508271
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            51347.03000000
            USD
            6200000.00000000
            JPY
            2022-04-06
            -417.20000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs & Co. LLC
        FOR8UP27PHTHYVLBNG30
        99D0RLIF AUD PUT JPY CALL
        000000000
        
          
        
        -70000.00000000
        OU
        Notional Amount
        
        -36.30000000
        -0.00002480465
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Goldman Sachs & Co. LLC
              FOR8UP27PHTHYVLBNG30
            
            Put
            Written
            
              
                
                  
                    Goldman Sachs & Co. LLC
                    FOR8UP27PHTHYVLBNG30
                  
                  
                    Goldman Sachs & Co. LLC
                    FOR8UP27PHTHYVLBNG30
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -36.30000000
                    0.00000000
                    DFE
                    
                    JP
                  
                  -70000.00000000
                  AUD
                  -5981500.00000000
                  JPY
                  2022-04-20
                
              
            
            1.00000000
            85.45000000
            AUD
            2022-04-20
            XXXX
            235.48000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        148.56000000
        0.000101514591
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            51848.00000000
            USD
            47000.00000000
            EUR
            2022-04-06
            148.56000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1638.68000000
        0.001119749130
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            50743.42000000
            USD
            70000.00000000
            AUD
            2022-04-06
            1638.68000000
          
        
        
          N
          N
          N
        
      
      
        JAPAN (10 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Ten Year Bond
        000000000
        
          
        
        2200000.00000000
        PA
        
        18297.37000000
        0.012503029353
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2023-09-20
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD CLP
        000000000
        
          
        
        1.00000000
        NC
        
        -2.37000000
        -0.00000161947
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            600000.00000000
            CLP
            759.97000000
            USD
            2022-04-06
            -2.37000000
          
        
        
          N
          N
          N
        
      
      
        Roper Technologies Inc
        54930003T4SXCIWVXY35
        Roper Technologies Inc
        776696106
        
          
        
        2370.00000000
        NS
        USD
        1119185.10000000
        0.764765873833
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LKQ Corp
        DS830JTTZQN6GK0I2E41
        LKQ Corp
        501889208
        
          
        
        26439.00000000
        NS
        USD
        1200594.99000000
        0.820395193474
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1392.06000000
        -0.00095122780
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            51500.44000000
            USD
            6100000.00000000
            JPY
            2022-04-06
            -1392.06000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        5251.14000000
        0.003588229213
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            12200000.00000000
            JPY
            105467.91000000
            USD
            2022-04-06
            5251.14000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        501.78000000
        0.000342878242
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            95000.00000000
            CHF
            103316.46000000
            USD
            2022-04-06
            501.78000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -604.47000000
        -0.00041304876
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            670000.00000000
            SEK
            70656.32000000
            USD
            2022-04-06
            -604.47000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        270.13000000
        0.000184586272
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            102174.23000000
            USD
            78000.00000000
            GBP
            2022-05-06
            270.13000000
          
        
        
          N
          N
          N
        
      
      
        MALAYSIA GOVERNMENT
        254900GSIL471JOBYY43
        Malaysia Government Bond
        000000000
        
          
        
        173000.00000000
        PA
        
        43253.81000000
        0.029556360070
        Long
        DBT
        NUSS
        MY
        N
        
        2
        
          2037-04-07
          Fixed
          4.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -22.58000000
        -0.00001542945
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            52567.60000000
            USD
            40000.00000000
            GBP
            2022-04-06
            -22.58000000
          
        
        
          N
          N
          N
        
      
      
        RWE AG
        529900GB7KCA94ACC940
        RWE AG
        000000000
        
          
        
        35276.00000000
        NS
        
        1538679.91000000
        1.051416683372
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT
        254900G14ALGVKORFN62
        Netherlands Government Bond
        000000000
        
          
        
        191000.00000000
        PA
        
        206703.56000000
        0.141245472878
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2027-01-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -1112.68000000
        -0.00076032078
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            480000.00000000
            NOK
            53407.71000000
            USD
            2022-04-06
            -1112.68000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        192.12000000
        0.000131280178
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            103801.00000000
            USD
            94000.00000000
            EUR
            2022-04-06
            192.12000000
          
        
        
          N
          N
          N
        
      
      
        SWEDISH GOVERNMENT
        ERE94C0BSULG2RM19605
        Sweden Government Bond
        000000000
        
          
        
        750000.00000000
        PA
        
        72396.16000000
        0.049470022934
        Long
        DBT
        NUSS
        SE
        N
        
        2
        
          2031-05-12
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        153.69000000
        0.000105020042
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            51799.23000000
            USD
            75000.00000000
            NZD
            2022-05-06
            153.69000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        1560.34000000
        0.001066217539
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            72000.00000000
            GBP
            96141.38000000
            USD
            2022-04-06
            1560.34000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -1524.55000000
        -0.00104176137
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            490000.00000000
            ZAR
            32000.00000000
            USD
            2022-04-06
            -1524.55000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1408.60000000
        0.000962529978
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            51771.09000000
            USD
            500000.00000000
            SEK
            2022-04-06
            1408.60000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        621.97000000
        0.000425006936
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            43372.35000000
            USD
            55000.00000000
            CAD
            2022-04-06
            621.97000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810FT0
        
          
        
        173000.00000000
        PA
        USD
        218872.03000000
        0.149560478673
        Long
        DBT
        UST
        US
        N
        
        2
        
          2036-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -129.43000000
        -0.00008844260
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            153534.14000000
            USD
            205000.00000000
            AUD
            2022-04-06
            -129.43000000
          
        
        
          N
          N
          N
        
      
      
        Live Nation Entertainment Inc
        5493007B9BM9ZXJINO78
        Live Nation Entertainment Inc
        538034109
        
          
        
        1729.00000000
        NS
        USD
        203399.56000000
        0.138987770870
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3198.04000000
        -0.00218529701
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            182774.57000000
            USD
            1581000.00000000
            NOK
            2022-04-06
            -3198.04000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        758.11000000
        0.000518034645
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            51219.75000000
            USD
            75000.00000000
            NZD
            2022-04-06
            758.11000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        90.27000000
        0.000061683644
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            63690000.00000000
            KRW
            52599.85000000
            USD
            2022-04-06
            90.27000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -5071.10000000
        -0.00346520358
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            1640000.00000000
            ZAR
            107133.52000000
            USD
            2022-04-06
            -5071.10000000
          
        
        
          N
          N
          N
        
      
      
        BofA Securities, Inc.
        549300HN4UKV1E2R3U73
        BANK OF AMERICA MASTER NOTE
        000000000
        
          
        
        660000.00000000
        PA
        USD
        660000.00000000
        0.450993742438
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          N
          0.27000000
          2022-04-01
          
            
              670869.25190000
              USD
              672749.49040000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1588.04000000
        0.001085145610
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            105181.06000000
            USD
            940000.00000000
            NOK
            2022-04-06
            1588.04000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -715.63000000
        -0.00048900704
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            106682.54000000
            USD
            12900000.00000000
            JPY
            2022-04-06
            -715.63000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -16.44000000
        -0.00001123384
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            39000.00000000
            GBP
            51214.96000000
            USD
            2022-04-06
            -16.44000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -1413.95000000
        -0.00096618576
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            70000.00000000
            AUD
            50968.15000000
            USD
            2022-04-06
            -1413.95000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -1089.39000000
        -0.00074440617
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            1040000.00000000
            MXN
            51180.25000000
            USD
            2022-04-06
            -1089.39000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -884.27000000
        -0.00060424278
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            75000.00000000
            NZD
            51093.59000000
            USD
            2022-04-06
            -884.27000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810PU6
        
          
        
        271000.00000000
        PA
        USD
        362526.02000000
        0.247722676501
        Long
        DBT
        UST
        US
        N
        
        2
        
          2037-05-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        476.97000000
        0.000325924977
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            51771.74000000
            USD
            460000.00000000
            NOK
            2022-04-06
            476.97000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        1998.69000000
        0.001365752550
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            2945000.00000000
            TWD
            104785.63000000
            USD
            2022-04-06
            1998.69000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        1065.35000000
        0.000727979065
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            2980000.00000000
            TWD
            105073.87000000
            USD
            2022-04-06
            1065.35000000
          
        
        
          N
          N
          N
        
      
      
        Klepierre SA
        969500PB4U31KEFHZ621
        Klepierre SA
        000000000
        
          
        
        42891.00000000
        NS
        
        1140389.72000000
        0.779255496456
        Long
        EC
        
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        2055.71000000
        0.001404715676
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            6000000.00000000
            JPY
            51342.65000000
            USD
            2022-04-06
            2055.71000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        253.83000000
        0.000173448093
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            47000.00000000
            EUR
            52250.39000000
            USD
            2022-04-06
            253.83000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -390.37000000
        -0.00026674913
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            47000.00000000
            EUR
            51606.19000000
            USD
            2022-04-06
            -390.37000000
          
        
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        Canadian Government Bond
        135087D35
        
          
        
        19000.00000000
        PA
        
        16330.12000000
        0.011158760504
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2048-12-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        45.41000000
        0.000031029736
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            460000.00000000
            NOK
            52294.12000000
            USD
            2022-04-06
            45.41000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -247.21000000
        -0.00016892448
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            47000.00000000
            EUR
            51749.35000000
            USD
            2022-04-06
            -247.21000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -623.66000000
        -0.00042616175
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            104400.08000000
            USD
            79000.00000000
            GBP
            2022-04-06
            -623.66000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -544.16000000
        -0.00037183750
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            31200.71000000
            USD
            270000.00000000
            NOK
            2022-05-06
            -544.16000000
          
        
        
          N
          N
          N
        
      
      
        Canadian Imperial Bank of Commerce
        2IGI19DL77OX0HC3ZE78
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -17991.42000000
        -0.01229396642
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Canadian Imperial Bank of Commerce
              2IGI19DL77OX0HC3ZE78
            
            1279000.00000000
            CAD
            1005076.46000000
            USD
            2022-04-06
            -17991.42000000
          
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
        
        149000.00000000
        PA
        
        165949.43000000
        0.113397203774
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2023-07-30
          Fixed
          0.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
        
        1519400.00000000
        PA
        
        69475.31000000
        0.047474136460
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2026-03-05
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        99D0RNO1 USD PUT CHF CALL
        000000000
        
          
        
        -102000.00000000
        OU
        Notional Amount
        USD
        -1028.36000000
        -0.00070270291
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            Put
            Written
            
              
                
                  
                    Bank of America N.A.
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America N.A.
                    B4TYDEB6GKMZO031MB27
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -1028.36000000
                    0.00000000
                    DFE
                    
                    CH
                  
                  -102000.00000000
                  USD
                  -94554.00000000
                  CHF
                  2022-04-21
                
              
            
            1.00000000
            0.92700000
            USD
            2022-04-21
            XXXX
            -490.82000000
          
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM
        549300SZ25JZFHRHWD76
        Kingdom of Belgium Government Bond
        000000000
        
          
        
        225000.00000000
        PA
        
        241058.68000000
        0.164721145818
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2027-10-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -1240.17000000
        -0.00084743774
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            75000.00000000
            AUD
            54883.50000000
            USD
            2022-04-06
            -1240.17000000
          
        
        
          N
          N
          N
        
      
      
        Siemens AG
        W38RGI023J3WT1HWRP32
        Siemens AG
        000000000
        
          
        
        11198.00000000
        NS
        
        1551619.49000000
        1.060258607023
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        721.75000000
        0.000493188990
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            84365.76000000
            USD
            800000.00000000
            SEK
            2022-04-06
            721.75000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -1039.59000000
        -0.00071037664
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            115000.00000000
            NZD
            78659.80000000
            USD
            2022-04-06
            -1039.59000000
          
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BUXL 30Y BND JUN22
        000000000
        
          
        
        1.00000000
        NC
        
        -14956.50000000
        -0.01022013319
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Long
            
              
                EUX 30 Year Euro BUXL Future
                UBM2 COMDTY
              
            
            2022-06-08
            199720.00000000
            EUR
            -14956.50000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -138579.25000000
        -0.09469450694
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            14799000.00000000
            EUR
            16248636.05000000
            USD
            2022-05-06
            -138579.25000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -2098.52000000
        -0.00143396877
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            255000.00000000
            BRL
            51461.09000000
            USD
            2022-04-04
            -2098.52000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs & Co. LLC
        FOR8UP27PHTHYVLBNG30
        99D0RMCA AUD PUT USD CALL
        000000000
        
          
        
        -210000.00000000
        OU
        Notional Amount
        
        -770.47000000
        -0.00052648052
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Goldman Sachs & Co. LLC
              FOR8UP27PHTHYVLBNG30
            
            Put
            Written
            
              
                
                  
                    Goldman Sachs & Co. LLC
                    FOR8UP27PHTHYVLBNG30
                  
                  
                    Goldman Sachs & Co. LLC
                    FOR8UP27PHTHYVLBNG30
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -770.47000000
                    0.00000000
                    DFE
                    
                    US
                  
                  -210000.00000000
                  AUD
                  -155400.00000000
                  USD
                  2022-04-20
                
              
            
            1.00000000
            0.74000000
            AUD
            2022-04-20
            XXXX
            1037.74000000
          
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
        
        114000.00000000
        PA
        
        130165.22000000
        0.088944999550
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2035-07-30
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD PLN
        000000000
        
          
        
        1.00000000
        NC
        
        -555.95000000
        -0.00037989389
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            115000.00000000
            PLN
            26809.12000000
            USD
            2022-04-06
            -555.95000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        136.85000000
        0.000093512869
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            52408.17000000
            USD
            40000.00000000
            GBP
            2022-04-06
            136.85000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        279.27000000
        0.000190831852
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            30976.52000000
            USD
            24600000.00000000
            CLP
            2022-04-06
            279.27000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Austria
        529900QWWUI4XRVR7I03
        Republic of Austria Government Bond
        000000000
        
          
        
        83000.00000000
        PA
        
        106470.68000000
        0.072753955201
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2034-05-23
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iShares MSCI ACWI ETF
        549300KZ2WFTI4GQ7M77
        iShares MSCI ACWI ETF
        464288257
        
          
        
        12463.00000000
        NS
        USD
        1243558.14000000
        0.849752938634
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        iShares MSCI Japan ETF
        5493008I6YRUC6I0S051
        iShares MSCI Japan ETF
        46434G822
        
          
        
        2182.00000000
        NS
        USD
        134433.02000000
        0.091861289086
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED ILS / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2213.53000000
        0.001512557846
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            246296.24000000
            USD
            793000.00000000
            ILS
            2022-04-06
            2213.53000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        696.28000000
        0.000475784731
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            53512.90000000
            USD
            49000.00000000
            EUR
            2022-04-06
            696.28000000
          
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        139000.00000000
        PA
        
        129965.32000000
        0.088808403112
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2037-03-01
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKG6
        
          
        
        80000.00000000
        PA
        USD
        73022.86000000
        0.049898261992
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        -497.32000000
        -0.00033983061
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            62720000.00000000
            KRW
            51212.54000000
            USD
            2022-04-06
            -497.32000000
          
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        1220.43000000
        0.000833948928
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            3000000.00000000
            JPY
            25863.90000000
            USD
            2022-04-06
            1220.43000000
          
        
        
          N
          N
          N
        
      
      
        Copart Inc
        549300KVYX3JWMYEHU61
        Copart Inc
        217204106
        
          
        
        5463.00000000
        NS
        USD
        685442.61000000
        0.468379284713
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513BN4
        
          
        
        80000.00000000
        PA
        USD
        77396.58000000
        0.052886929191
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-18
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        99D0RMD6 EUR PUT USD CALL
        000000000
        
          
        
        -93000.00000000
        OU
        Notional Amount
        
        -290.22000000
        -0.00019831424
        N/A
        DFE
        
        DE
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            Put
            Written
            
              
                
                  
                    Bank of America N.A.
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America N.A.
                    B4TYDEB6GKMZO031MB27
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -290.22000000
                    0.00000000
                    DFE
                    
                    US
                  
                  -93000.00000000
                  EUR
                  -101463.00000000
                  USD
                  2022-04-20
                
              
            
            1.00000000
            1.09100000
            EUR
            2022-04-20
            XXXX
            272.08000000
          
        
        
          N
          N
          N
        
      
      
        Electronic Arts Inc
        549300O7A67PUEYKDL45
        Electronic Arts Inc
        285512109
        
          
        
        4395.00000000
        NS
        USD
        556011.45000000
        0.379935885869
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1237.37000000
        0.000845524434
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            25902.63000000
            USD
            540000.00000000
            MXN
            2022-04-06
            1237.37000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        446087.25000000
        0.304822058078
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            1007015000.00000000
            JPY
            8718201.12000000
            USD
            2022-04-06
            446087.25000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -684.21000000
        -0.00046753701
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            47000.00000000
            EUR
            51312.35000000
            USD
            2022-04-06
            -684.21000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1436.32000000
        0.000981471715
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            50945.78000000
            USD
            70000.00000000
            AUD
            2022-04-06
            1436.32000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        427.06000000
        0.000291820284
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            59000.00000000
            EUR
            65699.34000000
            USD
            2022-04-06
            427.06000000
          
        
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Thirty Year Bond
        000000000
        
          
        
        9800000.00000000
        PA
        
        98677.00000000
        0.067428347761
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2042-09-20
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        284.81000000
        0.000194617466
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            51711.75000000
            USD
            47000.00000000
            EUR
            2022-04-06
            284.81000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        445.06000000
        0.000304120113
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            26611.43000000
            USD
            25000.00000000
            CHF
            2022-04-06
            445.06000000
          
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1146.52000000
        0.000783444463
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            20967.56000000
            USD
            440000.00000000
            MXN
            2022-04-06
            1146.52000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468W2
        
          
        
        130000.00000000
        PA
        USD
        127923.84000000
        0.087413411134
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-25
          Fixed
          0.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        158.97000000
        0.000108627992
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            39000.00000000
            GBP
            51390.37000000
            USD
            2022-04-06
            158.97000000
          
        
        
          N
          N
          N
        
      
      
        PRINCIPAL LFE GLB FND II
        635400WSLKBQWSOIIT41
        Principal Life Global Funding II
        74256LEE5
        
          
        
        25000.00000000
        PA
        USD
        23466.11000000
        0.016034952680
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-23
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833100
        
          
        
        6701.00000000
        NS
        USD
        1170061.61000000
        0.799531006632
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        Canadian Government Bond
        135087ZS6
        
          
        
        171000.00000000
        PA
        
        163792.60000000
        0.111923390390
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2045-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        251.44000000
        0.000171814949
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            51745.12000000
            USD
            47000.00000000
            EUR
            2022-04-06
            251.44000000
          
        
        
          N
          N
          N
        
      
      
        Danaher Corp
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp
        235851102
        
          
        
        1529.00000000
        NS
        USD
        448501.57000000
        0.306471820520
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -1872.12000000
        -0.00127926425
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            155000.00000000
            NZD
            105548.80000000
            USD
            2022-04-06
            -1872.12000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        413.75000000
        0.000282725243
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            52392.64000000
            USD
            64050000.00000000
            KRW
            2022-04-06
            413.75000000
          
        
        
          N
          N
          N
        
      
      
        Taiwan Semiconductor Manufacturing Co Ltd
        549300KB6NK5SBD14S87
        Taiwan Semiconductor Manufacturing Co Ltd
        000000000
        
          
        
        79000.00000000
        NS
        
        1633280.29000000
        1.116059379451
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -38.00000000
        -0.00002596630
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            245000.00000000
            BRL
            51009.79000000
            USD
            2022-05-03
            -38.00000000
          
        
        
          N
          N
          N
        
      
      
        IRELAND GOVERNMENT BOND
        549300KXBEJAOJ9OVF93
        Ireland Government Bond
        000000000
        
          
        
        77000.00000000
        PA
        
        86997.46000000
        0.059447439497
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2029-05-15
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs & Co. LLC
        FOR8UP27PHTHYVLBNG30
        99D0RIYU NZD PUT USD CALL
        000000000
        
          
        
