# EDGAR Filing Document

**Accession Number:** 0001818255
**File Stem:** 0001752724-23-048112
**Filing Date:** 2023-3
**Character Count:** 97820
**Document Hash:** 25a2c4c5b6dcbc7d3edf657c225079a5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-048112.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-048112

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CPG Cooper Square International Equity, LLC
- **CENTRAL INDEX KEY:** 0001818255
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23590
- **FILM NUMBER:** 23687782

**BUSINESS ADDRESS:**
- **STREET 1:** C/O CENTRAL PARK ADVISERS, LLC
- **STREET 2:** 500 FIFTH AVENUE, 31ST FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10110
- **BUSINESS PHONE:** 212-317-9200

**MAIL ADDRESS:**
- **STREET 1:** C/O CENTRAL PARK ADVISERS, LLC
- **STREET 2:** 500 FIFTH AVENUE, 31ST FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10110

## Nport-Ex

**CPG COOPER SQUARE INTERNATIONAL EQUITY, LLC**

**SCHEDULE OF INVESTMENTS**

**December 31, 2022 (UNAUDITED)**

---

| | | |
|:---|:---|:---|
| **Common Stock (75.42%)** | **Shares** | **Fair Value** |
| **Australia (0.59%)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Treasury Wine Estates, Ltd. | 41298 | $381165 |
| **Canada (3.19%)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brookfield Corp. | 65593 | 2061294 |
| **France (10.67%)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Edenred<sup>(a)</sup> | 55594 | 3018846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Safran SA | 31066 | 3876503 |
|  |  | 6895349 |
| **Germany (10.04%)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CTS Eventim AG & Co. KGaA<sup>(a)(b)</sup> | 49536 | 3150889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SAP SE | 32507 | 3344066 |
|  |  | 6494955 |
| **Great Britain (13.70%)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Melrose Industries PLC | 1502068 | 2430197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RS GROUP PLC<sup>(a)</sup> | 190782 | 2055099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sensata Technologies Holding PLC | 76591 | 3092745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;WAG Payment Solutions PLC<sup>(a)(b)</sup> | 1333260 | 1273401 |
|  |  | 8851442 |
| **Hong Kong (5.90%)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AIA Group, Ltd. | 342945 | 3813942 |
| **Ireland (6.84%)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CRH PLC<sup>(a)</sup> | 67473 | 2665110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Experian PLC<sup>(a)</sup> | 51910 | 1756509 |
|  |  | 4421619 |
| **Japan (7.05%)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Keyence Corp. | 4920 | 1917363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NOF Corp. | 62280 | 2492238 |

---

---

| | | |
|:---|:---|:---|
| **Common Stock (continued)** | **Shares** | **Fair Value** |
| **Japan (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Obic Co., Ltd. | 977 | $143723 |
|  |  | 4553324 |
| **Luxembourg (3.13%)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Perimeter Solutions SA<sup>(a)(b)</sup> | 167415 | 1530173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Spotify Technology SA<sup>(a)(b)</sup> | 6227 | 491622 |
|  |  | 2021795 |
| **Netherlands (4.36%)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Adyen NV<sup>(b)(c)(d)</sup> | 845 | 1161912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ASML Holding NV<sup>(a)</sup> | 3077 | 1654442 |
|  |  | 2816354 |
| **Switzerland (4.89%)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alcon, Inc.<sup>(a)</sup> | 46275 | 3160024 |
| **United States (5.06%)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PerkinElmer, Inc.<sup>(a)</sup> | 23330 | 3271333 |
| **Total Common Stock** |  |  |
| **(Cost $52,025,775)** |  | $**48742596** |

---

---

| | | |
|:---|:---|:---|
| **Underlying Security/Expiration Date/Exercise Price/Notional Amount** | **Contracts** | **Value** |
| **PURCHASED OPTIONS 0.10%** |  |  |
| **Call Options Purchased 0.10%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/19/24, $42.50, $3,475,545 | 1315 | 64435 |
| **Total Call Options Purchased** |  |  |
| **(Cost $142,058)** |  | 64435 |
| **Total Investments (75.52%)** |  | $**48807031** |
| **Securities Sold Short (-35.25%)** |  | $**(22781704)** |
| **Other Assets In Excess of Liabilities (59.73%)<sup>(e)</sup>** |  | **38602646** |
| **Net Assets (100.00%)** |  | $**64627973** |

---

*<sup>(a)</sup>* *All or a portion of the security is pledged as collateral for total return swap contracts and securities sold short. As of December 31, 2022, the aggregate value of those securities was $20,426,290 and $2,500,000 in cash, representing 35.47% of net assets.*

*<sup>(b)</sup>* *Non-income producing security.*

*<sup>(c)</sup>* *Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of December 31, 2022, the aggregate fair value of securities restricted under Rule 144A was $1,161,912, representing 1.80% of net assets.*

*<sup>(d)</sup>* *Securities were purchased pursuant to Regulation S under the Securities Act of 1933, which exempts securities offered and sold outside of the United States from registration. Such securities cannot be sold in the United States without either an effective registration statement filed pursuant to the Securities Act of 1933, or pursuant to an exemption from registration. As of December 31, 2022, the aggregate fair value of those securities was $1,161,912 representing 1.80% of net assets.*

*<sup>(e)</sup>* *Includes cash which is being held as collateral for total return swap contracts and securities sold short.*

---

| | |
|:---|:---|
| **Country Composition** *(December 31, 2022) (Unaudited)* | **Country Composition** *(December 31, 2022) (Unaudited)* |
| **Common Stock** |  |
| Great Britain | 13.70% |
| France | 10.67% |
| Germany | 10.04% |
| Japan | 7.05% |
| Ireland | 6.84% |
| Hong Kong | 5.90% |
| United States | 5.06% |
| Switzerland | 4.89% |
| Netherlands | 4.36% |
| Canada | 3.19% |
| Luxembourg | 3.13% |
| Australia | 0.59% |
|  | 75.42% |

---

---

| | |
|:---|:---|
| **Securities Sold Short** |  |
| **Common Stock** |  |
| Bermuda | -0.34% |
| Canada | -0.52% |
| Taiwan | -0.52% |
| Denmark | -0.74% |
| France | -1.06% |
| Germany | -3.14% |
| Netherlands | -3.15% |
| Sweden | -3.32% |
| Great Britain | -3.46% |
| Switzerland | -4.05% |
| Japan | -4.37% |
| United States | -7.36% |
| **Exchange Traded Funds** |  |
| India | -1.24% |
| United States | -1.98% |
|  | -35.25% |

---

*Percentages are based upon net assets.*

**TOTAL RETURN SWAP CONTRACTS**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Reference Entity/Obligation** | **Notional Amount** | **Floating Rate Index** | **Floating Rate Paid/(Received) by the Fund** | **Termination Date** | **Value** | **Net Unrealized Appreciation** |
| Morgan Stanley | Amadeus IT Group SA | $1555960 | FEDEF-1D | 50 bps | 11/6/2023 | $1657095 | $101135 |
| Morgan Stanley | Amplifon SPA | 803107 | FEDEF-1D | 50 bps | 1/19/2024 | 824576 | 21469 |
| Bank Of America Merrill Lynch | BAML Swap MLHMBLDR Basket | (533887) | SONIA-1D | (30) bps | 12/21/2023 | (497057) | 36831 |
| Bank Of America Merrill Lynch | BAML Swap MLSESEMI Basket<sup>(a)</sup> | (965087) | FEDEF-1D | (30) bps | 01/02/2024 | (900033) | 65054 |
| Morgan Stanley | Becle SAB de CV | 1062980 | FEDEF-1D | 130 bps | 9/25/2023 | 1243404 | 180424 |
| Morgan Stanley | Bureau Veritas SA | 1183169 | FEDEF-1D | 50 bps | 1/19/2024 | 1187652 | 4483 |
| Morgan Stanley | Constellation Software, Inc. | 911196 | FEDEF-1D | 30 bps | 11/6/2023 | 1021915 | 110719 |
| Morgan Stanley | Dechra Pharma | 2251014 | FEDEF-1D | 50 bps | 10/5/2023 | 2378333 | 127319 |
| Morgan Stanley | Diasorin SPA | 675192 | FEDEF-1D | 50 bps | 6/12/2023 | 795771 | 120579 |
| Morgan Stanley | Eurofins Scientific | 1599748 | FEDEF-1D | 50 bps | 1/19/2024 | 1628857 | 29108 |
| Goldman Sachs | GS Swap GSCBSECN Basket Index<sup>(a)</sup> | (814948) | FEDEF-1D | (35) bps | 12/20/2023 | (801444) | 13503 |
| Goldman Sachs | GS Swap GSCBSXK1 Basket Index<sup>(a)</sup> | (959321) | ESTR-1D | (50) bps | 10/25/2023 | (917517) | 41804 |
| Goldman Sachs | GS Swap GSEUINDS Basket Index<sup>(a)</sup> | (1302134) | ESTR-1D | (50) bps | 12/29/2023 | (1254311) | 47823 |
| Morgan Stanley | James Hardie Industries PLC | (533543) | FEDEF-1D | (50) bps | 01/15/2024 | (486393) | 47150 |
| Morgan Stanley | JB Hi-Fi, Ltd. | (618892) | FEDEF-1D | (50) bps | 04/04/2023 | (497619) | 121273 |
| Morgan Stanley | JD.Com, Inc. | 2606496 | FEDEF-1D | 50 bps | 11/20/2023 | 3678958 | 1072462 |
| Morgan Stanley | Koninklijke DSM NV | 942727 | FEDEF-1D | 50 bps | 10/20/2023 | 998827 | 56100 |
| Morgan Stanley | Koninklijke DSM NV | 584141 | FEDEF-1D | 50 bps | 10/13/2023 | 711983 | 127842 |
| Morgan Stanley | MS Swap MSCBUTES Basket Index | (754474) | ESTR-1D | (32) bps | 06/26/2023 | (606986) | 147488 |
| Morgan Stanley | MS Swap MSKERING Basket Index<sup>(a)</sup> | (1359916) | ESTR-1D | (32) bps | 12/29/2023 | (1251886) | 108031 |
| Morgan Stanley | Prosus N.V. | 1751231 | FEDEF-1D | 50 bps | 12/11/2023 | 1961727 | 210496 |
| Morgan Stanley | Rentokil | 1032709 | FEDEF-1D | 50 bps | 7/13/2023 | 1136040 | 103331 |
| Morgan Stanley | Sartorius Stedim Biotech | 759942 | FEDEF-1D | 50 bps | 6/20/2023 | 776761 | 16819 |
| Morgan Stanley | Schneider Electric | 2179335 | FEDEF-1D | 50 bps | 11/07/2023 | 2551236 | 371901 |
| Morgan Stanley | Treasury Wine Estates, Ltd. | 2075984 | FEDEF-1D | 50 bps | 02/20/2023 | 2290229 | 214245 |
| Morgan Stanley | Universal Music Group | 1381632 | FEDEF-1D | 50 bps | 10/16/2023 | 1769521 | 387889 |
|  |  | $15514361 |  |  |  | $19399639 | $3885278 |
| **Counterparty** | **Reference Entity/Obligation** | **Notional Amount** | **Floating Rate Index** | **Floating Rate Paid/(Received) by the Fund** | **Termination Date** | **Value** | **Net Unrealized Depreciation** |
| Bank Of America Merrill Lynch | BAML Swap MLSEBOAT Basket | 230308 | FEDEF-1D | (30) bps | 11/10/2023 | 217581 | (12727) |
| Goldman Sachs | Commonwealth Bank of Australia | $(384564) | FEDEF-1D | (50) bps | 01/25/2024 | $(384976) | $(412) |
| Morgan Stanley | EURO STOXX Banks (Price) Index | (926878) | FEDEF-1D | (40) bps | 12/28/2023 | (974289) | (47411) |
| Goldman Sachs | GS Swap GSCBERE1 Basket Index<sup>(a)</sup> | (1234057) | ESTR-1D | (50) bps | 01/03/2024 | (1234766) | (708) |
| Goldman Sachs | GS Swap GSCBHOMB Basket Index | (579142) | FEDEF-1D | (35) bps | 01/24/2024 | (580261) | (1119) |
| Goldman Sachs | GS Swap GSCBSADS Basket Index | (462117) | FEDEF-1D | (40) bps | 12/20/2023 | (476869) | (14753) |
| Goldman Sachs | Gscbsehk Basket Trs | 567321 | FEDEF-1D | 40 bps | 01/31/2024 | 566454 | (867) |
| Goldman Sachs | GS Swap GSCBSFOD Basket Index<sup>(a)</sup> | (734057) | FEDEF-1D | (35) bps | 12/13/2023 | (764775) | (30719) |
| Morgan Stanley | London Stock Exchange | 2147696 | FEDEF-1D | 50 bps | 06/06/2023 | 2120995 | (26701) |
| Morgan Stanley | MS Swap MSESMACH Basket Index<sup>(a)</sup> | 1164874 | ESTR-1D | 59 bps | 11/07/2023 | 1127332 | (37542) |
| Morgan Stanley | MS Swap MSJSYSBK Basket Index<sup>(a)</sup> | $766346 | MUTSC-1D | 50 bps | 12/15/2023 | $656642 | $(109704) |
| Morgan Stanley | MS Swap MSSECLVT Basket Index<sup>(a)</sup> | 1363680 | FEDEF-1D | 39 bps | 12/11/2023 | 1236496 | (127183) |
| Morgan Stanley | MS Swap MSSEEWT Basket Index<sup>(a)</sup> | (740558) | FEDEF-1D | (110) bps | 11/27/2023 | (837712) | (97154) |
| Morgan Stanley | MS Swap MSSENERGY Basket Index | (618468) | FEDEF-1D | (50) bps | 12/22/2023 | (624774) | (6307) |
| Morgan Stanley | MS Swap MSUKCONS Basket Index<sup>(a)</sup> | (809561) | SONIA-1D | (32) bps | 12/04/2023 | (885548) | (75987) |
| Morgan Stanley | Olympus Corp Npv | 970350 | FEDEF-1D | 50 bps | 02/13/2023 | 856770 | (113580) |
| Morgan Stanley | Partners Group Holding AG | 719773 | FEDEF-1D | 50 bps | 11/06/2023 | 701855 | (17919) |
| Morgan Stanley | Taiwan Semiconductor Manufacturing Co., Ltd. | 1225518 | FEDEF-1D | 95 bps | 12/15/2023 | 1148191 | (77327) |
| Morgan Stanley | Worldline SA/France | 1662384 | FEDEF-1D | 50 bps | 11/10/2023 | 1527848 | (134536) |
|  |  | $3880959 |  |  |  | $2948305 | $(932656) |
| TOTAL |  | $19395320 |  |  |  | $22347944 | $2952622 |

