| 2023 | 3 | 0 | $743,546,473 | $0 | - |
| Panagora Group Trust Risk Parity Multi-Asset Fund | - | - | $555,598,442 | - | - |
| Panagora Group Trust Risk Parity Multi-Asset High Volatility Fund | - | - | $187,850,604 | - | - |
| Panagora Group Trust Diversified Risk Emerging Markets Equity Plus Group Trust | - | - | $97,427 | - | - |
| 2022 | 4 | 0 | $1,203,201,855 | $0 | - |
| Panagora Group Trust Risk Parity Multi-Asset Fund | - | - | $1,039,628,833 | - | - |
| Panagora Group Trust Risk Parity Multi-Asset High Volatility Fund | - | - | $159,327,041 | - | - |
| Panagora Group Trust Diversified Risk Emerging Markets Equity Plus Group Trust | - | - | $4,202,898 | - | - |
| Panagora Group Trust Risk Parity Multi-Asset Plus Fund | - | - | $43,083 | - | - |
| 2021 | 5 | 0 | $1,669,241,114 | $0 | - |
| Panagora Group Trust Risk Parity Multi-Asset Fund | - | - | $1,297,382,669 | - | - |
| Panagora Group Trust Risk Parity Multi-Asset High Volatility Fund | - | - | $303,531,530 | - | - |
| Panagora Group Trust Diversified Risk Emerging Markets Equity Plus Group Trust | - | - | $42,328,568 | - | - |
| Panagora Group Trust Risk Parity Multi-Asset Plus Fund | - | - | $25,952,994 | - | - |
| Panagora Group Trust Small Cap Core Fund | - | - | $45,353 | - | - |
| 2020 | 5 | 0 | $2,366,017,930 | $0 | - |
| Panagora Group Trust Risk Parity Multi-Asset Fund | - | - | $1,906,097,663 | - | - |
| Panagora Group Trust Risk Parity Multi-Asset High Volatility Fund | - | - | $284,943,197 | - | - |
| Panagora Group Trust Diversified Risk Emerging Markets Equity Plus Group Trust | - | - | $95,675,780 | - | - |
| Panagora Group Trust Small Cap Core Fund | - | - | $46,553,533 | - | - |
| Panagora Group Trust Risk Parity Multi-Asset Plus Fund | - | - | $32,747,757 | - | - |
| 2019 | 5 | 0 | $2,287,381,103 | $0 | - |
| Panagora Group Trust Risk Parity Multi-Asset Fund | - | - | $1,829,871,757 | - | - |
| Panagora Group Trust Risk Parity Multi-Asset High Volatility Fund | - | - | $211,792,195 | - | - |
| Panagora Group Trust Risk Parity Multi-Asset Plus Fund | - | - | $115,679,358 | - | - |
| Panagora Group Trust Small Cap Core Fund | - | - | $67,705,698 | - | - |
| Panagora Group Trust Diversified Risk Emerging Markets Equity Plus Group Trust | - | - | $62,332,095 | - | - |
| 2018 | 5 | 0 | $2,478,017,261 | $0 | - |
| Panagora Group Trust Risk Parity Multi-Asset Fund | - | - | $1,856,726,202 | - | - |
| Panagora Group Trust Risk Parity Multi-Asset High Volatility Fund | - | - | $234,180,059 | - | - |
| Panagora Group Trust Risk Parity Multi-Asset Plus Fund | - | - | $190,221,430 | - | - |
| Panagora Group Trust Diversified Risk Emerging Markets Equity Plus Group Trust | - | - | $117,692,635 | - | - |
| Panagora Group Trust Small Cap Core Fund | - | - | $79,196,935 | - | - |
| 2017 | 5 | 0 | $2,865,985,026 | $0 | - |
| Panagora Group Trust Risk Parity Multi-Asset Fund | - | - | $1,892,106,969 | - | - |
| Panagora Group Trust Risk Parity Multi-Asset Plus Fund | - | - | $505,122,131 | - | - |
| Panagora Group Trust Risk Parity Multi-Asset High Volatility Fund | - | - | $212,510,333 | - | - |
| Panagora Group Trust Diversified Risk Emerging Markets Equity Plus Group Trust | - | - | $152,693,700 | - | - |
| Panagora Group Trust Small Cap Core Fund | - | - | $103,551,893 | - | - |
| 2016 | 5 | 0 | $2,299,258,039 | $0 | - |
| Panagora Group Trust Risk Parity Multi-Asset Fund | - | - | $1,329,706,612 | - | - |
| Panagora Group Trust Risk Parity Multi-Asset Plus Fund | - | - | $524,580,099 | - | - |
| Panagora Group Trust Risk Parity Multi-Asset High Volatility Fund | - | - | $244,201,048 | - | - |
| Panagora Group Trust Diversified Risk Emerging Markets Equity Plus Group Trust | - | - | $113,651,498 | - | - |
| Panagora Group Trust Small Cap Core Fund | - | - | $87,118,782 | - | - |
| 2015 | 6 | 0 | $2,138,072,312 | $0 | - |
| Panagora Group Trust Risk Parity Multi-Asset Fund | - | - | $1,159,726,907 | - | - |
| Panagora Group Trust Risk Parity Multi-Asset Plus Fund | - | - | $491,263,910 | - | - |
| Panagora Group Trust Risk Parity Multi-Asset High Volatility Fund | - | - | $308,042,276 | - | - |
| Panagora Group Trust Diversified Risk Emerging Markets Equity Plus Group Trust | - | - | $96,598,694 | - | - |