        -230000.00000000
        OU
        Notional Amount
        
        -451.11000000
        -0.00030825422
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Goldman Sachs & Co. LLC
              FOR8UP27PHTHYVLBNG30
            
            Put
            Written
            
              
                
                  
                    Goldman Sachs & Co. LLC
                    FOR8UP27PHTHYVLBNG30
                  
                  
                    Goldman Sachs & Co. LLC
                    FOR8UP27PHTHYVLBNG30
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -451.11000000
                    0.00000000
                    DFE
                    
                    US
                  
                  -230000.00000000
                  NZD
                  -157550.00000000
                  USD
                  2022-04-12
                
              
            
            1.00000000
            0.68500000
            NZD
            2022-04-12
            XXXX
            1371.39000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -582.72000000
        -0.00039818647
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            50000.00000000
            CHF
            53530.27000000
            USD
            2022-04-06
            -582.72000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1.82000000
        0.000001243649
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            756.38000000
            USD
            600000.00000000
            CLP
            2022-05-06
            1.82000000
          
        
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        Australia Government Bond
        000000000
        
          
        
        112000.00000000
        PA
        
        79741.54000000
        0.054489296291
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2024-11-21
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chewy Inc
        N/A
        Chewy Inc
        16679L109
        
          
        
        10611.00000000
        NS
        USD
        432716.58000000
        0.295685560347
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        107000.00000000
        PA
        
        129329.67000000
        0.088374048305
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2029-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        99D0RJFU USD PUT MXN CALL
        000000000
        
          
        
        -156000.00000000
        OU
        Notional Amount
        USD
        -5852.50000000
        -0.00399915284
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            Put
            Written
            
              
                
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -5852.50000000
                    0.00000000
                    DFE
                    
                    MX
                  
                  -156000.00000000
                  USD
                  -3221400.00000000
                  MXN
                  2022-04-12
                
              
            
            1.00000000
            20.65000000
            USD
            2022-04-12
            XXXX
            -4705.74000000
          
        
        
          N
          N
          N
        
      
      
        FINNISH GOVERNMENT
        743700M6Y2OQRVSBRD14
        Finland Government Bond
        000000000
        
          
        
        25000.00000000
        PA
        
        25728.60000000
        0.017580966063
        Long
        DBT
        NUSS
        FI
        N
        
        2
        
          2031-09-15
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        474.13000000
        0.000323984338
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            53638.86000000
            USD
            50000.00000000
            CHF
            2022-04-06
            474.13000000
          
        
        
          N
          N
          N
        
      
      
        NORWEGIAN GOVERNMENT
        549300L0BT3FJTN9MX24
        Norway Government Bond
        000000000
        
          
        
        377000.00000000
        PA
        
        38099.32000000
        0.026034174107
        Long
        DBT
        NUSS
        NO
        N
        
        2
        
          2031-09-17
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        821.26000000
        0.000561186546
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            59170.99000000
            USD
            75000.00000000
            CAD
            2022-04-06
            821.26000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        782.38000000
        0.000534618915
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            53330.61000000
            USD
            50000.00000000
            CHF
            2022-04-06
            782.38000000
          
        
        
          N
          N
          N
        
      
      
        China Merchants Bank Co Ltd
        549300MKO5B60FFIHF58
        China Merchants Bank Co Ltd
        000000000
        
          
        
        7500.00000000
        NS
        
        58630.26000000
        0.040063455117
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        MALAYSIA GOVERNMENT
        254900GSIL471JOBYY43
        Malaysia Government Bond
        000000000
        
          
        
        70000.00000000
        PA
        
        16171.70000000
        0.011050508340
        Long
        DBT
        NUSS
        MY
        N
        
        2
        
          2033-04-15
          Fixed
          3.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -32841.46000000
        -0.02244135295
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1300000.00000000
            AUD
            939968.90000000
            USD
            2022-04-06
            -32841.46000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -6257.90000000
        -0.00427617233
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            114689.16000000
            USD
            13200000.00000000
            JPY
            2022-04-06
            -6257.90000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RB6
        
          
        
        43000.00000000
        PA
        USD
        44578.91000000
        0.030461832507
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-05-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        446.96000000
        0.000305418428
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            20762.45000000
            USD
            310000.00000000
            ZAR
            2022-04-06
            446.96000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828YQ7
        
          
        
        167000.00000000
        PA
        USD
        160972.34000000
        0.109996239463
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-10-31
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        1280.95000000
        0.000875303688
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            3000000.00000000
            JPY
            25924.42000000
            USD
            2022-04-06
            1280.95000000
          
        
        
          N
          N
          N
        
      
      
        IRISH TSY 0% 2031
        549300KXBEJAOJ9OVF93
        Ireland Government Bond
        000000000
        
          
        
        67000.00000000
        PA
        
        67255.94000000
        0.045957588002
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2031-10-18
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBM0
        
          
        
        80000.00000000
        PA
        USD
        80256.46000000
        0.054841153409
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-21
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -254.33000000
        -0.00017378975
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            150000.00000000
            NZD
            103651.50000000
            USD
            2022-05-06
            -254.33000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -760.80000000
        -0.00051987278
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            70000.00000000
            AUD
            51621.30000000
            USD
            2022-04-06
            -760.80000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF AUSTRIA
        529900QWWUI4XRVR7I03
        Republic of Austria Government Bond
        000000000
        
          
        
        48000.00000000
        PA
        
        42728.18000000
        0.029197184554
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2040-10-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        Canadian Government Bond
        135087L44
        
          
        
        197000.00000000
        PA
        
        134608.45000000
        0.091981164589
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2030-12-01
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SA7
        
          
        
        323500.00000000
        PA
        USD
        352690.82000000
        0.241002049750
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank
        PT3QB789TSUIDF371261
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -107.07000000
        -0.00007316348
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Toronto-Dominion Bank
              PT3QB789TSUIDF371261
            
            160000.00000000
            NOK
            18066.39000000
            USD
            2022-04-06
            -107.07000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        715.12000000
        0.000488658553
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            53397.87000000
            USD
            50000.00000000
            CHF
            2022-04-06
            715.12000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        352.82000000
        0.000241090321
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            52192.20000000
            USD
            40000.00000000
            GBP
            2022-04-06
            352.82000000
          
        
        
          N
          N
          N
        
      
      
        Reliance Industries Ltd
        5493003UOETFYRONLG31
        Reliance Industries Ltd
        759470107
        
          
        
        13451.00000000
        NS
        USD
        928119.00000000
        0.634205850361
        Long
        EC
        CORP
        IN
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        99D0RAO8 NZD CALL USD PUT
        000000000
        
          
        
        30000.00000000
        OU
        Notional Amount
        
        2220.47000000
        0.001517300114
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            Call
            Purchased
            
              
                
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    2220.47000000
                    0.00000000
                    DFE
                    
                    NZ
                  
                  21900.00000000
                  USD
                  30000.00000000
                  NZD
                  2022-05-09
                
              
            
            1.00000000
            0.73000000
            NZD
            2022-05-09
            XXXX
            396.21000000
          
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558BW2
        
          
        
        86000.00000000
        PA
        USD
        84036.13000000
        0.057423892073
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-29
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tencent Holdings Ltd
        254900N4SLUMW4XUYY11
        Tencent Holdings Ltd
        000000000
        
          
        
        9200.00000000
        NS
        
        434013.57000000
        0.296571824550
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -938.80000000
        -0.00064150443
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            70000.00000000
            AUD
            51443.30000000
            USD
            2022-04-06
            -938.80000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1144.15000000
        0.000781824985
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            63791.44000000
            USD
            60000.00000000
            CHF
            2022-04-06
            1144.15000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1801.47000000
        0.001230987419
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            30867.05000000
            USD
            650000.00000000
            MXN
            2022-04-06
            1801.47000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -6112.91000000
        -0.00417709720
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            105508.23000000
            USD
            12100000.00000000
            JPY
            2022-04-06
            -6112.91000000
          
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT
        254900G14ALGVKORFN62
        Netherlands Government Bond
        000000000
        
          
        
        55000.00000000
        PA
        
        47713.05000000
        0.032603465125
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2052-01-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canadian Pacific Railway Ltd
        N/A
        Canadian Pacific Railway Ltd
        13645T100
        
          
        
        19075.00000000
        NS
        
        1574337.88000000
        1.075782624793
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -70.19000000
        -0.00004796250
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            48000.00000000
            EUR
            53032.68000000
            USD
            2022-04-06
            -70.19000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2830.54000000
        0.001934175496
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            52587.60000000
            USD
            810000.00000000
            ZAR
            2022-04-06
            2830.54000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3654.79000000
        0.002497405181
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            160974.66000000
            USD
            220000.00000000
            AUD
            2022-04-06
            3654.79000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD PLN
        000000000
        
          
        
        1.00000000
        NC
        
        -1395.40000000
        -0.00095351010
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            220000.00000000
            PLN
            50955.17000000
            USD
            2022-04-06
            -1395.40000000
          
        
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank
        PT3QB789TSUIDF371261
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        11197.32000000
        0.007651395836
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Toronto-Dominion Bank
              PT3QB789TSUIDF371261
            
            4160877.60000000
            USD
            3176000.00000000
            GBP
            2022-04-06
            11197.32000000
          
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
        
        265000.00000000
        PA
        
        291743.17000000
        0.199355066771
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2024-05-31
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        99D0RIZX USD CALL ZAR PUT
        000000000
        
          
        
        -156000.00000000
        OU
        Notional Amount
        USD
        -74.26000000
        -0.00005074362
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            Call
            Written
            
              
                
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -74.26000000
                    0.00000000
                    DFE
                    
                    ZA
                  
                  -156000.00000000
                  USD
                  -2418000.00000000
                  ZAR
                  2022-04-12
                
              
            
            1.00000000
            15.50000000
            USD
            2022-04-12
            XXXX
            1470.61000000
          
        
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Thirty Year Bond
        000000000
        
          
        
        46150000.00000000
        PA
        
        332709.13000000
        0.227348084366
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2049-12-20
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VW Credit Inc
        549300UUPJ2NXDB68M19
        VW Credit Inc
        91842KD78
        
          
        
        500000.00000000
        PA
        USD
        499944.59000000
        0.341624063115
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2022-04-07
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        852.67000000
        0.000582649749
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            52555.57000000
            USD
            64780000.00000000
            KRW
            2022-04-06
            852.67000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -840.70000000
        -0.00057447036
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            65000.00000000
            CAD
            51152.59000000
            USD
            2022-04-06
            -840.70000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -175.89000000
        -0.00012018983
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            36125.14000000
            USD
            1030000.00000000
            TWD
            2022-04-06
            -175.89000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810ST6
        
          
        
        682000.00000000
        PA
        USD
        558733.83000000
        0.381796153058
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-11-15
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P Global Inc
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409V104
        
          
        
        4089.00000000
        NS
        USD
        1677226.02000000
        1.146088544962
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        -6.56000000
        -0.00000448260
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            20000.00000000
            TRY
            1353.18000000
            USD
            2022-04-06
            -6.56000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -159.88000000
        -0.00010924981
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            20252.20000000
            USD
            15900000.00000000
            CLP
            2022-05-06
            -159.88000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -1362.34000000
        -0.00093091941
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            75000.00000000
            AUD
            54761.33000000
            USD
            2022-04-06
            -1362.34000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        713.93000000
        0.000487845397
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            51279.36000000
            USD
            65000.00000000
            CAD
            2022-04-06
            713.93000000
          
        
        
          N
          N
          N
        
      
      
        Eli Lilly & Co
        FRDRIPF3EKNDJ2CQJL29
        Eli Lilly & Co
        532457108
        
          
        
        2893.00000000
        NS
        USD
        828468.41000000
        0.566112225330
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NORWEGIAN GOVERNMENT
        549300L0BT3FJTN9MX24
        Norway Government Bond
        000000000
        
          
        
        655000.00000000
        PA
        
        71557.22000000
        0.048896755221
        Long
        DBT
        NUSS
        NO
        N
        
        2
        
          2032-05-18
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
        
        198000.00000000
        PA
        
        225736.06000000
        0.154250834095
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2050-05-25
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (10 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Ten Year Bond
        000000000
        
          
        
        3100000.00000000
        PA
        
        25543.55000000
        0.017454516984
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2026-12-20
          Fixed
          0.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135106
        
          
        
        683.00000000
        NS
        USD
        2226545.85000000
        1.521451887276
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -111.14000000
        -0.00007594461
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            70000.00000000
            AUD
            52270.96000000
            USD
            2022-04-06
            -111.14000000
          
        
        
          N
          N
          N
        
      
      
        FINNISH GOVERNMENT
        743700M6Y2OQRVSBRD14
        Finland Government Bond
        000000000
        
          
        
        35000.00000000
        PA
        
        29429.88000000
        0.020110138970
        Long
        DBT
        NUSS
        FI
        N
        
        2
        
          2052-04-15
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -140.25000000
        -0.00009583617
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            52542.00000000
            USD
            70000.00000000
            AUD
            2022-05-06
            -140.25000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -569.15000000
        -0.00038891377
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            35000.00000000
            AUD
            25621.90000000
            USD
            2022-04-06
            -569.15000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -660.84000000
        -0.00045156773
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            93000.00000000
            EUR
            102225.97000000
            USD
            2022-04-06
            -660.84000000
          
        
        
          N
          N
          N
        
      
      
        Westinghouse Air Brake Technologies Corp
        06BTX5UWZD0GQ5N5Y745
        Westinghouse Air Brake Technologies Corp
        929740108
        
          
        
        13784.00000000
        NS
        USD
        1325607.28000000
        0.905819073046
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828ZF0
        
          
        
        225000.00000000
        PA
        USD
        212185.55000000
        0.144991447402
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-03-31
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -709.36000000
        -0.00048472260
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            75000.00000000
            NZD
            51268.50000000
            USD
            2022-04-06
            -709.36000000
          
        
        
          N
          N
          N
        
      
      
        Anglo American PLC
        549300S9XF92D1X8ME43
        Anglo American PLC
        000000000
        
          
        
        36974.00000000
        NS
        
        1906988.21000000
        1.303090529718
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Goldman Sachs & Co. LLC
        FOR8UP27PHTHYVLBNG30
        99D0RIDI NZD PUT USD CALL
        000000000
        
          
        
        -155000.00000000
        OU
        Notional Amount
        
        -34.38000000
        -0.00002349267
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Goldman Sachs & Co. LLC
              FOR8UP27PHTHYVLBNG30
            
            Put
            Written
            
              
                
                  
                    Goldman Sachs & Co. LLC
                    FOR8UP27PHTHYVLBNG30
                  
                  
                    Goldman Sachs & Co. LLC
                    FOR8UP27PHTHYVLBNG30
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -34.38000000
                    0.00000000
                    DFE
                    
                    US
                  
                  -155000.00000000
                  NZD
                  -104625.00000000
                  USD
                  2022-04-07
                
              
            
            1.00000000
            0.67500000
            NZD
            2022-04-07
            XXXX
            706.39000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        99D0RKGP USD PUT NOK CALL
        000000000
        
          
        
        -103000.00000000
        OU
        Notional Amount
        USD
        -1061.52000000
        -0.00072536193
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            Put
            Written
            
              
                
                  
                    Bank of America N.A.
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America N.A.
                    B4TYDEB6GKMZO031MB27
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -1061.52000000
                    0.00000000
                    DFE
                    
                    NO
                  
                  -103000.00000000
                  USD
                  -906400.00000000
                  NOK
                  2022-04-12
                
              
            
            1.00000000
            8.80000000
            USD
            2022-04-12
            XXXX
            -460.00000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -9900.60000000
        -0.00676531613
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            193494.43000000
            USD
            22350000.00000000
            JPY
            2022-04-06
            -9900.60000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -221.57000000
        -0.00015140406
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            52218.13000000
            USD
            47000.00000000
            EUR
            2022-04-06
            -221.57000000
          
        
        
          N
          N
          N
        
      
      
        BUNDESREPUB. DEUTSCHLAND
        529900AQBND3S6YJLY83
        Bundesrepublik Deutschland Bundesanleihe
        000000000
        
          
        
        520000.00000000
        PA
        
        554720.36000000
        0.379053653277
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2030-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        243.92000000
        0.000166676354
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            51752.64000000
            USD
            47000.00000000
            EUR
            2022-04-06
            243.92000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        -0.20000000
        -0.00000013666
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            20000.00000000
            KRW
            16.29000000
            USD
            2022-04-06
            -0.20000000
          
        
        
          N
          N
          N
        
      
      
        Motorola Solutions Inc
        6S552MUG6KGJVEBSEC55
        Motorola Solutions Inc
        620076307
        
          
        
        4309.00000000
        NS
        USD
        1043639.80000000
        0.713143968423
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
        
        1216000.00000000
        PA
        
        1322802.13000000
        0.903902247142
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2026-02-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORWEGIAN GOVERNMENT
        549300L0BT3FJTN9MX24
        Norway Government Bond
        000000000
        
          
        
        564000.00000000
        PA
        
        64303.76000000
        0.043940292992
        Long
        DBT
        NUSS
        NO
        N
        
        2
        
          2023-05-24
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -227.15000000
        -0.00015521701
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            35000.00000000
            CAD
            27769.23000000
            USD
            2022-04-06
            -227.15000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -603.53000000
        -0.00041240644
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            40000.00000000
            NZD
            27118.00000000
            USD
            2022-04-06
            -603.53000000
          
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        151000.00000000
        PA
        
        186718.12000000
        0.127588945030
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2040-03-01
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -279.53000000
        -0.00019100951
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            610000.00000000
            MXN
            30378.62000000
            USD
            2022-04-06
            -279.53000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        130.60000000
        0.000089242095
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            40000.00000000
            GBP
            52675.62000000
            USD
            2022-04-06
            130.60000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -110.26000000
        -0.00007534328
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            52655.28000000
            USD
            40000.00000000
            GBP
            2022-04-06
            -110.26000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -405.00000000
        -0.00027674616
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            47000.00000000
            EUR
            51591.56000000
            USD
            2022-04-06
            -405.00000000
          
        
        
          N
          N
          N
        
      
      
        Baxter International Inc
        J5OIVXX3P24RJRW5CK77
        Baxter International Inc
        071813109
        
          
        
        17655.00000000
        NS
        USD
        1368968.70000000
        0.935448965597
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        68000.00000000
        PA
        
        72878.72000000
        0.049799767692
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2030-04-01
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (10 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Ten Year Bond
        000000000
        
          
        
        93950000.00000000
        PA
        
        766339.98000000
        0.523658387212
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2030-12-20
          Fixed
          0.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FCA BANK SPA IRELAND
        549300V1VN70Q7PQ7234
        FCA Bank SpA/Ireland
        000000000
        
          
        
        100000.00000000
        PA
        
        110808.61000000
        0.075718166239
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2022-06-21
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
        
        96000.00000000
        PA
        
        125182.49000000
        0.085540181292
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2024-04-22
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
        
        207000.00000000
        PA
        
        376804.18000000
        0.257479283794
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2040-12-07
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -692.29000000
        -0.00047305826
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            420000.00000000
            MXN
            20416.60000000
            USD
            2022-04-06
            -692.29000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -757.94000000
        -0.00051791848
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            51989.34000000
            USD
            39000.00000000
            GBP
            2022-04-06
            -757.94000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -444.05000000
        -0.00030342995
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            40000.00000000
            NZD
            27277.48000000
            USD
            2022-04-06
            -444.05000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -977.73000000
        -0.00066810622
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            390000.00000000
            ZAR
            25705.08000000
            USD
            2022-04-06
            -977.73000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -559.88000000
        -0.00038257935
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            25518.77000000
            USD
            19000.00000000
            GBP
            2022-04-06
            -559.88000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED TRY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        416.93000000
        0.000284898213
        N/A
        DFE
        
        TR
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            25418.06000000
            USD
            380000.00000000
            TRY
            2022-04-06
            416.93000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        -122.13000000
        -0.00008345434
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            62570000.00000000
            KRW
            51464.06000000
            USD
            2022-04-06
            -122.13000000
          
        
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
        
        885000.00000000
        PA
        
        895519.69000000
        0.611929964273
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2031-11-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ConocoPhillips
        WPTL2Z3FIYTHSP5V2253
        ConocoPhillips
        20825C104
        