---

*ESTR-1D - Euro Short-Term Rate (Daily)* <br> *FEDEF-1D - Federal Funds Effective Rate (Daily)* <br> *SONIA-1D - Daily Sterling Overnight Index Average (Daily)*

<sup>(a)</sup> *See tables below for details of the equity basket holdings underlying the swaps.*

*The following table represents the equity basket holdings underlying the total return swap with GS Swap GSCBSECN Basket Index as of December 31, 2022.*

---

| | | | |
|:---|:---|:---|:---|
| **GS Swap GSCBSECN Basket Index** | **GS Swap GSCBSECN Basket Index** | **GS Swap GSCBSECN Basket Index** | **GS Swap GSCBSECN Basket Index** |
| **Description** | **Shares** | **Value** | **Percentage of Value** |
| Short Securities |  |  |  |
| Common Stocks |  |  |  |
| &nbsp;&nbsp;&nbsp;Academy Sports & Outdoors, Inc. | (1989) | (USD 104,481) | 13.04% |
| &nbsp;&nbsp;&nbsp;Floor & Decor Holdings, Inc. | (1851) | (128906) | 16.08% |
| &nbsp;&nbsp;&nbsp;Ralph Lauren Corp. | (1566) | (165491) | 20.65% |
| &nbsp;&nbsp;&nbsp;RH | (1208) | (322665) | 40.26% |
| &nbsp;&nbsp;&nbsp;Topgolf Callaway Brands Corp. | (4046) | (79913) | 9.97% |
| Common Stocks Total |  | (801456) | 100.00% |
| **Total Short Securities (US Dollars)** |  | **(801456)** |  |
| **Remaining Securities and Cash** |  | **11** |  |
| **Grand Total (US Dollars)** |  | **(USD 801,444)** |  |

---

The following table represents the equity basket holdings underlying the total return swap with GS Swap GSCBSXK1 Basket Index as of December 31, 2022.

---

| | | | |
|:---|:---|:---|:---|
| **GS Swap GSCBSXK1 Basket Index**<br>**Description** | <br>**Shares** | <br>**Value** | <br>**Percentage of Value** |
| Short Securities |  |  |  |
| Common Stocks |  |  |  |
| &nbsp;&nbsp;&nbsp;BT Group PLC | (30149) | (EUR 33,782) | 3.92% |
| &nbsp;&nbsp;&nbsp;Cellnex Telecom SA | (1280) | (39565) | 4.60% |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom AG | (2222) | (41414) | 4.82% |
| &nbsp;&nbsp;&nbsp;Elisa Oyj | (842) | (41651) | 4.84% |
| &nbsp;&nbsp;&nbsp;Freenet AG | (1989) | (40624) | 4.72% |
| &nbsp;&nbsp;&nbsp;Infrastrutture Wireless Italiane SpA | (4550) | (42837) | 4.98% |
| &nbsp;&nbsp;&nbsp;Koninklijke KPN NV | (14036) | (40565) | 4.72% |
| &nbsp;&nbsp;&nbsp;Millicom International Cellular SA | (297) | (39185) | 4.56% |
| &nbsp;&nbsp;&nbsp;Nokia Oyj | (9186) | (39746) | 4.62% |
| &nbsp;&nbsp;&nbsp;Orange SA | (4195) | (38931) | 4.53% |
| &nbsp;&nbsp;&nbsp;Proximus SADP | (3721) | (33471) | 3.89% |
| &nbsp;&nbsp;&nbsp;SES SA | (6922) | (42153) | 4.90% |
| &nbsp;&nbsp;&nbsp;Swisscom AG | (83) | (42145) | 4.90% |
| &nbsp;&nbsp;&nbsp;Tele2 AB | (400) | (34053) | 3.96% |
| &nbsp;&nbsp;&nbsp;Telecom Italia SpA/Milano | (219227) | (47419) | 5.52% |
| &nbsp;&nbsp;&nbsp;Telefonaktiebolaget LM Ericsson | (581) | (35378) | 4.11% |
| &nbsp;&nbsp;&nbsp;Telefonica Deutschland Holding AG | (18105) | (41697) | 4.85% |
| &nbsp;&nbsp;&nbsp;Telefonica SA | (11214) | (37961) | 4.42% |
| &nbsp;&nbsp;&nbsp;Telenor ASA | (385) | (35239) | 4.10% |
| &nbsp;&nbsp;&nbsp;Telia Co AB | (1185) | (31579) | 3.67% |
| &nbsp;&nbsp;&nbsp;Vantage Towers AG | (1535) | (49260) | 5.73% |
| &nbsp;&nbsp;&nbsp;Vodafone Group PLC | (37250) | (31379) | 3.64% |
| Common Stocks Total |  | (860034) | 100.00% |
| **Total Short Securities (Euros)** |  | **(860.034)** |  |
| &nbsp;&nbsp;&nbsp;12/30 USDEUR Spot Rate of | &nbsp;&nbsp;&nbsp;12/30 USDEUR Spot Rate of | 0.937 |  |
| **Grand Total (US Dollars)** |  | **(USD 917,517)** |  |

---

The following table represents the equity basket holdings underlying the total return swap with GS Swap GSEUINDS Basket Index as of December 31, 2022.