| Panagora Group Trust Small Cap Core Fund | - | - | $82,398,669 | - | - |
| PANAGORA GROUP TRUST DYNAMIC LARGE CAP CORE FUND | - | - | $41,856 | - | - |
| 2014 | 6 | 0 | $2,006,772,233 | $0 | - |
| Panagora Group Trust Risk Parity Multi-Asset Fund | - | - | $1,124,508,463 | - | - |
| Panagora Group Trust Risk Parity Multi-Asset Plus Fund | - | - | $513,428,261 | - | - |
| Panagora Group Trust Risk Parity Multi-Asset High Volatility Fund | - | - | $209,742,311 | - | - |
| Panagora Group Trust Diversified Risk Emerging Markets Equity Plus Group Trust | - | - | $83,278,394 | - | - |
| Panagora Group Trust Small Cap Core Fund | - | - | $71,873,462 | - | - |
| PANAGORA GROUP TRUST DYNAMIC LARGE CAP CORE FUND | - | - | $3,941,342 | - | - |
| 2013 | 5 | 0 | $1,610,632,443 | $0 | - |
| Panagora Group Trust Risk Parity Multi-Asset Fund | - | - | $1,080,497,479 | - | - |
| Panagora Group Trust Risk Parity Multi-Asset Plus Fund | - | - | $437,643,050 | - | - |
| Panagora Group Trust Diversified Risk Emerging Markets Equity Plus Group Trust | - | - | $45,803,902 | - | - |
| Panagora Group Trust Small Cap Core Fund | - | - | $40,839,587 | - | - |
| PANAGORA GROUP TRUST DYNAMIC LARGE CAP CORE FUND | - | - | $5,848,425 | - | - |
| 2012 | 5 | 0 | $661,791,451 | $0 | - |
| Panagora Group Trust Risk Parity Multi-Asset Fund | - | - | $365,665,004 | - | - |
| Panagora Group Trust Risk Parity Multi-Asset Plus Fund | - | - | $211,985,798 | - | - |
| Panagora Group Trust Small Cap Core Fund | - | - | $48,549,140 | - | - |
| Panagora Group Trust Diversified Risk Emerging Markets Equity Plus Group Trust | - | - | $31,170,684 | - | - |
| PANAGORA GROUP TRUST DYNAMIC LARGE CAP CORE FUND | - | - | $4,420,825 | - | - |
| 2011 | 6 | 0 | $529,275,405 | $0 | - |
| Panagora Group Trust Risk Parity Multi-Asset Fund | - | - | $235,212,633 | - | - |
| Panagora Group Trust Risk Parity Multi-Asset Plus Fund | - | - | $220,863,811 | - | - |
| Panagora Group Trust Diversified Risk Emerging Markets Equity Plus Group Trust | - | - | $24,598,424 | - | - |
| Panagora Group Trust Small Cap Core Fund | - | - | $22,652,781 | - | - |
| PANAGORA GROUP TRUST GLOBAL MULTI-ASSET ALPHA BALANCED GT (FORMERLY GTAA BALANCED FUND) | - | - | $20,941,035 | - | - |
| PANAGORA GROUP TRUST DYNAMIC LARGE CAP CORE FUND | - | - | $5,006,721 | - | - |
| 2010 | 5 | 0 | $356,402,203 | $0 | - |
| Panagora Group Trust Risk Parity Multi-Asset Plus Fund | - | - | $220,857,694 | - | - |
| PANAGORA GROUP TRUST GTAA BALANCED FUND | - | - | $61,201,284 | - | - |
| Panagora Group Trust Diversified Risk Emerging Markets Equity Plus Group Trust | - | - | $46,474,016 | - | - |
| Panagora Group Trust Small Cap Core Fund | - | - | $23,679,145 | - | - |
| PANAGORA GROUP TRUST DYNAMIC LARGE CAP CORE FUND | - | - | $4,190,064 | - | - |
| 2009 | 5 | 0 | $332,646,997 | $0 | - |
| Panagora Group Trust Risk Parity Multi-Asset Plus Fund | - | - | $148,449,994 | - | - |
| PANAGORA GROUP TRUST GTAA BALANCED FUND | - | - | $73,519,789 | - | - |
| Panagora Group Trust Diversified Risk Emerging Markets Equity Plus Group Trust | - | - | $62,630,949 | - | - |
| Panagora Group Trust Small Cap Core Fund | - | - | $43,988,802 | - | - |
| PANAGORA GROUP TRUST DYNAMIC LARGE CAP CORE FUND | - | - | $4,057,463 | - | - |
| 2008 | 5 | 0 | $320,770,242 | $0 | - |
| Panagora Group Trust Risk Parity Multi-Asset Plus Fund | - | 0 | $134,714,046 | - | - |
| PANAGORA GROUP TRUST GTAA BALANCED FUND | - | 0 | $71,005,366 | - | - |
| Panagora Group Trust Diversified Risk Emerging Markets Equity Plus Group Trust | - | 0 | $56,734,765 | - | - |
| Panagora Group Trust Small Cap Core Fund | - | 0 | $47,838,823 | - | - |
| PANAGORA GROUP TRUST DYNAMIC LARGE CAP CORE FUND | - | 0 | $10,477,242 | - | - |
| 2007 | 5 | 0 | $285,915,143 | $0 | - |
| PANAGORA GROUP TRUST GTAA BALANCED FUND | - | 0 | $103,413,378 | - | - |
| Panagora Group Trust Small Cap Core Fund | - | 0 | $60,623,082 | - | - |
| Panagora Group Trust Risk Parity Multi-Asset Plus Fund | - | 0 | $55,551,955 | - | - |
| Panagora Group Trust Diversified Risk Emerging Markets Equity Plus Group Trust | - | 0 | $44,126,237 | - | - |
| PANAGORA GROUP TRUST DYNAMIC LARGE CAP CORE FUND | - | 0 | $22,200,491 | - | - |