          
        
        17393.00000000
        NS
        USD
        1739300.00000000
        1.188505176095
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2972.86000000
        0.002031426147
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            52334.02000000
            USD
            520000.00000000
            SEK
            2022-04-06
            2972.86000000
          
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        000000000
        
          
        
        229871.00000000
        NS
        
        1575087.03000000
        1.076294536857
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1212.19000000
        0.000828318340
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            50765.67000000
            USD
            75000.00000000
            NZD
            2022-04-06
            1212.19000000
          
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-04-28
      SUNAMERICA SERIES TRUST
      Shawn Parry
      Shawn Parry
      Assistant Treasurer
    
  
  XXXX

SunAmerica Series Trust SA Wellington Capital Appreciation Portfolio

PORTFOLIO OF INVESTMENTS - March 31, 2022 - (unaudited)


Security Description	Shares/ Principal Amount		Value (Note 1)

COMMON STOCKS - 94.9%
Applications Software - 1.5%

Five9, Inc.†		189,755	$	20,948,952
IronSource, Ltd., Class A†		1,974,651		9,478,325
Magic Leap, Inc., Class A†(1)(2)		186		2,232

				30,429,509
Athletic Equipment - 1.0%

Peloton Interactive, Inc., Class A†		730,463		19,298,832

Auto-Cars/Light Trucks - 0.4%

Tesla, Inc.†		6,749		7,272,722

Building Products-Air & Heating - 1.6%

Johnson Controls International PLC		491,756		32,244,441

Building-Mobile Home/Manufactured Housing - 0.9%

Thor Industries, Inc.		215,742		16,978,895

Building-Residential/Commercial - 1.0%

Lennar Corp., Class A		254,957		20,694,860

Chemicals-Specialty - 1.1%

Albemarle Corp.		102,261		22,615,020

Commercial Services - 1.1%

CoStar Group, Inc.†		340,194		22,660,322

Commercial Services-Finance - 2.2%

Block, Inc., Class A†		327,522		44,411,983

Communications Software - 1.1%

RingCentral, Inc., Class A†		187,156		21,936,555

Computer Software - 2.4%

MongoDB, Inc.†		60,041		26,633,587
ZoomInfo Technologies, Inc.†		356,346		21,288,110

				47,921,697
Data Processing/Management - 1.5%

DocuSign, Inc.†		192,652		20,636,882
Fair Isaac Corp.†		20,433		9,531,177

				30,168,059
Diagnostic Equipment - 1.3%

Danaher Corp.		85,748		25,152,461

Diagnostic Kits - 1.5%

Exact Sciences Corp.†		424,548		29,684,396

Distribution/Wholesale - 1.0%

Copart, Inc.†		166,011		20,829,400

Drug Delivery Systems - 1.6%

DexCom, Inc.†		60,315		30,857,154

E-Commerce/Products - 9.2%

Amazon.com, Inc.†		50,400		164,301,480
Etsy, Inc.†		160,292		19,921,090

				184,222,570
E-Commerce/Services - 5.9%

Airbnb, Inc., Class A†		352,966		60,625,440
Match Group, Inc.†		341,869		37,174,835
Uber Technologies, Inc.†		576,230		20,559,887

				118,360,162
Electronic Components-Semiconductors - 6.3%

Advanced Micro Devices, Inc.†		602,849		65,915,510
NVIDIA Corp.		215,551		58,815,246

				124,730,756

Energy-Alternate Sources - 0.9%

SolarEdge Technologies, Inc.†		52,363		16,880,260

Enterprise Software/Service - 8.2%

Paycom Software, Inc.†		102,062		35,352,235
salesforce.com, Inc.†		96,812		20,555,124
UiPath, Inc., Class A†		766,140		16,540,963
Veeva Systems, Inc., Class A†		178,897		38,008,457
Workday, Inc., Class A†		223,392		53,493,448

				163,950,227
Entertainment Software - 1.1%

Electronic Arts, Inc.		167,210		21,153,737

Finance-Credit Card - 3.8%

Mastercard, Inc., Class A		210,929		75,381,806

Internet Application Software - 1.0%

Okta, Inc.†		136,207		20,561,809

Internet Content-Entertainment - 7.1%

Meta Platforms, Inc., Class A†		141,331		31,426,361
Roku, Inc.†		174,072		21,805,999
Snap, Inc., Class A†		1,069,017		38,473,922
Spotify Technology SA†		242,239		36,582,934
Twitter, Inc.†		336,642		13,024,679

				141,313,895
Internet Gambling - 1.0%

DraftKings, Inc., Class A†		1,057,811		20,595,580

Internet Security - 2.1%

Palo Alto Networks, Inc.†		66,584		41,449,206

Lighting Products & Systems - 0.8%

Universal Display Corp.		95,750		15,985,463

Machinery-General Industrial - 1.0%

Middleby Corp.†		127,039		20,826,774

Medical Instruments - 0.5%

Intuitive Surgical, Inc.†		32,920		9,931,306

Medical Products - 2.8%

ABIOMED, Inc.†		72,761		24,101,353
Inspire Medical Systems, Inc.†		121,443		31,173,204

				55,274,557
Medical-Biomedical/Gene - 2.1%

Illumina, Inc.†		120,819		42,214,159

Medical-Drugs - 0.4%

Ascendis Pharma A/S ADR†		59,573		6,991,487
Reata Pharmaceuticals, Inc., Class A†		34,940		1,144,635

				8,136,122
Multimedia - 1.4%

Walt Disney Co.†		201,626		27,655,022

Networking Products - 3.0%

Arista Networks, Inc.†		423,756		58,893,609

Real Estate Investment Trusts - 1.0%

AvalonBay Communities, Inc.		77,985		19,369,134

Retail-Apparel/Shoe - 2.3%

Lululemon Athletica, Inc.†		124,778		45,572,669

Retail-Perfume & Cosmetics - 2.4%

Ulta Beauty, Inc.†		120,979		48,176,257

Retail-Restaurants - 0.1%

Chipotle Mexican Grill, Inc.†		1,372		2,170,545


Semiconductor Equipment - 1.0%

MKS Instruments, Inc.		134,908			20,236,200

Web Portals/ISP - 8.3%

Alphabet, Inc., Class A†		59,357			165,092,592

Total Common Stocks
(cost $1,970,889,288)					1,891,290,723

CONVERTIBLE PREFERRED SECURITIES — 0.0%
Advertising Services - 0.0%

Nanigans, Inc., Series B†(1)(2) (cost $1,384,662)		126,818			0

EXCHANGE-TRADED FUNDS - 1.2%

iShares Russell 1000 Growth ETF (cost $22,950,086)		87,087			24,177,964

WARRANTS - 0.0%
Advertising Services - 0.0%

Nanigans, Inc.†(1)(2) (cost $0)		299,087			0

Total Long-Term Investment Securities
(cost $1,995,224,036)					1,915,468,687

REPURCHASE AGREEMENTS - 2.3%

Bank of America Securities LLC Joint Repurchase Agreement(3)	$	10,090,000			10,090,000
Barclays Capital, Inc. Joint Repurchase Agreement(3)		8,135,000			8,135,000
BNP Paribas SA Joint Repurchase Agreement(3)		7,050,000			7,050,000
Deutsche Bank AG Joint Repurchase Agreement(3)		10,540,000			10,540,000
RBS Securities, Inc. Joint Repurchase Agreement(3)		10,525,000			10,525,000

Total Repurchase Agreements
(cost $46,340,000)					46,340,000

TOTAL INVESTMENTS
(cost $2,041,564,036)		98.4	%		1,961,808,687
Other assets less liabilities		1.6			32,424,800

NET ASSETS		100.0	%	$	1,994,233,487

†	Non-income producing security

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

(2)

Denotes a restricted security that: (a) cannot be offered for public sale without first being registered, or being able to take advantage of an exemption from registration, under the Securities Act of 1933, as amended (the “1933 Act”); (b) is subject to a contractual restriction on public sales; or (c) is otherwise subject to a restriction on sales by operation of applicable law. Restricted securities are valued pursuant to Note 1. Certain restricted securities held by the Portfolio may not be sold except in exempt transactions or in a public offering registered under the 1933 Act. The Portfolio has no right to demand registration of these securities. The risk of investing in certain restricted securities is greater than the risk of investing in the securities of widely held, publicly traded companies. To the extent applicable, lack of a secondary market and resale restrictions may result in the inability of a Portfolio to sell a security at a fair price and may substantially delay the sale of the security. In addition, certain restricted securities may exhibit greater price volatility than securities for which secondary markets exist. As of March 31, 2022, the Portfolio held the following restricted securities:


Description	Acquisition Date		Shares		Acquisition Cost		Value		Value Per Share		% of Net Assets
Common Stocks
Magic Leap, Inc., Class A		12/28/2015		186	$	2,157,962	$	2,232	$	12.00		0.00	%
Convertible Preferred Securities
Nanigans, Inc., Series B		03/16/2015		126,818		1,384,662		0		0.00		0.00
Warrants
Nanigans, Inc.		12/14/2021		299,087		0		0		0.00		0.00

							$	2,232				0.00	%

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

ADR	- American Depositary Receipt

ETF	- Exchange-Traded Fund

The following is a summary of the inputs used to value the Portfolio’s net assets as of March 31, 2022 (see Note 1):


	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks:
Application Software	$	30,427,277	$	—	$	2,232	$	30,429,509
Other Industries		1,860,861,214		—		—		1,860,861,214
Convertible Preferred Securities		—		—		0		0
Exchange-Traded Funds		24,177,964		—		—		24,177,964
Warrants		—		—		0		0
Repurchase Agreements		—		46,340,000		—		46,340,000

Total Investments at Value	$	1,915,466,455	$	46,340,000	$	2,232	$	1,961,808,687

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

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

See Notes to Portfolio of Investments

SunAmerica Series Trust SA Wellington Government and Quality Bond Portfolio

PORTFOLIO OF INVESTMENTS - March 31, 2022 - (unaudited)


Security Description	Principal Amount		Value (Note 1)
ASSET BACKED SECURITIES - 9.4%
Diversified Financial Services - 9.4%

Aaset Trust Series 2019-1, Class A 3.84% due 05/15/2039*	$	646,469	$	414,474
Aligned Data Centers Issuer LLC Series 2021-1A, Class A2 1.94% due 08/15/2046*		4,010,000		3,697,716
Angel Oak Mtg. Trust VRS Series 2021-6, Class A1 1.46% due 09/25/2066*(1)(2)		6,141,010		5,808,988
Angel Oak Mtg. Trust I LLC VRS Series 2019-6, Class A1 2.62% due 11/25/2059*(1)(2)		265,289		265,006
Angel Oak Mtg. Trust I LLC VRS Series 2019-4, Class A1 2.99% due 07/26/2049*(1)(2)		170,149		169,856
Angel Oak Mtg. Trust I LLC VRS Series 2019-2, Class A1 3.63% due 03/25/2049*(1)(2)		130,662		130,552
Angel Oak Mtg. Trust I LLC VRS Series 2018-3, Class A1 3.65% due 09/25/2048*(1)(2)		316,819		315,849
Apidos CLO FRS Series 2021-35A, Class A 1.30% (3ML+1.05%) due 04/20/2034*(3)		3,600,000		3,552,829
ARI Fleet Lease Trust Series 2018-B, Class A2 3.22% due 08/16/2027*		9,709		9,712
BANK Series 2021-BN35, Class A5 2.29% due 06/15/2064(4)		7,380,000		6,752,493
Bayview Koitere Fund Trust VRS Series 2017-RT4, Class A 3.50% due 07/28/2057*(1)		902,707		896,932
Benefit Street Partners, Ltd. FRS Series 2016-9A, Class AR 1.36% (3 ML+1.11%) due 07/20/2031*(3)		795,000		793,146
BFLD Trust FRS Series 2020-OBRK, Class A 2.45% (1 ML+2.05%) due 11/15/2028*(4)		2,140,000		2,118,560
BX Commercial Mtg. Trust FRS Series 2021-VOLT, Class A 1.10% (1 ML+0.70%) due 09/15/2036*(4)		4,455,000		4,340,431
BX Trust FRS Series 2021-LGCY, Class A 0.90% (1 ML+0.51%) due 10/15/2023*(4)		9,100,000		8,785,545
BX Trust FRS Series 2021-ARIA, Class B 1.69% (1 ML+1.30%) due 10/15/2036*(4)		3,975,000		3,893,943
BXHPP Trust FRS Series 2021-FILM, Class A 1.05% (1 ML+0.65%) due 08/15/2036*(4)		4,335,000		4,215,245
Castlelake Aircraft Structured Trust Series 2019-1A, Class A 3.97% due 04/15/2039*		835,847		757,079
CF Hippolyta LLC Series 2021-1A, Class A1 1.53% due 03/15/2061*		1,403,355		1,305,305
CFMT LLC Series 2021-AL1, Class B 1.39% due 09/22/2031*		6,868,811		6,719,318
Cloud Pass-Through Trust VRS Series 2019-1A, Class CLOU 3.55% due 12/05/2022*(1)		8,500		8,503
COLT Mtg, Loan Trust VRS Series 2021-5, Class A1 1.73% due 11/26/2066*(1)(2)		3,329,239		3,196,956
COLT Mtg. Loan Trust VRS Series 2021-4, Class A1 1.40% due 10/25/2066*(1)(2)		4,262,353		4,014,406
Columbia Cent CLO, Ltd. FRS Series 2018-27A, Class AR 1.44% (3 ML+1.19%) due 01/25/2035*(3)		1,765,000		1,746,879
COMM Mtg. Trust Series 2012-CR2, Class A4 3.15% due 08/15/2045(4)		960,184		958,616
Credit Acceptance Auto Loan Trust Series 2020-3A, Class A 1.24% due 10/15/2029*		5,205,000		5,120,190
CSMC Trust VRS Series 2021-NQM8, Class A1 1.84% due 10/25/2066*(1)(2)		1,856,926		1,773,366
FirstKey Homes Trust Series 2021-SFR1, Class A 1.54% due 08/17/2038*		4,875,643		4,523,690
FirstKey Homes Trust Series 2021-SFR3, Class A 2.14% due 12/17/2038*		3,515,000		3,285,106
Flagstar Mtg. Trust VRS Series 2021-9INV, Class A2 2.00% due 09/25/2041*(1)(2)		2,025,818		1,911,679
Flagstar Mtg. Trust VRS Series 2018-3INV, Class A3 4.00% due 05/25/2048*(1)(2)		1,032,299		1,033,297
Ford Credit Auto Lease Trust Series 2021-A, Class C 0.78% due 09/15/2025		1,585,000		1,543,811
Ford Credit Auto Owner Trust Series 2021-1, Class B 1.61% due 10/17/2033*		835,000		773,974
Ford Credit Auto Owner Trust Series 2021-1, Class C 1.91% due 10/17/2033*		725,000		675,528
Home Partners of America Trust Series 2021-2, Class B 2.30% due 12/17/2026*		3,679,914		3,382,112
Horizon Aircraft Finance, Ltd. Series 2019-2, Class A 3.43% due 11/15/2039*		734,160		676,795
Horizon Aircraft Finance, Ltd. Series 2019-1, Class A 3.72% due 07/15/2039*		416,485		371,498
LIFE Mtg. Trust FRS Series 2021-BMR, Class A 1.10% (1 ML+0.70%) due 03/15/2038*(4)		879,758		859,938
MACH 1, Ltd. Series 2019-1, Class A 3.47% due 10/15/2039*		393,374		365,112


Madison Park Funding, Ltd. FRS Series 2018-30A, Class A 0.99% (3 ML+0.75%) due 04/15/2029*(3)	7,933,654	7,870,708
Magnetite, Ltd. FRS Series 2012-7A, Class A1R2 1.04% (3 ML+0.80%) due 01/15/2028*(3)	5,258,736	5,221,310
MetLife Securitization Trust VRS Series 2017-1A, Class A 3.00% due 04/25/2055*(1)(2)	598,813	593,535
Mill City Mtg. Loan Trust VRS Series 2017-3, Class A1 2.75% due 01/25/2061*(1)(2)	469,825	471,027
MMAF Equipment Finance LLC Series 2019-B, Class A5 2.29% due 11/12/2041*	2,960,000	2,862,718
New Economy Assets Phase 1 Sponsor LLC Series 2021-1, Class A1 1.91% due 10/20/2061*	3,985,000	3,720,695
OHA Credit Funding 3, Ltd. FRS Series 2019-3A, Class AR 1.39% (3 ML+1.14%) due 07/02/2035*(3)	4,550,000	4,507,753
Rockland Park CLO, Ltd. FRS Series 2021-1A, Class A 1.37% (3 ML+1.12%) due 04/20/2034*(3)	1,825,000	1,812,101
SCF Equipment Leasing LLC Series 2021-1A, Class A3 0.83% due 08/21/2028*	5,815,000	5,679,993
SFAVE Commercial Mtg. Securities Trust VRS Series 2015-5AVE, Class A2B 4.14% due 01/05/2043*(1)(4)	1,340,000	1,278,164
SoFi Consumer Loan Program Trust Series 2021-1, Class A 0.49% due 09/25/2030*	1,004,667	986,142
SoFi Consumer Loan Program Trust Series 2020-1, Class A 2.02% due 01/25/2029*	101,253	101,304
SREIT Trust FRS Series 2021-MFP, Class B 1.48% (1 ML+1.08%) due 11/15/2038*(4)	4,550,000	4,444,426
STARR II Series 2019-1, Class A 4.09% due 03/15/2044*	497,169	460,221
Starwood Mtg. Residential Trust VRS Series 2021-6, Class A1 1.92% due 11/25/2066*(1)(2)	2,938,227	2,770,259
Symphony CLO XVII, Ltd. FRS Series 2016-17A, Class AR 1.12% (3ML+0.88%) due 04/15/2028*(3)	798,049	795,992
Towd Point Mtg. Trust VRS Series 2017-4, Class A1 2.75% due 06/25/2057*(1)(2)	955,916	949,047
Towd Point Mtg. Trust VRS Series 2018-1, Class A1 3.00% due 01/25/2058*(1)(2)	452,435	450,813
Treman Park, Ltd. FRS Series 2015-1A, Class ARR 1.32% (3 ML+1.07%) due 10/20/2028*(3)	2,944,933	2,937,871
Vantage Data Centers Issuer LLC Series 2019-1A, Class A2 3.19% due 07/15/2044*	769,592	763,248
Vantage Data Centers LLC Series 2020-1A, Class A2 1.65% due 09/15/2045*	3,280,000	3,056,312
Venture XIII CLO, Ltd. FRS Series 2021-43A, Class A1 1.48% (3 ML+1.24%) due 04/15/2034*(3)	2,905,000	2,887,157
Wells Fargo Mtg. Backed Securities Trust VRS Series 2021-INV1, Class A4 2.50% due 08/25/2051*(1)(2)	5,558,153	5,335,597

Total Asset Backed Securities (cost $157,354,088)		151,120,828

U.S. CORPORATE BONDS & NOTES - 13.0%
Banks-Fiduciary - 0.5%

National Securities Clearing Corp. Senior Notes 0.75% due 12/07/2025*	8,905,000	8,215,960

Banks-Super Regional - 0.5%

US Bancorp Senior Notes 2.68% due 01/27/2033	3,275,000	3,113,952
US Bancorp Sub. Notes 7.50% due 06/01/2026	400,000	465,516
Wells Fargo & Co. Senior Notes 2.57% due 02/11/2031	2,760,000	2,560,811
Wells Fargo & Co. Senior Notes 3.00% due 10/23/2026	1,780,000	1,757,664

		7,897,943

Brewery - 0.1%

Anheuser-Busch InBev Worldwide, Inc. Company Guar. Notes 4.60% due 04/15/2048	1,725,000	1,854,018

Cable/Satellite TV - 0.3%

Comcast Corp. Company Guar. Notes 2.89% due 11/01/2051*	1,921,000	1,618,488
Comcast Corp. Company Guar. Notes 3.95% due 10/15/2025	2,535,000	2,621,142
Comcast Corp. Company Guar. Notes 4.25% due 01/15/2033	200,000	216,034