**GS Swap GSEUINDS Basket Index**

---

| | | | |
|:---|:---|:---|:---|
| **Description** | **Shares** | **Value** | **Percentage of Value** |
| Short Securities |  |  |  |
| Common Stocks |  |  |  |
| &nbsp;&nbsp;Aalberts NV | (126) | (EUR 4,550) | 0.39% |
| &nbsp;&nbsp;ABB Ltd | (2260) | (63419) | 5.40% |
| &nbsp;&nbsp;AddTech AB | (32) | (4790) | 0.41% |
| &nbsp;&nbsp;Adecco Group AG | (223) | (6805) | 0.58% |
| &nbsp;&nbsp;Aena SME SA | (99) | (11630) | 0.99% |
| &nbsp;&nbsp;Aeroports de Paris | (42) | (5215) | 0.44% |
| &nbsp;&nbsp;Airbus SE | (835) | (92752) | 7.89% |
| &nbsp;&nbsp;Alfa Laval AB | (36) | (10951) | 0.93% |
| &nbsp;&nbsp;Alfen N.V. | (26) | (2195) | 0.19% |
| &nbsp;&nbsp;Alstom SA | (452) | (10311) | 0.88% |
| &nbsp;&nbsp;ANDRITZ AG | (94) | (5022) | 0.43% |
| &nbsp;&nbsp;AP Moller - Maersk A/S | (1) | (13884) | 1.18% |
| &nbsp;&nbsp;Ashtead Group PLC | (708) | (33411) | 2.84% |
| &nbsp;&nbsp;Atlas Copco AB | (330) | (40637) | 3.46% |
| &nbsp;&nbsp;BAE Systems PLC | (5258) | (45012) | 3.83% |
| &nbsp;&nbsp;Beijer Ref AB | (33) | (4916) | 0.42% |
| &nbsp;&nbsp;Bollore SE | (1169) | (6104) | 0.52% |
| &nbsp;&nbsp;Bucher Industries AG | (10) | (3762) | 0.32% |
| &nbsp;&nbsp;Bunzl PLC | (545) | (15028) | 1.28% |
| &nbsp;&nbsp;CNH Industrial NV | (1423) | (21299) | 1.81% |
| &nbsp;&nbsp;Daimler Truck Holding AG | (684) | (19785) | 1.68% |
| &nbsp;&nbsp;Dassault Aviation SA | (33) | (5169) | 0.44% |
| &nbsp;&nbsp;DCC PLC | (163) | (6647) | 0.57% |
| &nbsp;&nbsp;Deutsche Post AG | (1380) | (48534) | 4.13% |
| &nbsp;&nbsp;Diploma PLC | (211) | (5849) | 0.50% |
| &nbsp;&nbsp;DKSH Holding AG | (51) | (3591) | 0.31% |
| &nbsp;&nbsp;DS Smith PLC | (2322) | (7466) | 0.64% |
| &nbsp;&nbsp;Elis SA | (298) | (4119) | 0.35% |
| &nbsp;&nbsp;Epiroc AB | (79) | (15089) | 1.28% |
| &nbsp;&nbsp;Ferguson PLC | (323) | (33708) | 2.87% |
| &nbsp;&nbsp;Flughafen Zurich AG | (31) | (4374) | 0.37% |
| &nbsp;&nbsp;GEA Group AG | (216) | (8237) | 0.70% |
| &nbsp;&nbsp;Georg Fischer AG | (122) | (6905) | 0.59% |
| &nbsp;&nbsp;Getlink SE | (541) | (8094) | 0.69% |
| &nbsp;&nbsp;Grafton Group PLC | (294) | (2316) | 0.20% |
| &nbsp;&nbsp;Halma PLC | (588) | (11615) | 0.99% |
| &nbsp;&nbsp;Hays PLC | (2993) | (3463) | 0.29% |
| &nbsp;&nbsp;Huhtamaki Oyj | (135) | (4314) | 0.37% |
| &nbsp;&nbsp;IMI PLC | (409) | (5274) | 0.45% |
| &nbsp;&nbsp;Inchcape PLC | (542) | (4441) | 0.38% |
| &nbsp;&nbsp;Indutrade AB | (32) | (6818) | 0.58% |
| &nbsp;&nbsp;International Distributions Services PLC | (1004) | (2138) | 0.18% |
| &nbsp;&nbsp;Interpump Group SpA | (112) | (4737) | 0.40% |
| &nbsp;&nbsp;Intertek Group PLC | (250) | (10093) | 0.86% |
| &nbsp;&nbsp;ISS A/S | (25) | (3661) | 0.31% |
| &nbsp;&nbsp;KION Group AG | (93) | (2487) | 0.21% |
| &nbsp;&nbsp;Knorr-Bremse AG | (90) | (4583) | 0.39% |
| &nbsp;&nbsp;Kongsberg Gruppen ASA | (12) | (5167) | 0.44% |
| &nbsp;&nbsp;Kuehne + Nagel International AG | (80) | (17123) | 1.46% |
| &nbsp;&nbsp;Legrand SA | (369) | (27601) | 2.35% |
| &nbsp;&nbsp;Leonardo SpA | (653) | (5261) | 0.45% |
| &nbsp;&nbsp;Lifco AB | (27) | (4650) | 0.40% |
| &nbsp;&nbsp;Metso Outotec Oyj | (957) | (9203) | 0.78% |
| &nbsp;&nbsp;Mondi PLC | (683) | (9633) | 0.82% |
| &nbsp;&nbsp;MTU Aero Engines AG | (75) | (15105) | 1.29% |
| &nbsp;&nbsp;Nexans SA | (41) | (3433) | 0.29% |
| &nbsp;&nbsp;Prysmian SpA | (364) | (12622) | 1.07% |
| &nbsp;&nbsp;QinetiQ Group PLC | (688) | (2457) | 0.21% |
| &nbsp;&nbsp;Randstad NV | (175) | (9959) | 0.85% |
| &nbsp;&nbsp;Rational AG | (8) | (4499) | 0.38% |
| &nbsp;&nbsp;Rexel SA | (328) | (6053) | 0.52% |
| &nbsp;&nbsp;Rheinmetall AG | (64) | (11903) | 1.01% |
| &nbsp;&nbsp;Rotork PLC | (1201) | (3681) | 0.31% |
| &nbsp;&nbsp;RS GROUP PLC | (741) | (6636) | 0.56% |
| &nbsp;&nbsp;Saab AB | (10) | (3915) | 0.33% |
| &nbsp;&nbsp;Sandvik AB | (136) | (25693) | 2.19% |
| &nbsp;&nbsp;Schindler Holding AG | (56) | (9708) | 0.83% |
| &nbsp;&nbsp;Securitas AB | (67) | (5813) | 0.49% |
| &nbsp;&nbsp;Serco Group PLC | (2135) | (3318) | 0.28% |
| &nbsp;&nbsp;SGS SA | (9) | (18736) | 1.59% |
| &nbsp;&nbsp;Siemens AG | (1052) | (136327) | 11.60% |
| &nbsp;&nbsp;SIG Group AG | (472) | (9539) | 0.81% |
| &nbsp;&nbsp;Smiths Group PLC | (592) | (9466) | 0.81% |
| &nbsp;&nbsp;Smurfit Kappa Group PLC | (345) | (11909) | 1.01% |
| &nbsp;&nbsp;Spectris PLC | (182) | (5452) | 0.46% |
| &nbsp;&nbsp;Spirax-Sarco Engineering PLC | (115) | (12205) | 1.04% |
| &nbsp;&nbsp;&nbsp;Teleperformance | (81) | (18136) | 1.54% |
| &nbsp;&nbsp;Thales SA | (152) | (18152) | 1.54% |
| &nbsp;&nbsp;&nbsp;TOMRA Systems ASA | (33) | (5388) | 0.46% |
| &nbsp;&nbsp;&nbsp;Travis Perkins PLC | (365) | (3244) | 0.28% |
| &nbsp;&nbsp;&nbsp;Trelleborg AB | (28) | (6811) | 0.58% |
| &nbsp;&nbsp;&nbsp;Valmet Oyj | (244) | (6131) | 0.52% |
| &nbsp;&nbsp;&nbsp;VAT Group AG | (37) | (9323) | 0.79% |
| &nbsp;&nbsp;&nbsp;Volvo AB | (201) | (37833) | 3.22% |
| &nbsp;&nbsp;&nbsp;Wartsila OYJ Abp | (752) | (5918) | 0.50% |
| &nbsp;&nbsp;&nbsp;Weir Group PLC/The | (395) | (6590) | 0.56% |
| &nbsp;&nbsp;&nbsp;Wise PLC | (965) | (5428) | 0.46% |
| Common Stocks Total |  | (1175221) | 100.00% |
| **Total Short Securities (Euros)** |  | **(1175221)** |  |
| 12/30 USDEUR Spot Rate of | 12/30 USDEUR Spot Rate of | 0.937 |  |
| **Grand Total (US Dollars)** |  | **(USD 1,254,311)** |  |

---

*The following table represents the equity basket holdings underlying the total return swap with BAML Swap MLSESEMI Basket Index as of December 31, 2022.*

---

| | | | |
|:---|:---|:---|:---|
| **BAML Swap MLSESEMI Basket Index**<br>**Description** |<br>**Shares** |<br>**Value** |<br>**Percentage of Value** |
| Short Securities <br> Common Stocks  |  |  |  |
| &nbsp;&nbsp;Applied Materials, Inc. | (2997) | (USD 291,882) | 32.43% |
| &nbsp;&nbsp;KLA Corp. | (829) | (312583) | 34.73% |
| &nbsp;&nbsp;Lam Research Corp. | (703) | (295571) | 32.84% |
| Common Stocks Total |  | (900037) | 100.00% |
| **Total Short Securities (US Dollars)** |  | **(900037)** |  |
| **Remaining Securities and Cash** |  | **4** |  |
| **Grand Total (US Dollars)** |  | **(USD 900,033)** |  |

---

***The following table represents the equity basket holdings underlying the total return swap with MS Swap MSKERING Basket Index as of December 31, 2022.***

---

| | | | |
|:---|:---|:---|:---|
| **MS Swap MSKERING Basket Index** | **MS Swap MSKERING Basket Index** | **MS Swap MSKERING Basket Index** | **MS Swap MSKERING Basket Index** |
| **Description** | **Shares** | **Value** | **Percentage of Value** |
| Short Securities |  |  |  |
| Common Stocks |  |  |  |
| &nbsp;&nbsp;&nbsp;Alten SA | (185) | (EUR 21,644) | 1.85% |
| &nbsp;&nbsp;&nbsp;ArcelorMittal SA | (897) | (22052) | 1.88% |
| &nbsp;&nbsp;&nbsp;B&M European Value Retail SA | (4820) | (22366) | 1.91% |
| &nbsp;&nbsp;&nbsp;Buzzi Unicem SpA | (1269) | (22847) | 1.94% |
| &nbsp;&nbsp;&nbsp;De' Longhi SpA | (1065) | (22351) | 1.91% |
| &nbsp;&nbsp;&nbsp;D'ieteren Group | (126) | (22614) | 1.93% |
| &nbsp;&nbsp;&nbsp;Elis SA | (1832) | (25323) | 2.16% |
| &nbsp;&nbsp;&nbsp;Hays PLC | (16376) | (21453) | 1.83% |
| &nbsp;&nbsp;&nbsp;HeidelbergCement AG | (432) | (23017) | 1.96% |
| &nbsp;&nbsp;&nbsp;ISS A/S | (1132) | (22421) | 1.91% |
| &nbsp;&nbsp;&nbsp;JD Sports Fashion PLC | (15883) | (22554) | 1.92% |
| &nbsp;&nbsp;&nbsp;Kering SA | (1517) | (721237) | 61.49% |
| &nbsp;&nbsp;&nbsp;Klepierre SA | (1026) | (22094) | 1.88% |
| &nbsp;&nbsp;&nbsp;Legrand SA | (286) | (21379) | 1.82% |
| &nbsp;&nbsp;&nbsp;ROCKWOOL A/S | (106) | (23334) | 1.99% |
| &nbsp;&nbsp;&nbsp;Royal Unibrew A/S | (353) | (23516) | 2.00% |
| &nbsp;&nbsp;&nbsp;Scout24 SE | (437) | (20514) | 1.75% |
| &nbsp;&nbsp;&nbsp;SSAB AB | (4267) | (21849) | 1.86% |
| &nbsp;&nbsp;&nbsp;TietoEVRY Oyj | (876) | (23238) | 1.98% |
| &nbsp;&nbsp;&nbsp;Trigano SA | (200) | (25525) | 2.18% |
| &nbsp;&nbsp;&nbsp;Voestalpine AG | (876) | (21713) | 1.85% |
| Common Stocks Total |  | (1173041) | 100.00% |
| **Total Short Securities (Euros)** |  | **(1173041)** |  |
| &nbsp;&nbsp;&nbsp;12/30 USDEUR Spot Rate of | &nbsp;&nbsp;&nbsp;12/30 USDEUR Spot Rate of | 0.937 |  |
| **Grand Total (US Dollars)** |  | **(USD 1,251,886)** |  |

---

*The following table represents the equity basket holdings underlying the total return swap with MS Swap MSESMACH Basket Index as of December 31, 2022.*

**MS Swap MSESMACH Basket Index**

---

| | | | |
|:---|:---|:---|:---|
| **Description** | **Shares** | **Value** | **Percentage of Value** |
| Long Securities |  |  |  |
| Common Stocks |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bayer AG | 18989 | EUR 917,718 | 86.88% |
| &nbsp;&nbsp;&nbsp;&nbsp;Brookfield Renewable Partners LP | 5840 | 138646 | 13.12% |
| Common Stocks Total |  | 1056364 | 100.00% |
| **Total Long Securities (Euros)**  |  | **1056364** |  |
| 12/30 USDEUR Spot Rate of | 12/30 USDEUR Spot Rate of | 0.937 |  |
| **Grand Total (US Dollars)**  |  | **USD 1,127,332** |  |