		4,455,664

Diversified Banking Institutions - 4.1%

Bank of America Corp. Senior Notes 1.73% due 07/22/2027	4,575,000	4,254,417
Bank of America Corp. Senior Notes 2.30% due 07/21/2032	5,285,000	4,704,433
Bank of America Corp. Senior Notes 3.00% due 12/20/2023	1,547,000	1,551,320
Bank of America Corp. Senior Notes 3.19% due 07/23/2030	5,015,000	4,853,205


Bank of America Corp. Senior Notes 3.59% due 07/21/2028	2,245,000	2,252,434
Bank of America Corp. Senior Notes 3.97% due 02/07/2030	2,645,000	2,687,982
Goldman Sachs Group, Inc. Senior Notes 1.43% due 03/09/2027	7,705,000	7,117,114
Goldman Sachs Group, Inc. Senior Notes 2.38% due 07/21/2032	3,380,000	2,994,120
Goldman Sachs Group, Inc. Senior Notes 2.62% due 04/22/2032	1,995,000	1,813,439
Goldman Sachs Group, Inc. Senior Notes 3.27% due 09/29/2025	2,075,000	2,077,377
Goldman Sachs Group, Inc. Senior Notes 3.81% due 04/23/2029	2,565,000	2,588,140
JPMorgan Chase & Co. Senior Notes 1.95% due 02/04/2032	2,895,000	2,536,395
JPMorgan Chase & Co. Senior Notes 2.58% due 04/22/2032	7,900,000	7,238,655
JPMorgan Chase & Co. Senior Notes 4.45% due 12/05/2029	4,520,000	4,720,368
Morgan Stanley Senior Notes 1.93% due 04/28/2032	1,505,000	1,301,023
Morgan Stanley Senior Notes 2.51% due 10/20/2032	3,110,000	2,803,396
Morgan Stanley Senior Notes 3.63% due 01/20/2027	4,975,000	5,024,953
Morgan Stanley Senior Notes 3.88% due 04/29/2024	6,125,000	6,251,902

		66,770,673

Electric-Distribution - 0.2%

Mid-Atlantic Interstate Transmission LLC Senior Notes 4.10% due 05/15/2028*	3,646,000	3,684,931

Electric-Integrated - 0.8%

Consolidated Edison Co. of New York, Inc. Senior Notes 3.20% due 12/01/2051	2,135,000	1,886,549
Georgia Power Co. Senior Notes 3.70% due 01/30/2050	1,905,000	1,767,530
Georgia Power Co. Senior Notes 4.30% due 03/15/2042	455,000	460,487
Georgia Power Co. Senior Notes 4.75% due 09/01/2040	625,000	659,612
San Diego Gas & Electric Co. 1st Mtg. Notes 4.10% due 06/15/2049	1,052,000	1,088,032
SCE Recovery Funding LLC Senior Sec. Notes 0.86% due 11/15/2031	1,438,477	1,296,951
SCE Recovery Funding LLC Senior Sec. Notes 1.94% due 05/15/2038	630,000	548,622
SCE Recovery Funding LLC Senior Sec. Notes 2.51% due 11/15/2043	365,000	314,346
South Carolina Electric & Gas Co. 1st Mtg. Bonds 5.45% due 02/01/2041	1,195,000	1,397,969
South Carolina Electric & Gas Co. 1st Mtg. Bonds 6.05% due 01/15/2038	2,400,000	2,913,496
Southern California Edison Co. 1st Mtg. Notes 3.70% due 08/01/2025	430,000	437,526

		12,771,120

Enterprise Software/Service - 0.2%

Oracle Corp. Senior Notes 3.60% due 04/01/2050	1,805,000	1,497,122
Oracle Corp. Senior Notes 3.85% due 04/01/2060	910,000	746,372

		2,243,494

Gas-Distribution - 0.6%

Boston Gas Co. Senior Notes 3.00% due 08/01/2029*	995,000	945,355
Boston Gas Co. Senior Notes 3.15% due 08/01/2027*	1,655,000	1,602,546
Brooklyn Union Gas Co. Senior Notes 3.41% due 03/10/2026*	1,170,000	1,159,156
KeySpan Gas East Corp. Notes 2.74% due 08/15/2026*	3,525,000	3,399,443
Southern California Gas Co. Senior Notes 2.95% due 04/15/2027	3,070,000	3,032,412

		10,138,912

Insurance-Life/Health - 1.8%

Athene Global Funding Sec. Notes 2.50% due 03/24/2028*	8,470,000	7,814,450
Brighthouse Financial Global Funding Senior Sec. Notes 1.00% due 04/12/2024*	600,000	575,053
Brighthouse Financial Global Funding Sec. Notes 1.55% due 05/24/2026*	4,000,000	3,700,942
CNO Global Funding Sec. Notes 2.65% due 01/06/2029*	5,795,000	5,362,065
Equitable Financial Life Global Funding Senior Sec. Notes 1.40% due 08/27/2027*	3,405,000	3,063,544


Equitable Financial Life Global Funding Sec. Notes 1.80% due 03/08/2028*	5,985,000	5,392,775
Jackson National Life Global Funding Sec. Notes 1.75% due 01/12/2025*	3,830,000	3,671,491

		29,580,320

Insurance-Multi-line - 0.3%

Metropolitan Life Global Funding I Sec. Notes 2.40% due 01/11/2032*	4,420,000	4,052,669
Metropolitan Life Global Funding I Sec. Notes 3.45% due 12/18/2026*	1,330,000	1,337,268

		5,389,937

Insurance-Mutual - 0.3%

New York Life Global Funding Sec. Notes 2.90% due 01/17/2024*	4,655,000	4,665,986
Northwestern Mutual Life Insurance Co. Sub. Notes 3.63% due 09/30/2059*	294,000	266,084

		4,932,070

Investment Management/Advisor Services - 0.5%

BlackRock, Inc. Senior Notes 2.10% due 02/25/2032	6,580,000	5,964,288
Blackstone Holdings Finance Co., LLC Company Guar. Notes 2.55% due 03/30/2032*	1,770,000	1,615,989

		7,580,277

Medical Labs & Testing Services - 0.3%

Roche Holdings, Inc. Company Guar. Notes 2.38% due 01/28/2027*	5,080,000	4,935,383

Medical-Drugs - 0.1%

Bristol-Myers Squibb Co. Senior Notes 3.55% due 03/15/2042	1,280,000	1,265,698
Bristol-Myers Squibb Co. Senior Notes 3.70% due 03/15/2052	645,000	652,164

		1,917,862

Medical-HMO - 0.2%

UnitedHealth Group, Inc. Senior Notes 2.00% due 05/15/2030	1,155,000	1,064,701
UnitedHealth Group, Inc. Senior Notes 3.75% due 07/15/2025	1,165,000	1,200,741

		2,265,442

Medical-Hospitals - 1.6%

Bon Secours Mercy Health, Inc. Sec. Notes 2.10% due 06/01/2031	840,000	749,592
Children’s Hospital Notes 2.93% due 07/15/2050	1,890,000	1,547,256
CommonSpirit Health Senior Sec. Notes 3.82% due 10/01/2049	6,100,000	5,987,409
Dignity Health Sec. Notes 3.81% due 11/01/2024	1,242,000	1,254,664
Kaiser Foundation Hospitals Notes 2.81% due 06/01/2041	3,915,000	3,422,130
Mercy Health Sec. Notes 3.56% due 08/01/2027	2,700,000	2,691,171
Mercy Health Senior Sec. Notes 4.30% due 07/01/2028	2,645,000	2,747,458
Piedmont Healthcare, Inc. Sec. Notes 2.04% due 01/01/2032	6,525,000	5,732,111
Sutter Health Notes 2.29% due 08/15/2030	950,000	861,858

		24,993,649

Multimedia - 0.0%

NBCUniversal Media LLC Company Guar. Notes 4.45% due 01/15/2043	505,000	543,204

Oil Companies-Integrated - 0.1%

Exxon Mobil Corp. Senior Notes 2.61% due 10/15/2030	845,000	814,574

Real Estate Investment Trusts - 0.3%

SBA Tower Trust Mtg. Notes 1.63% due 05/15/2051*	1,555,000	1,463,183
SBA Tower Trust Mtg. Notes 1.88% due 07/15/2050*	810,000	765,006
SBA Tower Trust Mtg. Notes 2.84% due 01/15/2050*	1,030,000	1,013,942
SBA Tower Trust Mtg. Notes 3.45% due 03/15/2048*	1,495,000	1,495,295

		4,737,426

Schools - 0.1%

Stanford University Notes 6.88% due 02/01/2024	1,970,000	2,117,136

Special Purpose Entity - 0.0%

Postal Square LP Government Guar. Notes 8.95% due 06/15/2022	230,800	233,534

Telephone-Integrated - 0.1%

Verizon Communications, Inc. Senior Notes 4.40% due 11/01/2034	2,000,000	2,128,227

Total U.S. Corporate Bonds & Notes (cost $222,524,356)		210,201,756

FOREIGN CORPORATE BONDS & NOTES - 7.4%
Banks-Commercial - 2.7%

Banque Federative du Credit Mutuel SA Senior Notes 1.60% due 10/04/2026*	11,525,000	10,619,223


Cooperatieve Rabobank UA Senior Notes 1.11% due 02/24/2027*	4,015,000	3,675,970
Danske Bank A/S Senior Notes 1.55% due 09/10/2027*	10,225,000	9,323,578
Danske Bank A/S Senior Notes 3.88% due 09/12/2023*	1,350,000	1,363,253
DNB Bank ASA Senior Notes 1.54% due 05/25/2027*	3,860,000	3,553,880
NBK SPC, Ltd. Company Guar. Notes 1.63% due 09/15/2027*	6,250,000	5,709,500
NBK SPC, Ltd. Company Guar. Notes 2.75% due 05/30/2022*	7,345,000	7,347,644
Standard Chartered PLC Senior Notes 0.99% due 01/12/2025*	3,310,000	3,161,987

		44,755,035

Building Societies - 0.1%

Nationwide Building Society Senior Notes 3.62% due 04/26/2023*	1,180,000	1,180,239

Diversified Banking Institutions - 3.8%

Bank of Nova Scotia Senior Notes 2.70% due 08/03/2026	6,570,000	6,459,137
BNP Paribas SA Senior Notes 2.16% due 09/15/2029*	2,955,000	2,634,051
BNP Paribas SA Senior Notes 2.82% due 11/19/2025*	1,905,000	1,861,738
BNP Paribas SA Senior Notes 2.95% due 05/23/2022*	390,000	390,861
BNP Paribas SA Senior Notes 3.38% due 01/09/2025*	2,025,000	2,016,796
Credit Agricole SA Senior Notes 3.75% due 04/24/2023*	1,175,000	1,190,661
Credit Suisse Group AG FRS Senior Notes 2.04% (3 ML+1.24%) due 06/12/2024*	3,725,000	3,747,362
Credit Suisse Group AG Senior Bonds 3.87% due 01/12/2029*	2,655,000	2,595,179
HSBC Holdings PLC Senior Notes 1.59% due 05/24/2027	4,815,000	4,400,418
HSBC Holdings PLC Senior Notes 2.21% due 08/17/2029	3,795,000	3,419,996
HSBC Holdings PLC Senior Notes 2.80% due 05/24/2032	5,475,000	4,988,469
HSBC Holdings PLC Senior Notes 3.60% due 05/25/2023	7,310,000	7,394,312
HSBC Holdings PLC Senior Notes 4.95% due 03/31/2030	670,000	715,649
Macquarie Group, Ltd. Senior Notes 1.94% due 04/14/2028*	8,960,000	8,052,526
UBS Group AG Senior Notes 1.49% due 08/10/2027*	4,760,000	4,326,477
UBS Group AG Senior Notes 2.75% due 02/11/2033*	7,815,000	7,102,425

		61,296,057

Oil Companies-Integrated - 0.1%

Shell International Finance BV Company Guar. Notes 3.25% due 05/11/2025	1,000,000	1,011,071
Statoil ASA Company Guar. Notes 2.45% due 01/17/2023	211,000	211,719

		1,222,790

Pipelines - 0.3%

EIG Pearl Holdings SARL Senior Sec. Notes 3.55% due 08/31/2036*	5,105,000	4,862,941

Telecom Services - 0.4%

NBN Co., Ltd. Senior Notes 2.50% due 01/08/2032*	6,485,000	5,821,820
NBN Co., Ltd. Senior Notes 2.63% due 05/05/2031*	350,000	317,942

		6,139,762

Total Foreign Corporate Bonds & Notes (cost $127,159,252)		119,456,824

FOREIGN GOVERNMENT OBLIGATIONS - 0.3%
Sovereign - 0.3%

Kingdom of Saudi Arabia Senior Notes 2.88% due 03/04/2023*	2,110,000	2,124,770
State of Qatar Senior Notes 3.88% due 04/23/2023*	3,335,000	3,393,296

Total Foreign Government Obligations (cost $5,412,241)		5,518,066

MUNICIPAL BONDS & NOTES - 1.4%

Bay Area Toll Authority Revenue Bonds Series S-1 7.04% due 04/01/2050	70,000	107,590
California Health Facilities Financing Authority Revenue Bonds 4.35% due 06/01/2041	2,045,000	2,081,310
Chicago Transit Authority Revenue Bonds Series B 6.90% due 12/01/2040	145,000	186,399
City of San Antonio, Texas Electric & Gas Systems Revenue Bonds 2.91% due 02/01/2048	515,000	437,880


Foothill-Eastern Transportation Corridor Agency Revenue Bonds Series A 3.92% due 01/15/2053	2,670,000	2,611,116
Golden State Tobacco Securitization Corp. Revenue Bonds 2.75% due 06/01/2034	100,000	90,859
Golden State Tobacco Securitization Corp. Revenue Bonds 3.29% due 06/01/2042	200,000	180,847
Golden State Tobacco Securitization Corp. Revenue Bonds 3.00% due 06/01/2046	505,000	500,139
Illinois Municipal Electric Agency Revenue Bonds 6.83% due 02/01/2035	1,910,000	2,321,634
Kansas Development Finance Authority Revenue Bonds Series C 5.37% due 05/01/2026	685,000	720,463
Kansas Development Finance Authority Revenue Bonds Series K 2.77% due 05/01/2051	1,555,000	1,292,431
Metropolitan Transportation Authority Revenue Bonds 6.20% due 11/15/2026	100,000	107,357
Municipal Electric Authority of Georgia Revenue Bonds 6.64% due 04/01/2057	1,435,000	1,915,144
Oregon School Boards Association General Obligation Bonds 4.76% due 06/30/2028	2,534,152	2,641,205
Philadelphia Authority for Industrial Development Revenue Bonds Series C 6.55% due 10/15/2028	2,845,000	3,360,623
Sales Tax Securitization Corp. Revenue Bonds Series A 4.79% due 01/01/2048	1,515,000	1,702,791
State of Wisconsin Revenue Bonds Series A 5.70% due 05/01/2026	1,905,000	2,042,093
Utility Debt Securitization Authority Revenue Bonds Series T 3.44% due 12/15/2025	1,016,000	1,022,562

Total Municipal Bonds & Notes (cost $23,521,585)		23,322,443

U.S. GOVERNMENT AGENCIES - 32.9%
Federal Home Loan Mtg. Corp. - 4.2%

2.00% due 11/01/2041	4,052,209	3,805,017
2.00% due 03/01/2051	7,012,687	6,526,897
2.50% due 10/01/2031	2,573,065	2,549,118
2.50% due 01/01/2051	4,427,945	4,240,073
2.50% due 12/01/2051	4,253,532	4,069,111
3.00% due 11/01/2046	15,496,016	15,419,983
3.00% due 12/01/2046	4,236,202	4,217,162
4.00% due 09/01/2026	115,469	118,928
4.00% due 12/01/2040	1,696,008	1,776,980
6.00% due 12/01/2039	99,808	107,191
7.50% due 05/01/2027	320	341
Federal Home Loan Mtg. Corp. Multifamily Structured Pass Through Certs.
Series K1522, Class A2 2.36% due 10/25/2036(4)	3,890,000	3,491,887
Series K142, Class A2 2.40% due 05/25/2032(4)	4,000,000	3,816,666
Federal Home Loan Mtg. Corp. REMIC
Series 4146, Class AB 1.13% due 12/15/2027(2)	1,426,675	1,381,570
Series 4142, Class PT 1.25% due 12/15/2027(2)	1,059,762	1,029,077
Series 4122, Class AB 1.50% due 10/15/2042(2)	283,842	265,623
Series 4166, Class PB 1.75% due 03/15/2041(2)	282,372	279,411
Series 4000, Class GA 2.00% due 07/15/2031(2)	233,112	230,160
Series 4654, Class KA 3.00% due 06/15/2045(2)	3,066,379	3,047,809
Series 4758, Class CA 3.00% due 07/15/2047(2)	1,939,949	1,936,320
Federal Home Loan Mtg. Corp. SCRT
Series 2021-1, Class MTU 2.50% due 09/25/2060(2)	8,224,031	7,918,377
Series 2019-3, Class MA 3.50% due 10/25/2058(2)	1,200,129	1,207,296

		67,434,997

Federal National Mtg. Assoc. - 7.6%

1.50% due 11/01/2041	5,691,922	5,161,502
2.00% due 09/01/2031	164,959	160,861
2.00% due 11/01/2031	232,278	226,505
2.00% due 12/01/2031	787,606	768,018
2.00% due 04/01/2041	1,711,723	1,607,163
2.00% due 05/01/2041	1,945,492	1,827,192
2.00% due 07/01/2041	4,054,102	3,806,535
2.00% due 10/01/2041	3,477,198	3,264,658
2.00% due 09/01/2051	8,727,494	8,150,407
2.47% due 05/01/2025	3,075,378	3,045,566
2.50% due 03/01/2030	2,413,327	2,389,269
2.50% due 07/01/2050	4,101,299	3,923,479
2.50% due 08/01/2051	12,584,651	12,097,109
2.50% due 11/01/2051	8,398,174	8,084,628
2.50% due 12/01/2051	4,211,107	4,028,526
2.68% due 05/01/2025	5,794,855	5,765,235
2.99% due 10/01/2025	1,993,750	2,004,179
3.00% due 05/01/2027	243,280	245,879
3.00% due 06/01/2027	115,028	116,228
3.00% due 08/01/2027	64,210	64,895
3.00% due 10/01/2046	5,212,507	5,183,535
3.00% due 07/01/2050	3,690,798	3,641,457
3.00% due 10/01/2051	17,673,117	17,407,843
3.01% due 12/01/2024	3,458,091	3,477,542
3.07% due 02/01/2025	700,000	704,232
3.12% due 05/01/2033	2,547,067	2,582,839
4.00% due 09/01/2026	1,518,238	1,565,359
4.00% due 01/01/2046	2,165,872	2,254,396
4.00% due 02/01/2046	2,374,963	2,476,119
4.50% due 11/01/2026	179,469	184,188
4.50% due 01/01/2027	151,486	156,309
4.50% due 05/01/2039	13,804	14,694
4.50% due 06/01/2039	47,728	49,576


4.50% due 08/01/2039	4,370	4,654
4.50% due 11/01/2040	183,520	190,500
4.50% due 12/01/2040	121,443	129,305
4.50% due 07/01/2041	195,981	208,478
4.50% due 06/01/2043	140,727	148,093
4.50% due 10/01/2043	194,835	202,408
5.50% due 03/01/2038	181,712	200,276
5.50% due 06/01/2038	17,890	19,692
5.50% due 08/01/2038	18,493	20,383
5.50% due 09/01/2039	8,160	8,979
5.50% due 06/01/2040	3,211	3,418
6.50% due 02/01/2038	30,333	33,501
6.50% due 10/01/2039	31,130	34,288
Federal National Mtg. Assoc. REMIC FRS Series 2017-M13, Class FA 0.53% (1 ML+0.40%) due 10/25/2024(4)	212,339	212,521
Federal National Mtg. Assoc. REMIC
Series 2013-9, Class PT 1.25% due 02/25/2028(2)	918,905	888,227
Series 2012-103, Class HB 1.50% due 09/25/2027(2)	3,010,583	2,931,986
Series 2014-95, Class ZC 3.00% due 01/25/2045(2)	1,298,546	1,275,493
Series 2017-51, Class AP 3.00% due 10/25/2045(2)	8,066,809	8,020,212
Series 2019-6, Class GJ 3.00% due 02/25/2049(2)	473,017	472,002
Series 2018-77, Class PA 3.50% due 02/25/2048(2)	1,511,642	1,514,506

		122,954,845

Government National Mtg. Assoc. - 5.2%

2.00% due April 30 TBA	16,900,000	16,075,950
2.50% due April 30 TBA	14,625,000	14,199,961
2.50% due May 30 TBA	14,625,000	14,168,540
3.00% due April 30 TBA	11,250,000	11,128,985
3.00% due May 30 TBA	11,250,000	11,099,981
4.00% due 02/15/2041	220,574	232,172
4.00% due 09/15/2041	340,062	360,277
4.00% due 08/15/2042	114,087	121,990
4.00% due April 30 TBA	7,000,000	7,142,734
4.50% due 05/15/2040	232,970	251,057
4.50% due 06/15/2040	170,251	182,562
4.50% due 07/15/2040	303,830	327,003
4.50% due 05/15/2042	105,714	113,183
4.50% due April 30 TBA	3,025,000	3,129,457
5.00% due 07/15/2033	405,343	438,081
5.00% due 10/15/2033	27,237	29,641
5.00% due 11/15/2033	3,379	3,655
5.00% due 12/15/2033	7,404	8,039
5.00% due 01/15/2034	64,015	69,034
5.00% due 02/15/2034	27,001	29,166
5.00% due 03/15/2034	1,134	1,223
5.00% due 05/15/2034	4,854	5,309
5.00% due 06/15/2035	2,654	2,918
5.00% due 09/15/2035	36,198	39,404
5.00% due 11/15/2035	11,423	12,380
5.00% due 12/15/2035	9,342	10,189
5.00% due 02/15/2036	6,133	6,626
5.00% due 09/15/2036	1,032	1,115
5.00% due 07/15/2038	27,664	29,893
5.00% due 08/15/2038	10,181	11,231
5.00% due 11/15/2038	31,247	34,267
5.00% due 12/15/2038	119,848	132,205
5.00% due 06/15/2039	135,832	149,120
5.00% due 08/15/2039	29,386	32,263
5.00% due 04/15/2041	92,063	101,563
5.50% due 10/15/2032	685	732
5.50% due 02/15/2033	50,536	53,986
5.50% due 05/15/2033	23,747	26,160
5.50% due 06/15/2033	30,291	33,250
5.50% due 07/15/2033	5,112	5,468
5.50% due 08/15/2033	171	182
5.50% due 09/15/2033	1,693	1,851
5.50% due 11/15/2033	37,095	39,741
5.50% due 01/15/2034	6,660	7,413
5.50% due 02/15/2034	13,899	15,357
5.50% due 03/15/2034	210,669	227,839
5.50% due 04/15/2034	11,465	12,655
5.50% due 05/15/2034	20,982	22,593
5.50% due 07/15/2034	3,834	4,098
5.50% due 08/15/2034	6,565	7,017
5.50% due 09/15/2034	121,272	129,529
5.50% due 10/15/2034	32,584	34,790
5.50% due 04/15/2036	19,900	21,280
6.00% due 06/15/2028	6,170	6,585
6.00% due 08/15/2028	16,896	18,071
6.00% due 09/15/2028	21,353	22,793
6.00% due 12/15/2028	18,501	19,808
6.00% due 04/15/2029	917	979
6.00% due 01/15/2032	1,858	1,988
6.00% due 02/15/2032	191	204
6.00% due 07/15/2032	2,905	3,101
6.00% due 09/15/2032	5,212	5,566
6.00% due 10/15/2032	99,536	107,135
6.00% due 11/15/2032	6,489	6,930
6.00% due 01/15/2033	1,208	1,290
6.00% due 02/15/2033	4,634	5,080
6.00% due 03/15/2033	8,184	8,751
6.00% due 04/15/2033	24,042	25,678
6.00% due 05/15/2033	23,807	25,410
6.00% due 12/15/2033	10,465	11,737
6.00% due 08/15/2034	2,321	2,524
6.00% due 09/15/2034	44,824	47,922
6.00% due 10/15/2034	12,275	13,117
6.00% due 05/15/2036	9,088	10,013
6.00% due 06/15/2036	127,303	140,889
6.00% due 07/15/2036	1,152,620	1,278,811
6.00% due 08/15/2036	39,778	44,188
6.00% due 12/15/2036	54,436	60,347
6.00% due 02/15/2037	29,829	33,061
6.00% due 08/15/2037	19,801	21,756
6.00% due 01/15/2038	110,805	122,524
6.00% due 03/15/2038	58,063	64,048
6.00% due 07/15/2038	35,914	40,269
6.00% due 08/15/2038	86,926	95,935
6.00% due 09/15/2038	128,759	141,809
6.00% due 10/15/2038	243,092	268,785
6.00% due 11/15/2038	45,352	50,615
6.00% due 12/15/2038	75,095	83,370
6.00% due 01/15/2039	75,241	81,928
6.00% due 02/15/2039	54,485	59,446
6.00% due 04/15/2039	66,565	71,118
6.00% due 12/15/2039	51,392	57,511
6.00% due 03/15/2040	174,150	186,276
6.00% due 04/15/2040	20,359	22,846
6.00% due 06/15/2041	66,313	74,017
6.50% due 06/15/2023	14	14
6.50% due 07/15/2023	1,015	1,085
6.50% due 08/15/2023	251	269
6.50% due 10/15/2023	457	489


6.50% due 11/15/2023	2,347	2,510
6.50% due 12/15/2023	8,036	8,587
6.50% due 02/15/2027	399	426
6.50% due 12/15/2027	909	1,002
6.50% due 01/15/2028	8,347	8,920
6.50% due 02/15/2028	3,627	3,995
6.50% due 03/15/2028	7,856	8,422
6.50% due 04/15/2028	5,322	5,767
6.50% due 05/15/2028	19,995	21,367
6.50% due 06/15/2028	26,377	28,296
6.50% due 07/15/2028	19,448	20,858
6.50% due 08/15/2028	11,257	12,045
6.50% due 09/15/2028	16,031	17,154
6.50% due 10/15/2028	15,557	16,645
6.50% due 11/15/2028	22,442	24,061
6.50% due 12/15/2028	17,201	18,489
6.50% due 02/15/2029	2,188	2,363
6.50% due 03/15/2029	9,888	10,577
6.50% due 04/15/2029	2,274	2,431
6.50% due 05/15/2029	40,222	42,982
6.50% due 06/15/2029	4,147	4,432
6.50% due 03/15/2031	1,028	1,098
6.50% due 04/15/2031	179	194
6.50% due 05/15/2031	18,248	19,542
6.50% due 06/15/2031	6,544	6,993
6.50% due 07/15/2031	25,281	27,017
6.50% due 08/15/2031	7,182	7,676
6.50% due 09/15/2031	42,455	45,369
6.50% due 10/15/2031	14,202	15,338
6.50% due 11/15/2031	9,523	10,177
6.50% due 01/15/2032	77,053	82,343
6.50% due 02/15/2032	29,499	31,524
6.50% due 04/15/2032	10,012	11,054
6.50% due 05/15/2032	914	977
7.00% due 11/15/2031	5,904	6,303
7.00% due 03/15/2032	7,541	8,239
7.00% due 01/15/2033	9,219	10,103
7.00% due 05/15/2033	26,280	28,730
7.00% due 07/15/2033	15,161	16,485
7.00% due 11/15/2033	24,426	26,766
8.00% due 10/15/2029	287	288
8.00% due 12/15/2029	255	256
8.00% due 01/15/2030	3,777	3,845
8.00% due 03/15/2030	88	89
8.00% due 04/15/2030	11,971	12,042
8.00% due 08/15/2030	655	658
8.00% due 09/15/2030	13,786	13,996
8.00% due 11/15/2030	1,311	1,367
8.00% due 02/15/2031	28,428	30,160
8.00% due 03/15/2031	6,888	6,915
Government National Mtg. Assoc., REMIC
Series 2005-74, Class HA 7.50% due 09/16/2035(2)	5,382	5,607
Series 2005-74, Class HB 7.50% due 09/16/2035(2)	83,757	89,545
Series 2005-74, Class HC 7.50% due 09/16/2035(2)	49,649	53,961

		84,507,189

Uniform Mtg. Backed Securities - 15.9%

2.00% due April 15 TBA	2,550,000	2,476,887
2.00% due April 30 TBA	69,615,000	64,651,489
2.00% due June 30 TBA	34,285,000	31,710,871
2.50% due April 15 TBA	8,475,000	8,377,008
2.50% due April 30 TBA	31,961,000	30,532,743
2.50% due May 30 TBA	31,900,000	30,402,487
3.00% due April 30 TBA	19,165,000	18,767,194
3.50% due April 30 TBA	44,075,000	44,186,048
4.00% due April 30 TBA	15,525,000	15,859,758
4.00% due May 30 TBA	1,100,000	1,119,468
4.50% due May 30 TBA	8,850,000	9,146,829

		257,230,782

Total U.S. Government Agencies (cost $540,382,450)		532,127,813

U.S. GOVERNMENT TREASURIES - 35.1%
United States Treasury Bonds - 11.0%

1.63% due 11/15/2050	1,290,000	1,059,211
1.75% due 08/15/2041	23,975,000	20,802,059
1.88% due 02/15/2041	45,000	40,124
1.88% due 11/15/2051	26,185,000	22,952,789
2.00% due 11/15/2041	32,345,000	29,302,548
2.00% due 08/15/2051	16,030,000	14,454,551
2.25% due 08/15/2049(5)	2,805,000	2,668,804
2.25% due 02/15/2052	13,925,000	13,348,418
2.38% due 02/15/2042	2,435,000	2,351,297
2.50% due 02/15/2045	7,555,000	7,377,930
2.50% due 05/15/2046	915,000	898,273
2.75% due 08/15/2047	1,585,000	1,643,571
2.75% due 11/15/2047	7,783,000	8,079,423
2.88% due 05/15/2043	21,645,000	22,439,777
2.88% due 08/15/2045	6,205,000	6,483,013
2.88% due 05/15/2049	8,265,000	8,892,946
3.38% due 05/15/2044	1,600,000	1,799,375
3.63% due 02/15/2044	11,585,000	13,493,810

		178,087,919

United States Treasury Notes - 24.1%

0.25% due 09/30/2023	16,215,000	15,772,888
0.25% due 03/15/2024	5,200,000	4,998,500
0.25% due 06/30/2025	33,840,000	31,469,878
0.25% due 07/31/2025	6,000,000	5,568,750
0.25% due 08/31/2025	16,550,000	15,330,730
0.25% due 09/30/2025	9,070,000	8,387,978
0.38% due 04/15/2024	10,800,000	10,381,078
0.38% due 11/30/2025	21,835,000	20,209,316
0.38% due 12/31/2025	13,800,000	12,758,531
0.38% due 01/31/2026	8,125,000	7,496,265
0.50% due 11/30/2023	13,315,000	12,949,358
0.50% due 02/28/2026	10,500,000	9,718,652
0.75% due 12/31/2023	4,450,000	4,337,012
0.75% due 03/31/2026	12,620,000	11,782,446
0.75% due 04/30/2026	7,225,000	6,737,595
0.88% due 01/31/2024	23,975,000	23,380,308
0.88% due 06/30/2026	12,320,000	11,521,125
0.88% due 09/30/2026	18,655,000	17,387,043
1.00% due 12/15/2024	7,200,000	6,926,062
1.13% due 10/31/2026	12,000,000	11,302,031
1.25% due 11/30/2026	12,290,000	11,643,815
1.25% due 12/31/2026	58,955,000	55,779,260
1.38% due 11/15/2031	6,100,000	5,599,609
1.50% due 01/31/2027	13,095,000	12,532,324
1.50% due 11/30/2028	4,895,000	4,615,832
1.63% due 10/31/2026	1,370,000	1,320,552
1.63% due 05/15/2031	665,000	626,451
1.88% due 02/28/2027	6,980,000	6,803,319
1.88% due 02/15/2032	9,885,000	9,494,234
2.88% due 10/31/2023	32,065,000	32,423,226

		389,254,168

Total U.S. Government Treasuries (cost $591,723,640)		567,342,087


Total Long-Term Investment Securities (cost $1,668,077,612)				1,609,089,817

REPURCHASE AGREEMENTS - 22.7%

Bank of America Securities LLC Joint Repurchase Agreement(6)	79,815,000			79,815,000
Barclays Capital, Inc. Joint Repurchase Agreement(6)	64,375,000			64,375,000
BNP Paribas SA Joint Repurchase Agreement(6)	55,790,000			55,790,000
Deutsche Bank AG Joint Repurchase Agreement(6)	83,270,000			83,270,000
RBS Securities, Inc. Joint Repurchase Agreement(6)	83,255,000			83,255,000

Total Repurchase Agreements (cost $366,505,000)				366,505,000

TOTAL INVESTMENTS (cost $2,034,582,612)	122.2	%		1,975,594,817
Liabilities in excess of other assets	(22.2	)		(359,347,545	)

NET ASSETS	100.0	%	$	1,616,247,272

Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. The Portfolio has no right to demand registration of these securities. At March 31, 2022, the aggregate value of these securities was $310,057,031 representing 19.2% of net assets.

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

(2)	Collateralized Mortgage Obligation

(3)	Collateralized Loan Obligation

(4)	Commercial Mortgage Backed Security

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

(6)	See Note 2 for details of Joint Repurchase Agreements.


REMIC -		Real Estate Mortgage Investment Conduit


SCRT -		Seasoned Credit Risk Transfer Trust


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


FRS -		Floating Rate Security


VRS -		Variable Rate Security

The rates shown on FRS and VRS are the current interest rates at March 31, 2022 and unless noted otherwise, the dates shown are the original maturity dates.

Index Legend

1 ML - 1 Month USD LIBOR

3 ML - 3 Month USD LIBOR

Futures Contracts


Number of Contracts	Type	Description	Expiration Month	Notational Basis*		Notational Value*		Unrealized Appreciation (Depreciation)
275	Long	U.S. Treasury 2 Year Notes	June 2022	$	59,123,773	$	58,278,516	$	(845,257	)
39	Long	U.S. Treasury 5 Year Notes	June 2022		4,604,455		4,472,812		(131,643	)
17	Long	U.S. Treasury 10 Year Notes	June 2022		2,145,812		2,088,875		(56,937	)
153	Long	U.S. Treasury Ultra 10 Year Notes	June 2022		21,433,594		20,726,719		(706,875	)

		Unrealized Appreciation (Depreciation)						$	(1,740,712	)

*	Notational basis refers to the contractual amount agreed upon at inception of the open contract; notational value represents the current value of the open contract.

The following is a summary of the inputs used to value the Portfolio’s net assets as of March 31, 2022 (see Note 1):


	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Asset Backed Securities	$	—	$	151,120,828	$	—	$	151,120,828
U.S. Corporate Bonds & Notes		—		210,201,756		—		210,201,756
Foreign Corporate Bonds & Notes		—		119,456,824		—		119,456,824
Foreign Government Obligations		—		5,518,066		—		5,518,066
Municipal Bond & Notes		—		23,322,443		—		23,322,443
U.S. Government Agencies		—		532,127,813		—		532,127,813
U.S. Government Treasuries		—		567,342,087		—		567,342,087
Repurchase Agreements		—		366,505,000		—		366,505,000

Total Investments at Value	$	—	$	1,975,594,817	$	—	$	1,975,594,817

LIABILITIES:
Other Financial Instruments:+
Futures Contracts	$	1,740,712	$	—	$	—	$	1,740,712

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

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

See Notes to Portfolio of Investments

SunAmerica Series Trust SA Wellington Strategic Multi-Asset Portfolio

PORTFOLIO OF INVESTMENTS - March 31, 2022 - (unaudited)


Security Description	Shares/ Principal Amount(1)		Value (Note 1)
COMMON STOCKS - 62.0%
Aerospace/Defense - 1.2%

General Dynamics Corp.		7,175	$	1,730,467

Agricultural Chemicals - 1.0%

Mosaic Co.		21,871		1,454,422

Applications Software - 1.5%

Microsoft Corp.		3,784		1,166,645
Roper Technologies, Inc.		2,370		1,119,185

				2,285,830

Audio/Video Products - 0.8%

Sony Group Corp.		11,100		1,145,642

Auto-Cars/Light Trucks - 0.5%

Ferrari NV		3,420		747,897

Banks-Commercial - 0.7%

China Merchants Bank Co., Ltd.		75,300		557,222
Commerzbank AG†		61,812		471,962

				1,029,184

Building Products-Air & Heating - 0.7%

Daikin Industries, Ltd.		5,500		1,001,412

Building-Residential/Commercial - 0.7%

Lennar Corp., Class A		13,137		1,066,330

Commercial Services-Finance - 1.6%

Block, Inc., Class A†		4,794		650,066
S&P Global, Inc.		4,089		1,677,226

				2,327,292

Computer Aided Design - 0.7%

Autodesk, Inc.†		4,821		1,033,381

Computer Data Security - 0.5%

Varonis Systems, Inc.†		15,856		753,794

Computers - 0.8%

Apple, Inc.		6,701		1,170,062

Consulting Services - 0.9%

Booz Allen Hamilton Holding Corp.		14,844		1,303,897

Cosmetics & Toiletries - 0.9%

Estee Lauder Cos., Inc., Class A		1,536		418,283
Proya Cosmetics Co., Ltd., Class A		29,558		875,883

				1,294,166

Data Processing/Management - 0.9%

Fidelity National Information Services, Inc.		13,492		1,354,867

Diagnostic Equipment - 0.3%

Danaher Corp.		1,529		448,502

Distribution/Wholesale - 1.3%

Copart, Inc.†		5,463		685,443
LKQ Corp.		26,439		1,200,595

				1,886,038

Diversified Banking Institutions - 2.6%

HSBC Holdings PLC		229,871		1,575,087
Mitsubishi UFJ Financial Group, Inc.		214,900		1,333,922
UniCredit SpA		86,850		937,716

				3,846,725

Diversified Manufacturing Operations - 1.0%

Siemens AG		11,198		1,551,619

Drug Delivery Systems - 0.3%

DexCom, Inc.†		760		388,816

E-Commerce/Products - 1.8%

Amazon.com, Inc.†		683		2,226,546
Chewy, Inc., Class A†		10,611		432,716

				2,659,262

E-Commerce/Services - 2.3%

Airbnb, Inc., Class A†		7,849		1,348,144
Match Group, Inc.†		8,774		954,085
Uber Technologies, Inc.†		29,651		1,057,948

				3,360,177

Electric-Generation - 1.0%

RWE AG		35,276		1,538,680

Electric-Integrated - 0.6%

Duke Energy Corp.		8,238		919,855

Electronic Components-Semiconductors - 1.3%

Marvell Technology, Inc.		6,780		486,194
Samsung Electronics Co., Ltd.		26,414		1,508,969