---

*The following table represents the equity basket holdings underlying the total return swap with MS Swap MSSEEWT Basket Index as of December 31, 2022.*

**MS Swap MSSEEWT Basket Index**

---

| | | | |
|:---|:---|:---|:---|
| **Description** | **Shares** | **Value** | **Percentage of Value** |
| Short Securities |  |  |  |
| Common Stocks  |  |  |  |
| &nbsp;&nbsp;&nbsp;Accton Technology Corp. | (592) | (USD 4,517) | 0.54% |
| &nbsp;&nbsp;&nbsp;Advantech Co., Ltd. | (835) | (8997) | 1.07% |
| &nbsp;&nbsp;&nbsp;Airtac International Group | (265) | (8024) | 0.96% |
| &nbsp;&nbsp;&nbsp;ASE Technology Holding Co., Ltd. | (5423) | (16595) | 1.98% |
| &nbsp;&nbsp;&nbsp;Asia Cement Corp. | (3485) | (4635) | 0.55% |
| &nbsp;&nbsp;&nbsp;ASMedia Technology, Inc. | (131) | (2846) | 0.34% |
| &nbsp;&nbsp;&nbsp;Asustek Computer, Inc. | (1295) | (11322) | 1.35% |
| &nbsp;&nbsp;&nbsp;AUO Corp. | (9775) | (4790) | 0.57% |
| &nbsp;&nbsp;&nbsp;Catcher Technology Co., Ltd. | (1419) | (7806) | 0.93% |
| &nbsp;&nbsp;&nbsp;Cathay Financial Holding Co., Ltd. | (9340) | (12142) | 1.45% |
| &nbsp;&nbsp;&nbsp;Chailease Holding Co., Ltd. | (1917) | (13537) | 1.62% |
| &nbsp;&nbsp;&nbsp;Chang Hwa Commercial Bank, Ltd. | (13130) | (7353) | 0.88% |
| &nbsp;&nbsp;&nbsp;Cheng Shin Rubber Industry Co., Ltd. | (4869) | (5356) | 0.64% |
| &nbsp;&nbsp;&nbsp;Chicony Electronics Co., Ltd. | (1879) | (5280) | 0.63% |
| &nbsp;&nbsp;&nbsp;China Development Financial Holding Corp. | (34572) | (14175) | 1.69% |
| &nbsp;&nbsp;&nbsp;China Steel Corp. | (19915) | (19318) | 2.31% |
| &nbsp;&nbsp;&nbsp;Chunghwa Telecom Co., Ltd. | (5928) | (21814) | 2.60% |
| &nbsp;&nbsp;&nbsp;Compal Electronics, Inc. | (10138) | (7604) | 0.91% |
| &nbsp;&nbsp;&nbsp;CTBC Financial Holding Co., Ltd. | (28282) | (20363) | 2.43% |
| &nbsp;&nbsp;&nbsp;Delta Electronics, Inc. | (3200) | (29828) | 3.56% |
| &nbsp;&nbsp;&nbsp;E.Sun Financial Holding Co., Ltd. | (17105) | (13342) | 1.59% |
| &nbsp;&nbsp;&nbsp;Eclat Textile Co., Ltd. | (361) | (5820) | 0.69% |
| &nbsp;&nbsp;&nbsp;Evergreen Marine Corp Taiwan, Ltd. | (3265) | (17306) | 2.07% |
| &nbsp;&nbsp;&nbsp;Far Eastern New Century Corp. | (7652) | (7958) | 0.95% |
| &nbsp;&nbsp;&nbsp;Far EasTone Telecommunications Co., Ltd. | (3652) | (7815) | 0.93% |
| &nbsp;&nbsp;&nbsp;Feng TAY Enterprise Co., Ltd. | (1105) | (7428) | 0.89% |
| &nbsp;&nbsp;&nbsp;First Financial Holding Co., Ltd. | (18879) | (16236) | 1.94% |
| &nbsp;&nbsp;&nbsp;Formosa Chemicals & Fibre Corp. | (4570) | (10465) | 1.25% |
| &nbsp;&nbsp;&nbsp;Formosa Petrochemical Corp. | (2408) | (6285) | 0.75% |
| &nbsp;&nbsp;&nbsp;Formosa Plastics Corp. | (6390) | (18019) | 2.15% |
| &nbsp;&nbsp;&nbsp;Foxconn Technology Co., Ltd. | (2929) | (4951) | 0.59% |
| &nbsp;&nbsp;&nbsp;Fubon Financial Holding Co., Ltd. | (12333) | (22569) | 2.69% |
| &nbsp;&nbsp;&nbsp;Giant Manufacturing Co., Ltd. | (686) | (4471) | 0.53% |
| &nbsp;&nbsp;&nbsp;Globalwafers Co., Ltd. | (409) | (5684) | 0.68% |
| &nbsp;&nbsp;&nbsp;Highwealth Construction Corp. | (3755) | (4920) | 0.59% |
| &nbsp;&nbsp;&nbsp;Hiwin Technologies Corp. | (642) | (3815) | 0.46% |
| &nbsp;&nbsp;&nbsp;Hon Hai Precision Industry Co., Ltd. | (18603) | (60460) | 7.22% |
| &nbsp;&nbsp;&nbsp;Hotai Motor Co., Ltd. | (535) | (10232) | 1.22% |
| &nbsp;&nbsp;&nbsp;Hua Nan Financial Holdings Co., Ltd. | (17905) | (13071) | 1.56% |
| &nbsp;&nbsp;&nbsp;Innolux Corp. | (18436) | (6637) | 0.79% |
| &nbsp;&nbsp;&nbsp;Inventec Corp. | (6131) | (5212) | 0.62% |
| &nbsp;&nbsp;&nbsp;Largan Precision Co., Ltd. | (214) | (14232) | 1.70% |
| &nbsp;&nbsp;&nbsp;Lite-On Technology Corp. | (4411) | (9175) | 1.10% |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;Mega Financial Holding Co., Ltd. | (17973) | (17794) | 2.12% |
| &nbsp;&nbsp;&nbsp;Micro-Star International Co., Ltd. | (1672) | (6505) | 0.78% |
| &nbsp;&nbsp;&nbsp;Nan Ya Plastics Corp. | (8113) | (18740) | 2.24% |
| &nbsp;&nbsp;&nbsp;Nanya Technology Corp. | (3192) | (5331) | 0.64% |
| &nbsp;&nbsp;&nbsp;Nien Made Enterprise Co., Ltd. | (409) | (3914) | 0.47% |
| &nbsp;&nbsp;&nbsp;Novatek Microelectronics Corp. | (996) | (10228) | 1.22% |
| &nbsp;&nbsp;&nbsp;Oneness Biotech Co., Ltd. | (659) | (5268) | 0.63% |
| &nbsp;&nbsp;&nbsp;Pegatron Corp. | (2568) | (5316) | 0.63% |
| &nbsp;&nbsp;&nbsp;Phison Electronics Corp. | (409) | (4189) | 0.50% |
| &nbsp;&nbsp;&nbsp;Pou Chen Corp. | (6640) | (7371) | 0.88% |
| &nbsp;&nbsp;&nbsp;Powertech Technology, Inc. | (1881) | (4852) | 0.58% |
| &nbsp;&nbsp;&nbsp;President Chain Store Corp. | (996) | (8817) | 1.05% |
| &nbsp;&nbsp;&nbsp;Quanta Computer, Inc. | (4871) | (11447) | 1.37% |
| &nbsp;&nbsp;&nbsp;Realtek Semiconductor Corp. | (852) | (7786) | 0.93% |
| &nbsp;&nbsp;&nbsp;Ruentex Development Co., Ltd. | (7544) | (10636) | 1.27% |
| &nbsp;&nbsp;&nbsp;Shanghai Commercial & Savings Bank, Ltd. | (7399) | (10581) | 1.26% |
| &nbsp;&nbsp;&nbsp;Shin Kong Financial Holding Co., Ltd. | (27516) | (7980) | 0.95% |
| &nbsp;&nbsp;&nbsp;SinoPac Financial Holdings Co., Ltd. | (18393) | (9932) | 1.19% |
| &nbsp;&nbsp;&nbsp;Synnex Technology International Corp. | (3903) | (7534) | 0.90% |
| &nbsp;&nbsp;&nbsp;Taishin Financial Holding Co., Ltd. | (23183) | (11360) | 1.36% |
| &nbsp;&nbsp;&nbsp;Taiwan Business Bank | (19693) | (8271) | 0.99% |
| &nbsp;&nbsp;&nbsp;Taiwan Cement Corp. | (6684) | (7285) | 0.87% |
| &nbsp;&nbsp;&nbsp;Taiwan Cooperative Financial Holding Co., Ltd. | (18200) | (15470) | 1.85% |
| &nbsp;&nbsp;&nbsp;Taiwan High Speed Rail Corp. | (6179) | (5808) | 0.69% |
| &nbsp;&nbsp;&nbsp;Taiwan Mobile Co., Ltd. | (3190) | (9826) | 1.17% |
| &nbsp;&nbsp;&nbsp;Unimicron Technology Corp. | (2667) | (10402) | 1.24% |
| &nbsp;&nbsp;&nbsp;Uni-President Enterprises Corp. | (7654) | (16610) | 1.98% |
| &nbsp;&nbsp;&nbsp;United Microelectronics Corp. | (19661) | (25953) | 3.10% |
| &nbsp;&nbsp;&nbsp;Vanguard International Semiconductor Corp. | (1881) | (4741) | 0.57% |
| &nbsp;&nbsp;&nbsp;Walsin Technology Corp. | (854) | (2195) | 0.26% |
| &nbsp;&nbsp;&nbsp;Win Semiconductors Corp. | (662) | (2938) | 0.35% |
| &nbsp;&nbsp;&nbsp;Winbond Electronics Corp. | (10139) | (6489) | 0.77% |
| &nbsp;&nbsp;&nbsp;Wistron Corp. | (7146) | (6860) | 0.82% |
| &nbsp;&nbsp;&nbsp;Wiwynn Corp. | (253) | (6561) | 0.78% |
| &nbsp;&nbsp;&nbsp;WPG Holdings, Ltd. | (4411) | (6881) | 0.82% |
| &nbsp;&nbsp;&nbsp;Yageo Corp. | (332) | (4877) | 0.58% |
| &nbsp;&nbsp;&nbsp;Yuanta Financial Holding Co., Ltd. | (18156) | (12891) | 1.54% |
| &nbsp;&nbsp;&nbsp;Zhen Ding Technology Holding, Ltd. | (1672) | (5719) | 0.68% |
| Common Stocks Total |  | (837756) | 100.00% |
| **Total Short Securities (US Dollars)** |  | **(837756)** |  |
| **Remaining Securities and Cash** |  | **44** |  |
| **Grand Total (US Dollars)** |  | **(USD 837,712)** |  |

---

*The following table represents the equity basket holdings underlying the total return swap with MS Swap MSUKCONS Basket Index as of December 31, 2022.*