				1,995,163

Electronic Measurement Instruments - 1.0%

Agilent Technologies, Inc.		11,154		1,476,009

Enterprise Software/Service - 1.6%

Avalara, Inc.†		7,783		774,486
salesforce.com, Inc.†		7,288		1,547,388

				2,321,874

Entertainment Software - 0.4%

Electronic Arts, Inc.		4,395		556,011

Environmental Consulting & Engineering - 0.1%

Tetra Tech, Inc.		619		102,098

Finance-Credit Card - 1.6%

Visa, Inc., Class A		10,581		2,346,548

Finance-Investment Banker/Broker - 1.4%

Charles Schwab Corp.		17,537		1,478,545
XP, Inc., Class A†		19,223		578,612

				2,057,157

Finance-Leasing Companies - 0.4%

AerCap Holdings NV†		10,343		520,046

Finance-Other Services - 0.6%

London Stock Exchange Group PLC		8,409		878,536

Human Resources - 0.1%

Recruit Holdings Co., Ltd.		2,704		118,374

Industrial Automated/Robotic - 0.4%

Keyence Corp.		1,430		664,847

Insurance Brokers - 0.8%

Marsh & McLennan Cos., Inc.		6,704		1,142,496

Internet Application Software - 0.1%

Okta, Inc.†		800		120,768

Internet Content-Entertainment - 0.6%

Snap, Inc., Class A†		25,258		909,035

Internet Content-Information/News - 0.3%

Tencent Holdings, Ltd.		9,200		434,014

Machine Tools & Related Products - 0.8%

Techtronic Industries Co., Ltd.		76,000		1,224,344

Machinery-Farming - 1.0%

Deere & Co.		3,688		1,532,216

Machinery-General Industrial - 0.9%

Westinghouse Air Brake Technologies Corp.		13,784		1,325,607


Medical Labs & Testing Services - 0.7%

Lonza Group AG			1,404	1,017,175

Medical Products - 0.9%

Baxter International, Inc.			17,655	1,368,969

Medical-Biomedical/Gene - 0.7%

Illumina, Inc.†			1,233	430,810
Seagen, Inc.†			4,496	647,649

				1,078,459

Medical-Drugs - 1.8%

Ascendis Pharma A/S ADR†			4,117	483,171
AstraZeneca PLC			10,320	1,368,547
Eli Lilly & Co.			2,893	828,469

				2,680,187

Medical-HMO - 2.1%

Anthem, Inc.			3,598	1,767,410
UnitedHealth Group, Inc.			2,700	1,376,919

				3,144,329

Metal-Diversified - 1.3%

Anglo American PLC			36,974	1,906,988

Oil Companies-Exploration & Production - 1.2%

ConocoPhillips			17,393	1,739,300

Oil Refining & Marketing - 1.5%

Phillips 66			14,370	1,241,424
Reliance Industries, Ltd. GDR*			13,451	928,119

				2,169,543

Oil-Field Services - 1.1%

Schlumberger NV			37,895	1,565,442

Private Equity - 1.0%

Ares Management Corp., Class A			10,834	880,046
Intermediate Capital Group PLC			28,561	663,772

				1,543,818

Real Estate Investment Trusts - 2.9%

Alexandria Real Estate Equities, Inc.			8,964	1,804,005
Klepierre SA			42,891	1,140,390
Prologis, Inc.			8,594	1,387,759

				4,332,154

Rental Auto/Equipment - 0.6%

Localiza Rent a Car SA			71,200	913,731

Retail-Apparel/Shoe - 1.0%

Burlington Stores, Inc.†			5,634	1,026,346
Li Ning Co., Ltd.			53,000	454,262

				1,480,608

Retail-Jewelry - 0.8%

Cie Financiere Richemont SA			9,746	1,236,265

Retail-Restaurants - 0.7%

Chipotle Mexican Grill, Inc.†			631	998,261

Semiconductor Components-Integrated Circuits - 1.1%

Taiwan Semiconductor Manufacturing Co., Ltd.			79,000	1,633,280

Theaters - 0.1%

Live Nation Entertainment, Inc.†			1,729	203,400

Transport-Rail - 1.1%

Canadian Pacific Railway, Ltd.			19,075	1,574,338

Web Portals/ISP - 2.7%

Alphabet, Inc., Class C†			1,403	3,918,565

Wireless Equipment - 0.7%

Motorola Solutions, Inc.			4,309	1,043,640

Total Common Stocks (cost $91,847,055)				91,571,912

EXCHANGE-TRADED FUNDS - 0.9%

iShares MSCI ACWI ETF			12,463	1,243,558
iShares MSCI Japan ETF			2,182	134,433

Total Exchange-Traded Funds (cost $1,396,737)				1,377,991

U.S. CORPORATE BONDS & NOTES - 1.4%
Broadcast Services/Program - 0.1%

Discovery Communications LLC Company Guar. Notes 3.90% due 11/15/2024		$	120,000	121,322

Cable/Satellite TV - 0.1%

Comcast Corp. Company Guar. Notes zero coupon due 09/14/2026	EUR		100,000	105,184

Computer Services - 0.1%

International Business Machines Corp. Senior Notes 2.85% due 05/13/2022			100,000	100,205

Diversified Banking Institutions - 0.2%

Bank of America Corp. Senior Notes 1.49% due 05/19/2024			100,000	98,581
Bank of America Corp. Senior Notes 3.38% due 04/02/2026			130,000	129,973


Goldman Sachs Group, Inc. Senior Notes 0.63% due 11/17/2023		105,000	103,689
JPMorgan Chase & Co. Senior Notes 1.51% due 06/01/2024		70,000	69,126
Morgan Stanley Senior Notes 0.53% due 01/25/2024		130,000	127,924

			529,293

Electric-Integrated - 0.1%

NextEra Energy Capital Holdings, Inc. Company Guar. Notes 0.65% due 03/01/2023		140,000	137,997

Finance-Investment Banker/Broker - 0.1%

Charles Schwab Corp. Senior Notes 0.75% due 03/18/2024		80,000	77,397

Finance-Other Services - 0.1%

Intercontinental Exchange, Inc. Senior Notes 0.70% due 06/15/2023		55,000	53,870
Nasdaq, Inc. Senior Notes 0.45% due 12/21/2022		45,000	44,492

			98,362

Food-Confectionery - 0.1%

Mondelez International, Inc. Senior Notes 0.25% due 03/17/2028	EUR	100,000	102,942

Insurance-Life/Health - 0.1%

Equitable Financial Life Global Funding Sec. Notes 0.50% due 04/06/2023*		160,000	157,160
Principal Life Global Funding II Sec. Notes 1.25% due 06/23/2025*		25,000	23,466

			180,626

Medical-Biomedical/Gene - 0.1%

Gilead Sciences, Inc. Senior Notes 0.75% due 09/29/2023		86,000	84,036

Medical-Drugs - 0.1%

AbbVie, Inc. Senior Notes 2.30% due 11/21/2022		80,000	80,256
Bristol-Myers Squibb Co. Senior Notes 0.54% due 11/13/2023		120,000	116,725

			196,981

Medical-HMO - 0.1%

Anthem, Inc. Senior Notes 0.45% due 03/15/2023		150,000	147,580
UnitedHealth Group, Inc. Senior Notes 1.25% due 01/15/2026		15,000	14,131

			161,711

Real Estate Investment Trusts - 0.0%

American Tower Corp. Senior Notes 1.30% due 09/15/2025		45,000	41,971

Retail-Restaurants - 0.0%

Starbucks Corp. Senior Notes 1.30% due 05/07/2022		30,000	30,005

Telephone-Integrated - 0.1%

AT&T, Inc. Senior Notes 1.65% due 02/01/2028		80,000	73,023
Verizon Communications, Inc. Senior Notes 2.10% due 03/22/2028		105,000	98,045

			171,068

Total U.S. Corporate Bonds & Notes (cost $1,905,208)			2,139,100

FOREIGN CORPORATE BONDS & NOTES - 0.3%
Electric-Distribution - 0.0%

E.ON SE Senior Notes zero coupon due 12/18/2023	EUR	50,000	55,053

Finance-Auto Loans - 0.1%

FCA Bank SpA Senior Notes 1.25% due 06/21/2022	EUR	100,000	110,809

Finance-Leasing Companies - 0.1%

AerCap Ireland Capital DAC/AerCap Global Aviation Trust Company Guar. Notes 1.15% due 10/29/2023		180,000	172,403

Transport-Rail - 0.1%

Canadian Pacific Railway Co. Company Guar. Notes 1.35% due 12/02/2024		145,000	139,162

Total Foreign Corporate Bonds & Notes (cost $506,789)			477,427

FOREIGN GOVERNMENT OBLIGATIONS - 21.2%
Sovereign - 21.2%

Commonwealth of Australia Senior Notes 0.25% due 11/21/2024	AUD	112,000	79,742
Commonwealth of Australia Senior Notes 0.25% due 11/21/2025	AUD	216,000	149,155
Commonwealth of Australia Senior Notes 2.75% due 11/21/2027	AUD	173,000	130,015
Commonwealth of Australia Senior Notes 2.75% due 05/21/2041	AUD	35,000	24,595
Commonwealth of Australia Senior Notes 3.00% due 03/21/2047	AUD	139,000	99,542
Commonwealth of Australia Senior Notes 3.25% due 04/21/2029	AUD	374,000	288,888
Federal Republic of Germany Bonds zero coupon due 10/18/2024	EUR	31,000	34,256


Federal Republic of Germany Bonds zero coupon due 10/09/2026	EUR	385,000	419,508
Federal Republic of Germany Bonds zero coupon due 08/15/2030	EUR	520,000	554,720
Federal Republic of Germany Bonds zero coupon due 08/15/2031	EUR	175,000	184,583
Federal Republic of Germany Bonds zero coupon due 05/15/2035	EUR	147,000	149,819
Federal Republic of Germany Bonds zero coupon due 05/15/2036	EUR	36,000	36,386
Federal Republic of Germany Bonds 1.25% due 08/15/2048	EUR	78,000	99,904
Federal Republic of Germany Bonds 1.50% due 09/04/2022	EUR	751,000	838,105
Federal Republic of Germany Bonds 4.75% due 07/04/2040	EUR	162,000	307,412
Government of Canada Bonds 0.25% due 08/01/2022	CAD	179,000	142,860
Government of Canada Bonds 0.25% due 04/01/2024	CAD	209,000	160,696
Government of Canada Bonds 0.50% due 12/01/2030	CAD	197,000	134,608
Government of Canada Bonds 1.50% due 06/01/2023	CAD	96,000	76,358
Government of Canada Bonds 1.50% due 06/01/2026	CAD	196,000	151,580
Government of Canada Bonds 2.00% due 12/01/2051	CAD	32,000	23,475
Government of Canada Bonds 2.25% due 06/01/2029	CAD	116,000	92,185
Government of Canada Bonds 2.75% due 12/01/2048	CAD	19,000	16,330
Government of Canada Bonds 3.50% due 12/01/2045	CAD	171,000	163,793
Government of Canada Bonds 4.00% due 06/01/2041	CAD	15,000	14,860
Government of France Bonds zero coupon due 03/25/2023	EUR	483,000	536,354
Government of France Bonds zero coupon due 02/25/2024	EUR	190,000	210,279
Government of France Bonds zero coupon due 03/25/2025	EUR	267,000	292,852
Government of France Bonds zero coupon due 02/25/2026	EUR	1,216,000	1,322,802
Government of France Bonds zero coupon due 11/25/2031	EUR	885,000	895,520
Government of France Bonds 0.50% due 06/25/2044*	EUR	175,000	163,503
Government of France Bonds 0.75% due 05/25/2028	EUR	229,000	255,072
Government of France Bonds 1.25% due 05/25/2036*	EUR	46,000	51,597
Government of France Bonds 1.50% due 05/25/2050*	EUR	198,000	225,736
Government of France Bonds 1.75% due 05/25/2066*	EUR	70,000	83,893
Government of France Bonds 2.00% due 05/25/2048*	EUR	35,000	44,311
Government of France Bonds 4.00% due 04/25/2055*	EUR	45,000	83,722
Government of France Bonds 4.50% due 04/25/2041	EUR	153,000	262,017
Government of Japan Bonds 0.10% due 12/20/2026	JPY	3,100,000	25,544
Government of Japan Bonds 0.10% due 03/20/2027	JPY	20,900,000	172,191
Government of Japan Bonds 0.10% due 03/20/2029	JPY	149,050,000	1,223,841
Government of Japan Bonds 0.10% due 12/20/2030	JPY	101,950,000	831,595
Government of Japan Bonds 0.20% due 06/20/2036	JPY	58,700,000	466,712
Government of Japan Bonds 0.30% due 12/20/2024	JPY	17,100,000	141,708
Government of Japan Bonds 0.40% due 12/20/2049	JPY	46,150,000	332,709
Government of Japan Bonds 0.40% due 03/20/2056	JPY	53,200,000	370,364
Government of Japan Bonds 0.60% due 03/20/2023	JPY	62,400,000	515,864
Government of Japan Bonds 0.60% due 06/20/2024	JPY	96,300,000	802,184
Government of Japan Bonds 0.80% due 09/20/2023	JPY	2,200,000	18,297
Government of Japan Bonds 0.80% due 09/20/2047	JPY	91,850,000	748,026
Government of Japan Bonds 1.70% due 06/20/2033	JPY	57,300,000	544,228


Government of Japan Bonds 1.80% due 03/20/2043	JPY	5,400,000	53,650
Government of Japan Bonds 1.90% due 09/20/2042	JPY	9,800,000	98,677
Government of Japan Bonds 2.20% due 09/20/2028	JPY	17,300,000	161,407
Government of Japan Bonds 2.30% due 03/20/2039	JPY	44,600,000	468,512
Government of Japan Bonds 2.30% due 03/20/2040	JPY	127,100,000	1,340,511
Government of Malaysia Bonds 2.63% due 04/15/2031	MYR	122,000	25,990
Government of Malaysia Bonds 3.42% due 08/15/2022	MYR	75,000	17,945
Government of Malaysia Bonds 3.48% due 06/14/2024	MYR	462,000	111,221
Government of Malaysia Bonds 3.84% due 04/15/2033	MYR	70,000	16,172
Government of Malaysia Bonds 4.13% due 04/15/2032	MYR	180,000	42,780
Government of Malaysia Bonds 4.76% due 04/07/2037	MYR	173,000	43,254
Kingdom of Belgium Senior Notes zero coupon due 10/22/2027*	EUR	225,000	241,059
Kingdom of Belgium Senior Notes zero coupon due 10/22/2031*	EUR	48,000	48,520
Kingdom of Belgium Senior Notes 0.35% due 06/22/2032*	EUR	210,000	217,257
Kingdom of Belgium Senior Notes 1.40% due 06/22/2053*	EUR	90,000	95,977
Kingdom of Belgium Bonds 4.25% due 03/28/2041*	EUR	99,000	162,298
Kingdom of Denmark Bonds 0.50% due 11/15/2029	DKK	570,000	83,381
Kingdom of Denmark Bonds 4.50% due 11/15/2039	DKK	327,000	77,097
Kingdom of Norway Senior Notes 1.25% due 09/17/2031*	NOK	377,000	38,099
Kingdom of Norway Senior Notes 2.00% due 05/24/2023*	NOK	564,000	64,304
Kingdom of Norway Senior Notes 2.13% due 05/18/2032*	NOK	655,000	71,557
Kingdom of Spain Senior Notes zero coupon due 05/31/2024	EUR	265,000	291,743
Kingdom of Spain Senior Notes zero coupon due 01/31/2026	EUR	779,000	839,054
Kingdom of Spain Senior Notes zero coupon due 01/31/2028	EUR	215,000	225,072
Kingdom of Spain Bonds 0.35% due 07/30/2023	EUR	149,000	165,949
Kingdom of Spain Senior Notes 0.50% due 10/31/2031*	EUR	458,000	467,743
Kingdom of Spain Senior Notes 0.85% due 07/30/2037*	EUR	37,000	36,067
Kingdom of Spain Senior Notes 1.00% due 07/30/2042*	EUR	120,000	114,783
Kingdom of Spain Senior Notes 1.85% due 07/30/2035*	EUR	114,000	130,165
Kingdom of Spain Senior Notes 1.90% due 10/31/2052*	EUR	120,000	126,789
Kingdom of Spain Senior Notes 3.45% due 07/30/2066*	EUR	50,000	71,993
Kingdom of Spain Senior Notes 4.65% due 07/30/2025*	EUR	24,000	30,073
Kingdom of Spain Senior Notes 4.70% due 07/30/2041*	EUR	20,000	32,889
Kingdom of Sweden Bonds 0.13% due 05/12/2031*	SEK	750,000	72,396
Kingdom of the Netherlands Bonds zero coupon due 01/15/2024*	EUR	102,000	112,970
Kingdom of the Netherlands Bonds zero coupon due 01/15/2027*	EUR	191,000	206,704
Kingdom of the Netherlands Bonds zero coupon due 07/15/2031*	EUR	115,000	119,343
Kingdom of the Netherlands Bonds zero coupon due 01/15/2038*	EUR	207,000	198,803
Kingdom of the Netherlands Bonds zero coupon due 01/15/2052*	EUR	55,000	47,713
Republic of Austria Senior Notes zero coupon due 02/20/2031*	EUR	35,000	35,783
Republic of Austria Senior Notes zero coupon due 10/20/2040*	EUR	48,000	42,728
Republic of Austria Senior Notes 0.75% due 10/20/2026*	EUR	159,000	177,976
Republic of Austria Senior Notes 0.75% due 03/20/2051*	EUR	78,000	77,431


Republic of Austria Senior Notes 0.85% due 06/30/2120*	EUR	17,000	12,014
Republic of Austria Senior Notes 2.10% due 09/20/2117*	EUR	4,000	5,342
Republic of Austria Senior Notes 2.40% due 05/23/2034*	EUR	83,000	106,471
Republic of Finland Senior Notes 0.13% due 09/15/2031*	EUR	25,000	25,729
Republic of Finland Senior Notes 0.13% due 04/15/2052*	EUR	35,000	29,430
Republic of Finland Senior Notes 0.88% due 09/15/2025*	EUR	48,000	54,110
Republic of Finland Senior Bonds 1.13% due 04/15/2034*	EUR	33,000	37,034
Republic of Ireland Notes zero coupon due 10/18/2031	EUR	67,000	67,256
Republic of Ireland Bonds 1.00% due 05/15/2026	EUR	30,000	33,898
Republic of Ireland Bonds 1.10% due 05/15/2029	EUR	77,000	86,997
Republic of Ireland Bonds 1.50% due 05/15/2050	EUR	31,000	34,735
Republic of Ireland Bonds 1.70% due 05/15/2037	EUR	25,000	29,427
Republic of Italy Senior Notes zero coupon due 01/15/2024	EUR	425,000	467,683
Republic of Italy Senior Notes zero coupon due 04/01/2026	EUR	959,000	1,014,486
Republic of Italy Senior Notes 0.25% due 03/15/2028	EUR	193,000	198,307
Republic of Italy Senior Notes 0.60% due 08/01/2031*	EUR	71,000	69,501
Republic of Italy Bonds 0.95% due 03/15/2023	EUR	149,000	166,699
Republic of Italy Senior Notes 0.95% due 12/01/2031*	EUR	538,000	541,580
Republic of Italy Senior Notes 0.95% due 03/01/2037*	EUR	139,000	129,965
Republic of Italy Senior Bonds 1.35% due 04/01/2030	EUR	68,000	72,879
Republic of Italy Senior Notes 1.50% due 04/30/2045*	EUR	196,000	184,371
Republic of Italy Senior Notes 1.65% due 12/01/2030*	EUR	44,000	47,801
Republic of Italy Senior Notes 1.70% due 09/01/2051*	EUR	33,000	31,111
Republic of Italy Senior Notes 1.80% due 03/01/2041*	EUR	41,000	41,696
Republic of Italy Senior Notes 1.85% due 07/01/2025*	EUR	271,000	308,817
Republic of Italy Senior Notes 2.15% due 03/01/2072*	EUR	40,000	37,730
Republic of Italy Senior Notes 2.70% due 03/01/2047*	EUR	5,000	5,880
Republic of Italy Bonds 2.80% due 03/01/2067*	EUR	34,000	37,963
Republic of Italy Senior Bonds 3.00% due 08/01/2029	EUR	107,000	129,330
Republic of Italy Senior Notes 3.10% due 03/01/2040*	EUR	151,000	186,718
Republic of Italy Senior Bonds 5.00% due 09/01/2040*	EUR	35,000	54,504
Republic of Poland Bonds 1.25% due 10/25/2030	PLN	199,000	34,872
Republic of Poland Bonds 2.50% due 07/25/2027	PLN	375,000	77,146
Republic of Singapore Bonds 1.88% due 10/01/2051	SGD	20,000	12,507
Republic of Singapore Bonds 2.75% due 04/01/2042	SGD	29,000	21,878
Republic of Singapore Bonds 2.88% due 09/01/2030	SGD	35,000	26,849
Republic of Singapore Bonds 3.38% due 09/01/2033	SGD	41,000	33,049
Republic of Singapore Bonds 3.50% due 03/01/2027	SGD	74,000	57,653
State of Israel Bonds 1.50% due 11/30/2023	ILS	531,000	168,064
State of Israel Bonds 1.50% due 05/31/2037	ILS	238,000	65,043
United Kingdom Gilt Treasury Bonds 0.13% due 01/31/2023	GBP	324,000	422,047
United Kingdom Gilt Treasury Bonds 0.13% due 01/31/2024	GBP	218,000	279,755
United Kingdom Gilt Treasury Bonds 0.25% due 07/31/2031	GBP	894,000	1,038,088
United Kingdom Gilt Treasury Notes 0.38% due 10/22/2026	GBP	378,000	472,803