**MS Swap MSUKCONS Basket Index** 

---

| | | | |
|:---|:---|:---|:---|
| **Description** | **Shares** | **Value** | **Percentage of Value** |
| Short Securities |  |  |  |
| Common Stocks |  |  |  |
| &nbsp;&nbsp;&nbsp;Associated British Foods PLC | (26286) | (GBP 414,796) | 56.19% |
| &nbsp;&nbsp;&nbsp;Dunelm Group PLC | (1059) | (10365) | 1.40% |
| &nbsp;&nbsp;&nbsp;Frasers Group PLC | (2001) | (14207) | 1.93% |
| &nbsp;&nbsp;&nbsp;Kingfisher PLC | (63924) | (151501) | 20.52% |
| &nbsp;&nbsp;&nbsp;Next PLC | (2522) | (147305) | 19.96% |
| Common Stocks Total |  | (738174) | 100.00% |
| **Total Short Securities (British Pounds)** |  | **(738174)** |  |
| 12/30 USDGBP Spot Rate of | 12/30 USDGBP Spot Rate of | 0.834 |  |
| **Grand Total (US Dollars)** |  | **(USD 885,548)** |  |

---

*The following table represents the equity basket holdings underlying the total return swap with GS Swap GSCBERE1 Basket Index as of December 31, 2022.*

**GS Swap GSCBERE1 Basket Index**

---

| | | | |
|:---|:---|:---|:---|
| **Description** | **Shares** | **Value** | **Percentage of Value** |
| Short Securities |  |  |  |
| Common Stocks |  |  |  |
| &nbsp;&nbsp;&nbsp;Alten SA | (222) | (EUR 25,888) | 2.24% |
| &nbsp;&nbsp;&nbsp;ArcelorMittal SA | (2376) | (58382) | 5.04% |
| &nbsp;&nbsp;&nbsp;B&M European Value Retail SA | (6375) | (26220) | 2.27% |
| &nbsp;&nbsp;&nbsp;Buzzi Unicem SpA | (5852) | (105342) | 9.11% |
| &nbsp;&nbsp;&nbsp;Carlsberg AS | (88) | (81381) | 7.03% |
| &nbsp;&nbsp;&nbsp;De' Longhi SpA | (1562) | (32771) | 2.83% |
| &nbsp;&nbsp;&nbsp;D'ieteren Group | (150) | (26863) | 2.32% |
| &nbsp;&nbsp;&nbsp;Elis SA | (3611) | (49902) | 4.31% |
| &nbsp;&nbsp;&nbsp;Hays PLC | (22063) | (25527) | 2.21% |
| &nbsp;&nbsp;&nbsp;HeidelbergCement AG | (2008) | (106990) | 9.25% |
| &nbsp;&nbsp;&nbsp;ISS A/S | (434) | (63944) | 5.53% |
| &nbsp;&nbsp;&nbsp;JD Sports Fashion PLC | (20905) | (26372) | 2.28% |
| &nbsp;&nbsp;&nbsp;Klepierre SA | (1535) | (33038) | 2.86% |
| &nbsp;&nbsp;&nbsp;Legrand SA | (1140) | (85259) | 7.37% |
| &nbsp;&nbsp;&nbsp;ROCKWOOL A/S | (17) | (27261) | 2.36% |
| &nbsp;&nbsp;&nbsp;Royal Unibrew A/S | (83) | (41012) | 3.54% |
| &nbsp;&nbsp;&nbsp;Scout24 SE | (514) | (24117) | 2.08% |
| &nbsp;&nbsp;&nbsp;Securitas AB | (1131) | (98354) | 8.50% |
| &nbsp;&nbsp;&nbsp;SSAB AB | (1007) | (57333) | 4.96% |
| &nbsp;&nbsp;&nbsp;TietoEVRY Oyj | (1037) | (27509) | 2.38% |
| &nbsp;&nbsp;&nbsp;Trigano SA | (394) | (50282) | 4.34% |
| &nbsp;&nbsp;&nbsp;Voestalpine AG | (3359) | (83230) | 7.19% |
| Common Stocks Total |  | (1156978) | 100.00% |
| **Total Short Securities (Euros)** |  | **(1156978)** |  |
| 12/30 USDEUR Spot Rate of | 12/30 USDEUR Spot Rate of | 0.937 |  |
| **Grand Total (US Dollars)** |  | **(USD 1,234,766)** |  |

---

*The following table represents the equity basket holdings underlying the total return swap with GS Swap GSCBSFOD Basket Index as of December 31, 2022.*

**GS Swap GSCBSFOD Basket Index**

---

| | | | |
|:---|:---|:---|:---|
| **Description** | **Shares** | **Value** | **Percentage of Value** |
| Short Securities |  |  |  |
| Common Stocks |  |  |  |
| &nbsp;&nbsp;&nbsp;Campbell Soup Co. | (2466) | (USD 139,918) | 18.30% |
| &nbsp;&nbsp;&nbsp;General Mills, Inc. | (1566) | (131319) | 17.17% |
| &nbsp;&nbsp;&nbsp;Hershey Co./The | (551) | (127543) | 16.68% |
| &nbsp;&nbsp;&nbsp;Kellogg Co. | (1755) | (125019) | 16.35% |
| &nbsp;&nbsp;&nbsp;Mondelez International, Inc. | (1918) | (127836) | 16.71% |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | (1479) | (113106) | 14.79% |
| Common Stocks Total |  | (764740) | 100.00% |
| **Total Short Securities (US Dollars)** |  | **(764740)** |  |
| **Remaining Securities and Cash** |  | **(35)** |  |
| **Grand Total (US Dollars)** |  | **(USD 764,775)** |  |

---

*The following table represents the equity basket holdings underlying the total return swap with MS Swap MSJSYSBK Basket Index as of December 31, 2022.*

**MS Swap MSJSYSBK Basket Index**

---

| | | | |
|:---|:---|:---|:---|
| **Description** | **Shares** | **Value** | **Percentage of Value** |
| Long Securities |  |  |  |
| Common Stocks |  |  |  |
| &nbsp;&nbsp;&nbsp;Ajinomoto Co., Inc. | 450 | JPY 1,814,202 | 2.09% |
| &nbsp;&nbsp;&nbsp;Asahi Intecc Co., Ltd. | 721 | 1560033 | 1.80% |
| &nbsp;&nbsp;&nbsp;Daikin Industries, Ltd. | 80 | 1612883 | 1.86% |
| &nbsp;&nbsp;&nbsp;FANUC Corp. | 90 | 1786263 | 2.06% |
| &nbsp;&nbsp;&nbsp;Hoya Corp. | 124 | 1569517 | 1.81% |
| &nbsp;&nbsp;&nbsp;Justsystems Corp. | 19545 | 55059068 | 63.55% |
| &nbsp;&nbsp;&nbsp;Kose Corp. | 129 | 1865677 | 2.15% |
| &nbsp;&nbsp;&nbsp;M3, Inc. | 391 | 1397530 | 1.61% |
| &nbsp;&nbsp;&nbsp;MISUMI Group, Inc. | 553 | 1593053 | 1.84% |
| &nbsp;&nbsp;&nbsp;Murata Manufacturing Co., Ltd. | 240 | 1581262 | 1.83% |
| &nbsp;&nbsp;&nbsp;Nippon Paint Holdings Co., Ltd. | 1772 | 1841484 | 2.13% |
| &nbsp;&nbsp;&nbsp;Omron Corp. | 252 | 1612925 | 1.86% |
| &nbsp;&nbsp;&nbsp;Seven & i Holdings Co., Ltd. | 343 | 1940103 | 2.24% |
| &nbsp;&nbsp;&nbsp;Shimadzu Corp. | 442 | 1655822 | 1.91% |
| &nbsp;&nbsp;&nbsp;SMC Corp. | 27 | 1521197 | 1.76% |
| &nbsp;&nbsp;&nbsp;Sony Group Corp. | 160 | 1609068 | 1.86% |
| &nbsp;&nbsp;&nbsp;Terumo Corp. | 456 | 1708683 | 1.97% |
| &nbsp;&nbsp;&nbsp;Trend Micro, Inc./Japan | 266 | 1635463 | 1.89% |
| &nbsp;&nbsp;&nbsp;Yaskawa Electric Corp. | 407 | 1718852 | 1.98% |
| &nbsp;&nbsp;&nbsp;Yokogawa Electric Corp. | 740 | 1557355 | 1.80% |
| Common Stocks Total |  | 86640440 | 100.00% |
| **Total Long Securities (Japanese Yen)** |  | **86640440** |  |
| 12/30 USDJPY Spot Rate of | 12/30 USDJPY Spot Rate of | 131.945 |  |
| **Grand Total (US Dollars)** |  | **USD 656,642** |  |

---

*The following table represents the equity basket holdings underlying the total return swap with MS Swap MSSECLVT Basket Index as of December 31, 2022.*

**MS Swap MSSECLVT Basket Index**

---

| | | | |
|:---|:---|:---|:---|
| **Description** | **Shares** | **Value** | **Percentage of Value** |
| Long Securities |  |  |  |
| Common Stocks |  |  |  |
| &nbsp;&nbsp;&nbsp;Assa Abloy AB | 1015 | USD 21,799 | 1.76% |
| &nbsp;&nbsp;&nbsp;Capgemini SE | 130 | 21568 | 1.74% |
| &nbsp;&nbsp;&nbsp;CHR Hansen Holding A/S | 375 | 26861 | 2.17% |
| &nbsp;&nbsp;&nbsp;Clarivate PLC | 90058 | 751084 | 60.74% |
| &nbsp;&nbsp;&nbsp;Coloplast A/S | 188 | 21877 | 1.77% |
| &nbsp;&nbsp;&nbsp;Compass Group PLC | 1050 | 24233 | 1.96% |
| &nbsp;&nbsp;&nbsp;Dassault Systemes SE | 623 | 22267 | 1.80% |
| &nbsp;&nbsp;&nbsp;Deutsche Boerse AG | 139 | 23934 | 1.94% |
| &nbsp;&nbsp;&nbsp;Diageo PLC | 529 | 23232 | 1.88% |
| &nbsp;&nbsp;&nbsp;EssilorLuxottica SA | 132 | 23788 | 1.92% |
| &nbsp;&nbsp;&nbsp;Heineken NV | 264 | 24729 | 2.00% |
| &nbsp;&nbsp;&nbsp;Hexagon AB | 1979 | 20701 | 1.67% |
| &nbsp;&nbsp;&nbsp;Kerry Group PLC | 243 | 21810 | 1.76% |
| &nbsp;&nbsp;&nbsp;L'Oreal SA | 67 | 23862 | 1.93% |
| &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton SE | 33 | 23973 | 1.94% |
| &nbsp;&nbsp;&nbsp;Merck KGaA | 128 | 24619 | 1.99% |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA | 122 | 23847 | 1.93% |
| &nbsp;&nbsp;&nbsp;Sika AG | 88 | 21044 | 1.70% |
| &nbsp;&nbsp;&nbsp;Sonova Holding AG | 90 | 21423 | 1.73% |
| &nbsp;&nbsp;&nbsp;Straumann Holding AG | 200 | 22873 | 1.85% |
| &nbsp;&nbsp;&nbsp;Unilever PLC | 484 | 24361 | 1.97% |
| &nbsp;&nbsp;&nbsp;Wolters Kluwer NV | 219 | 22861 | 1.85% |
| Common Stocks Total |  | 1236747 | 100.00% |
| **Total Long Securities (US Dollars)** |  | **1236747** |  |
| **Remaining Securities and Cash** |  | **(251)** |  |
| **Grand Total (US Dollars)** |  | **USD 1,236,496** |  |