United Kingdom Gilt Treasury Bonds 0.50% due 10/22/2061	GBP	118,000			104,092
United Kingdom Gilt Treasury Bonds 0.88% due 10/22/2029	GBP	368,000			462,043
United Kingdom Gilt Treasury Bonds 1.00% due 04/22/2024	GBP	96,000			125,182
United Kingdom Gilt Treasury Bonds 1.13% due 01/31/2039	GBP	125,000			147,348
United Kingdom Gilt Treasury Bonds 1.25% due 07/31/2051	GBP	264,000			305,433
United Kingdom Gilt Treasury Bonds 1.75% due 09/07/2022	GBP	115,000			151,734
United Kingdom Gilt Treasury Bonds 2.50% due 07/22/2065	GBP	69,000			115,262
United Kingdom Gilt Treasury Bonds 3.50% due 01/22/2045	GBP	45,000			77,579
United Kingdom Gilt Treasury Bonds 4.25% due 12/07/2040	GBP	207,000			376,804
United Kingdom Gilt Treasury Bonds 4.25% due 12/07/2046	GBP	34,000			66,173
United Mexican States Bonds 5.75% due 03/05/2026	MXN	1,519,400			69,475
United Mexican States Bonds 7.75% due 05/29/2031	MXN	843,000			40,834
United Mexican States Bonds 8.00% due 11/07/2047	MXN	154,100			7,381
United Mexican States Senior Notes 8.50% due 11/18/2038	MXN	1,183,600			60,399
United Mexican States Bonds 10.00% due 12/05/2024	MXN	1,914,000			99,672
United Mexican States Bonds 10.00% due 11/20/2036	MXN	543,800			31,230

Total Foreign Government Obligations (cost $35,349,830)					31,297,990

U.S. GOVERNMENT TREASURIES - 9.5%
United States Treasury Bonds - 2.7%

1.38% due 11/15/2040		682,000			558,734
1.75% due 08/15/2041		891,000			773,082
1.88% due 02/15/2051		552,000			482,569
2.00% due 02/15/2050		775,000			698,317
2.00% due 08/15/2051		366,000			330,029
2.88% due 05/15/2043		43,000			44,579
3.00% due 02/15/2048		323,500			352,691
3.75% due 08/15/2041		157,000			184,806
4.50% due 02/15/2036		173,000			218,872
5.00% due 05/15/2037		271,000			362,526

					4,006,205

United States Treasury Notes - 6.8%

0.13% due 11/30/2022		1,568,000			1,555,873
0.13% due 01/31/2023		517,000			510,941
0.13% due 08/31/2023		614,000			597,643
0.25% due 09/30/2025		1,408,000			1,302,125
0.38% due 01/31/2026		1,309,000			1,207,706
0.50% due 03/31/2025(2)		225,000			212,186
0.50% due 02/28/2026		495,000			458,165
0.75% due 04/30/2026		339,000			316,131
0.75% due 08/31/2026		841,000			780,553
1.25% due 08/15/2031		1,439,000			1,308,815
1.63% due 10/31/2026		167,000			160,972
2.13% due 06/30/2022		361,000			362,382
2.38% due 05/15/2029		141,000			140,752
2.50% due 05/15/2024		1,005,000			1,007,787
2.75% due 02/15/2028		48,000			48,799

					9,970,830

Total U.S. Government Treasuries (cost $14,899,654)					13,977,035

OPTIONS - PURCHASED † - 0.0%
Over the Counter Call Options(4)		64,000			4,751
Over the Counter Put Options(4)		10,000			2,504

Total Options Purchased (cost $5,718)					7,255

Total Long-Term Investment Securities (cost $145,910,991)					140,848,710

SHORT-TERM INVESTMENT SECURITIES - 1.3%
Commercial Paper - 1.3%

AT&T, Inc. 0.06% due 04/11/2022		500,000			499,905
National Grid PLC 0.75% due 05/04/2022		300,000			299,728
Verizon Communications, Inc. 0.77% due 04/06/2022		600,000			599,944
VW Credit, Inc. 0.82% due 04/07/2022		500,000			499,944

Total Short-Term Investment Securities (cost $1,899,578)					1,899,521

REPURCHASE AGREEMENTS - 2.1%

Bank of America Securities LLC Joint Repurchase Agreement(3)		660,000			660,000
Barclays Capital, Inc. Joint Repurchase Agreement(3)		535,000			535,000
BNP Paribas SA Joint Repurchase Agreement(3)		460,000			460,000
Deutsche Bank AG Joint Repurchase Agreement(3)		705,000			705,000
RBS Securities, Inc. Joint Repurchase Agreement(3)		690,000			690,000

Total Repurchase Agreements (cost $3,050,000)					3,050,000

TOTAL INVESTMENTS (cost $150,860,569)		98.7	%		145,798,231
Other assets less liabilities		1.3			1,963,271

NET ASSETS		100.0	%	$	147,761,502

†	Non-income producing security

(1)	Denominated in United States dollars unless otherwise indicated.

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

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

(4)	Options —Purchased

Over the Counter Purchased Call Options on Currency Contracts


Issue	Counterparty	Expiration Month	Strike Rate		Notional Amount (000’s)		Premiums Paid		Value at March 31, 2022		Unrealized Appreciation (Depreciation)
Call option to buy European Currency in exchange for Swiss Franc at the strike price of 1.05 CHF per 1.00 EUR	Bank of America N.A	September 2022	CHF	1.05	EUR	9	$	1,576	$	879	$	(697	)
Call option to buy New Zealand dollar in exchange for U.S. Dollar at the strike price of $0.72 USD per 1.00 NZD	Bank of America N.A	April 2022	USD	0.72	NZD	15		750		912		162
Call option to buy New Zealand dollar in exchange for U.S. Dollar at the strike price of $0.73 USD per 1.00 NZD	Bank of America N.A	May 2022	USD	0.73	NZD	10		398		740		342
Call option to buy New Zealand dollar in exchange for U.S. Dollar at the strike price of $0.73 USD per 1.00 NZD	Bank of America N.A	May 2022	USD	0.73	NZD	30		1,824		2,220		396

							$	4,548	$	4,751	$	203

Over the Counter Purchased Put Options on Currency Contracts

Issue

Counterparty

Expiration

Month

Strike

Rate

Notional

Amount

(000’s)

Premiums

Paid

Value at

March 31, 2022

Unrealized

Appreciation

(Depreciation)

Put options to sell USD in exchange for Canadian Dollar at the strike price of 1.23 CAD per $1.00 USD

Goldman Sachs International

May 2022

CAD

1.23

USD

1,170

2,504

1,334

ADR - American Depositary Receipt

ETF - Exchange-Traded Fund

GDR - Global Depositary Receipt

Currency Legend


AUD -		Australian Dollar
CAD -		Canadian Dollar
CHF -		Swiss Franc
DKK -		Danish Krone
EUR -		Euro Currency
GBP -		British Sterling Pound
ILS -		Israeli New Shekel
JPY -		Japanese Yen
MXN -		Mexican Peso


MYR -		Malaysian Ringgit
NOK -		Norwegian Krone
NZD -		New Zealand Dollar
PLN -		Poland Zloty
SEK -		Swedish Krona
SGD -		Singapore Dollar
USD -		United States Dollar


Over the Counter Written Call Options on Currency Contracts
Issue	Counterparty		Expiration Month		Strike Rate		Notional Amount (000’s)		Premiums Paid		Value at March 31, 2022		Unrealized Appreciation (Depreciation)
Call option to buy Australian Dollar in exchange for Japanese Yen at the strike price of 89.05 JPY per 1.00 AUD		Goldman Sachs International		April 2022		JPY 89.05		AUD 70	$	367	$	1,375	$	(1,008	)

Call option to buy Euro Currency in exchange for U.S. Dollar at the strike price of $1.12 USD per 1.00 EUR		Goldman Sachs International		April 2022		USD $ 1.12		EUR 94		477		118		359

Call option to buy Euro Currency in exchange for U.S. Dollar at the strike price of $1.11 USD per 1.00 EUR		Bank of America N.A.		April 2022		USD $ 1.11		EUR 47		245		163		82

Call option to buy Euro Currency in exchange for Japanese Yen at the strike price of 135.00 JPY per 1.00 EUR		Bank of America N.A.		April 2022		JPY 135.00		EUR 93		515		921		(406	)

Call option to buy U.S. Dollar in exchange for Mexican Peso at the strike price of 21.75 MXN per $1.00 USD		Bank of America N.A.		April 2022		MXN 21.75		$53		574		0		574

Call option to buy U.S. Dollar in exchange for Swedish Krona at the strike price of 10.00 SEK per $1.00 USD		Bank of America N.A.		April 2022		SEK 10.00		$157		1,171		5		1,166

Call option to buy U.S. Dollar in exchange for South African Rand at the strike price of 15.50 ZAR per $1.00 USD		Bank of America N.A.		April 2022		ZAR 15.50		$156		1,545		74		1,471

Call option to buy U.S. Dollar in exchange for Norwegian Krona at the strike price of 9.20 NOK per $1.00 USD		Bank of America N.A.		April 2022		NOK 9.20		$52		464		42		422

Call option to buy U.S. Dollar in exchange for South African Rand at the strike price of 15.75 ZAR per $1.00 USD		Bank of America N.A.		June 2022		ZAR 15.75		$103		1,546		940		606

Call option to buy U.S. Dollar in exchange for Canadian Dollar at the strike price of 1.27 CAD per $1.00 USD		Goldman Sachs International		April 2022		CAD 1.27		$155		612		278		334

Call option to buy U.S. Dollar in exchange for Norwegian Krona at the strike price of 8.90 NOK per $1.00 USD		Bank of America N.A.		April 2022		NOK 8.90		$103		800		788		12

									$	8,316	$	4,704	$	3,612


Over the Counter Written Put Options on Currency Contracts
Issue	Counterparty		Expiration Month		Strike Rate		Notional Amount (000’s)		Premiums Paid		Value at March 31, 2022		Unrealized Appreciation (Depreciation)
Put option to sell Australian Dollar in exchange for U.S. Dollar at the strike price of $0.72 USD per 1.00 AUD		Bank of America N.A.		April 2022		$0.72		AUD 70	$	442	$	21	$	421

Put option to sell Australian Dollar in exchange for U.S. Dollar at the strike price of $0.72 USD per 1.00 AUD		Bank of America N.A.		April 2022		$0.72		AUD 140		667		61		606

Put option to sell Australian Dollar in exchange for Japanese Yen at the strike price of 85.45 JPY per 1.00 AUD		Bank of America N.A.		April 2022		JPY 85.45		AUD 70		271		36		235

Put option to sell Australian Dollar in exchange for U.S. Dollar at the strike price of $0.74 USD per 1.00 AUD		Goldman Sachs International		April 2022		$0.74		AUD 210		1,808		770		1,038

Put option to sell Canadian Dollar in exchange for Japanese Yen at the strike price of 88.60 JPY per 1.00 CAD		Bank of America N.A.		April 2022		JPY 88.60		CAD 135		544		0		544

Put option to sell Canadian Dollar in exchange for Japanese Yen at the strike price of 92.70 JPY per 1.00 CAD		Goldman Sachs International		April 2022		JPY 92.70		CAD 260		1,239		226		1,013

Put option to sell Euro Currency in exchange for U.S. Dollar at the strike price of $1.07 USD per 1.00 EUR		Goldman Sachs International		April 2022		$1.07		EUR 94		467		48		419

Put option to sell Euro Currency in exchange for U.S. Dollar at the strike price of $1.09 USD per 1.00 EUR		Bank of America N.A.		April 2022		$1.09		EUR 93		562		290		272

Put option to sell New Zealand Dollar in exchange for U.S. Dollar at the strike price of $0.68 USD per 1.00 NZD		Goldman Sachs International		April 2022		$0.68		NZD 155		741		34		707

Put option to sell New Zealand Dollar in exchange for U.S. Dollar at the strike price of $0.69 USD per 1.00 NZD		Goldman Sachs International		April 2022		$0.69		NZD 230		1,822		451		1,371

Put option to sell U.S. Dollar in exchange for Swedish Krona at the strike price of 9.35 SEK per $1.00 USD		Bank of America N.A.		April 2022		SEK 9.35		$157		1,112		846		266

Put option to sell U.S. Dollar in exchange for Mexican Peso at the strike price of 20.65 MXN per $1.00 USD		Bank of America N.A.		April 2022		MXN 20.65		$156		1,147		5,853		(4,706	)

Put option to sell U.S. Dollar in exchange for Norwegian Krona at the strike price of 8.80 NOK per $1.00 USD		Bank of America N.A.		April 2022		NOK 8.80		$103		602		1,062		(460	)

Put option to sell U.S. Dollar in exchange for Swiss Franc at the strike price of 0.93 CHF per $1.00 USD		Bank of America N.A.		April 2022		CHF 0.93		$102		537		1,028		(491	)

									$	11,961	$	10,726	$	1,235

Futures Contracts


Number of Contracts	Type	Description	Expiration Month	Notional Basis*		Notional Value*		Unrealized Appreciation
4	Short	Euro-BUND	June 2022	$	733,178	$	702,070	$	31,108
8	Short	Long Gilt	June 2022		1,284,565		1,274,030		10,535
1	Short	U.S. Treasury Ultra 10 Year Notes	June 2022		139,527		135,469		4,058

								$	45,701


								Unrealized (Depreciation)
1	Long	Australian 10 Year Bonds	June 2022	$	98,756	$	94,842	$	(3,914	)
1	Long	Euro-BOBL	June 2022		143,560		142,551		(1,009	)
1	Long	Euro-BUXL	June 2022		220,940		205,984		(14,956	)
3	Long	Euro-Schatz	June 2022		370,783		367,502		(3,281	)
9	Long	U.S. Treasury 2 Year Notes	June 2022		1,932,978		1,907,297		(25,681	)
24	Long	U.S. Treasury 5 Year Notes	June 2022		2,762,055		2,752,500		(9,555	)
19	Long	U.S. Treasury 10 Year Notes	June 2022		2,398,180		2,334,625		(63,555	)
3	Long	U.S. Treasury Ultra Bonds	June 2022		549,591		531,375		(18,216	)

								$	(140,167	)

		Net Unrealized Appreciation (Depreciation)						$	(94,466	)

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

Forward Foreign Currency Contracts


Counterparty	Contract to Deliver		In Exchange For		Delivery Date		Unrealized Appreciation		Unrealized (Depreciation)
Australia and New Zealand Banking Group	CAD	30,000	USD	23,979		05/06/2022	$	—	$	(14	)

Banco Merrill Lynch De Investmentos SA	USD	107,645	BRL	510,000		04/04/2022		—		(526	)

Bank of America, N.A.	AUD	70,000	USD	51,732		04/06/2022		—		(650	)
	BRL	510,000	USD	103,914		04/04/2022		—		(3,205	)
	BRL	245,000	USD	51,010		05/03/2022		—		(38	)
	CAD	65,000	USD	52,053		04/06/2022		60		—
	CLP	24,600,000	USD	31,577		04/06/2022		321		—
	GBP	154,000	USD	202,699		04/06/2022		400		—
	KRW	187,760,000	USD	154,422		04/06/2022		—		(378	)
	KRW	61,800,000	USD	50,990		05/06/2022		154		—
	MXN	2,300,000	USD	112,909		04/06/2022		—		(2,687	)
	NOK	470,000	USD	52,430		04/06/2022		—		(955	)
	NZD	75,000	USD	50,988		04/06/2022		—		(990	)
	PLN	1,208,000	USD	284,934		04/06/2022		—		(2,519	)
	TWD	7,425,000	USD	262,909		04/06/2022		3,761		—
	TWD	1,460,000	USD	51,103		05/06/2022		80		—
	USD	50,878	AUD	70,000		04/06/2022		1,505		—
	USD	206,109	EUR	187,000		04/06/2022		771		—
	USD	51,989	GBP	39,000		04/06/2022		—		(758	)
	USD	51,347	JPY	6,200,000		04/06/2022		—		(417	)
	USD	156,556	KRW	192,710,000		04/06/2022		2,325		—
	USD	165,195	MXN	3,400,000		04/06/2022		5,687		—
	USD	259,802	TWD	7,425,000		04/06/2022		—		(653	)
	USD	114,523	ZAR	1,730,000		04/06/2022		3,839		—
	USD	21,009	CLP	16,500,000		05/06/2022		—		(158	)
	USD	20,336	ZAR	300,000		05/06/2022		111		—
	ZAR	1,110,000	USD	73,149		04/06/2022		—		(2,795	)

								19,014		(16,203	)

Barclays Bank PLC	AUD	1,300,000	USD	939,969		04/06/2022		—		(32,841	)
	CHF	50,000	USD	53,527		04/06/2022		—		(586	)
	CHF	95,000	USD	102,163		05/06/2022		—		(759	)
	EUR	191,000	USD	210,746		04/06/2022		—		(559	)
	GBP	197,000	USD	260,687		04/06/2022		1,903		—
	ILS	793,000	USD	246,541		05/06/2022		—		(2,099	)
	NOK	1,421,000	USD	158,390		04/06/2022		—		(3,013	)
	NZD	150,000	USD	102,712		04/06/2022		—		(1,244	)
	NZD	35,000	USD	24,300		05/06/2022		55		—
	PLN	758,000	USD	176,173		05/06/2022		—		(3,679	)
	SGD	231,000	USD	169,737		05/06/2022		—		(677	)
	TRY	20,000	USD	1,353		04/06/2022		—		(7	)
	USD	153,534	AUD	205,000		04/06/2022		—		(129	)
	USD	43,372	CAD	55,000		04/06/2022		622		—
	USD	53,639	CHF	50,000		04/06/2022		474		—
	USD	488,205	EUR	435,000		04/06/2022		—		(6,960	)
	USD	197,163	GBP	149,000		04/06/2022		—		(1,433	)
	USD	246,296	ILS	793,000		04/06/2022		2,213		—


	USD	114,689	JPY	13,200,000	04/06/2022	—	(6,258	)
	USD	51,315	NOK	460,000	04/06/2022	934	—
	USD	78,477	NZD	115,000	04/06/2022	1,222	—
	USD	176,690	PLN	758,000	04/06/2022	3,682	—
	USD	169,753	SGD	231,000	04/06/2022	680	—
	USD	1,345	TRY	20,000	04/06/2022	15	—
	USD	133,890	CHF	125,000	05/06/2022	1,534	—
	USD	102,174	GBP	78,000	05/06/2022	270	—

						13,604	(60,244	)