---

*The following table represents the equity basket holdings underlying the total return swap with MS Swap MSCBUTES Basket Index as of December 31, 2022.* 

 

**MS Swap MSCBUTES Basket Index**

---

| | | | |
|:---|:---|:---|:---|
| **Description** | **Shares** | **Value** | **Percentage of Value** |
| Short Securities |  |  |  |
| Common Stocks |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Enagas SA | (9401) | (EUR 145,994) | 25.67% |
| &nbsp;&nbsp;&nbsp;&nbsp;Red Electrica Corp SA | (26001) | (422773) | 74.34% |
| Common Stocks Total |  | (568766) | 100.00% |
| **Total Short Securities (Euros)** |  | **(568766)** |  |
|  | 12/30 USDEUR Spot Rate of | 0.937 |  |
| **Grand Total (US Dollars)** |  | **(USD 606,986)** |  |

---

*See accompanying Notes to Schedule of Investments.*

---

| | | |
|:---|:---|:---|
| **Securities Sold Short**<sup>(a)</sup> | **Shares** | **Fair Value** |
| **Common Stocks (32.03%)** | **Common Stocks (32.03%)** | **Common Stocks (32.03%)** |
| **Bermuda (0.34)%** | **Bermuda (0.34)%** | **Bermuda (0.34)%** |
| &nbsp;&nbsp;&nbsp;&nbsp;Triton International, Ltd. | (3217) | $(221265) |
| **Canada (0.52)%** | **Canada (0.52)%** | **Canada (0.52)%** |
| &nbsp;&nbsp;&nbsp;&nbsp;Metro, Inc./CN | (2966) | (164110) |
| &nbsp;&nbsp;&nbsp;&nbsp;Saputo, Inc. | (6934) | (171540) |
|  |  | (335650) |
| **Denmark (0.74)%** | **Denmark (0.74)%** | **Denmark (0.74)%** |
| &nbsp;&nbsp;&nbsp;&nbsp;A P Moller-Maersk A/S | (212) | (475246) |
| **France (1.06)%** | **France (1.06)%** | **France (1.06)%** |
| &nbsp;&nbsp;&nbsp;&nbsp;Alstom SA | (2667) | (64954) |
| &nbsp;&nbsp;&nbsp;&nbsp;Remy Cointreau SA | (3673) | (617793) |
|  |  | (682747) |
| **Germany (3.14)%** | **Germany (3.14)%** | **Germany (3.14)%** |
| &nbsp;&nbsp;&nbsp;&nbsp;Brenntag SE | (12981) | (827359) |
| &nbsp;&nbsp;&nbsp;&nbsp;HelloFresh SE | (8229) | (180303) |
| &nbsp;&nbsp;&nbsp;&nbsp;KION Group AG | (9032) | (258047) |
| &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG | (11707) | (767149) |
|  |  | (2032858) |
| **Great Britain (3.46)%** | **Great Britain (3.46)%** | **Great Britain (3.46)%** |
| &nbsp;&nbsp;&nbsp;&nbsp;Amcor PLC | (66465) | (791598) |
| &nbsp;&nbsp;&nbsp;&nbsp;Ferguson PLC | (2597) | (329741) |
| &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental Hotels Group | (3711) | (211770) |
| &nbsp;&nbsp;&nbsp;&nbsp;International Consolidated Airlines Group SA | (57410) | (85522) |
| &nbsp;&nbsp;&nbsp;&nbsp;Intertek Group PLC | (1409) | (68372) |
| &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group PLC | (895390) | (489095) |
| &nbsp;&nbsp;&nbsp;&nbsp;Rio Tinto PLC | (3808) | (265586) |
|  |  | (2241684) |
| **Japan (4.37)%** | **Japan (4.37)%** | **Japan (4.37)%** |
| &nbsp;&nbsp;&nbsp;&nbsp;Daifuku Co., Ltd. | (5350) | (250582) |
| &nbsp;&nbsp;&nbsp;&nbsp;MISUMI Group, Inc. | (4430) | (96661) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nippon Yusen KK | (72880) | (1717813) |
| &nbsp;&nbsp;&nbsp;&nbsp;Shimano, Inc. | (4771) | (756446) |
|  |  | (2821502) |
| **Netherlands (3.15)%** | **Netherlands (3.15)%** | **Netherlands (3.15)%** |
| &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize NV | (5757) | (164909) |
| &nbsp;&nbsp;&nbsp;&nbsp;Randstad NV | (20574) | (1250704) |
| &nbsp;&nbsp;&nbsp;&nbsp;STMicroelectronics NV | (17573) | (618814) |
|  |  | (2034427) |
| **Sweden (3.32)%** | **Sweden (3.32)%** | **Sweden (3.32)%** |
| &nbsp;&nbsp;&nbsp;&nbsp;Atlas Copco AB | (33488) | (357072) |
| &nbsp;&nbsp;&nbsp;&nbsp;Axfood AB | (7535) | (206752) |
| &nbsp;&nbsp;&nbsp;&nbsp;EQT AB | (28530) | (604033) |
| &nbsp;&nbsp;&nbsp;&nbsp;H & M Hennes & Mauritz AB, Class B | (90599) | (975942) |
|  |  | (2143799) |
| **Switzerland (4.05)%** | **Switzerland (4.05)%** | **Switzerland (4.05)%** |
| &nbsp;&nbsp;&nbsp;&nbsp;ABB, Ltd. | (13525) | (410194) |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| **Switzerland (continued)** | **Switzerland (continued)** | **Switzerland (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;Cie Financiere Richemont SA, Class A | (4479) | $(580450) |
| &nbsp;&nbsp;&nbsp;&nbsp;Kuehne + Nagel International AG | (2217) | (515671) |
| &nbsp;&nbsp;&nbsp;&nbsp;Lonza Group AG | (577) | (282575) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nestle SA | (3179) | (368135) |
| &nbsp;&nbsp;&nbsp;&nbsp;Swisscom AG | (837) | (458305) |
|  |  | (2615330) |
| **Taiwan (0.52)%** | **Taiwan (0.52)%** | **Taiwan (0.52)%** |
| &nbsp;&nbsp;&nbsp;&nbsp;United Microelectronics Corp., Sponsored ADR | (51494) | (336256) |
| **United States (7.36)%** | **United States (7.36)%** | **United States (7.36)%** |
| &nbsp;&nbsp;&nbsp;&nbsp;AutoNation, Inc. | (4210) | (451733) |
| &nbsp;&nbsp;&nbsp;&nbsp;Brunswick Corp. | (7939) | (572243) |
| &nbsp;&nbsp;&nbsp;&nbsp;Camping World Holdings, Inc., Class A | (9755) | (217732) |
| &nbsp;&nbsp;&nbsp;&nbsp;Clorox Co. | (2029) | (284730) |
| &nbsp;&nbsp;&nbsp;&nbsp;CSX Corp. | (5679) | (175935) |
| &nbsp;&nbsp;&nbsp;&nbsp;Installed Building Products, Inc. | (4903) | (419697) |
| &nbsp;&nbsp;&nbsp;&nbsp;JB Hunt Transport Services, Inc. | (3685) | (642517) |
| &nbsp;&nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | (2283) | (309917) |
| &nbsp;&nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | (463) | (114092) |
| &nbsp;&nbsp;&nbsp;&nbsp;Textainer Group Holdings, Ltd. | (22468) | (696733) |
| &nbsp;&nbsp;&nbsp;&nbsp;Thor Industries, Inc. | (4762) | (359483) |
| &nbsp;&nbsp;&nbsp;&nbsp;Winnebago Industries, Inc. | (9741) | (513351) |
|  |  | (4758163) |
| **Total Common Stocks** | **Total Common Stocks** | **Total Common Stocks** |
| **(Proceeds $20,688,273)** |  | $**(20698927)** |
| **Exchange Traded Funds (3.22%)** | **Exchange Traded Funds (3.22%)** | **Exchange Traded Funds (3.22%)** |
| &nbsp;&nbsp;&nbsp;&nbsp;Invesco DB US Dollar Index Bullish Fund | (46025) | (1279955) |
| &nbsp;&nbsp;&nbsp;&nbsp;WisdomTree India Earnings Fund | (24634) | (802822) |
| **Total Exchange Traded Funds** | **Total Exchange Traded Funds** | **Total Exchange Traded Funds** |
| **(Proceeds $2,240,321)** |  | $**(2082777)** |
| **Total Securities Sold Short (35.25%)** | **Total Securities Sold Short (35.25%)** | **Total Securities Sold Short (35.25%)** |
| **(Proceeds $22,928,594)** |  | $**(22781704)** |

---

**CPG Cooper Square International Equity, LLC**

**Notes to Schedule of Investments (Unaudited)<br> December 31, 2022**

The following is a summary of significant accounting policies followed by CPG Cooper Square International Equity, LLC (the "Fund") in the preparation of its Schedule of Investments. These policies are in conformity with accounting principles generally accepted in the United States of America ("U.S. GAAP").

The Fund values its investments in investment funds at fair value in accordance with FASB ASC 820, Fair Value Measurement ("ASC 820").

ASC 820 defines fair value as the value that the Fund would receive to sell an investment or pay to transfer a liability in a timely transaction with an independent buyer in the principal market, or in the absence of a principal market, the most advantageous market for the investment or liability. ASC 820 establishes a three-level hierarchy for fair value measurements based upon the transparency of inputs to the valuation of an asset or liability. Inputs may be observable or unobservable and refer broadly to the assumptions that market participants would use in pricing the asset or liability. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from sources independent of the Fund. Unobservable inputs reflect the Fund's own assumptions about the assumptions that market participants would use in valuing the asset or liability developed based on the best information available in the circumstances. Each investment is assigned a level based upon the observation of the inputs which are significant to the overall valuation.

The three-tier hierarchy of inputs is summarized below:

● Level 1 — unadjusted quoted prices in active markets for identical financial instruments that the reporting entity has the ability to access at the measurement date.

● Level 2 — inputs other than quoted prices included within Level 1 that are observable for the financial instrument, either directly or indirectly. Level 2 inputs also include quoted prices for similar assets and liabilities in active markets, and quoted prices for identical or similar assets and liabilities in markets that are not active.

● Level 3 — significant unobservable inputs for the financial instrument (including management's own assumptions in determining the fair value of investments).

Equity securities, including both long and short positions, are generally valued at the last composite close price on the Valuation Date. If an equity trades on multiple exchanges, the security will be valued at the closing price from the U.S. exchange that the security last traded on before or at the close of the Valuation Date. Publicly-traded foreign equity securities are valued at the last trade price on the securities exchange or national securities market on which such securities primarily are traded (the "primary market") during regular trading hours on the Valuation Date. Such securities generally are categorized as Level 1 securities. If there are no such trades in the security on the Valuation Date, the security will be valued at the last bid (for long positions) or last ask (for short positions). Debt securities will generally be valued, to the extent possible by an independent pricing service who provides evaluated prices using a variety of inputs, models and assumptions. These securities will be categorized as Level 2 securities. If there is no trade or bid/ask on the previous day, the security will be fair valued. Equity-linked instruments, such as total return swaps, are valued based on the value of the underlying reference asset(s) and the terms of the instrument (e.g., an interest rate) to approximate what the Fund would receive on a current termination of the instrument. Such reference asset(s) are valued in accordance with the applicable provisions of the Valuation Procedures. Such securities will generally be categorized as Level 2 securities.

The following table represents the inputs used to value the investments at fair value within the valuation hierarchy as of December 31, 2022:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities at Value** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Common Stocks | 48742596 |  |  | 48742596 |
| Call Options Purchased | 64435 | – | – | 64435 |
| TOTAL | $48807031 | $– | $– | $48807031 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Total Return Swap Contracts<sup>(a)</sup> |  | 3885278 |  | 3885278 |
| **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
| Securities Sold Short |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Common Stocks | (20698927) |  |  | (20698927) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Exchange Traded Funds | (2082777) |  |  | (2082777) |
| Total Return Swap Contracts<sup>(a)</sup> | – | (932656) | – | (932656) |
| TOTAL | $(22781704) | 2952622 | $– | (19829082) |

---

*<sup>(a)</sup>* *Swap contracts are reported at their unrealized appreciation/(depreciation) at measurement date, which represents the change in the contract's value from trade date.*

The Fund did not have any securities that used significant unobservable inputs (Level 3) in determining fair value, and there were no transfers into or out of Level 3, during the period.

**Derivative Instruments:** The Fund is permitted to and also enters into various types of derivative contracts. In doing so, the Fund will employ strategies in differing combinations to permit them to increase, decrease, or change the level or type of exposure to market factors. Central to those strategies are features inherent to derivatives that make them more attractive for this purpose than equity securities; they require little or no initial cash investment, they can focus exposure on only certain selected risk factors and they may not require the ultimate receipt or delivery of the underlying security (or securities) to the contract. This may allow the Fund to pursue its objective more quickly and efficiently than if it were to make direct purchases or sales of securities capable of affecting a similar response to market factors.

The Fund's use of derivatives can result in losses due to unanticipated changes in the overall market. In instances where the Fund is using derivatives to decrease, or hedge, exposure to market risk factors for securities held by the Fund, there are also risks that those derivatives may not perform as expected resulting in losses for the combined or hedged positions.

Derivatives have little or no initial cash investment relative to their market value exposure and therefore can produce significant gains or losses in excess of their cost. This use of embedded leverage allows the Fund to increase its market value exposure relative to its net assets and can substantially increase the volatility of the Fund's performance.

Additional associated risks from investing in derivatives also exist and potentially could have significant effects on the valuation of the derivative and the Fund. Typically, the associated risks are not the risks that the Fund is attempting to increase or decrease exposure to, per its investment objectives, but are the additional risks from investing in derivatives.

These associated risks are liquidity risk, which is the risk that the Fund will not be able to sell the derivative in the open market in a timely manner, and credit risk, which is the risk that the counterparty will not fulfill its obligation to the Fund.

**Total Return Swap Contracts:** The Fund entered into total return contracts as of December 31, 2022. Total return swap contracts are exposed to the market risk factor of the specific underlying financial instrument or index. Total return swaps are less standard in structure than other types of swaps and can isolate and/or include multiple types of market risk factors including equity risk, credit risk, and interest rate risk.

A total return swap is an agreement between counterparties to exchange periodic payments based on the value of asset or non-asset references. Generally, upon entering into a total return swap no amount is recorded.

The Fund may enter into total return swaps on various equity securities or indexes to increase or decrease exposure to equity risk. These equity risk related total return swaps require the Fund to pay or receive a floating reference interest rate, and an amount equal to the opposite price movement of securities or an index (expressed as a percentage) multiplied by the notional amount of the contract. Equity leg payments equal to the positive price movement of the same securities or index (expressed as a percentage) multiplied by the notional amount of the contract and, in some cases, dividends paid on the securities. Reference leg payments equal a floating reference interest rate and an amount equal to the negative price movement of the same securities or index (expressed as a percentage) multiplied by the notional amount of the contract.

The Fund may enter into total return swaps to increase or decrease exposure to the credit risk of various indexes or basket of securities. These credit risk related total return swaps require the Fund to make or receive payments to or from the counterparty based on the movement of credit spreads on the related indexes or securities.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** CPG COOPER SQUARE INTERNATIONAL EQUITY LLC

- **b. Investment Company Act file number:** 811-23590

- **c. CIK number of Registrant:** 0001818255

- **d. LEI of Registrant:** 549300G6DP4PVP05MJ42

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

  - **Street Address 1:** 125 W 55TH ST

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

  - **Telephone number:** 2123179200

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

- **a. Name of Series:** CPG Cooper Square International Equity LLC

- **c. LEI of Series:** 549300G6DP4PVP05MJ42

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

- **a. Date of fiscal year-end:** 2023-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $135937609.20

**Total Liabilities:** $71309633.01

**Net Assets:** $64627976.19

**Cash Not Reported:** $35790240.33

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 2.11%                | 7.31%                | -2.74%               |
| Class ID N/A | 2.15%                | 7.37%                | -2.68%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-938892.85              | $1794948.09                                |
| Month 2  | $-4306424.68             | $6358950.81                                |
| Month 3  | $-563972.25              | $16042.16                                  |