BNP Paribas SA	AUD	280,000	USD	206,293	04/06/2022	—	(3,235	)
	CAD	130,000	USD	101,420	04/06/2022	—	(2,566	)
	CHF	209,000	USD	225,050	04/06/2022	—	(1,142	)
	DKK	1,235,000	USD	185,672	04/06/2022	1,995	—
	EUR	94,000	USD	102,911	04/06/2022	—	(1,082	)
	JPY	1,073,365,000	USD	9,263,465	04/06/2022	446,319	—
	JPY	1,000,028,000	USD	8,086,393	05/06/2022	—	(132,899	)
	NOK	460,000	USD	52,294	04/06/2022	45	—
	NOK	440,000	USD	51,249	05/06/2022	1,290	—
	NZD	190,000	USD	129,598	04/06/2022	—	(2,080	)
	SEK	670,000	USD	70,656	04/06/2022	—	(604	)
	SEK	800,000	USD	84,418	05/06/2022	—	(717	)
	USD	259,164	CAD	330,000	04/06/2022	4,802	—
	USD	106,728	CHF	100,000	04/06/2022	1,497	—
	USD	258,630	EUR	235,000	04/06/2022	1,353	—
	USD	233,891	GBP	178,000	04/06/2022	—	(66	)
	USD	8,353,518	JPY	1,031,478,000	04/06/2022	119,547	—
	USD	30,867	MXN	650,000	04/06/2022	1,801	—
	USD	30,821	NOK	270,000	04/06/2022	—	(153	)
	USD	154,744	NZD	225,000	04/06/2022	1,189	—
	USD	110,387	SEK	1,060,000	04/06/2022	2,354	—
	USD	56,337	AUD	75,000	05/06/2022	—	(192	)
	USD	51,235	GBP	39,000	05/06/2022	—	(13	)
	USD	365,090	JPY	45,150,000	05/06/2022	6,000	—
	USD	70,700	SEK	670,000	05/06/2022	601	—

						588,793	(144,749	)

Canadian Imperial Bank of Commerce	CAD	1,279,000	USD	1,005,076	04/06/2022	—	(17,991	)
	USD	21,217	CAD	27,000	04/06/2022	380	—

						380	(17,991	)

Citibank N.A.	AUD	70,000	USD	51,621	04/06/2022	—	(761	)
	CAD	165,000	USD	130,258	04/06/2022	—	(1,725	)
	CHF	100,000	USD	107,358	04/06/2022	—	(868	)
	CHF	75,000	USD	81,339	05/06/2022	84	—
	EUR	286,000	USD	315,611	04/06/2022	—	(794	)
	GBP	79,000	USD	102,841	04/06/2022	—	(935	)
	JPY	12,200,000	USD	105,468	04/06/2022	5,251	—
	MXN	16,344,000	USD	807,643	04/06/2022	—	(13,794	)
	MXN	6,804,000	USD	339,191	05/06/2022	—	(973	)
	NOK	950,000	USD	105,687	04/06/2022	—	(2,218	)
	NZD	80,000	USD	54,380	04/06/2022	—	(1,063	)
	SGD	231,000	USD	170,616	04/06/2022	183	—
	USD	76,664	AUD	105,000	04/06/2022	1,910	—
	USD	27,510	CAD	35,000	04/06/2022	487	—


	USD	336,513	CHF	315,000	04/06/2022	4,399	—
	USD	158,158	GBP	119,000	04/06/2022	—	(1,837	)
	USD	128,275	JPY	15,600,000	04/06/2022	—	(129	)
	USD	651,183	MXN	13,194,000	04/06/2022	11,938	—
	USD	153,919	NZD	225,000	04/06/2022	2,015	—
	USD	77,947	PLN	340,000	04/06/2022	2,958	—
	USD	103,987	SEK	990,000	04/06/2022	1,309	—
	USD	52,542	AUD	70,000	05/06/2022	—	(140	)
	USD	423,739	MXN	8,500,000	05/06/2022	1,215	—

						31,749	(25,237	)

Commonwealth Bank of Australia Sydney	JPY	6,213,000	USD	53,835	04/06/2022	2,799	—
	USD	38,094	AUD	53,000	04/06/2022	1,567	—

						4,366	—

Credit Suisse International	NZD	75,000	USD	52,178	05/06/2022	225	—
	USD	51,599	JPY	6,100,000	04/06/2022	—	(1,491	)

						225	(1,491	)

Deutsche Bank AG	EUR	47,000	USD	51,655	04/06/2022	—	(342	)
	USD	52,192	GBP	40,000	04/06/2022	353	—
	USD	102,797	JPY	12,200,000	04/06/2022	—	(2,580	)
	USD	51,799	NZD	75,000	05/06/2022	154	—

						507	(2,922	)

Goldman Sachs International	AUD	35,000	USD	26,259	05/06/2022	58	—
	BRL	510,000	USD	107,645	04/04/2022	526	—
	BRL	510,000	USD	105,522	05/03/2022	—	(740	)
	KRW	254,860,000	USD	209,100	04/06/2022	—	(1,021	)
	KRW	62,360,000	USD	50,879	05/06/2022	—	(419	)
	NZD	75,000	USD	51,269	04/06/2022	—	(709	)
	TRY	380,000	USD	25,321	04/06/2022	—	(514	)
	TRY	760,000	USD	49,596	05/06/2022	—	(914	)
	TWD	10,350,000	USD	365,192	04/06/2022	3,954	—
	USD	106,347	BRL	510,000	04/04/2022	772	—
	USD	30,977	CLP	24,600,000	04/06/2022	279	—
	USD	51,513	GBP	39,000	04/06/2022	—	(281	)
	USD	204,834	KRW	249,910,000	04/06/2022	1,205	—
	USD	30,978	MXN	640,000	04/06/2022	1,188	—
	USD	364,213	TWD	10,350,000	04/06/2022	—	(2,975	)
	USD	25,790	ZAR	400,000	04/06/2022	1,577	—
	USD	520,112	EUR	467,000	05/06/2022	—	(2,994	)
	USD	119,505	GBP	91,000	05/06/2022	14	—
	USD	51,183	KRW	62,720,000	05/06/2022	410	—
	USD	1,390	TWD	40,000	05/06/2022	8	—
	ZAR	2,910,000	USD	190,518	04/06/2022	—	(8,577	)

						9,991	(19,144	)

HSBC Bank PLC	GBP	25,000	USD	32,854	05/06/2022	20	—
	MYR	1,096,000	USD	260,791	04/06/2022	404	—
	MYR	1,096,000	USD	259,371	05/06/2022	—	(221	)
	USD	259,593	MYR	1,096,000	04/06/2022	794	—

						1,218	(221	)

JPMorgan Chase Bank N.A	AUD	410,000	USD	300,846	04/06/2022	—	(5,963	)
	CAD	135,000	USD	107,569	04/06/2022	—	(417	)
	CHF	380,000	USD	411,577	04/06/2022	319	—
	EUR	257,000	USD	282,946	04/06/2022	—	(1,375	)


	GBP	115,000	USD	152,635	04/06/2022	1,568	—
	ILS	793,000	USD	243,749	04/06/2022	—	(4,761	)
	JPY	21,100,000	USD	181,287	04/06/2022	7,961	—
	MXN	630,000	USD	30,971	04/06/2022	—	(692	)
	NOK	1,880,000	USD	210,712	04/06/2022	—	(2,826	)
	NZD	385,000	USD	262,832	04/06/2022	—	(3,988	)
	SEK	3,310,000	USD	341,003	04/06/2022	—	(11,046	)
	TRY	380,000	USD	24,639	05/06/2022	—	(616	)
	USD	313,962	AUD	430,000	04/06/2022	7,813	—
	USD	162,226	CAD	205,000	04/06/2022	1,753	—
	USD	209,379	EUR	190,000	04/06/2022	820	—
	USD	131,733	GBP	100,000	04/06/2022	—	(370	)
	USD	158,966	JPY	18,900,000	04/06/2022	—	(3,712	)
	USD	60,095	MXN	1,240,000	04/06/2022	2,226	—
	USD	156,221	NOK	1,390,000	04/06/2022	1,661	—
	USD	153,746	NZD	225,000	04/06/2022	2,188	—
	USD	26,289	PLN	115,000	04/06/2022	1,076	—
	USD	213,909	SEK	2,080,000	04/06/2022	7,319	—
	USD	25,418	TRY	380,000	04/06/2022	417	—
	USD	360,051	ZAR	5,530,000	04/06/2022	18,298	—
	USD	53,717	CHF	50,000	05/06/2022	453	—
	USD	51,215	GBP	39,000	05/06/2022	7	—
	USD	50,847	NOK	440,000	05/06/2022	—	(888	)
	USD	136,764	ZAR	2,020,000	05/06/2022	910	—
	ZAR	3,640,000	USD	242,697	04/06/2022	—	(6,343	)

						54,789	(42,997	)

Morgan Stanley & Co. International PLC	AUD	355,000	USD	259,717	04/06/2022	—	(5,935	)
	CAD	427,000	USD	339,195	04/06/2022	—	(2,361	)
	CAD	1,289,000	USD	1,029,219	05/06/2022	—	(1,700	)
	CHF	75,000	USD	80,585	04/06/2022	—	(584	)
	DKK	1,235,000	USD	182,210	05/06/2022	—	(1,634	)
	EUR	153,000	USD	169,247	04/06/2022	—	(18	)
	GBP	40,000	USD	52,679	04/06/2022	134	—
	GBP	39,000	USD	51,204	05/06/2022	—	(18	)
	JPY	24,400,000	USD	203,651	04/06/2022	3,217	—
	NOK	270,000	USD	31,214	04/06/2022	546	—
	NOK	1,581,000	USD	182,697	05/06/2022	3,186	—
	NZD	155,000	USD	105,549	04/06/2022	—	(1,872	)
	NZD	150,000	USD	103,652	05/06/2022	—	(254	)
	PLN	5,000	USD	1,175	04/06/2022	—	(15	)
	SEK	800,000	USD	84,296	04/06/2022	—	(791	)
	USD	50,946	AUD	70,000	04/06/2022	1,436	—
	USD	1,130,305	CAD	1,419,000	04/06/2022	4,749	—
	USD	182,033	DKK	1,235,000	04/06/2022	1,644	—
	USD	153,097	EUR	139,000	04/06/2022	680	—
	USD	78,086	GBP	59,000	04/06/2022	—	(582	)
	USD	260,523	JPY	30,500,000	04/06/2022	—	(9,981	)
	USD	20,639	MXN	430,000	04/06/2022	972	—
	USD	186,113	NOK	1,611,000	04/06/2022	—	(3,129	)
	USD	321,524	NZD	475,000	04/06/2022	7,669	—
	USD	16,859	SEK	160,000	04/06/2022	158	—
	USD	205,205	CAD	257,000	05/06/2022	339	—
	USD	31,201	NOK	270,000	05/06/2022	—	(544	)

						24,730	(29,418	)


Royal Bank of Canada	CAD	65,000	USD	51,594	04/06/2022		—		(399	)
	MXN	410,000	USD	20,470	05/06/2022		—		(28	)
	USD	51,485	CAD	65,000	04/06/2022		508		—

							508		(427	)

Standard Chartered Bank	GBP	40,000	USD	53,537	04/06/2022		992		—
	USD	51,500	JPY	6,100,000	04/06/2022		—		(1,392	)

							992		(1,392	)

State Street Bank & Trust Company	AUD	70,000	USD	52,443	05/06/2022		41		—
	CHF	45,000	USD	48,713	05/06/2022		—		(40	)
	EUR	121,000	USD	135,707	04/06/2022		1,844		—
	EUR	149,000	USD	165,054	05/06/2022		63		—
	GBP	82,000	USD	108,962	04/06/2022		1,244		—
	JPY	9,100,000	USD	78,431	04/06/2022		3,679		—
	MXN	2,360,000	USD	113,575	04/06/2022		—		(5,037	)
	NZD	155,000	USD	105,456	04/06/2022		—		(1,965	)
	USD	51,678	AUD	70,000	04/06/2022		704		—
	USD	26,940	CHF	25,000	04/06/2022		116		—
	USD	104,990	GBP	80,000	04/06/2022		100		—
	USD	51,514	JPY	6,100,000	04/06/2022		—		(1,405	)
	USD	99,669	MXN	2,080,000	04/06/2022		4,870		—
	USD	101,255	AUD	135,000	05/06/2022		—		(195	)

							12,661		(8,642	)

Toronto Dominion Bank	AUD	1,552,000	USD	1,162,259	05/06/2022		437		—
	GBP	3,272,000	USD	4,378,882	04/06/2022		80,699		—
	GBP	3,176,000	USD	4,160,395	05/06/2022		—		(10,929	)
	JPY	16,156,000	USD	132,817	05/06/2022		30		—
	NOK	160,000	USD	18,066	04/06/2022		—		(107	)
	USD	1,161,827	AUD	1,552,000	04/06/2022		—		(441	)
	USD	101,864	CAD	130,000	04/06/2022		2,123		—
	USD	38,490	EUR	35,000	04/06/2022		231		—
	USD	4,160,878	GBP	3,176,000	04/06/2022		11,197		—

							94,717		(11,477	)

UBS AG	AUD	70,000	USD	52,533	04/06/2022		151		—
	CHF	264,000	USD	283,025	05/06/2022		—		(2,989	)
	EUR	14,938,000	USD	16,711,439	04/06/2022		185,384		—
	EUR	14,799,000	USD	16,248,636	05/06/2022		—		(138,579	)
	USD	346,164	CHF	324,000	04/06/2022		4,489		—
	USD	16,306,432	EUR	14,866,000	04/06/2022		139,969		—
	USD	209,523	NOK	1,880,000	04/06/2022		4,015		—
	USD	52,052	SEK	490,000	04/06/2022		64		—
	USD	65,948	JPY	8,000,000	05/06/2022		—		(195	)

							334,072		(141,763	)

Unrealized Appreciation/(Depreciation)						$	1,192,316	$	(524,858	)


AUD -		Australian Dollar
BLR -		Brazilian Real
CAD -		Canadian Dollar
CHF -		Swiss Franc
CLP -		Chilean Peso
DKK -		Danish Krone
EUR -		Euro Currency
GBP -		British Sterling Pound
ILS -		Israeli New Shekel
JPY -		Japanese Yen
KRW -		South Korean Won
MXN -		Mexican Peso
MYR -		Malaysian Ringgit
NOK -		Norwegian Krone
NZD -		New Zealand Dollar
PLN -		Polish Zloty
SEK -		Swedish Krona
SGD -		Singapore Dollar
TRY -		Turkish Lira
USD -		United States Dollar
ZAR -		South African Rand

The following is a summary of the inputs used to value the Portfolio’s net assets as of March 31, 2022 (see Note 1):


	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Observable Inputs			Level 3 - Significant Unobservable Inputs		Total
ASSETS:
Investments at Value:*
Common Stocks	$	65,585,107	$	25,986,805	**	$	—	$	91,571,912
Exchange-Traded Funds		1,377,991		—			—		1,377,991
U.S. Corporate Bonds & Notes		—		2,139,100			—		2,139,100
Foreign Corporate Bonds & Notes		—		477,427			—		477,427
Foreign Government Obligations		—		31,297,990			—		31,297,990
U.S. Government Treasuries		—		13,977,035			—		13,977,035
Options-Purchased		—		7,255			—		7,255
Short Term Investments		—		1,899,521			—		1,899,521
Repurchase Agreements		—		3,050,000			—		3,050,000

Total Investments at Value	$	66,963,098	$	78,835,133		$	—	$	145,798,231

Other Financial Instruments:+
Over the Counter Written Call Options on Currency Contracts	$	—	$	5,026		$	—	$	5,026
Over the Counter Written Put Options on Currency Contracts		—		6,892			—		6,892
Futures Contracts		45,701		—			—		45,701
Forward Foreign Currency Contracts		—		1,192,316			—		1,192,316

Total Other Financial Instruments	$	45,701	$	1,204,234		$	—	$	1,249,935

LIABILITIES:
Other Financial Instruments:+
Over the Counter Written Call Options on Currency Contracts	$	—	$	1,414		$	—	$	1,414
Over the Counter Written Put Options on Currency Contracts		—		5,657			—		5,657
Futures Contracts		140,167		—			—		140,167
Forward Foreign Currency Contracts		—		524,858			—		524,858

Total Other Financial Instruments	$	140,167	$	531,929		$	—	$	672,096

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

**	Represents foreign equity securities that have been fair valued in accordance with pricing procedures approved by the Board (see Note 1).

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

See Notes to Portfolio of Investments

NOTES TO PORTFOLIO OF INVESTMENTS — March 31, 2022 — (unaudited)

Note 1. Security Valuation

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

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

Level 2 – Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, referenced indices, quoted prices in inactive markets, adjusted quoted prices in active markets, adjusted quoted prices on foreign equity securities that were adjusted in accordance with pricing procedures approved by the Board of Trustees (the “Board”), etc.)

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

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

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

The summary of each Portfolio’s asset and liabilities classified in the fair value hierarchy as of March 31, 2022 is reported on a schedule at the end of each Portfolio’s Portfolio of Investments.

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

As of the close of regular trading on the New York Stock Exchange (“NYSE”), securities traded primarily on security exchanges outside the United States are valued at the last sale price on such exchanges on the day of valuation, or if there is no sale on the day of valuation, at the last-reported bid price. If a security’s price is available from more than one exchange, the Portfolios use the exchange that is the primary market for the security. Such securities are

generally categorized as Level 1. However, depending on the foreign market, closing prices may be up to 15 hours old when they are used to price a Portfolio’s shares, and the Portfolio may determine that certain closing prices do not reflect the fair value of the security. This determination will be based on review of a number of factors, including developments in foreign markets, the performance of U.S. securities markets, and the performance of instruments trading in U.S. markets that represent foreign securities and baskets of foreign securities. If a Portfolio determines that closing prices do not reflect the fair value of the securities, the Portfolio will adjust the previous closing prices in accordance with pricing procedures approved by the Board to reflect what it believes to be the fair value of the securities as of the close of regular trading on the NYSE. The Portfolios may also fair value securities in other situations, for example, when a particular foreign market is closed but a Portfolio is open. For foreign equity securities and foreign equity futures contracts, the Portfolios use an outside pricing service to provide it with closing market prices and information used for adjusting those prices, and when so adjusted, such securities and futures are generally categorized as Level 2.

Bonds, debentures and other debt securities are valued at evaluated bid prices obtained for the day of valuation from a Board-approved pricing service, and are generally categorized as Level 2. The pricing service may use valuation models or matrix pricing which considers information with respect to comparable bond and note transactions, quotations from bond dealers, or by reference to other securities that are considered comparable in such characteristics as rating, interest rate, and maturity date, option adjusted spread models, prepayments projections, interest rate spreads, and yield curves to determine current value. If a price is unavailable from a Board-approved pricing service, the securities may be priced at the mean of two independent quotes obtained from brokers.

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

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

Futures contracts traded on national securities exchanges are valued at the quoted daily settlement price established by the exchange on which they trade reported by a Board-approved pricing service, and are generally categorized as Level 1. Option contracts traded on national securities exchanges are valued at the mean of the last bid and ask price reported by a Board-approved pricing service as of the close of the exchange for which they are traded, and are generally categorized as Level 1. Option contracts traded in the over-the-counter (“OTC”) market are valued at the mid valuation provided by a Board-approved pricing service, and are generally categorized as Level 2. Forward foreign currency contracts (“forward contracts”) are valued at the 4:00 p.m. Eastern Time forward rate and are generally categorized as Level 2.

Other securities are valued on the basis of last sale or bid price (if a last sale price is not available) in what is, in the opinion of the Adviser, the broadest and most representative market, that may be either a securities exchange or over-the-counter market, and are generally categorized as Level 1 or Level 2.

The Board is responsible for the share valuation process and has adopted policies and procedures (the “PRC procedures”) for valuing the securities and other assets held by the Portfolios, including procedures for the fair valuation of securities and other assets for which market quotations are not readily available or are unreliable. The PRC Procedures provide for the establishment of a pricing review committee, which is responsible for, among other things, making certain determinations in connection with the Trust’s fair valuation procedures. Securities for which market quotations are not readily available or the values of which may be significantly impacted by the occurrence of developments or significant events are generally categorized as Level 3. There is no single standard for making fair value determinations, which may result in prices that vary from those of other funds.

Note 2. Repurchase Agreements

As of March 31, 2022, the following Portfolios held an undivided interest in a joint repurchase agreement with Bank of America Securities LLC:


Portfolio	Percentage Ownership			Principal Amount
SA Wellington Capital Appreciation		10.85	%	$	10,090,000
SA Wellington Government and Quality Bond		85.83			79,815,000
SA Wellington Strategic Multi-Asset		0.71			660,000