**Designated Index Information**

- **Index Name:** MSCI World ex US Index

- **Index Identifier:** MXWDU

### Schedule of Portfolio Investments

| Name                                         | Title                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Asml Holding Nv                              | ASML Holding NV                              | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      3077 | NS      | $1654442.32   | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology Sa                        | Spotify Technology SA                        | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |      6227 | NS      | $491621.65    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | Recv Msjsysbk Index Trs                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |         1 | NC      | $-766346.44   | -1.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                               | Su Fp Trs:4834108                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-2179335.09  | -3.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                               | Partners Group Holding AG                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |         1 | NC      | $701854.73    | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                               | MS Swap MSSEEWT Basket Index                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-837712.20   | -1.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom Ag                                  | Swisscom AG                                  | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Short            | EC               | CORP              | CH        |      -837 | NS      | $-458305.45   | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions Sa                       | Perimeter Solutions SA                       | CUSIP: L7579L106<br>LEI: 2221003U8GJZ9U4MR505 | Long             | EC               | CORP              | LU        |    167415 | NS      | $1530173.10   | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                     | Winnebago Industries, Inc.                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Short            | EC               | CORP              | US        |     -9741 | NS      | $-513350.70   | -0.79%            |  |  |  | No            |                  1 | On Loan: No      |
| Remy Cointreau Sa                            | Remy Cointreau SA                            | CUSIP: 474171006<br>LEI: 5493004V6A3Z027YT216 | Short            | EC               | CORP              | FR        |     -3673 | NS      | $-617793.18   | -0.96%            |  |  |  | No            |                  1 | On Loan: No      |
| Misumi Group Inc                             | MISUMI Group, Inc.                           | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Short            | EC               | CORP              | JP        |     -4430 | NS      | $-96661.26    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Sap Se                                       | SAP SE                                       | CUSIP: D66992104<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     32507 | NS      | $3344066.02   | 5.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                | Recv Gscbsfod Index Trs                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-764775.06   | -1.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank Of America Merrill Lynch                | Recv Mlsesemi Index Trs                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-900032.80   | -1.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Textainer Group Holdings Ltd                 | Textainer Group Holdings, Ltd.               | CUSIP: G8766E109<br>LEI: 529900OHEYRATAFMIT89 | Short            | EC               | CORP              | BM        |    -22468 | NS      | $-696732.68   | -1.08%            |  |  |  | No            |                  1 | On Loan: No      |
| H & M Hennes & Mauritz Ab                    | H & M Hennes & Mauritz AB                    | CUSIP: 568743900<br>LEI: 529900O5RR7R39FRDM42 | Short            | EC               | CORP              | SE        |    -90599 | NS      | $-975942.39   | -1.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Cie Financiere Richemont Sa                  | Cie Financiere Richemont SA                  | CUSIP: H25662182<br>LEI: 549300YIPGJ6UX2QPS51 | Short            | EC               | CORP              | CH        |     -4479 | NS      | $-580449.74   | -0.90%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | Recv Dsm Na:b0hzl93                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-942727.28   | -1.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                               | Amadeus IT Group SA                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $1657095.12   | 2.56%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | A P Moller-Maersk A/S                        | CUSIP: 425304003<br>LEI: N/A                  | Short            | EC               | CORP              | DK        |      -212 | NS      | $-475245.59   | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                | Recv Gscbhomb Index Trs                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-580261.11   | -0.90%            |  |  |  | No            |                  2 | On Loan: No      |
| Csx Corp                                     | CSX Corp.                                    | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Short            | EC               | CORP              | US        |     -5679 | NS      | $-175935.42   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                          | Thor Industries, Inc.                        | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Short            | EC               | CORP              | US        |     -4762 | NS      | $-359483.38   | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Metro Inc/cn                                 | Metro, Inc./CN                               | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Short            | EC               | CORP              | CA        |     -2966 | NS      | $-164110.13   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                | Recv Gscbere1 Index Trs                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-1234765.55  | -1.91%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                               | Recv Dechra Trs:0963318                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-2251013.72  | -3.48%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                               | MS Swap MSCBUTES Basket Index                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-606985.97   | -0.94%            |  |  |  | No            |                  2 | On Loan: No      |
| Kion Group Ag                                | KION Group AG                                | CUSIP: N/A<br>LEI: 5299005KY91C4C6U9H17       | Short            | EC               | CORP              | DE        |     -9032 | NS      | $-258046.68   | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Nof Corp                                     | NOF Corp.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     62280 | NS      | $2492238.43   | 3.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor Plc                                    | Amcor PLC                                    | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Short            | EC               | CORP              | JE        |    -66465 | NS      | $-791598.15   | -1.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/de                            | Brunswick Corp.                              | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Short            | EC               | CORP              | US        |     -7939 | NS      | $-572243.12   | -0.89%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | Treasury Wine Estates, Ltd.                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $2290229.05   | 3.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                               | Olympus Trs:6658801                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-970350.33   | -1.50%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank Of America Merrill Lynch                | Recv Mlseboat Index Trs                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-230308.20   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Jb Hunt Transport Services Inc               | JB Hunt Transport Services, Inc.             | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Short            | EC               | CORP              | US        |     -3685 | NS      | $-642516.60   | -0.99%            |  |  |  | No            |                  1 | On Loan: No      |
| Wisdomtree India Earnings Fund               | WisdomTree India Earnings Fund               | CUSIP: 97717W422<br>LEI: 54930026N5YOB6AW2260 | Short            | EC               | RF                | US        |    -24634 | NS      | $-802822.06   | -1.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Stmicroelectronics Nv                        | STMicroelectronics NV                        | CUSIP: 596233908<br>LEI: 213800Z8NOHIKRI42W10 | Short            | EC               | CORP              | NL        |    -17573 | NS      | $-618813.84   | -0.96%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | JD.Com, Inc.                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $3678957.58   | 5.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Saputo Inc                                   | Saputo, Inc.                                 | CUSIP: N/A<br>LEI: 549300HH4U1DPY0TBT90       | Short            | EC               | CORP              | CA        |     -6934 | NS      | $-171539.67   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | Worldline SA/France                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-1662383.46  | -2.57%            |  |  |  | No            |                  2 | On Loan: No      |
| United Microelectronics Corp                 | United Microelectronics Corp.                | CUSIP: 910873405<br>LEI: 391200YJCAGH9LF96P73 | Short            | EC               | CORP              | TW        |    -51494 | NS      | $-336255.82   | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Kuehne + Nagel International Ag              | Kuehne + Nagel International AG              | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Short            | EC               | CORP              | CH        |     -2217 | NS      | $-515670.56   | -0.80%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                | Recv Gscbsxk1 Basket Trs                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-917516.68   | -1.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Crh Plc                                      | CRH PLC                                      | CUSIP: G25508105<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |     67473 | NS      | $2665109.62   | 4.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen Nv                                     | Adyen NV                                     | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |       845 | NS      | $1161912.43   | 1.80%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Morgan Stanley                               | Erf Fp Trs:bndpyv1                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-1599748.30  | -2.48%            |  |  |  | No            |                  2 | On Loan: No      |
| Camping World Holdings Inc                   | Camping World Holdings, Inc.                 | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Short            | EC               | CORP              | US        |     -9755 | NS      | $-217731.60   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Hellofresh Se                                | HelloFresh SE                                | CUSIP: N/A<br>LEI: 391200ZAF4V6XD2M9G57       | Short            | EC               | CORP              | DE        |     -8229 | NS      | $-180302.60   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                | Recv Gseuinds Index Trs                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-1254311.10  | -1.94%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                               | Recv Kone Oyj Trs:b09m9d2                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-584141.38   | -0.90%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                               | MS Swap MSUKCONS Basket Index                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-885547.79   | -1.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Aia Group Ltd                                | AIA Group, Ltd.                              | CUSIP: Y002A1105<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    342945 | NS      | $3813941.92   | 5.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Wag Payment Solutions Plc                    | WAG Payment Solutions PLC                    | CUSIP: N/A<br>LEI: 213800HU63CWV5J8YK95       | Long             | EC               | CORP              | GB        |   1333260 | NS      | $1273400.55   | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimano Inc                                  | Shimano, Inc.                                | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Short            | EC               | CORP              | JP        |     -4771 | NS      | $-756446.40   | -1.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Melrose Industries Plc                       | Melrose Industries PLC                       | CUSIP: G5973J160<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |   1502068 | NS      | $2430197.44   | 3.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/the                                | Clorox Co.                                   | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Short            | EC               | CORP              | US        |     -2029 | NS      | $-284729.57   | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Randstad Nv                                  | Randstad NV                                  | CUSIP: 522865906<br>LEI: 7245009EAAUUQJ0U4T57 | Short            | EC               | CORP              | NL        |    -20574 | NS      | $-1250704.43  | -1.94%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | JB Hi-Fi, Ltd.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-497619.28   | -0.77%            |  |  |  | No            |                  2 | On Loan: No      |
| Abb Ltd                                      | ABB, Ltd.                                    | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Short            | EC               | CORP              | CH        |    -13525 | NS      | $-410194.01   | -0.63%            |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding Plc             | Sensata Technologies Holding PLC             | CUSIP: G8060N102<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |     76591 | NS      | $3092744.58   | 4.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | Recv Amplifon Trs:b14nj71                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-803106.87   | -1.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                               | Bureau Veritas SA                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |         1 | NC      | $1187651.79   | 1.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co Ltd                                  | Obic Co., Ltd.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       977 | NS      | $143723.29    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Axfood Ab                                    | Axfood AB                                    | CUSIP: N/A<br>LEI: 549300QIXCZWZLHE8L05       | Short            | EC               | CORP              | SE        |     -7535 | NS      | $-206752.39   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | Recv Msseclvt Index Trs                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-1363679.60  | -2.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                               | Becle SAB de CV                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | MX        |         1 | NC      | $1243403.92   | 1.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag Se                                  | Brenntag SE                                  | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Short            | EC               | CORP              | DE        |    -12981 | NS      | $-827358.86   | -1.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                | Recv Gscbsecn Index Trs                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-801444.38   | -1.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Rs Group Plc                                 | RS GROUP PLC                                 | CUSIP: N/A<br>LEI: 549300KVXDURRKVW7R37       | Long             | EC               | CORP              | GB        |    190782 | NS      | $2055098.63   | 3.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | Recv Prosus Trs:bjds7l3                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-1751231.31  | -2.71%            |  |  |  | No            |                  2 | On Loan: No      |
| Autonation Inc                               | AutoNation, Inc.                             | CUSIP: 05329W102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -4210 | NS      | $-451733.00   | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | Taiwan Semiconductor Manufacturing Co., Ltd. | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | N/A              | DE               | CORP              | TW        |         1 | NC      | $1148190.94   | 1.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom Sa                                    | Alstom SA                                    | CUSIP: B0DJ8Q909<br>LEI: 96950032TUYMW11FB530 | Short            | EC               | CORP              | FR        |     -2667 | NS      | $-64953.81    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group Plc                           | Intertek Group PLC                           | CUSIP: 316383900<br>LEI: 2138003GAT25WW1RN369 | Short            | EC               | CORP              | GB        |     -1409 | NS      | $-68371.73    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group PLC            | Intercontinental Hotels Group                | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Short            | EC               | CORP              | GB        |     -3711 | NS      | $-211770.43   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Corp                              | Brookfield Corp.                             | CUSIP: N/A<br>LEI: C6J3FGIWG6MBDGTE8F80       | Long             | EC               | CORP              | CA        |     65593 | NS      | $2061293.73   | 3.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group Plc                     | Lloyds Banking Group PLC                     | CUSIP: G5533W248<br>LEI: 549300PPXHEU2JF0AM85 | Short            | EC               | CORP              | GB        |   -895390 | NS      | $-489095.23   | -0.76%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | Lseg Ln Trs:b0swjx3                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-2147695.60  | -3.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                               | MS Swap MSSENERGY Basket Index               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-624774.15   | -0.97%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                               | Sx7e Index (usd) Trs                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-974289.24   | -1.51%            |  |  |  | No            |                  2 | On Loan: No      |
| The Options Clearing Corporation             | Intel Corp.                                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      1315 | NC      | $64435.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | Umg Trs:bnzgvv1                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-1381631.85  | -2.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Ferguson Plc                                 | Ferguson PLC                                 | CUSIP: G3421J106<br>LEI: 213800DU1LGY3R2S2X42 | Short            | EC               | CORP              | JE        |     -2597 | NS      | $-329741.09   | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Db Us Dollar Index Bullish Fund      | Invesco DB US Dollar Index Bullish Fund      | CUSIP: 46141D203<br>LEI: 549300QQBOFDEGGI5W06 | Short            | EC               | RF                | US        |    -46025 | NS      | $-1279955.25  | -1.98%            |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd                     | Triton International, Ltd.                   | CUSIP: G9078F107<br>LEI: N/A                  | Short            | EC               | CORP              | BM        |     -3217 | NS      | $-221265.26   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Plc                                | Rio Tinto PLC                                | CUSIP: G75754104<br>LEI: 213800YOEO5OQ72G2R82 | Short            | EC               | CORP              | GB        |     -3808 | NS      | $-265585.79   | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | Rentokil Trs:b082rf1                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-1032709.22  | -1.60%            |  |  |  | No            |                  2 | On Loan: No      |
| Perkinelmer Inc                              | PerkinElmer, Inc.                            | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     23330 | NS      | $3271332.60   | 5.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | Dim Fp Trs:byz2qp5                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-759941.70   | -1.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco Ab                               | Atlas Copco AB                               | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Short            | EC               | CORP              | SE        |    -33488 | NS      | $-357072.49   | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                | Recv Gscbsads Index Trs                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-476869.08   | -0.74%            |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen Kk                              | Nippon Yusen KK                              | CUSIP: 664396009<br>LEI: 353800YPW4XM0ZN5I149 | Short            | EC               | CORP              | JP        |    -72880 | NS      | $-1717812.72  | -2.66%            |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize Nv                | Koninklijke Ahold Delhaize NV                | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Short            | EC               | CORP              | NL        |     -5757 | NS      | $-164909.13   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-clark Corp                          | Kimberly-Clark Corp.                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Short            | EC               | CORP              | US        |     -2283 | NS      | $-309917.25   | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | Constellation Software, Inc.                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CA        |         1 | NC      | $1021915.05   | 1.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                               | Jhx Au Trs:b60qwj2                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-486393.05   | -0.75%            |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                        | Norfolk Southern Corp.                       | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Short            | EC               | CORP              | US        |      -463 | NS      | $-114092.46   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                | Recv Cba At Trs:6215035                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-384976.13   | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| Edenred                                      | Edenred                                      | CUSIP: B62G1B904<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |     55594 | NS      | $3018846.26   | 4.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran Sa                                    | Safran SA                                    | CUSIP: F4035A557<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |     31066 | NS      | $3876502.92   | 6.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury Wine Estates Ltd                    | Treasury Wine Estates, Ltd.                  | CUSIP: N/A<br>LEI: 529900LVOPJGAX6ILK66       | Long             | EC               | CORP              | AU        |     41298 | NS      | $381164.91    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | MS Swap MSESMACH Basket Index                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-1164873.72  | -1.80%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank Of America Merrill Lynch                | Recv Mlhmbldr Index Trs                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-497056.56   | -0.77%            |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                 | Keyence Corp.                                | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |      4920 | NS      | $1917362.54   | 2.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | Recv Mskering Index Trs                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-1251885.87  | -1.94%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                               | Dia Im Trs:b234wn9                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-675191.95   | -1.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co Ltd                               | Daifuku Co., Ltd.                            | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |     -5350 | NS      | $-250581.68   | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Eqt Ab                                       | EQT AB                                       | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Short            | EC               | CORP              | SE        |    -28530 | NS      | $-604032.63   | -0.93%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                | Gscbsehk Basket Trs                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-567321.37   | -0.88%            |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group Ag                               | Lonza Group AG                               | CUSIP: 733337901<br>LEI: 549300EFW4H2TCZ71055 | Short            | EC               | CORP              | CH        |      -577 | NS      | $-282575.34   | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Experian Plc                                 | Experian PLC                                 | CUSIP: B19NLV907<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |     51910 | NS      | $1756509.26   | 2.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle Sa                                    | Nestle SA                                    | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Short            | EC               | CORP              | CH        |     -3179 | NS      | $-368134.52   | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| International Consolidated Airlines Group Sa | International Consolidated Airlines Group SA | CUSIP: B5M6XQ908<br>LEI: 959800TZHQRUSH1ESL13 | Short            | EC               | CORP              | ES        |    -57410 | NS      | $-85522.06    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-benz Group Ag                       | Mercedes-Benz Group AG                       | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Short            | EC               | CORP              | DE        |    -11707 | NS      | $-767149.42   | -1.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Cts Eventim Ag & Co Kgaa                     | CTS Eventim AG & Co. KGaA                    | CUSIP: D1648T108<br>LEI: 529900FDHSN08UBJII80 | Long             | EC               | CORP              | DE        |     49536 | NS      | $3150889.45   | 4.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon Inc                                    | Alcon, Inc.                                  | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |     46275 | NS      | $3160024.32   | 4.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc              | Installed Building Products, Inc.            | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Short            | EC               | CORP              | US        |     -4903 | NS      | $-419696.80   | -0.65%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** CPG COOPER SQUARE INTERNATIONAL EQUITY LLC

**Signature:** Michael Mascis

**Name of Signer:** Michael Mascis

**Title:** Principal Financial Officer